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/fill_indicator.c | 63 ++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 63 insertions(+) create mode 100644 lib/fill_indicator.c (limited to 'lib/fill_indicator.c') diff --git a/lib/fill_indicator.c b/lib/fill_indicator.c new file mode 100644 index 0000000..9cb9cbc --- /dev/null +++ b/lib/fill_indicator.c @@ -0,0 +1,63 @@ +// Fill Indicator +// +// fill_indicator - FI +// +// SMA of |C-O|/(H-L)*100, measures candle body fill ratio +// +// Inputs: 4 (OHLC) +// Outputs: 1 (FI) +// Constants: 1 (period) + +#include +#include "ts.h" + +typedef struct { + uint_t k; +} ts_fill_indicator_params_t; + +ts_parameter_t const ts_fill_indicator_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_fill_indicator_params_t) }; + +uint_t ts_fill_indicator_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_fill_indicator_params_t *)c)->k > 0 ? ((ts_fill_indicator_params_t *)c)->k - 1 : 0 : 0 ); +} + +int ts_fill_indicator( + 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_fill_indicator_p ); + if ( !c ) return -1; + uint_t k = ((ts_fill_indicator_params_t *)c)->k; + if (k == 0 || n < k) return -1; + + uint_t xi = 0; + uint_t yi = k - 1; + + fp_t sum = 0; + + for( ; xi < k; ++xi ) + { + fp_t range = ts_h( x, xi ) - ts_l( x, xi ); + if (range != 0) + sum += fabs( ts_c( x, xi ) - ts_o( x, xi ) ) / range * 100; + } + + y[0][yi] = sum / k; + ++yi; + + for( ; xi < n; ++xi, ++yi ) + { + fp_t range = ts_h( x, xi ) - ts_l( x, xi ); + fp_t fv = range != 0 ? fabs( ts_c( x, xi ) - ts_o( x, xi ) ) / range * 100 : 0; + fp_t range_old = ts_h( x, xi - k ) - ts_l( x, xi - k ); + fp_t fo = range_old != 0 ? fabs( ts_c( x, xi - k ) - ts_o( x, xi - k ) ) / range_old * 100 : 0; + y[0][yi] = y[0][yi - 1] + ( fv - fo ) / k; + } + return 0; +} + + -- cgit v1.3.1