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authorEthan Werner <mail@ethanwerner.com>2026-08-09 15:02:21 +0400
committerEthan Werner <mail@ethanwerner.com>2026-08-09 15:02:21 +0400
commit3d92926a902017e7cf1f5738e99ff62da596ce12 (patch)
tree2b55422c26a48759d56fa91f06df24449e9dfa88 /lib/macd.c
parent07e18043145f3d91c8ea7ec3ad41b3c905585277 (diff)
refactormain
Diffstat (limited to 'lib/macd.c')
-rw-r--r--lib/macd.c18
1 files changed, 13 insertions, 5 deletions
diff --git a/lib/macd.c b/lib/macd.c
index 362f251..63db964 100644
--- a/lib/macd.c
+++ b/lib/macd.c
@@ -25,7 +25,7 @@ ts_parameter_t const ts_macd_p = { .n_inputs = 1, .n_outputs = 3, .n_constants =
uint_t ts_macd_offset( ts_constant_t const *c )
{
( void )c;
- return ( c ? (uint_t)(((ts_macd_params_t *)c)->slow_k + ((ts_macd_params_t *)c)->signal_k - 2) : 0 );
+ return ( c ? (uint_t)(((ts_macd_params_t const *)c)->slow_k + ((ts_macd_params_t const *)c)->signal_k - 2) : 0 );
}
int ts_macd(
@@ -37,13 +37,13 @@ int ts_macd(
TS_PROLOGUE( ts_macd_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
- fp_t fast_k = ((ts_macd_params_t *)c)->fast_k;
- fp_t slow_k = ((ts_macd_params_t *)c)->slow_k;
- fp_t signal_k = ((ts_macd_params_t *)c)->signal_k;
+ fp_t fast_k = ((ts_macd_params_t const *)c)->fast_k;
+ fp_t slow_k = ((ts_macd_params_t const *)c)->slow_k;
+ fp_t signal_k = ((ts_macd_params_t const *)c)->signal_k;
if (fast_k < 1 || slow_k < 1 || signal_k < 1) return -1;
if (isnan(fast_k) || isnan(slow_k) || isnan(signal_k)) return -1;
- if (n == 0) return -1;
+ if (isinf(fast_k) || isinf(slow_k) || isinf(signal_k)) return -1;
fp_t fast_a = 2.0 / (fast_k + 1.0);
fp_t slow_a = 2.0 / (slow_k + 1.0);
@@ -52,9 +52,17 @@ int ts_macd(
fp_t fast_ema = x[0][0];
fp_t slow_ema = x[0][0];
+ if (slow_k > (fp_t)UINT64_MAX || signal_k > (fp_t)UINT64_MAX) return -1;
uint_t total_offset = (uint_t)(slow_k + signal_k - 2);
if (n <= total_offset) return -1;
+ // Initialize warm-up period to NAN
+ for (uint_t i = 0; i < total_offset; i++) {
+ y[0][i] = NAN;
+ y[1][i] = NAN;
+ y[2][i] = NAN;
+ }
+
// Compute EMAs up to total_offset
for( uint_t i = 1; i <= total_offset; ++i )
{