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, 85 insertions, 0 deletions

diff --git a/lib/shinohara_intensity_ratio.c b/lib/shinohara_intensity_ratio.c
new file mode 100644
index 0000000..fcdd364
--- /dev/null
+++ b/lib/shinohara_intensity_ratio.c
@@ -0,0 +1,85 @@
+// Shinohara Intensity Ratio
+//
+// shinohara_intensity_ratio
+//
+// Shinohara Intensity Ratio
+//
+// 
+//
+// Inputs:    4
+// Outputs:   1
+// Constants: 1
+
+
+#include <stdlib.h>
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_shinohara_intensity_ratio_params_t;
+
+ts_parameter_t const ts_shinohara_intensity_ratio_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_shinohara_intensity_ratio_params_t) };
+
+uint_t ts_shinohara_intensity_ratio_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_shinohara_intensity_ratio_params_t *)c)->k > 0 ? ((ts_shinohara_intensity_ratio_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_shinohara_intensity_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_shinohara_intensity_ratio_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_shinohara_intensity_ratio_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    fp_t *intensity = calloc( n, sizeof( fp_t ) );
+    if ( !intensity ) return -1;
+
+    for( uint_t i = 0; i < n; ++i )
+    {
+        fp_t h = ts_h(x, i);
+        fp_t l = ts_l(x, i);
+        fp_t cl = ts_c(x, i);
+        fp_t o = ts_o(x, i);
+        fp_t range = h - l;
+
+        if( range == 0 )
+        {
+            intensity[i] = 0;
+        }
+        else if( cl > o )
+        {
+            intensity[i] = (h - cl) / range;
+        }
+        else
+        {
+            intensity[i] = (cl - l) / range;
+        }
+    }
+
+    for (uint_t j = 0; j < n && j < k - 1; ++j) y[0][j] = 0;
+    for( uint_t i = k - 1; i < n; ++i )
+    {
+        if( i == k - 1 )
+        {
+            fp_t sum = 0;
+            for( uint_t j = 0; j < k; ++j )
+                sum += intensity[j];
+            y[0][i] = sum / k;
+        }
+        else
+        {
+            y[0][i] = y[0][i-1] + (intensity[i] - intensity[i - k]) / k;
+        }
+    }
+
+    free( intensity );
+	return 0;
+}
+