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/ratio.c | 49 +++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 49 insertions(+) create mode 100755 lib/ratio.c (limited to 'lib/ratio.c') diff --git a/lib/ratio.c b/lib/ratio.c new file mode 100755 index 0000000..8568476 --- /dev/null +++ b/lib/ratio.c @@ -0,0 +1,49 @@ +// Ratio +// +// ratio - ratio +// +// Calculates the ratio between the current value and the value k samples ago +// +// y_i = x_i / x_i-k +// +// Inputs: 1 +// Outputs: 1 +// Constants: 0 + + +#include "ts.h" + + +typedef struct { + uint_t k; +} ts_ratio_params_t; + +ts_parameter_t const ts_ratio_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_ratio_params_t) }; + + +uint_t ts_ratio_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_ratio_params_t *)c)->k : 0 ); +} + +int ts_ratio( + 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_ratio_p ); + if ( !c ) return -1; + uint_t k = ((ts_ratio_params_t *)c)->k; + if (k == 0 || n < k) return -1; + + uint_t xi = k; + + for( ; xi < n; xi++ ) + { + if( x[0][xi - k] == 0 ) { y[0][xi] = 0; } else { y[0][xi] = x[0][xi] / x[0][xi - k]; } + } + return 0; +} + -- cgit v1.3.1