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, 27 insertions, 0 deletions

diff --git a/test/pvt.c b/test/pvt.c
new file mode 100644
index 0000000..6abccb4
--- /dev/null
+++ b/test/pvt.c
@@ -0,0 +1,27 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_pvt( void )
+{
+    fp_t const o[] = { 10, 11, 12, 11, 12 };
+    fp_t const h[] = { 12, 13, 14, 12, 14 };
+    fp_t const l[] = { 8,  9,  10,  9,  10 };
+    fp_t const c[] = { 11, 12, 10, 11, 11 };
+    fp_t const v[] = { 100, 200, 300, 400, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t pvt = 0;
+    fp_t full[5] = { 0 };
+
+    for( uint_t i = 1; i < 5; ++i )
+    {
+        pvt += ( c[i] / c[i-1] - 1 ) * v[i];
+        full[i] = pvt;
+    }
+
+    fp_t const e[] = { full[1], full[2], full[3], full[4] };
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_pvt, ts_pvt_offset, x, e_arr, 5, (ts_constant_t *)NULL, &ts_pvt_p);
+}