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, 29 insertions, 0 deletions

diff --git a/test/trade_volume_index.c b/test/trade_volume_index.c
new file mode 100644
index 0000000..b8655d2
--- /dev/null
+++ b/test/trade_volume_index.c
@@ -0,0 +1,29 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_trade_volume_index( void )
+{
+    fp_t const o[] = { 10, 11, 12, 11, 12, 10, 11, 13, 12, 14 };
+    fp_t const h[] = { 12, 13, 14, 12, 14, 11, 12, 15, 14, 16 };
+    fp_t const l[] = { 8,  9,  10,  9,  10,  9,  10,  11,  10,  12 };
+    fp_t const c[] = { 11, 12, 10, 11, 11, 10, 12, 14, 13, 15 };
+    fp_t const v[] = { 100, 200, 300, 400, 500, 300, 200, 400, 300, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t e[10] = { 0 };
+    {
+        fp_t roc = ( c[0] != 0 ) ? ( c[1] - c[0] ) / c[0] : 0;
+        e[0] = roc * v[1];
+    }
+    for( uint_t i = 2; i < 10; ++i )
+    {
+        fp_t roc = ( c[i - 1] != 0 ) ? ( c[i] - c[i - 1] ) / c[i - 1] : 0;
+        e[i - 1] = e[i - 2] + roc * v[i];
+    }
+    e[9] = e[8];
+
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_trade_volume_index, ts_trade_volume_index_offset, x, e_arr, 10, (ts_constant_t *)NULL, &ts_trade_volume_index_p);
+}