1 files changed, 47 insertions, 0 deletions
diff --git a/lib/synthetic_yield.c b/lib/synthetic_yield.c
new file mode 100644
index 0000000..c2c8d62
--- /dev/null
+++ b/lib/synthetic_yield.c
@@ -0,0 +1,47 @@
+// Synthetic Yield
+//
+// synthetic_yield
+//
+// Synthetic Yield
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_synthetic_yield_params_t;
+
+ts_parameter_t const ts_synthetic_yield_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_synthetic_yield_params_t) };
+
+uint_t ts_synthetic_yield_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_synthetic_yield_params_t *)c)->k : 0 );
+}
+
+int ts_synthetic_yield(
+	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_synthetic_yield_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_synthetic_yield_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	for( uint_t i = k; i < n; ++i )
+	{
+		if( x[0][i - k] == 0 ) { y[0][i] = 0; continue; }
+		y[0][i] = ( x[0][i] - x[0][i - k] ) / x[0][i - k] * 252.0 / k * 100.0;
+	}
+	return 0;
+}
+