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, 19 insertions, 0 deletions

diff --git a/test/bollinger_pctb.c b/test/bollinger_pctb.c
new file mode 100644
index 0000000..760156f
--- /dev/null
+++ b/test/bollinger_pctb.c
@@ -0,0 +1,19 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_bollinger_pctb( void )
+{
+    fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const * const inp[1] = { x };
+
+    /* pctB = (C - Lower) / (Upper - Lower) = (C - (M - 2*SD)) / (4*SD) */
+    /* At idx 2: C=12, M=11, SD=0.81650, (12 - 9.367) / 3.266 = 0.80622 */
+    /* At idx 3: C=13, M=12, SD=0.81650, (13 - 10.367) / 3.266 = 0.80622 */
+    fp_t const e[] = { 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178 };
+    fp_t const * const exp[1] = { e };
+
+    typedef struct { uint_t k; fp_t std_mult; } c_t;
+    c_t c = { .k = 3, .std_mult = 2.0 };
+    return ts_test(ts_bollinger_pctb, ts_bollinger_pctb_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_bollinger_pctb_p);
+}