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, 60 insertions, 0 deletions

diff --git a/lib/crossover.c b/lib/crossover.c
new file mode 100644
index 0000000..92a0c9e
--- /dev/null
+++ b/lib/crossover.c
@@ -0,0 +1,60 @@
+// Crossover
+//
+// crossover - crossover
+//
+//       ⎧ -1 if x0_i < x1_i and x0_i-1 > x1_i-1
+// y_i = ⎨ 0 if x = 0
+//       ⎩ 1 if x0_i > x1_i and x0_i-1 < x1_i-1
+//
+// Inputs:    2
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+
+ts_parameter_t const ts_crossover_p = { .n_inputs = 2, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+
+uint_t ts_crossover_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_crossover(
+	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_crossover_p );
+	(void)c;
+	if ( n < 2 ) return -1;
+
+	uint_t xi;
+	uint_t yi;
+
+  xi = 1;
+	yi = 1;
+
+	y[0][0] = 0;
+	for( ; xi < n; xi++, yi++ )
+	{
+		if( x[0][xi] > x[1][xi] && x[0][xi - 1] <= x[1][xi - 1] )
+			y[0][yi] = 1;
+
+		else if( x[0][xi] < x[1][xi] && x[0][xi - 1] >= x[1][xi - 1] )
+			y[0][yi] = -1;
+
+		else
+			y[0][yi] = 0;
+	}
+	return 0;
+}
+
+
+