From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: 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 --- lib/ad.c | 48 ++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 48 insertions(+) create mode 100644 lib/ad.c (limited to 'lib/ad.c') diff --git a/lib/ad.c b/lib/ad.c new file mode 100644 index 0000000..fd0e40e --- /dev/null +++ b/lib/ad.c @@ -0,0 +1,48 @@ +// Accumulation/Distribution Line +// +// ad - A/D +// +// Cumulative money flow: MF = ((C-L) - (H-C)) / (H-L) * V, AD = SUM(MF) +// +// Inputs: 5 (OHLCV) +// Outputs: 1 (AD Line) +// Constants: 0 + +#include "ts.h" + + +ts_parameter_t const ts_ad_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_ad_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_ad( + fp_t * const *y, uint_t y_n, + fp_t const * const *x, uint_t x_n, + uint_t n, ts_constant_t const *c +) +{ + TS_PROLOGUE( ts_ad_p ); + (void)c; + if( n == 0 ) return -1; + + fp_t hl0 = ts_h( x, 0 ) - ts_l( x, 0 ); + y[0][0] = hl0 != 0 + ? ( ( ts_c( x, 0 ) - ts_l( x, 0 ) ) - ( ts_h( x, 0 ) - ts_c( x, 0 ) ) ) / hl0 * ts_v( x, 0 ) + : 0; + + for( uint_t i = 1; i < n; ++i ) + { + fp_t hl = ts_h( x, i ) - ts_l( x, i ); + fp_t mf = hl != 0 + ? ( ( ts_c( x, i ) - ts_l( x, i ) ) - ( ts_h( x, i ) - ts_c( x, i ) ) ) / hl * ts_v( x, i ) + : 0; + y[0][i] = y[0][i - 1] + mf; + } + + return 0; +} + -- cgit v1.3.1