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# ts — Time Series Analysis Library
C11 library of 354 financial and mathematical time-series indicators.
The library provides 354 indicators covering moving averages, oscillators,
volatility measures, statistical functions, and more. See the source files
in `lib/` for the complete list.
**Requirements:** Any C11-compatible compiler, libm, Python 3 (for code generation).
**Platform:** Little-endian only (x86, x86_64, AArch64). Big-endian is not supported.
**Note:** Generated files (`ts_generated.h`, `lib/ts_flat_generated.c`,
`lib/ts_registry_generated.c`) are regenerated automatically by the Makefile.
If you modify indicator sources, run `make` to regenerate.
## Quick Start
```bash
make # Build example binary
make test # Run all tests
make lib # Build static library (libts.a)
make shared # Build shared library (libts.so)
make install # Install to /usr/local (PREFIX overrideable)
make check # Clean build with -Werror + tests
make sanitize-test # ASAN + UBSan
make uninstall # Remove installed files
```
## Usage
```c
#define TS_IMPLEMENTATION
#include "ts.h"
// Types: fp_t == double, ts_uint_t == uint64_t
// Simple moving average (period=10)
uint_t period = 10;
fp_t input[100];
ts_fill(input, 100, 0, 100); // fill with 0..100
fp_t output[100];
fp_t * const y[1] = { output };
fp_t const * const x[1] = { input };
ts_constant_t c;
memset(&c, 0, sizeof(c));
*(uint_t *)c.data = period;
int ret = ts_average(y, 1, x, 1, 100, &c);
if (ret == -1) { /* error: invalid params or insufficient data */ }
// Valid output starts at index ts_average_offset(&c) == period - 1
uint_t offset = ts_average_offset(&c);
for (uint_t i = offset; i < 100; i++) {
// output[i] contains valid SMA values
}
```
## API
Every indicator shares the same signature:
```c
int ts_<name>(
fp_t * const *y, // output arrays
uint_t y_n, // number of output arrays
fp_t const * const *x, // input arrays
uint_t x_n, // number of input arrays
uint_t n, // number of data points
ts_constant_t const *c // parameters (opaque buffer)
);
```
**Return values:** `0` on success, `-1` on error (invalid parameters, insufficient data).
**Offsets:** Each indicator has a `ts_<name>_offset(c)` function. Output values before the offset are undefined. Valid output starts at index `offset`.
**Parameters:** Pass a struct matching the indicator's expected layout. For simple indicators, a raw `uint_t` period works:
```c
uint_t k = 14;
ts_rsi(y, 1, x, 1, n, &k); // k is read as ts_rsi_params_t{k}
```
**OHLCV access:** Multi-input functions use macros:
- `ts_o(x, i)` — open
- `ts_h(x, i)` — high
- `ts_l(x, i)` — low
- `ts_c(x, i)` — close
- `ts_v(x, i)` — volume
## Thread Safety
The library is **thread-safe for concurrent reads** but has the following constraints:
- Each indicator function is stateless and does not use global mutable state.
- Multiple threads can safely call different indicator functions simultaneously.
- The same indicator function can be called from multiple threads as long as each thread uses its own `x`, `y`, and `c` buffers.
- `ts_constant()` allocates heap memory — `ts_constant_free()` must be called by the owning thread.
- The function registry (`ts_registry_get`, `ts_fn_name_get`) returns pointers to static read-only data and is thread-safe.
## Building
| Target | Description |
|--------|-------------|
| `make` | Build example binary |
| `make lib` | Static library |
| `make shared` | Shared library |
| `make test` | Run test suite |
| `make test-one TEST=rsi` | Run single test |
| `make check` | Clean build with `-Werror` + tests |
| `make valgrind` | Memory leak check |
| `make sanitize-test` | ASAN + UBSan (requires libasan) |
| `make clean` | Remove build artifacts |
| `make distclean` | Remove build + generated files |
## Install
```bash
make install # /usr/local
make install PREFIX=/opt/ts # custom prefix
```
Installs header, static library, shared library, and pkg-config file. Use with:
```bash
pkg-config --cflags --libs ts
```
## License
MIT — Copyright (c) 2025-2026 Ethan Werner
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