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, 40 insertions, 0 deletions

diff --git a/test/fill_indicator.c b/test/fill_indicator.c
new file mode 100644
index 0000000..071c245
--- /dev/null
+++ b/test/fill_indicator.c
@@ -0,0 +1,40 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_fill_indicator( 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,  10, 10, 11, 12, 13, 14, 15, 16, 17 };
+    fp_t const c[] = { 11, 12, 10, 14, 15, 16, 14, 18, 17, 20 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    /* fill values:
+     * i=0: |11-10|/(12-8)*100 = 1/4*100 = 25
+     * i=1: |12-11|/(13-10)*100 = 1/3*100 = 33.333
+     * i=2: |10-12|/(14-10)*100 = 2/4*100 = 50
+     * i=3: |14-13|/(15-11)*100 = 1/4*100 = 25
+     * i=4: |15-14|/(16-12)*100 = 1/4*100 = 25
+     * i=5: |16-15|/(17-13)*100 = 1/4*100 = 25
+     * i=6: |14-16|/(18-14)*100 = 2/4*100 = 50
+     * i=7: |18-17|/(19-15)*100 = 1/4*100 = 25
+     * i=8: |17-18|/(20-16)*100 = 1/4*100 = 25
+     * i=9: |20-19|/(21-17)*100 = 1/4*100 = 25
+     * SMA(3): i=2: (25+33.333+50)/3 = 36.111
+     *         i=3: 36.111 + (25-25)/3 = 36.111
+     *         i=4: 36.111 + (25-33.333)/3 = 33.333
+     *         i=5: 33.333 + (25-50)/3 = 25
+     *         i=6: 25 + (50-25)/3 = 33.333
+     *         i=7: 33.333 + (25-25)/3 = 33.333
+     *         i=8: 33.333 + (25-25)/3 = 33.333
+     *         i=9: 33.333 + (25-50)/3 = 25
+     */
+    fp_t const e[] = { 36.11111, 36.11111, 33.33333, 25, 33.33333, 33.33333, 33.33333, 25 };
+    fp_t const * const exp[1] = { e };
+
+    return ts_test(ts_fill_indicator, ts_fill_indicator_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_fill_indicator_p);
+}