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/pvt.c | 46 ++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 46 insertions(+) create mode 100644 lib/pvt.c (limited to 'lib/pvt.c') diff --git a/lib/pvt.c b/lib/pvt.c new file mode 100644 index 0000000..f98c288 --- /dev/null +++ b/lib/pvt.c @@ -0,0 +1,46 @@ +// Pvt +// +// pvt +// +// Price Volume Trend +// +// +// +// Inputs: 5 +// Outputs: 1 +// Constants: 0 + + +#include "ts.h" + + +ts_parameter_t const ts_pvt_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_pvt_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 1 ); +} + +int ts_pvt( + 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_pvt_p ); + (void)c; + if (n > 0) y[0][0] = 0; + + fp_t pvt = 0; + + for( uint_t i = 1; i < n; ++i ) + { + if( x[3][i - 1] != 0 ) + pvt += ( x[3][i] / x[3][i - 1] - 1 ) * x[4][i]; + y[0][i] = pvt; + } + + return 0; +} + -- cgit v1.3.1