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, 43 insertions, 0 deletions

diff --git a/lib/trade_volume_index.c b/lib/trade_volume_index.c
new file mode 100644
index 0000000..2e1b50d
--- /dev/null
+++ b/lib/trade_volume_index.c
@@ -0,0 +1,43 @@
+// Trade Volume Index
+//
+// trade_volume_index
+//
+// Trade Volume Index
+//
+// 
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_trade_volume_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_trade_volume_index_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_trade_volume_index(
+		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_trade_volume_index_p );
+ (void)c;
+	if (n < 2) return -1;
+	for( uint_t i = 0; i + 1 < n; ++i )
+		{
+			fp_t roc = x[3][i] != 0 ? ( x[3][i + 1] - x[3][i] ) / x[3][i] : 0;
+			y[0][i] = ( i == 0 ? 0 : y[0][i - 1] ) + roc * x[4][i + 1];
+		}
+		y[0][n - 1] = y[0][n - 2];
+		return 0;
+	}
+