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/volatility_stop.c b/test/volatility_stop.c
new file mode 100644
index 0000000..59db98f
--- /dev/null
+++ b/test/volatility_stop.c
@@ -0,0 +1,27 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_volatility_stop( void )
+{
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const l[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18 };
+    fp_t const cp[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+
+    fp_t const * const x[] = { o, h, l, cp };
+
+    /* k=3, mult=2.0 */
+    /* HH3: 12,13,14,15,16,17,18,19,20,21 */
+    /* LL3: 9,10,11,12,13,14,15,16,17,18 */
+    /* ATR=3.0 */
+    /* LongStop = HH - 2*ATR: 6,7,8,9,10,11,12,13,14 */
+    /* ShortStop = LL + 2*ATR: 15,16,17,18,19,20,21,22,23 */
+    fp_t const longs[] = { 9, 10, 11, 12, 13, 14, 15 };
+    fp_t const shorts[] = { 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const * const exp[2] = { longs, shorts };
+
+    typedef struct { uint_t k; fp_t mult; } c_t;
+    c_t my_c = { .k = 3, .mult = 2.0 };
+    return ts_test(ts_volatility_stop, ts_volatility_stop_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&my_c, &ts_volatility_stop_p);
+}