// Chaikin Money Flow
//
// cmf - CMF
//
// SUM(MF * V) / SUM(V) over period, where MF = ((C-L)-(H-C))/(H-L)
//
// Inputs:    5 (OHLCV)
// Outputs:   1 (CMF)
// Constants: 1 (period)

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

typedef struct {
    uint_t k;
} ts_cmf_params_t;

ts_parameter_t const ts_cmf_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_cmf_params_t) };

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

int ts_cmf(
	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_cmf_p );
	if ( !c ) return -1;
    uint_t k = ((ts_cmf_params_t *)c)->k;
    if (k == 0 || n < k) return -1;

    fp_t sum_mf = 0;
    fp_t sum_vol = 0;

    for ( uint_t i = 0; i < k; ++i )
    {
        fp_t hl = ts_h( x, i ) - ts_l( x, i );
        fp_t 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;
        sum_mf += mf;
        sum_vol += ts_v( x, i );
    }

    y[0][k - 1] = sum_vol != 0 ? sum_mf / sum_vol : 0;

    for ( uint_t i = k; i < n; ++i )
    {
        fp_t hl_prev = ts_h( x, i - k ) - ts_l( x, i - k );
        fp_t mf_prev = hl_prev != 0 ? ( ( ts_c( x, i - k ) - ts_l( x, i - k ) ) - ( ts_h( x, i - k ) - ts_c( x, i - k ) ) ) / hl_prev * ts_v( x, i - k ) : 0;

        fp_t hl_cur = ts_h( x, i ) - ts_l( x, i );
        fp_t mf_cur = hl_cur != 0 ? ( ( ts_c( x, i ) - ts_l( x, i ) ) - ( ts_h( x, i ) - ts_c( x, i ) ) ) / hl_cur * ts_v( x, i ) : 0;

        sum_mf = sum_mf - mf_prev + mf_cur;
        sum_vol = sum_vol - ts_v( x, i - k ) + ts_v( x, i );

        y[0][i] = sum_vol != 0 ? sum_mf / sum_vol : 0;
    }
	return 0;
}