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/starc_upper.c | 64 +++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 64 insertions(+) create mode 100644 lib/starc_upper.c (limited to 'lib/starc_upper.c') diff --git a/lib/starc_upper.c b/lib/starc_upper.c new file mode 100644 index 0000000..bcccb95 --- /dev/null +++ b/lib/starc_upper.c @@ -0,0 +1,64 @@ +// Starc Upper +// +// starc_upper +// +// STARC Upper Band +// +// +// +// Inputs: 4 +// Outputs: 1 +// Constants: 2 + + +#include +#include "ts.h" + +typedef struct { + uint_t k; + fp_t mult; +} ts_starc_upper_params_t; + +ts_parameter_t const ts_starc_upper_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_starc_upper_params_t) }; + +uint_t ts_starc_upper_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_starc_upper_params_t *)c)->k : 0 ); +} + +int ts_starc_upper( + 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_starc_upper_p ); + if ( !c ) return -1; + uint_t k = ((ts_starc_upper_params_t *)c)->k; + fp_t mult = ((ts_starc_upper_params_t *)c)->mult; + if ( k == 0 || k >= n ) return -1; + + for ( uint_t i = k; i < n; ++i ) + { + fp_t tr_sum = 0; + for ( uint_t j = 0; j < k; ++j ) + { + uint_t idx = i - k + 1 + j; + fp_t tr = fmax( ts_h( x, idx ) - ts_l( x, idx ), fmax( fabs( ts_h( x, idx ) - ts_c( x, idx - 1 ) ), fabs( ts_l( x, idx ) - ts_c( x, idx - 1 ) ) ) ); + tr_sum += tr; + } + fp_t atr = tr_sum / (fp_t)k; + + fp_t sum = 0; + for ( uint_t j = 0; j < k; ++j ) + { + sum += ts_c( x, i - k + 1 + j ); + } + fp_t mean = sum / k; + + y[0][i] = mean + mult * atr; + } + return 0; +} + -- cgit v1.3.1