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, 61 insertions, 0 deletions

diff --git a/test/adx.c b/test/adx.c
new file mode 100644
index 0000000..e8df67e
--- /dev/null
+++ b/test/adx.c
@@ -0,0 +1,61 @@
+#include <math.h>
+#include <stdlib.h>
+#include "ts.h"
+
+bool ts_test_adx( void )
+{
+	uint_t n = 14;
+	uint_t k = 3;
+
+	/* Monotonically rising data: +DM=1 each bar, -DM=0, TR=3 */
+	fp_t *x[4];
+	x[0] = malloc( n * sizeof( fp_t ) );
+	x[1] = malloc( n * sizeof( fp_t ) );
+	x[2] = malloc( n * sizeof( fp_t ) );
+	x[3] = malloc( n * sizeof( fp_t ) );
+
+	for ( uint_t i = 0; i < n; ++i )
+	{
+		x[0][i] = 10 + i;
+		x[1][i] = 12 + i;
+		x[2][i] = 9 + i;
+		x[3][i] = 11 + i;
+	}
+
+	/* Expected: +DI=100/3, -DI=0, DX=100, ADX=100 (converged EMAs) */
+	fp_t edp[] = { 100.0 / 3, 100.0 / 3, 100.0 / 3, 100.0 / 3, 100.0 / 3, 100.0 / 3, 100.0 / 3, 100.0 / 3, 100.0 / 3, 100.0 / 3 };
+	fp_t edm[] = { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 };
+	fp_t edx[] = { 100, 100, 100, 100, 100, 100, 100, 100, 100, 100 };
+	fp_t ead[] = { 100, 100, 100, 100, 100, 100, 100, 100, 100, 100 };
+	fp_t *e[4] = { edp, edm, edx, ead };
+
+	uint_t offset = k + 1;
+	uint_t y_n = n - offset;
+
+	/* Allocate full-size output since the function writes to absolute
+	 * indices [offset..n-1], not compacted [0..y_n-1] */
+	fp_t *y[4];
+	for ( uint_t i = 0; i < 4; ++i )
+		y[i] = calloc( n, sizeof( fp_t ) );
+
+	uint8_t c[TS_CONSTANT_SIZE] = { 0 };
+	*( uint_t * )c = k;
+
+	ts_adx(y, ts_adx_p.n_outputs, (fp_t const * const *)x, ts_adx_p.n_inputs, n, (ts_constant_t const *)c);
+
+	bool result = true;
+	for ( uint_t i = 0; i < 4; ++i )
+	{
+		for ( uint_t j = 0; j < y_n; ++j )
+		{
+			if ( fabs( y[i][offset + j] - e[i][j] ) > TS_TEST_EPSILON )
+				result = false;
+		}
+	}
+
+	for ( uint_t i = 0; i < 4; ++i )
+		free( y[i] );
+	free( x[0] ); free( x[1] ); free( x[2] ); free( x[3] );
+
+	return result;
+}