1 files changed, 113 insertions, 0 deletions
diff --git a/lib/ichimoku.c b/lib/ichimoku.c
new file mode 100644
index 0000000..76f85e6
--- /dev/null
+++ b/lib/ichimoku.c
@@ -0,0 +1,113 @@
+// Ichimoku
+//
+// ichimoku
+//
+// Ichimoku Cloud
+//
+// Tenkan, Kijun, Senkou Span A/B, Chikou
+//
+// Inputs:    4
+// Outputs:   5
+// Constants: 3 (tenkan, kijun, senkou)
+
+
+#include <math.h>
+#include "ts.h"
+
+
+typedef struct {
+    uint_t tenkan;
+    uint_t kijun;
+    uint_t senkou;
+} ts_ichimoku_params_t;
+
+ts_parameter_t const ts_ichimoku_p = { .n_inputs = 4, .n_outputs = 5, .n_constants = 3, .params_size = sizeof(ts_ichimoku_params_t) };
+
+uint_t ts_ichimoku_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 52 );
+}
+
+int ts_ichimoku(
+	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_ichimoku_p );
+	uint_t tenkan = 9;
+	uint_t kijun = 26;
+	uint_t senkou = 52;
+
+	if ( c )
+	{
+		ts_ichimoku_params_t *p = (ts_ichimoku_params_t *)c;
+		if ( p->tenkan > 0 ) tenkan = p->tenkan;
+		if ( p->kijun > 0 ) kijun = p->kijun;
+		if ( p->senkou > 0 ) senkou = p->senkou;
+	}
+
+	if ( tenkan == 0 || kijun == 0 || senkou == 0 ) return -1;
+
+    for( uint_t i = 0; i < n; ++i )
+    {
+        y[0][i] = 0;
+        y[1][i] = 0;
+        y[2][i] = 0;
+        y[3][i] = 0;
+        y[4][i] = 0;
+    }
+
+    for( uint_t i = tenkan - 1; i < n; ++i )
+    {
+        fp_t hh = ts_h( x, i - tenkan + 1 );
+        fp_t ll = ts_l( x, i - tenkan + 1 );
+        for( uint_t j = i - tenkan + 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 + ll ) / 2.0;
+    }
+
+    for( uint_t i = kijun - 1; i < n; ++i )
+    {
+        fp_t hh = ts_h( x, i - kijun + 1 );
+        fp_t ll = ts_l( x, i - kijun + 1 );
+        for( uint_t j = i - kijun + 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[1][i] = ( hh + ll ) / 2.0;
+    }
+
+    for( uint_t i = kijun - 1; i < n; ++i )
+    {
+        uint_t idx = i + kijun;
+        if( idx < n )
+            y[2][idx] = ( y[0][i] + y[1][i] ) / 2.0;
+    }
+
+    for( uint_t i = senkou - 1; i < n; ++i )
+    {
+        fp_t hh = ts_h( x, i - senkou + 1 );
+        fp_t ll = ts_l( x, i - senkou + 1 );
+        for( uint_t j = i - senkou + 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 );
+        }
+        uint_t idx = i + kijun;
+        if( idx < n )
+            y[3][idx] = ( hh + ll ) / 2.0;
+    }
+
+    for( uint_t i = kijun; i < n; ++i )
+    {
+        y[4][i] = ts_c( x, i - kijun );
+    }
+	return 0;
+}
+