// Accumulation/Distribution Oscillator
//
// ad_oscillator - ADX
//
// Difference between fast and slow EMA of the A/D line
//
// Inputs:    5 (OHLCV)
// Outputs:   1 (Oscillator)
// Constants: 2 (fast period, slow period)

#include "ts.h"

typedef struct {
    fp_t fast;
    fp_t slow;
} ts_ad_oscillator_params_t;

ts_parameter_t const ts_ad_oscillator_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_ad_oscillator_params_t) };

uint_t ts_ad_oscillator_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 0 );
}

int ts_ad_oscillator(
	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_ad_oscillator_p );
	if ( !c ) return -1;
    if( n == 0 ) return -1;

    fp_t fast = ((ts_ad_oscillator_params_t *)c)->fast;
    fp_t slow = ((ts_ad_oscillator_params_t *)c)->slow;
    if (fast == 0 || slow == 0) return -1;
    fp_t a_fast = 1.0 / fast;
    fp_t a_slow = 1.0 / slow;

    fp_t hl = ts_h( x, 0 ) - ts_l( x, 0 );
    fp_t mf = hl != 0
             ? ( ( ts_c( x, 0 ) - ts_l( x, 0 ) ) - ( ts_h( x, 0 ) - ts_c( x, 0 ) ) ) / hl * ts_v( x, 0 )
             : 0;
    fp_t ad = mf;
    fp_t ema_f = ad;
    fp_t ema_s = ad;
    y[0][0] = 0;

    for( uint_t i = 1; i < n; ++i )
    {
        hl = ts_h( x, i ) - ts_l( x, i );
        mf = hl != 0
            ? ( ( ts_c( x, i ) - ts_l( x, i ) ) - ( ts_h( x, i ) - ts_c( x, i ) ) ) / hl * ts_v( x, i )
            : 0;
        ad += mf;
        ema_f = ema_f + a_fast * ( ad - ema_f );
        ema_s = ema_s + a_slow * ( ad - ema_s );
        y[0][i] = ema_f - ema_s;
    }

	return 0;
}