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, 17 insertions, 0 deletions

diff --git a/test/bollinger_width.c b/test/bollinger_width.c
new file mode 100644
index 0000000..6a5b21f
--- /dev/null
+++ b/test/bollinger_width.c
@@ -0,0 +1,17 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_bollinger_width( void )
+{
+    fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const * const inp[1] = { x };
+
+    /* width = 2*2*SD/Middle*100 = 4*0.81650/Middle*100 */
+    fp_t const e[] = { 29.690785, 27.216553, 25.122972, 23.328474, 21.773242, 20.412415, 19.211684, 18.144368 };
+    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_width, ts_bollinger_width_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_bollinger_width_p);
+}