1 files changed, 54 insertions, 0 deletions
diff --git a/lib/obv.c b/lib/obv.c
new file mode 100644
index 0000000..3765ba3
--- /dev/null
+++ b/lib/obv.c
@@ -0,0 +1,54 @@
+// Obv
+//
+// obv
+//
+// On-Balance Volume
+//
+// 
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_obv_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_obv_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_obv(
+	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_obv_p );
+	(void)c;
+	TS_CHECK_INPUT(x, x_n, n);
+    if (n == 0) return -1;
+
+    fp_t obv = 0;
+    y[0][0] = 0;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        if( x[3][i] > x[3][i - 1] )
+        {
+            obv += x[4][i];
+        }
+        else if( x[3][i] < x[3][i - 1] )
+        {
+            obv -= x[4][i];
+        }
+        y[0][i] = obv;
+    }
+
+	return 0;
+}
+