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/envelope.c | 60 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 60 insertions(+) create mode 100644 lib/envelope.c (limited to 'lib/envelope.c') diff --git a/lib/envelope.c b/lib/envelope.c new file mode 100644 index 0000000..1ddda0c --- /dev/null +++ b/lib/envelope.c @@ -0,0 +1,60 @@ +// Price Envelope +// +// envelope - ENV +// +// Upper: SMA * (1 + pct), Lower: SMA * (1 - pct) +// +// Inputs: 1 +// Outputs: 2 (Upper, Lower) +// Constants: 2 (period, percentage) + +#include +#include "ts.h" + +typedef struct { + uint_t k; + fp_t pct; +} ts_envelope_params_t; + +ts_parameter_t const ts_envelope_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_envelope_params_t) }; + +uint_t ts_envelope_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_envelope_params_t *)c)->k > 0 ? ((ts_envelope_params_t *)c)->k - 1 : 0 : 0 ); +} + +int ts_envelope( + 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_envelope_p ); + if ( !c ) return -1; + uint_t k = ((ts_envelope_params_t *)c)->k; + fp_t pct = ((ts_envelope_params_t *)c)->pct; + if (k == 0 || n < k) return -1; + + fp_t sum = 0; + for ( uint_t i = 0; i < k; ++i ) + { + sum += x[0][i]; + } + + fp_t sma = sum / ( fp_t )k; + + for ( uint_t i = k - 1; i < n; ++i ) + { + if ( i >= k ) + { + sma = sma + ( x[0][i] - x[0][i - k] ) / ( fp_t )k; + } + + y[0][i] = sma * ( 1.0 + pct ); + y[1][i] = sma * ( 1.0 - pct ); + } + return 0; +} + + -- cgit v1.3.1