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, 58 insertions, 0 deletions

diff --git a/lib/candlestick_formations.c b/lib/candlestick_formations.c
new file mode 100644
index 0000000..835e5d5
--- /dev/null
+++ b/lib/candlestick_formations.c
@@ -0,0 +1,58 @@
+// Candlestick Formations
+//
+// candlestick_formations - candle
+//
+// Detects doji, engulfing, shooting star, and hammer patterns
+//
+// Inputs:    4 (OHLC)
+// Outputs:   1 (formation flag)
+// Constants: 0
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_candlestick_formations_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_candlestick_formations_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_candlestick_formations(
+	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_candlestick_formations_p );
+	(void)c;
+	if (n > 0) y[0][0] = 0;
+	for( uint_t i = 1; i < n; ++i )
+	{
+		fp_t const body = ts_c( x, i ) - ts_o( x, i );
+		fp_t const prev_body = ts_c( x, i - 1 ) - ts_o( x, i - 1 );
+		fp_t const range = ts_h( x, i ) - ts_l( x, i );
+		fp_t const body_abs = fabs( body );
+		fp_t const upper_wick = ts_h( x, i ) - fmax( ts_o( x, i ), ts_c( x, i ) );
+		fp_t const lower_wick = fmin( ts_o( x, i ), ts_c( x, i ) ) - ts_l( x, i );
+
+		y[0][i] = 0;
+
+		if( range > 0 && body_abs / range < 0.1 )
+			y[0][i] = 1;  // doji
+		else if( prev_body > 0 && body < 0 && body_abs >= fabs( prev_body ) )
+			y[0][i] = 2;  // bearish engulfing
+		else if( prev_body < 0 && body > 0 && body_abs >= fabs( prev_body ) )
+			y[0][i] = 3;  // bullish engulfing
+		else if( upper_wick >= 2 * body_abs && body <= 0 )
+			y[0][i] = 4;  // shooting star
+		else if( lower_wick >= 2 * body_abs && body >= 0 )
+			y[0][i] = 5;  // hammer
+	}
+	return 0;
+}
+
+
+