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/donchian_width.c b/test/donchian_width.c
new file mode 100644
index 0000000..ead859f
--- /dev/null
+++ b/test/donchian_width.c
@@ -0,0 +1,21 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_donchian_width( void )
+{
+    fp_t const o[] = { 10, 12, 11, 14, 13, 15, 16, 14, 17, 18 };
+    fp_t const h[] = { 12, 14, 13, 16, 15, 17, 18, 16, 19, 20 };
+    fp_t const l[] = { 9, 11, 10, 13, 12, 14, 15, 13, 16, 17 };
+    fp_t const c[] = { 11, 13, 12, 15, 14, 16, 17, 15, 18, 19 };
+    fp_t const v[] = { 100, 200, 150, 180, 160, 190, 210, 170, 200, 220 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    /* Width = HH3 - LL3 at index 2..9: 4, 4, 4, 4, 3, 4, 5, 3 */
+    fp_t const e[] = { 5, 6, 6, 5, 6, 5, 6, 7 };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_donchian_width, ts_donchian_width_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_donchian_width_p);
+}