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, 45 insertions, 0 deletions

diff --git a/lib/volume_underlay.c b/lib/volume_underlay.c
new file mode 100644
index 0000000..030ba66
--- /dev/null
+++ b/lib/volume_underlay.c
@@ -0,0 +1,45 @@
+// Volume Underlay
+//
+// volume_underlay
+//
+// Volume Underlay
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_volume_underlay_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(uint_t) };
+
+uint_t ts_volume_underlay_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_volume_underlay(
+	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_volume_underlay_p );
+	(void)c;
+    /* Volume Underlay: normalize volume to [0,1] */
+    /* Find max volume */
+    fp_t max_vol = 0;
+    for (uint_t i = 0; i < n; ++i) {
+        if (x[0][i] > max_vol) max_vol = x[0][i];
+    }
+
+    for (uint_t i = 0; i < n; ++i) {
+        y[0][i] = max_vol != 0 ? x[0][i] / max_vol : 0;
+    }
+	return 0;
+}
+