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, 56 insertions, 0 deletions

diff --git a/lib/maximum.c b/lib/maximum.c
new file mode 100755
index 0000000..f4d124a
--- /dev/null
+++ b/lib/maximum.c
@@ -0,0 +1,56 @@
+// Maximum
+//
+// maximum -  max
+//
+// Finds the maximum value in the past k values
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+#include "ts.h"
+
+
+typedef struct {
+    uint_t k;
+} ts_maximum_params_t;
+
+ts_parameter_t const ts_maximum_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_maximum_params_t) };
+
+
+uint_t ts_maximum_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_maximum_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_maximum(
+	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_maximum_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_maximum_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	uint_t xi = k - 1;
+	uint_t xj = 0;
+	uint_t yi = k - 1;
+
+	for( ; xi < n; xi++, xj++, yi++ )
+	{
+		y[0][yi] = x[0][xj];
+
+		for( uint_t i = xj; i <= xi; i++ )
+		{
+			if( x[0][i] > y[0][yi] )
+			{
+				y[0][yi] = x[0][i];
+			}
+		}
+	}
+	return 0;
+}
+