From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001
From: Ethan Werner <mail@ethanwerner.com>
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_weighted_moving_average.c | 58 ++++++++++++++++++++++++++++++++++++
 1 file changed, 58 insertions(+)
 create mode 100644 lib/volume_weighted_moving_average.c

(limited to 'lib/volume_weighted_moving_average.c')

diff --git a/lib/volume_weighted_moving_average.c b/lib/volume_weighted_moving_average.c
new file mode 100644
index 0000000..d6cd6bd
--- /dev/null
+++ b/lib/volume_weighted_moving_average.c
@@ -0,0 +1,58 @@
+// Volume Weighted Moving Average
+//
+// volume_weighted_moving_average
+//
+// Volume Weighted Moving Average
+//
+// 
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_volume_weighted_moving_average_params_t;
+
+ts_parameter_t const ts_volume_weighted_moving_average_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_volume_weighted_moving_average_params_t) };
+
+uint_t ts_volume_weighted_moving_average_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_volume_weighted_moving_average_params_t *)c)->k > 0 ? ((ts_volume_weighted_moving_average_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_volume_weighted_moving_average(
+	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_weighted_moving_average_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_volume_weighted_moving_average_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    fp_t cv_sum = 0;
+    fp_t v_sum = 0;
+
+    for( uint_t j = 0; j < k; ++j )
+    {
+        cv_sum += ts_c(x, j) * ts_v(x, j);
+        v_sum += ts_v(x, j);
+    }
+
+    y[0][k - 1] = (v_sum != 0) ? cv_sum / v_sum : 0;
+
+    for( uint_t i = k; i < n; ++i )
+    {
+        cv_sum += ts_c(x, i) * ts_v(x, i) - ts_c(x, i - k) * ts_v(x, i - k);
+        v_sum += ts_v(x, i) - ts_v(x, i - k);
+        y[0][i] = (v_sum != 0) ? cv_sum / v_sum : 0;
+    }
+	return 0;
+}
+
-- 
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