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 --- test/asi.c | 35 +++++++++++++++++++++++++++++++++++ 1 file changed, 35 insertions(+) create mode 100644 test/asi.c (limited to 'test/asi.c') diff --git a/test/asi.c b/test/asi.c new file mode 100644 index 0000000..0307a3b --- /dev/null +++ b/test/asi.c @@ -0,0 +1,35 @@ +#include +#include +#include "ts.h" + +bool ts_test_asi( void ) +{ + fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 }; + fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 }; + fp_t const l[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18 }; + fp_t const c[] = { 11, 12, 11, 14, 13, 16, 15, 18, 17, 20 }; + + fp_t const * const x[] = { o, h, l, c }; + + /* ASI = prev_ASI + component2 + component3 + * component2 = (term1 - term2 + term3) / denom * (H - L) + * component3 = (term1 - term2 + term3) / (2 * denom) + * term1 = C - Cprev, term2 = 0.5*(O - Op), term3 = 0.25*(C - O + Op - Cp) + * denom = max(H - Lp, Hp - L, Hp - Lp) + * + * i=0: ASI = 0 + * i=1: term1=1, term2=0.5, term3=0, denom=4, comp2=0.375, comp3=0.125 => 0.5 + * i=2: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => -1.5 + * i=3: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 1.5 + * i=4: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => -0.5 + * i=5: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 2.5 + * i=6: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => 0.5 + * i=7: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 3.5 + * i=8: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => 1.5 + * i=9: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 4.5 + */ + fp_t const e[] = { 0, 0.5, -1.5, 1.5, -0.5, 2.5, 0.5, 3.5, 1.5, 4.5 }; + fp_t const * const exp[1] = { e }; + + return ts_test(ts_asi, ts_asi_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)NULL, &ts_asi_p); +} -- cgit v1.3.1