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, 66 insertions, 0 deletions

diff --git a/lib/t3.c b/lib/t3.c
new file mode 100644
index 0000000..4689d54
--- /dev/null
+++ b/lib/t3.c
@@ -0,0 +1,66 @@
+// T3
+//
+// t3
+//
+// T3 Moving Average
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+ts_parameter_t const ts_t3_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_t3_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_t3(
+	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_t3_p );
+	(void)c;
+	if (n == 0) return -1;
+
+	uint_t k = 5;
+
+	fp_t b = 0.7;
+
+	fp_t alpha = 2.0 / ( (fp_t)k + 1.0 );
+
+	fp_t c3 = b;
+	fp_t c3m1 = c3 - 1.0;
+	fp_t c3m2 = c3 - 2.0;
+	fp_t c3m3 = c3 - 3.0;
+
+	fp_t w3 = c3;
+	fp_t w2 = -3.0 * c3m1;
+	fp_t w1 = 3.0 * c3m1 * c3m2;
+	fp_t w0 = -c3m1 * c3m2 * c3m3;
+
+	fp_t ema1 = x[0][0];
+	fp_t ema2 = x[0][0];
+	fp_t ema3 = x[0][0];
+
+	y[0][0] = x[0][0];
+
+	for( uint_t i = 1; i < n; ++i )
+	{
+		ema1 = ema1 + alpha * ( x[0][i] - ema1 );
+		ema2 = ema2 + alpha * ( ema1 - ema2 );
+		ema3 = ema3 + alpha * ( ema2 - ema3 );
+
+		y[0][i] = w3 * ema3 + w2 * ema2 + w1 * ema1 + w0 * x[0][i];
+	}
+	return 0;
+}
+