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, 66 insertions, 0 deletions

diff --git a/lib/awesome_oscillator.c b/lib/awesome_oscillator.c
new file mode 100644
index 0000000..be1932e
--- /dev/null
+++ b/lib/awesome_oscillator.c
@@ -0,0 +1,66 @@
+// Awesome Oscillator
+//
+// awesome_oscillator - AO
+//
+// EMA5(MP) - EMA34(MP), where MP = (H + L) / 2
+//
+// Inputs:    4 (OHLC)
+// Outputs:   1 (Oscillator)
+// Constants: 0
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_awesome_oscillator_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_awesome_oscillator_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 33 );
+}
+
+int ts_awesome_oscillator(
+	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_awesome_oscillator_p );
+	(void)c;
+	if (n < 34) return -1;
+
+	uint_t fast_period = 5;
+	uint_t slow_period = 34;
+
+	fp_t fast_a = 2.0 / ( ( fp_t )fast_period + 1.0 );
+	fp_t slow_a = 2.0 / ( ( fp_t )slow_period + 1.0 );
+
+	fp_t sum_fast = 0;
+	fp_t sum_slow = 0;
+
+	for ( uint_t j = 0; j < slow_period; ++j )
+	{
+		fp_t mp = ( ts_h( x, j ) + ts_l( x, j ) ) / 2.0;
+		sum_slow += mp;
+		if ( j < fast_period )
+			sum_fast += mp;
+	}
+
+	fp_t ema_fast = sum_fast / ( fp_t )fast_period;
+	fp_t ema_slow = sum_slow / ( fp_t )slow_period;
+
+	for ( uint_t i = 0; i < slow_period - 1; ++i )
+		y[0][i] = 0;
+
+	y[0][slow_period - 1] = ema_fast - ema_slow;
+
+	for( uint_t i = slow_period; i < n; ++i )
+	{
+		fp_t mp = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0;
+		ema_fast = ema_fast + fast_a * ( mp - ema_fast );
+		ema_slow = ema_slow + slow_a * ( mp - ema_slow );
+		y[0][i] = ema_fast - ema_slow;
+	}
+	return 0;
+}
+