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, 52 insertions, 0 deletions

diff --git a/lib/elder_force_index.c b/lib/elder_force_index.c
new file mode 100644
index 0000000..23cce66
--- /dev/null
+++ b/lib/elder_force_index.c
@@ -0,0 +1,52 @@
+// Elder Force Index
+//
+// elder_force_index - EFI
+//
+// EMA((Close - PrevClose) * Volume), volume-weighted price change
+//
+// Inputs:    5 (OHLCV)
+// Outputs:   1 (EFI)
+// Constants: 1 (period)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_elder_force_index_params_t;
+
+ts_parameter_t const ts_elder_force_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_elder_force_index_params_t) };
+
+uint_t ts_elder_force_index_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_elder_force_index(
+	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_elder_force_index_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_elder_force_index_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+    fp_t a = 1.0 / k;
+
+    fp_t fi = 0;
+    if ( n > 1 )
+        fi = ( ts_c( x, 1 ) - ts_c( x, 0 ) ) * ts_v( x, 1 );
+    y[0][0] = fi;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        fi = ( ts_c( x, i ) - ts_c( x, i - 1 ) ) * ts_v( x, i );
+        y[0][i] = y[0][i - 1] + a * ( fi - y[0][i - 1] );
+    }
+
+	return 0;
+}
+
+