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/cmf.c | 41 +++++++++++++++++++++++++++++++++++++++++ 1 file changed, 41 insertions(+) create mode 100644 test/cmf.c (limited to 'test/cmf.c') diff --git a/test/cmf.c b/test/cmf.c new file mode 100644 index 0000000..66b4c3f --- /dev/null +++ b/test/cmf.c @@ -0,0 +1,41 @@ +#include +#include "ts.h" + +bool ts_test_cmf( void ) +{ + uint_t k = TS_TEST_K; + + fp_t const o[] = { 10, 11, 12, 11, 12, 10, 11, 13, 12, 14 }; + fp_t const h[] = { 12, 13, 14, 12, 14, 11, 12, 15, 14, 16 }; + fp_t const l[] = { 8, 9, 10, 9, 10, 9, 10, 11, 10, 12 }; + fp_t const c[] = { 11, 12, 10, 11, 11, 10, 12, 14, 13, 15 }; + fp_t const v[] = { 100, 200, 300, 400, 500, 300, 200, 400, 300, 500 }; + + fp_t const * const x[] = { o, h, l, c, v }; + + fp_t mf_vals[10] = { 0 }; + for( uint_t i = 0; i < 10; ++i ) + { + fp_t hl = h[i] - l[i]; + mf_vals[i] = hl != 0 ? ( ( c[i] - l[i] ) - ( h[i] - c[i] ) ) / hl * v[i] : 0; + } + + fp_t e[6] = { 0 }; + for( uint_t i = k - 1; i < 10; ++i ) + { + fp_t sum_mf = 0; + fp_t sum_v = 0; + for( uint_t j = 0; j < k; ++j ) + { + uint_t idx = i - k + 1 + j; + sum_mf += mf_vals[idx]; + sum_v += v[idx]; + } + e[i - k + 1] = sum_v != 0 ? sum_mf / sum_v : 0; + } + fp_t const * const e_arr[1] = { e }; + + uint_t c_val = k; + + return ts_test(ts_cmf, ts_cmf_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_cmf_p); +} -- cgit v1.3.1