1 files changed, 54 insertions, 0 deletions
diff --git a/lib/darvas_box.c b/lib/darvas_box.c
new file mode 100644
index 0000000..573ed1e
--- /dev/null
+++ b/lib/darvas_box.c
@@ -0,0 +1,54 @@
+// Darvas Box
+//
+// darvas_box - DB
+//
+// Upper: highest high over period k
+// Lower: lowest low over period k
+//
+// Inputs:    4 (OHLC)
+// Outputs:   2 (Upper, Lower)
+// Constants: 1 (period)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_darvas_box_params_t;
+
+ts_parameter_t const ts_darvas_box_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_darvas_box_params_t) };
+
+uint_t ts_darvas_box_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_darvas_box_params_t *)c)->k > 0 ? ((ts_darvas_box_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_darvas_box(
+	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_darvas_box_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_darvas_box_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	for( uint_t i = k - 1; i < n; ++i )
+	{
+		fp_t hh = ts_h( x, i - k + 1 );
+		fp_t ll = ts_l( x, i - k + 1 );
+		for( uint_t j = i - k + 1; j <= i; ++j )
+		{
+			if( ts_h( x, j ) > hh ) hh = ts_h( x, j );
+			if( ts_l( x, j ) < ll ) ll = ts_l( x, j );
+		}
+		y[0][i] = hh;
+		y[1][i] = ll;
+	}
+	return 0;
+}
+
+
+