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/kvo.c b/test/kvo.c
new file mode 100644
index 0000000..c0f489f
--- /dev/null
+++ b/test/kvo.c
@@ -0,0 +1,40 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_kvo( void )
+{
+    uint_t k1 = 3;
+    uint_t k2 = 3;
+
+    fp_t const o[] = { 10, 11, 10, 12, 11, 13, 12, 14, 13, 15, 14, 16, 15, 17, 16 };
+    fp_t const h[] = { 12, 13, 12, 14, 13, 15, 14, 16, 15, 17, 16, 18, 17, 19, 18 };
+    fp_t const l[] = { 8,  9,  8,  10,  9,  11,  10, 12,  11, 13,  12, 14,  13, 15,  14 };
+    fp_t const c[] = { 11, 10, 12, 11, 13, 12, 14, 13, 15, 14, 16, 15, 17, 16, 18 };
+    fp_t const v[] = { 100, 200, 300, 400, 500, 600, 700, 800, 900, 1000, 1100, 1200, 1300, 1400, 1500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t e_kvo[5] = {
+        1.0,
+        -0.044715,
+        0.542893,
+        -0.323870,
+        0.444411
+    };
+
+    fp_t e_sig[5] = {
+        1.0,
+        0.477642,
+        0.510268,
+        0.093199,
+        0.268805
+    };
+
+    fp_t const * const exp[2] = { e_kvo, e_sig };
+
+    typedef struct { uint_t k1; fp_t k2; } c_t;
+    c_t cv = { .k1 = k1, .k2 = (fp_t)k2 };
+
+    return ts_test(ts_kvo, ts_kvo_offset, x, exp, 15, (ts_constant_t *)&cv, &ts_kvo_p);
+}