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, 43 insertions, 0 deletions

diff --git a/test/ease_of_movement.c b/test/ease_of_movement.c
new file mode 100644
index 0000000..fbe2e35
--- /dev/null
+++ b/test/ease_of_movement.c
@@ -0,0 +1,43 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_ease_of_movement( void )
+{
+    uint_t k = 3;
+
+    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[] = { 8,  9,  10,  11,  12,  13,  14,  15,  16,  17 };
+    fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+    fp_t const v[] = { 100, 200, 300, 400, 500, 600, 700, 800, 900, 1000 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t eom[10] = { 0 };
+    for( uint_t i = 1; i < 10; ++i )
+    {
+        fp_t hl = h[i] - l[i];
+        if( hl == 0 ) continue;
+        fp_t br = v[i] / hl;
+        if( br == 0 ) continue;
+        fp_t cur_mid = ( h[i] + l[i] ) / 2.0;
+        fp_t prev_mid = ( h[i - 1] + l[i - 1] ) / 2.0;
+        eom[i] = ( cur_mid - prev_mid ) / br;
+    }
+
+    fp_t e[7] = { 0 };
+    {
+        fp_t sum = eom[1] + eom[2] + eom[3];
+        e[0] = sum / (fp_t)k;
+        for( uint_t i = k + 1; i < 10; ++i )
+        {
+            sum = sum - eom[i - k] + eom[i];
+            e[i - k] = sum / (fp_t)k;
+        }
+    }
+
+    fp_t const * const e_arr[1] = { e };
+    uint_t c_val = k;
+
+    return ts_test(ts_ease_of_movement, ts_ease_of_movement_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_ease_of_movement_p);
+}