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/envelope.c b/test/envelope.c
new file mode 100644
index 0000000..26d0edb
--- /dev/null
+++ b/test/envelope.c
@@ -0,0 +1,19 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_envelope( void )
+{
+    fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const * const inp[1] = { x };
+
+    /* k=3, pct=0.05, SMA: 11, 12, 13, 14, 15, 16, 17, 18 */
+    /* Upper = SMA*1.05, Lower = SMA*0.95 */
+    fp_t const eu[] = { 11.55, 12.60, 13.65, 14.70, 15.75, 16.80, 17.85, 18.90 };
+    fp_t const el[] = { 10.45, 11.40, 12.35, 13.30, 14.25, 15.20, 16.15, 17.10 };
+    fp_t const * const exp[2] = { eu, el };
+
+    typedef struct { uint_t k; fp_t pct; } c_t;
+    c_t c = { .k = 3, .pct = 0.05 };
+    return ts_test(ts_envelope, ts_envelope_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_envelope_p);
+}