diff options
Diffstat (limited to 'lib/trade_volume_index.c')
| -rw-r--r-- | lib/trade_volume_index.c | 43 |
1 files changed, 43 insertions, 0 deletions
diff --git a/lib/trade_volume_index.c b/lib/trade_volume_index.c new file mode 100644 index 0000000..2e1b50d --- /dev/null +++ b/lib/trade_volume_index.c @@ -0,0 +1,43 @@ +// Trade Volume Index +// +// trade_volume_index +// +// Trade Volume Index +// +// +// +// Inputs: 5 +// Outputs: 1 +// Constants: 0 + + +#include <math.h> +#include "ts.h" + + +ts_parameter_t const ts_trade_volume_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_trade_volume_index_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_trade_volume_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_trade_volume_index_p ); + (void)c; + if (n < 2) return -1; + for( uint_t i = 0; i + 1 < n; ++i ) + { + fp_t roc = x[3][i] != 0 ? ( x[3][i + 1] - x[3][i] ) / x[3][i] : 0; + y[0][i] = ( i == 0 ? 0 : y[0][i - 1] ) + roc * x[4][i + 1]; + } + y[0][n - 1] = y[0][n - 2]; + return 0; + } + |