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, 50 insertions, 0 deletions

diff --git a/lib/performance_ratio.c b/lib/performance_ratio.c
new file mode 100644
index 0000000..ffd0ece
--- /dev/null
+++ b/lib/performance_ratio.c
@@ -0,0 +1,50 @@
+// Performance Ratio
+//
+// performance_ratio
+//
+// Performance Ratio
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_performance_ratio_params_t;
+
+ts_parameter_t const ts_performance_ratio_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_performance_ratio_params_t) };
+
+uint_t ts_performance_ratio_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_performance_ratio_params_t *)c)->k : 0 );
+}
+
+int ts_performance_ratio(
+	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_performance_ratio_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_performance_ratio_params_t *)c)->k;
+    if (k <= 1 || n == 0) return -1;
+
+    fp_t factor = (fp_t)k / (k - 1);
+
+    for( uint_t i = k; i < n; ++i )
+    {
+        fp_t v = x[0][i - k + 1];
+        fp_t inner = v * v - 1;
+        y[0][i] = inner >= 0 ? sqrt( factor * inner ) : 0;
+    }
+	return 0;
+}
+