diff options
Diffstat (limited to 'lib/swing_index.c')
| -rw-r--r-- | lib/swing_index.c | 52 |
1 files changed, 52 insertions, 0 deletions
diff --git a/lib/swing_index.c b/lib/swing_index.c new file mode 100644 index 0000000..2f7c563 --- /dev/null +++ b/lib/swing_index.c @@ -0,0 +1,52 @@ +// Swing Index +// +// swing_index +// +// Swing Index +// +// +// +// Inputs: 5 +// Outputs: 1 +// Constants: 0 + + +#include <math.h> +#include "ts.h" + + +ts_parameter_t const ts_swing_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_swing_index_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 1 ); +} + +int ts_swing_index( + 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_swing_index_p ); + (void)c; + if (n > 0) y[0][0] = 0; + for( uint_t i = 1; i < n; ++i ) + { + fp_t a1 = ts_h( x, i ) - ts_h( x, i - 1 ); + fp_t a2 = ts_l( x, i - 1 ) - ts_l( x, i ); + fp_t a = fmax( a1, a2 ); + fp_t b = ts_c( x, i ) - ts_c( x, i - 1 ); + fp_t ldpl = ts_l( x, i ) - ts_l( x, i - 1 ); + fp_t phmh = ts_h( x, i - 1 ) - ts_h( x, i ); + fp_t c_val = 0; + if( b < 0 && ldpl > phmh ) c_val = ldpl; + else if( b >= 0 && phmh > ldpl ) c_val = phmh; + fp_t hl = ts_h( x, i ) - ts_l( x, i ); + fp_t swing = ( hl != 0 ) ? ( a * 2.0 + b - c_val ) * ts_v( x, i ) / hl : 0; + y[0][i] = ( i > 1 ? y[0][i - 1] : 0 ) + swing; + } + return 0; +} + |