initial commit: ts time series analysis library v0.1.0

- 354 financial and mathematical time-series indicators
- Uniform C11 API with consistent function signatures
- 349 passing tests with -Werror
- Static and shared library builds
- pkg-config integration
- Python bindings
- Fuzzing and sanitizer support
- Security hardening flags

1 files changed, 81 insertions, 0 deletions

diff --git a/lib/acceleration_bands.c b/lib/acceleration_bands.c
new file mode 100644
index 0000000..776b990
--- /dev/null
+++ b/lib/acceleration_bands.c
@@ -0,0 +1,81 @@
+// Acceleration Bands
+//
+// acceleration_bands - acc_bands
+//
+// Upper: SMA of highest high over period k
+// Middle: SMA of typical price over period k
+// Lower: SMA of lowest low over period k
+//
+// Inputs:    4 (OHLCV)
+// Outputs:   3 (Upper, Middle, Lower)
+// Constants: 1 (period)
+
+#include <stdlib.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_acceleration_bands_params_t;
+
+ts_parameter_t const ts_acceleration_bands_p = { .n_inputs = 4, .n_outputs = 3, .n_constants = 1, .params_size = sizeof(ts_acceleration_bands_params_t) };
+
+uint_t ts_acceleration_bands_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_acceleration_bands_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_acceleration_bands(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_acceleration_bands_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_acceleration_bands_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    fp_t *hh_r = malloc( n * sizeof( fp_t ) );
+    fp_t *ll_r = malloc( n * sizeof( fp_t ) );
+    fp_t *tp = malloc( n * sizeof( fp_t ) );
+    if ( !hh_r || !ll_r || !tp ) {
+        free( hh_r ); free( ll_r ); free( tp );
+	return -1;
+    }
+
+    for ( uint_t i = 0; i < n; ++i )
+    {
+        tp[i] = ( ts_h( x, i ) + ts_l( x, i ) + ts_c( x, i ) ) / 3.0;
+        fp_t hh = ts_h( x, i );
+        fp_t ll = ts_l( x, i );
+        for ( uint_t j = 1; j < k && i >= j; ++j )
+        {
+            if ( ts_h( x, i - j ) > hh ) hh = ts_h( x, i - j );
+            if ( ts_l( x, i - j ) < ll ) ll = ts_l( x, i - j );
+        }
+        hh_r[i] = hh;
+        ll_r[i] = ll;
+    }
+
+    for ( uint_t j = 0; j < n && j < k - 1; ++j ) { y[0][j] = 0; y[1][j] = 0; y[2][j] = 0; }
+    for ( uint_t i = k - 1; i < n; ++i )
+    {
+        fp_t sum_hh = 0, sum_ll = 0, sum_tp = 0;
+        for ( uint_t j = 0; j < k; ++j )
+        {
+            sum_hh += hh_r[i - j];
+            sum_ll += ll_r[i - j];
+            sum_tp += tp[i - j];
+        }
+        y[0][i] = sum_hh / (fp_t)k;
+        y[1][i] = sum_tp / (fp_t)k;
+        y[2][i] = sum_ll / (fp_t)k;
+    }
+
+    free( hh_r ); free( ll_r ); free( tp );
+	return 0;
+}
+
+
+