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, 48 insertions, 0 deletions

diff --git a/test/schaff_trend_cycle.c b/test/schaff_trend_cycle.c
new file mode 100644
index 0000000..49c3791
--- /dev/null
+++ b/test/schaff_trend_cycle.c
@@ -0,0 +1,48 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_schaff_trend_cycle( void )
+{
+    /* period=3, offset=52, y_n=48 */
+    fp_t x[100] = {
+        100.000000, 104.932803, 109.469637, 113.249904, 115.980586, 117.462425, 117.607714, 116.448140,
+        114.131948, 110.910698, 107.116800, 103.133815,  99.362193,  96.183508,  93.926363,  92.837048,
+         93.057531,  94.612780,  97.408533, 101.239717, 105.808768, 110.752209, 115.673120, 120.176596,
+        123.905018, 126.570000, 127.978150, 128.048347, 126.818984, 124.444538, 121.181777, 117.366816,
+        113.385098, 109.636962, 106.501880, 104.304564, 103.285957, 103.581711, 105.210072, 108.070246,
+        111.951406, 116.551523, 121.504346, 126.412117, 130.881103, 134.556766, 137.155435, 138.489641,
+        138.484867, 137.186202, 134.754318, 131.451109, 127.616305, 123.637121, 119.913670, 116.823220,
+        114.686494, 113.739025, 114.110109, 115.811263, 118.735191, 122.665371, 127.295395, 132.256340,
+        137.149724, 141.583098, 145.205106, 147.736868, 148.996894, 148.917291, 147.549835, 145.061339,
+        141.718757, 137.865336, 133.889954, 130.192382, 127.147579, 125.072189, 124.196267, 124.642717,
+        126.416325, 129.403321, 133.381551, 138.040314, 143.008121, 147.885875, 152.282525, 155.849995,
+        158.314276, 159.499906, 159.345639, 157.909919, 155.365657, 151.984789, 148.113982, 144.143665,
+        140.473160, 137.475006, 135.461681, 134.657694
+    };
+
+    fp_t const * const inp[1] = { x };
+
+    fp_t const e0[] = {
+        0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000,
+        0.000000, 0.000000, 100.000000, 100.000000, 100.000000, 0.000000, 0.000000, 0.000000,
+        0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000,
+        0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 100.000000,
+        100.000000, 100.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000,
+        0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000
+    };
+
+    fp_t const e1[] = {
+        0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000,
+        0.000000, 0.000000, 33.333333, 55.555556, 70.370370, 46.913580, 31.275720, 20.850480,
+        13.900320, 9.266880, 6.177920, 4.118613, 2.745742, 1.830495, 1.220330, 0.813553,
+        0.542369, 0.361579, 0.241053, 0.160702, 0.107135, 0.071423, 0.047615, 33.365077,
+        55.576718, 70.384479, 46.922986, 31.281991, 20.854660, 13.903107, 9.268738, 6.179159,
+        4.119439, 2.746293, 1.830862, 1.220575, 0.813716, 0.542478, 0.361652, 0.241101
+    };
+
+    fp_t const * const exp[2] = { e0, e1 };
+
+    uint_t period = 3;
+    return ts_test(ts_schaff_trend_cycle, ts_schaff_trend_cycle_offset, inp, exp, 100, (ts_constant_t *)&period, &ts_schaff_trend_cycle_p);
+}