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/darvas_box.c | 54 ++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 54 insertions(+) create mode 100644 lib/darvas_box.c (limited to 'lib/darvas_box.c') diff --git a/lib/darvas_box.c b/lib/darvas_box.c new file mode 100644 index 0000000..573ed1e --- /dev/null +++ b/lib/darvas_box.c @@ -0,0 +1,54 @@ +// Darvas Box +// +// darvas_box - DB +// +// Upper: highest high over period k +// Lower: lowest low over period k +// +// Inputs: 4 (OHLC) +// Outputs: 2 (Upper, Lower) +// Constants: 1 (period) + +#include +#include "ts.h" + +typedef struct { + uint_t k; +} ts_darvas_box_params_t; + +ts_parameter_t const ts_darvas_box_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_darvas_box_params_t) }; + +uint_t ts_darvas_box_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_darvas_box_params_t *)c)->k > 0 ? ((ts_darvas_box_params_t *)c)->k - 1 : 0 : 0 ); +} + +int ts_darvas_box( + 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_darvas_box_p ); + if ( !c ) return -1; + uint_t k = ((ts_darvas_box_params_t *)c)->k; + if (k == 0 || n < k) return -1; + + for( uint_t i = k - 1; i < n; ++i ) + { + fp_t hh = ts_h( x, i - k + 1 ); + fp_t ll = ts_l( x, i - k + 1 ); + for( uint_t j = i - k + 1; j <= i; ++j ) + { + if( ts_h( x, j ) > hh ) hh = ts_h( x, j ); + if( ts_l( x, j ) < ll ) ll = ts_l( x, j ); + } + y[0][i] = hh; + y[1][i] = ll; + } + return 0; +} + + + -- cgit v1.3.1