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/wilders_smoothing.c | 52 +++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 52 insertions(+) create mode 100644 lib/wilders_smoothing.c (limited to 'lib/wilders_smoothing.c') diff --git a/lib/wilders_smoothing.c b/lib/wilders_smoothing.c new file mode 100644 index 0000000..7aca8ad --- /dev/null +++ b/lib/wilders_smoothing.c @@ -0,0 +1,52 @@ +// Wilders Smoothing +// +// wilders_smoothing +// +// Wilder's Smoothing +// +// +// +// Inputs: 1 +// Outputs: 1 +// Constants: 1 + + +#include "ts.h" + +typedef struct { + fp_t k; +} ts_wilders_smoothing_params_t; + +ts_parameter_t const ts_wilders_smoothing_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_wilders_smoothing_params_t) }; + +uint_t ts_wilders_smoothing_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_wilders_smoothing( + 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_wilders_smoothing_p ); + if ( !c ) return -1; + if (n == 0) return -1; + + fp_t k = ((ts_wilders_smoothing_params_t *)c)->k; + if (k == 0) return -1; + fp_t a = 1.0 / k; + + y[0][0] = x[0][0]; + + for( uint_t i = 1; i < n; ++i ) + { + y[0][i] = y[0][i - 1] + a * ( x[0][i] - y[0][i - 1] ); + } + + return 0; +} + + -- cgit v1.3.1