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/fractal_chaos_bands.c b/test/fractal_chaos_bands.c
new file mode 100644
index 0000000..eccc88f
--- /dev/null
+++ b/test/fractal_chaos_bands.c
@@ -0,0 +1,21 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_fractal_chaos_bands( void )
+{
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23 };
+    fp_t const l[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+    fp_t const cp[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22 };
+
+    fp_t const * const x[] = { o, h, l, cp };
+
+    /* k=3, half_k=1, offset=1, y_n=11 (i=1..10, y[11]=0) */
+    fp_t const eu[] = { 14.000000, 14.500000, 15.250000, 16.125000, 17.062500, 18.031250, 19.015625, 20.007812, 21.003906, 22.001953, 0.000000 };
+    fp_t const el[] = { 9.000000, 9.500000, 10.250000, 11.125000, 12.062500, 13.031250, 14.015625, 15.007812, 16.003906, 17.001953, 0.000000 };
+    fp_t const * const exp[2] = { eu, el };
+
+    uint_t k = 3;
+    return ts_test(ts_fractal_chaos_bands, ts_fractal_chaos_bands_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_fractal_chaos_bands_p);
+}