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, 21 insertions, 0 deletions

diff --git a/test/aroon.c b/test/aroon.c
new file mode 100644
index 0000000..df68637
--- /dev/null
+++ b/test/aroon.c
@@ -0,0 +1,21 @@
+#include "ts.h"
+
+bool ts_test_aroon( void )
+{
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const l[] = { 9, 8, 7, 6, 5, 4, 3, 2, 1, 0 };
+    fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    /* k=3, offset=2, y_n=8 */
+    /* Monotonically rising H, falling L => most recent bar is always the extreme => age=0 => Aroon=100 */
+    /* Function writes to y[2..9], ts_test compares y[j+offset] vs e[j] for j=0..7 */
+    fp_t const eup[] = { 100, 100, 100, 100, 100, 100, 100, 100 };
+    fp_t const edn[] = { 100, 100, 100, 100, 100, 100, 100, 100 };
+    fp_t const * const exp[2] = { eup, edn };
+
+    uint_t k = 3;
+    return ts_test(ts_aroon, ts_aroon_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_aroon_p);
+}