1 files changed, 63 insertions, 0 deletions
diff --git a/lib/fill_indicator.c b/lib/fill_indicator.c
new file mode 100644
index 0000000..9cb9cbc
--- /dev/null
+++ b/lib/fill_indicator.c
@@ -0,0 +1,63 @@
+// Fill Indicator
+//
+// fill_indicator - FI
+//
+// SMA of |C-O|/(H-L)*100, measures candle body fill ratio
+//
+// Inputs:    4 (OHLC)
+// Outputs:   1 (FI)
+// Constants: 1 (period)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_fill_indicator_params_t;
+
+ts_parameter_t const ts_fill_indicator_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_fill_indicator_params_t) };
+
+uint_t ts_fill_indicator_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_fill_indicator_params_t *)c)->k > 0 ? ((ts_fill_indicator_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_fill_indicator(
+	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_fill_indicator_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_fill_indicator_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	uint_t xi = 0;
+	uint_t yi = k - 1;
+
+	fp_t sum = 0;
+
+	for( ; xi < k; ++xi )
+	{
+		fp_t range = ts_h( x, xi ) - ts_l( x, xi );
+		if (range != 0)
+			sum += fabs( ts_c( x, xi ) - ts_o( x, xi ) ) / range * 100;
+	}
+
+	y[0][yi] = sum / k;
+	++yi;
+
+	for( ; xi < n; ++xi, ++yi )
+	{
+		fp_t range = ts_h( x, xi ) - ts_l( x, xi );
+		fp_t fv = range != 0 ? fabs( ts_c( x, xi ) - ts_o( x, xi ) ) / range * 100 : 0;
+		fp_t range_old = ts_h( x, xi - k ) - ts_l( x, xi - k );
+		fp_t fo = range_old != 0 ? fabs( ts_c( x, xi - k ) - ts_o( x, xi - k ) ) / range_old * 100 : 0;
+		y[0][yi] = y[0][yi - 1] + ( fv - fo ) / k;
+	}
+	return 0;
+}
+
+