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/pvi.c | 61 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 61 insertions(+)
 create mode 100644 lib/pvi.c

(limited to 'lib/pvi.c')

diff --git a/lib/pvi.c b/lib/pvi.c
new file mode 100644
index 0000000..26265d5
--- /dev/null
+++ b/lib/pvi.c
@@ -0,0 +1,61 @@
+// Pvi
+//
+// pvi
+//
+// Positive Volume Index
+//
+// 
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_pvi_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_pvi_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_pvi(
+	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_pvi_p );
+	(void)c;
+    fp_t pvi = 1000;
+
+    if (n == 0) return -1;
+
+    y[0][0] = pvi;
+
+    if( n > 1 )
+    {
+        if( x[4][1] > x[4][0] && x[3][0] != 0 )
+        {
+            fp_t r = ( x[3][1] - x[3][0] ) / x[3][0];
+            pvi = pvi * ( 1 + r );
+        }
+        y[0][1] = pvi;
+    }
+
+    for( uint_t i = 2; i < n; ++i )
+    {
+        if( x[4][i] > x[4][i - 1] && x[3][i - 1] != 0 )
+        {
+            fp_t r = ( x[3][i] - x[3][i - 1] ) / x[3][i - 1];
+            pvi = pvi * ( 1 + r );
+        }
+        y[0][i] = pvi;
+    }
+
+	return 0;
+}
+
-- 
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