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, 25 insertions, 0 deletions

diff --git a/test/high_low_bands.c b/test/high_low_bands.c
new file mode 100644
index 0000000..f98bee3
--- /dev/null
+++ b/test/high_low_bands.c
@@ -0,0 +1,25 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_high_low_bands( void )
+{
+    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[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18 };
+    fp_t const cp[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+
+    fp_t const * const x[] = { o, h, l, cp };
+
+    /* k=3, offset=4, y_n=6 */
+    /* Rolling HH3: 12,13,14,15,16,17,18,19 */
+    /* Rolling LL3: 9,9,9,10,11,12,13,14 */
+    /* SMA3(HH3): 13,14,15,16,17,18 */
+    /* SMA3(LL3): 9,9.333,10,11,12,13 */
+    fp_t const eu[] = { 13, 14, 15, 16, 17, 18 };
+    fp_t const el[] = { 9, 9.33333333333333, 10, 11, 12, 13 };
+    fp_t const * const exp[2] = { eu, el };
+
+    uint_t k = 3;
+    return ts_test(ts_high_low_bands, ts_high_low_bands_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_high_low_bands_p);
+}