// Awesome Oscillator
//
// awesome_oscillator - AO
//
// EMA5(MP) - EMA34(MP), where MP = (H + L) / 2
//
// Inputs:    4 (OHLC)
// Outputs:   1 (Oscillator)
// Constants: 0

#include "ts.h"


ts_parameter_t const ts_awesome_oscillator_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };

uint_t ts_awesome_oscillator_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 33 );
}

int ts_awesome_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_awesome_oscillator_p );
	(void)c;
	if (n < 34) return -1;

	uint_t fast_period = 5;
	uint_t slow_period = 34;

	fp_t fast_a = 2.0 / ( ( fp_t )fast_period + 1.0 );
	fp_t slow_a = 2.0 / ( ( fp_t )slow_period + 1.0 );

	fp_t sum_fast = 0;
	fp_t sum_slow = 0;

	for ( uint_t j = 0; j < slow_period; ++j )
	{
		fp_t mp = ( ts_h( x, j ) + ts_l( x, j ) ) / 2.0;
		sum_slow += mp;
		if ( j < fast_period )
			sum_fast += mp;
	}

	fp_t ema_fast = sum_fast / ( fp_t )fast_period;
	fp_t ema_slow = sum_slow / ( fp_t )slow_period;

	for ( uint_t i = 0; i < slow_period - 1; ++i )
		y[0][i] = 0;

	y[0][slow_period - 1] = ema_fast - ema_slow;

	for( uint_t i = slow_period; i < n; ++i )
	{
		fp_t mp = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0;
		ema_fast = ema_fast + fast_a * ( mp - ema_fast );
		ema_slow = ema_slow + slow_a * ( mp - ema_slow );
		y[0][i] = ema_fast - ema_slow;
	}
	return 0;
}