// Average Weighted Series // // average_weighted_series - aws // // SMA of the product of two series: SMA(x0 * x1, k) // // Inputs: 1 // Outputs: 1 // Constants: 1 (period) #include #include #include "ts.h" typedef struct { uint_t k; } ts_average_weighted_series_params_t; ts_parameter_t const ts_average_weighted_series_p = { .n_inputs = 2, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_weighted_series_params_t) }; uint_t ts_average_weighted_series_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_average_weighted_series_params_t *)c)->k - 1 : 0 ); } int ts_average_weighted_series( 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_average_weighted_series_p ); if ( !c ) return -1; uint_t k = ((ts_average_weighted_series_params_t *)c)->k; if (k == 0 || n < k) return -1; uint_t xi = 0; uint_t yi = k; fp_t *b = malloc(k * sizeof(fp_t)); if (!b) return -1; uint_t bi = 0; fp_t sum = 0; while( xi < k ) { b[bi] = x[0][xi] * x[1][xi]; sum += b[bi]; ++xi; bi = _ts_circle_increment( bi, k ); } y[0][k - 1] = sum / k; uint_t tmp; while( xi < n ) { tmp = b[bi]; b[bi] = x[0][xi] * x[1][xi]; y[0][yi] = y[0][yi - 1] + ( b[bi] - tmp ) / k; ++xi; ++yi; bi = _ts_circle_increment( bi, k ); } free(b); return 0; }