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/shinohara_intensity_ratio.c | 85 +++++++++++++++++++++++++++++++++++++++++ 1 file changed, 85 insertions(+) create mode 100644 lib/shinohara_intensity_ratio.c (limited to 'lib/shinohara_intensity_ratio.c') diff --git a/lib/shinohara_intensity_ratio.c b/lib/shinohara_intensity_ratio.c new file mode 100644 index 0000000..fcdd364 --- /dev/null +++ b/lib/shinohara_intensity_ratio.c @@ -0,0 +1,85 @@ +// Shinohara Intensity Ratio +// +// shinohara_intensity_ratio +// +// Shinohara Intensity Ratio +// +// +// +// Inputs: 4 +// Outputs: 1 +// Constants: 1 + + +#include +#include +#include "ts.h" + +typedef struct { + uint_t k; +} ts_shinohara_intensity_ratio_params_t; + +ts_parameter_t const ts_shinohara_intensity_ratio_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_shinohara_intensity_ratio_params_t) }; + +uint_t ts_shinohara_intensity_ratio_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_shinohara_intensity_ratio_params_t *)c)->k > 0 ? ((ts_shinohara_intensity_ratio_params_t *)c)->k - 1 : 0 : 0 ); +} + +int ts_shinohara_intensity_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_shinohara_intensity_ratio_p ); + if ( !c ) return -1; + uint_t k = ((ts_shinohara_intensity_ratio_params_t *)c)->k; + if (k == 0 || n < k) return -1; + + fp_t *intensity = calloc( n, sizeof( fp_t ) ); + if ( !intensity ) return -1; + + for( uint_t i = 0; i < n; ++i ) + { + fp_t h = ts_h(x, i); + fp_t l = ts_l(x, i); + fp_t cl = ts_c(x, i); + fp_t o = ts_o(x, i); + fp_t range = h - l; + + if( range == 0 ) + { + intensity[i] = 0; + } + else if( cl > o ) + { + intensity[i] = (h - cl) / range; + } + else + { + intensity[i] = (cl - l) / range; + } + } + + for (uint_t j = 0; j < n && j < k - 1; ++j) y[0][j] = 0; + for( uint_t i = k - 1; i < n; ++i ) + { + if( i == k - 1 ) + { + fp_t sum = 0; + for( uint_t j = 0; j < k; ++j ) + sum += intensity[j]; + y[0][i] = sum / k; + } + else + { + y[0][i] = y[0][i-1] + (intensity[i] - intensity[i - k]) / k; + } + } + + free( intensity ); + return 0; +} + -- cgit v1.3.1