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, 20 insertions, 0 deletions

diff --git a/test/di_plus.c b/test/di_plus.c
new file mode 100644
index 0000000..f8667fb
--- /dev/null
+++ b/test/di_plus.c
@@ -0,0 +1,20 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_di_plus( 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, 10, 11, 12, 13, 14, 15, 16, 17, 18 };
+    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, +DM=1 (H increases by 1 each bar), -DM=0, +DI = 100*EMA(+DM)/(EMA(+DM)+EMA(-DM)) = 100 */
+    fp_t const e[] = { 100, 100, 100, 100, 100, 100, 100 };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_di_plus, ts_di_plus_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_di_plus_p);
+}