// Band Width
//
// band_width - BW
//
// Normalized width of Bollinger Bands: (Upper - Lower) / SMA * 100
//
// Inputs:    1
// Outputs:   1 (Width %)
// Constants: 2 (period, std multiplier)

#include <math.h>
#include "ts.h"

typedef struct {
    uint_t k;
    fp_t std_mult;
} ts_band_width_params_t;

ts_parameter_t const ts_band_width_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_band_width_params_t) };

uint_t ts_band_width_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_band_width_params_t *)c)->k - 1 : 0 );
}

int ts_band_width(
	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_band_width_p );
	if ( !c ) return -1;
    uint_t k = ((ts_band_width_params_t *)c)->k;
    fp_t std_mult = ((ts_band_width_params_t *)c)->std_mult;
    if (k == 0 || n < k) return -1;

    for (uint_t i = k - 1; i < n; ++i)
    {
        fp_t sum = 0;
        fp_t sum2 = 0;
        for (uint_t j = i - k + 1; j <= i; ++j)
        {
            sum += x[0][j];
            sum2 += x[0][j] * x[0][j];
        }
        fp_t mean = sum / k;
        fp_t variance = sum2 / k - mean * mean;
        if (variance < 0) variance = 0;
        fp_t stddev = sqrt(variance);
        fp_t upper = mean + std_mult * stddev;
        fp_t lower = mean - std_mult * stddev;
        y[0][i] = mean != 0 ? (upper - lower) / mean * 100 : 0;
    }
	return 0;
}