1 files changed, 86 insertions, 0 deletions
diff --git a/lib/prings_special_k.c b/lib/prings_special_k.c
new file mode 100644
index 0000000..91a40ba
--- /dev/null
+++ b/lib/prings_special_k.c
@@ -0,0 +1,86 @@
+// Prings Special K
+//
+// prings_special_k
+//
+// Prings Special K
+//
+// 
+//
+// Inputs:    4
+// Outputs:   2
+// Constants: 2
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k1;
+    uint_t k2;
+} ts_prings_special_k_params_t;
+
+ts_parameter_t const ts_prings_special_k_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_prings_special_k_params_t) };
+
+uint_t ts_prings_special_k_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_prings_special_k_params_t *)c)->k1 > 0 && ((ts_prings_special_k_params_t *)c)->k2 > 0 ? ((ts_prings_special_k_params_t *)c)->k1 + ((ts_prings_special_k_params_t *)c)->k2 - 2 : 0 : 0 );
+}
+
+int ts_prings_special_k(
+	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_prings_special_k_p );
+	if ( !c ) return -1;
+	uint_t k1 = ((ts_prings_special_k_params_t *)c)->k1;
+	uint_t k2 = ((ts_prings_special_k_params_t *)c)->k2;
+	if (k1 == 0 || k2 == 0) return -1;
+
+	fp_t ema = 0;
+	fp_t ema_a = 1.0 / (fp_t)k2;
+
+	for (uint_t j = 0; j < n && j < k1 - 1; ++j) { y[0][j] = 0; y[1][j] = 0; }
+	for( uint_t i = k1 - 1; i < n; ++i )
+	{
+		fp_t ll = ts_l( x, i );
+		for( uint_t j = 1; j < k1; ++j )
+		{
+			fp_t v = ts_l( x, i - j );
+			if( v < ll ) ll = v;
+		}
+
+		fp_t hh = ts_h( x, i );
+		for( uint_t j = 1; j < k1; ++j )
+		{
+			fp_t v = ts_h( x, i - j );
+			if( v > hh ) hh = v;
+		}
+
+		fp_t raw = ( hh != ll ) ? 100.0 * ( ts_c( x, i ) - ll ) / ( hh - ll ) : 0;
+
+		if( i == k1 - 1 )
+		{
+			ema = raw;
+		}
+		else
+		{
+			ema = ema + ema_a * ( raw - ema );
+		}
+
+		y[0][i] = ema;
+
+		if( i >= k1 + k2 - 2 )
+		{
+			fp_t d_sum = 0;
+			for( uint_t j = 0; j < k2; ++j )
+			{
+				d_sum += y[0][i - j];
+			}
+			y[1][i] = d_sum / (fp_t)k2;
+		}
+	}
+	return 0;
+}
+