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/volume_rate_of_change.c b/test/volume_rate_of_change.c
new file mode 100644
index 0000000..f322c69
--- /dev/null
+++ b/test/volume_rate_of_change.c
@@ -0,0 +1,29 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_volume_rate_of_change( void )
+{
+    uint_t k = TS_TEST_K;
+
+    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[5];
+
+    for( uint_t i = k; i < 10; ++i )
+    {
+        fp_t v_prev = v[i - k];
+        e[i - k] = v_prev != 0 ? ( v[i] - v_prev ) / v_prev * 100 : 0;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    uint_t c_val = k;
+
+    return ts_test(ts_volume_rate_of_change, ts_volume_rate_of_change_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_volume_rate_of_change_p);
+}