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/natr.c b/test/natr.c
new file mode 100644
index 0000000..614754f
--- /dev/null
+++ b/test/natr.c
@@ -0,0 +1,22 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_natr( void )
+{
+    fp_t const o[] = { 9, 11, 10, 12, 12, 13, 11, 14, 13, 15 };
+    fp_t const h[] = { 10, 12, 11, 13, 12, 14, 12, 15, 14, 16 };
+    fp_t const l[] = { 8, 9, 10, 11, 10, 12, 11, 13, 12, 14 };
+    fp_t const c[] = { 9, 10, 12, 11, 13, 11, 14, 12, 15, 13 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    /* ATR values: 2.0, 1.66667, 2.0, 1.66667, 1.66667, 1.66667, 2.0 */
+    /* C at idx 3-9: 11, 13, 11, 14, 12, 15, 13 */
+    /* NATR = ATR/C*100 */
+    fp_t const e[] = { 18.18182, 12.82051, 18.18182, 11.90476, 13.88889, 11.11111, 15.38462 };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_natr, ts_natr_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_natr_p);
+}