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/volume_rate_of_change.c | 46 +++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 46 insertions(+) create mode 100644 lib/volume_rate_of_change.c (limited to 'lib/volume_rate_of_change.c') diff --git a/lib/volume_rate_of_change.c b/lib/volume_rate_of_change.c new file mode 100644 index 0000000..ae9c776 --- /dev/null +++ b/lib/volume_rate_of_change.c @@ -0,0 +1,46 @@ +// Volume Rate Of Change +// +// volume_rate_of_change +// +// Volume Rate of Change +// +// +// +// Inputs: 1 +// Outputs: 1 +// Constants: 1 + + +#include +#include "ts.h" + +typedef struct { + uint_t k; +} ts_volume_rate_of_change_params_t; + +ts_parameter_t const ts_volume_rate_of_change_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_volume_rate_of_change_params_t) }; + +uint_t ts_volume_rate_of_change_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_volume_rate_of_change_params_t *)c)->k : 0 ); +} + +int ts_volume_rate_of_change( + 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_volume_rate_of_change_p ); + if ( !c ) return -1; + uint_t k = ((ts_volume_rate_of_change_params_t *)c)->k; + if (k == 0 || n < k) return -1; + + for (uint_t i = k; i < n; ++i) + { + y[0][i] = x[4][i - k] != 0 ? (x[4][i] - x[4][i - k]) / x[4][i - k] * 100 : 0; + } + return 0; +} + -- cgit v1.3.1