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/candlestick_formations.c | 58 ++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 58 insertions(+) create mode 100644 lib/candlestick_formations.c (limited to 'lib/candlestick_formations.c') diff --git a/lib/candlestick_formations.c b/lib/candlestick_formations.c new file mode 100644 index 0000000..835e5d5 --- /dev/null +++ b/lib/candlestick_formations.c @@ -0,0 +1,58 @@ +// Candlestick Formations +// +// candlestick_formations - candle +// +// Detects doji, engulfing, shooting star, and hammer patterns +// +// Inputs: 4 (OHLC) +// Outputs: 1 (formation flag) +// Constants: 0 + +#include +#include "ts.h" + + +ts_parameter_t const ts_candlestick_formations_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_candlestick_formations_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 1 ); +} + +int ts_candlestick_formations( + 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_candlestick_formations_p ); + (void)c; + if (n > 0) y[0][0] = 0; + for( uint_t i = 1; i < n; ++i ) + { + fp_t const body = ts_c( x, i ) - ts_o( x, i ); + fp_t const prev_body = ts_c( x, i - 1 ) - ts_o( x, i - 1 ); + fp_t const range = ts_h( x, i ) - ts_l( x, i ); + fp_t const body_abs = fabs( body ); + fp_t const upper_wick = ts_h( x, i ) - fmax( ts_o( x, i ), ts_c( x, i ) ); + fp_t const lower_wick = fmin( ts_o( x, i ), ts_c( x, i ) ) - ts_l( x, i ); + + y[0][i] = 0; + + if( range > 0 && body_abs / range < 0.1 ) + y[0][i] = 1; // doji + else if( prev_body > 0 && body < 0 && body_abs >= fabs( prev_body ) ) + y[0][i] = 2; // bearish engulfing + else if( prev_body < 0 && body > 0 && body_abs >= fabs( prev_body ) ) + y[0][i] = 3; // bullish engulfing + else if( upper_wick >= 2 * body_abs && body <= 0 ) + y[0][i] = 4; // shooting star + else if( lower_wick >= 2 * body_abs && body >= 0 ) + y[0][i] = 5; // hammer + } + return 0; +} + + + -- cgit v1.3.1