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, 70 insertions, 0 deletions

diff --git a/lib/oscillator_cross.c b/lib/oscillator_cross.c
new file mode 100644
index 0000000..0c6c5f8
--- /dev/null
+++ b/lib/oscillator_cross.c
@@ -0,0 +1,70 @@
+// Oscillator Cross
+//
+// oscillator_cross
+//
+// Oscillator crossover detector
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 2
+
+
+#include "ts.h"
+
+typedef struct {
+    fp_t fast;
+    fp_t slow;
+} ts_oscillator_cross_params_t;
+
+ts_parameter_t const ts_oscillator_cross_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_oscillator_cross_params_t) };
+
+uint_t ts_oscillator_cross_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? (uint_t)((ts_oscillator_cross_params_t *)c)->slow : 0 );
+}
+
+int ts_oscillator_cross(
+	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_oscillator_cross_p );
+	if ( !c ) return -1;
+    fp_t const fast = ((ts_oscillator_cross_params_t *)c)->fast;
+    fp_t const slow = ((ts_oscillator_cross_params_t *)c)->slow;
+    if (fast == 0 || slow == 0) return -1;
+    if (n == 0) return -1;
+    fp_t const fast_a = 1.0 / fast;
+    fp_t const slow_a = 1.0 / slow;
+    fp_t fast_e = x[0][0];
+    fp_t slow_e = x[0][0];
+    uint_t const offset = (uint_t)slow;
+    if (offset >= n) return -1;
+
+    for( uint_t i = 0; i < offset; ++i )
+        y[0][i] = 0;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        fp_t pf = fast_e;
+        fp_t ps = slow_e;
+        fast_e = fast_e + fast_a * ( x[0][i] - fast_e );
+        slow_e = slow_e + slow_a * ( x[0][i] - slow_e );
+
+        if( i >= offset )
+        {
+            if( fast_e > slow_e && pf <= ps )
+                y[0][i] = 1;
+            else if( fast_e < slow_e && pf >= ps )
+                y[0][i] = -1;
+            else
+                y[0][i] = 0;
+        }
+    }
+	return 0;
+}
+