diff options
Diffstat (limited to 'lib/natr.c')
| -rw-r--r-- | lib/natr.c | 57 |
1 files changed, 57 insertions, 0 deletions
diff --git a/lib/natr.c b/lib/natr.c new file mode 100644 index 0000000..ce58bb1 --- /dev/null +++ b/lib/natr.c @@ -0,0 +1,57 @@ +// Natr +// +// natr +// +// Normalized ATR +// +// +// +// Inputs: 4 +// Outputs: 1 +// Constants: 1 + + +#include <math.h> +#include "ts.h" + + +typedef struct { + uint_t k; +} ts_natr_params_t; + +ts_parameter_t const ts_natr_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_natr_params_t) }; + + +uint_t ts_natr_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_natr_params_t *)c)->k : 0 ); +} + +int ts_natr( + 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_natr_p ); + if ( !c ) return -1; + uint_t k = ((ts_natr_params_t *)c)->k; + if (k == 0) return -1; + if (n < k + 1) return -1; + + for( uint_t i = k; i < n; ++i ) + { + fp_t tr_sum = 0; + for( uint_t j = 0; j < k; ++j ) + { + uint_t idx = i - k + 1 + j; + fp_t tr = fmax( ts_h( x, idx ) - ts_l( x, idx ), fmax( fabs( ts_h( x, idx ) - ts_c( x, idx - 1 ) ), fabs( ts_l( x, idx ) - ts_c( x, idx - 1 ) ) ) ); + tr_sum += tr; + } + fp_t atr = tr_sum / (fp_t)k; + y[0][i] = ts_c( x, i ) != 0 ? atr / ts_c( x, i ) * 100.0 : 0; + } + return 0; +} + |