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/elder_ray.c b/lib/elder_ray.c
new file mode 100644
index 0000000..a0f330f
--- /dev/null
+++ b/lib/elder_ray.c
@@ -0,0 +1,58 @@
+// Elder Ray Index
+//
+// elder_ray - ERI
+//
+// Bull Power: High - EMA(Close)
+// Bear Power: Low - EMA(Close)
+//
+// Inputs:    4 (OHLC)
+// Outputs:   2 (Bull Power, Bear Power)
+// Constants: 1 (EMA period)
+
+#include <math.h>
+#include <stdlib.h>
+#include "ts.h"
+
+typedef struct {
+    fp_t k;
+} ts_elder_ray_params_t;
+
+ts_parameter_t const ts_elder_ray_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_elder_ray_params_t) };
+
+uint_t ts_elder_ray_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_elder_ray(
+	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_ray_p );
+	if ( !c ) return -1;
+	fp_t k = ((ts_elder_ray_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+	fp_t a = 1.0 / k;
+	fp_t *ema = calloc( n, sizeof( fp_t ) );
+	if( !ema ) return -1;
+
+	ema[0] = ts_c( x, 0 );
+
+	for( uint_t i = 0; i < n; ++i )
+	{
+		if( i > 0 )
+		{
+			ema[i] = ema[i - 1] + a * ( ts_c( x, i ) - ema[i - 1] );
+		}
+		y[0][i] = ts_h( x, i ) - ema[i];
+		y[1][i] = ts_l( x, i ) - ema[i];
+	}
+
+	free( ema );
+	return 0;
+}
+
+