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, 52 insertions, 0 deletions

diff --git a/lib/reversal.c b/lib/reversal.c
new file mode 100644
index 0000000..ede74fe
--- /dev/null
+++ b/lib/reversal.c
@@ -0,0 +1,52 @@
+// Reversal
+//
+// reversal
+//
+// Reversal indicator
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_reversal_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_reversal_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 2 );
+}
+
+int ts_reversal(
+	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_reversal_p );
+	(void)c;
+	if (n > 0) y[0][0] = 0;
+	if (n > 1) y[0][1] = 0;
+	for( uint_t i = 2; i < n; ++i )
+	{
+		if( x[0][i] < x[0][i - 1] && x[0][i - 1] > x[0][i - 2] )
+		{
+			y[0][i] = -1;
+		}
+		else if( x[0][i] > x[0][i - 1] && x[0][i - 1] < x[0][i - 2] )
+		{
+			y[0][i] = 1;
+		}
+		else
+		{
+			y[0][i] = 0;
+		}
+	}
+	return 0;
+}
+