diff options
Diffstat (limited to 'lib/volatility_stop.c')
| -rw-r--r-- | lib/volatility_stop.c | 14 |
1 files changed, 11 insertions, 3 deletions
diff --git a/lib/volatility_stop.c b/lib/volatility_stop.c index bfb207b..6055144 100644 --- a/lib/volatility_stop.c +++ b/lib/volatility_stop.c @@ -24,7 +24,7 @@ ts_parameter_t const ts_volatility_stop_p = { .n_inputs = 4, .n_outputs = 2, .n_ uint_t ts_volatility_stop_offset( ts_constant_t const *c ) { ( void )c; - return ( c ? ((ts_volatility_stop_params_t *)c)->k : 0 ); + return ( c ? ((ts_volatility_stop_params_t const *)c)->k : 0 ); } int ts_volatility_stop( @@ -35,9 +35,17 @@ int ts_volatility_stop( { TS_PROLOGUE( ts_volatility_stop_p ); if ( !c ) return -1; - uint_t k = ((ts_volatility_stop_params_t *)c)->k; - fp_t mult = ((ts_volatility_stop_params_t *)c)->mult; + TS_CHECK_INPUT(x, x_n, n); + uint_t k = ((ts_volatility_stop_params_t const *)c)->k; + fp_t mult = ((ts_volatility_stop_params_t const *)c)->mult; if (k == 0 || n < k) return -1; + if (mult < 0 || isnan(mult) || isinf(mult)) return -1; + + for( uint_t i = 0; i < k; ++i ) + { + y[0][i] = NAN; + y[1][i] = NAN; + } for( uint_t i = k; i < n; ++i ) { |