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/ppo.c b/test/ppo.c
new file mode 100644
index 0000000..c513567
--- /dev/null
+++ b/test/ppo.c
@@ -0,0 +1,21 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_ppo( void )
+{
+    fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+
+    fp_t const * const inp[1] = { x };
+
+    /* fast=3, slow=5, signal=2 */
+    fp_t const ep[5] = { 7.73841405, 8.63701135, 9.23626984, 9.58993759, 9.75198730 };
+    fp_t const es[5] = { 7.11991901, 7.87846518, 8.55736751, 9.07365255, 9.41281993 };
+
+    fp_t const * const exp[2] = { ep, es };
+
+    typedef struct { fp_t fast; fp_t slow; fp_t signal; } c_t;
+    c_t c = { .fast = 3, .slow = 5, .signal = 2 };
+
+    return ts_test(ts_ppo, ts_ppo_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_ppo_p);
+}