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, 22 insertions, 0 deletions

diff --git a/test/mesa_sine_wave.c b/test/mesa_sine_wave.c
new file mode 100644
index 0000000..598de80
--- /dev/null
+++ b/test/mesa_sine_wave.c
@@ -0,0 +1,22 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_mesa_sine_wave( void )
+{
+	/* k=3 */
+	fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+
+	fp_t const * const inp[1] = { x };
+
+	/* SMA(3): 11, 12, 13, 14, 15, 16, 17, 18 */
+	/* ROC: 13-11=2, 14-12=2, 15-13=2, 16-14=2, 17-15=2, 18-16=2, 19-18=2 */
+	/* EMA(5) of constant 2 converges to 2, clamped to 1 */
+	/* All sines = 1, all leads = 0 */
+	fp_t const es[] = { 1, 1, 1, 1, 1, 1, 1 };
+	fp_t const el[] = { 0, 0, 0, 0, 0, 0, 0 };
+	fp_t const * const exp[2] = { es, el };
+
+	uint_t k = 3;
+	return ts_test(ts_mesa_sine_wave, ts_mesa_sine_wave_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&k, &ts_mesa_sine_wave_p);
+}