From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001
From: Ethan Werner <mail@ethanwerner.com>
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/obv.c | 54 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 54 insertions(+)
 create mode 100644 lib/obv.c

(limited to 'lib/obv.c')

diff --git a/lib/obv.c b/lib/obv.c
new file mode 100644
index 0000000..3765ba3
--- /dev/null
+++ b/lib/obv.c
@@ -0,0 +1,54 @@
+// Obv
+//
+// obv
+//
+// On-Balance Volume
+//
+// 
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_obv_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_obv_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_obv(
+	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_obv_p );
+	(void)c;
+	TS_CHECK_INPUT(x, x_n, n);
+    if (n == 0) return -1;
+
+    fp_t obv = 0;
+    y[0][0] = 0;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        if( x[3][i] > x[3][i - 1] )
+        {
+            obv += x[4][i];
+        }
+        else if( x[3][i] < x[3][i - 1] )
+        {
+            obv -= x[4][i];
+        }
+        y[0][i] = obv;
+    }
+
+	return 0;
+}
+
-- 
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