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, 17 insertions, 0 deletions

diff --git a/test/std_error.c b/test/std_error.c
new file mode 100644
index 0000000..1bc050e
--- /dev/null
+++ b/test/std_error.c
@@ -0,0 +1,17 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_std_error( void )
+{
+    fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const * const inp[1] = { x };
+
+    /* k=3, SD=sqrt(2/3)=0.81650 for all windows */
+    /* StdError = SD/sqrt(3) = 0.81650/1.73205 = 0.47140 */
+    fp_t const e[] = { 0.47140, 0.47140, 0.47140, 0.47140, 0.47140, 0.47140, 0.47140, 0.47140 };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_std_error, ts_std_error_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&k, &ts_std_error_p);
+}