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, 64 insertions, 0 deletions

diff --git a/lib/pretty_good_oscillator.c b/lib/pretty_good_oscillator.c
new file mode 100644
index 0000000..65a05c2
--- /dev/null
+++ b/lib/pretty_good_oscillator.c
@@ -0,0 +1,64 @@
+// Pretty Good Oscillator
+//
+// pretty_good_oscillator
+//
+// Pretty Good Oscillator
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_pretty_good_oscillator_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_pretty_good_oscillator_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_pretty_good_oscillator(
+	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_pretty_good_oscillator_p );
+	(void)c;
+    if (n == 0) return -1;
+    fp_t ema14 = x[0][0];
+    fp_t ema30 = x[0][0];
+    fp_t ema90 = x[0][0];
+    fp_t a14 = 15.0 / (19.0 * 14);
+    fp_t a30 = 15.0 / (19.0 * 30);
+    fp_t a90 = 15.0 / (19.0 * 90);
+
+    for( uint_t i = 0; i < n; ++i )
+    {
+        if( i > 0 )
+        {
+            ema14 = ema14 + a14 * (x[0][i] - ema14);
+            ema30 = ema30 + a30 * (x[0][i] - ema30);
+            ema90 = ema90 + a90 * (x[0][i] - ema90);
+        }
+
+        fp_t arr[3] = {ema14, ema30, ema90};
+        for( uint_t a = 0; a < 2; ++a )
+            for( uint_t b = a + 1; b < 3; ++b )
+                if( arr[a] > arr[b] ) { fp_t t = arr[a]; arr[a] = arr[b]; arr[b] = t; }
+
+        fp_t median = arr[1];
+
+        if( median == 0 )
+            y[0][i] = 0;
+        else
+            y[0][i] = (x[0][i] / median - 1.0);
+    }
+	return 0;
+}
+