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/deviation_standard_average_exponential.c | 57 ++++++++++++++++++++++++++++ 1 file changed, 57 insertions(+) create mode 100644 lib/deviation_standard_average_exponential.c (limited to 'lib/deviation_standard_average_exponential.c') diff --git a/lib/deviation_standard_average_exponential.c b/lib/deviation_standard_average_exponential.c new file mode 100644 index 0000000..8c484f5 --- /dev/null +++ b/lib/deviation_standard_average_exponential.c @@ -0,0 +1,57 @@ +// Exponential Moving Standard Deviation +// +// standard_deviation_exponential - sde +// +// Inputs: 1 +// Outputs: 1 +// Constants: 0 + + +#include +#include "ts.h" + + +typedef struct { + fp_t a; +} ts_deviation_standard_average_exponential_params_t; + +ts_parameter_t const ts_deviation_standard_average_exponential_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_deviation_standard_average_exponential_params_t) }; + + +uint_t ts_deviation_standard_average_exponential_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_deviation_standard_average_exponential( + 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_deviation_standard_average_exponential_p ); + if ( !c ) return -1; + if (n == 0) return -1; + + fp_t a = ((ts_deviation_standard_average_exponential_params_t *)c)->a; + if (a == 0) return -1; + + y[0][0] = x[0][0]; + + fp_t delta; + fp_t ema = x[0][0]; + fp_t variance = 0; + + for( uint_t i = 1; i < n; ++i ) + { + delta = x[0][i] - ema; + ema = ema + a * delta; + variance = ( 1 - a ) * variance + a * _ts_square( delta ); + y[0][i] = variance >= 0 ? sqrt( variance ) : 0; + } + return 0; +} + + + -- cgit v1.3.1