// Chande Momentum Oscillator
//
// cmo - CMO
//
// 100 * (SUM(up) - SUM(down)) / (SUM(up) + SUM(down))
//
// Inputs:    1
// Outputs:   1 (CMO)
// Constants: 1 (period)

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

typedef struct {
    uint_t k;
} ts_cmo_params_t;

ts_parameter_t const ts_cmo_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_cmo_params_t) };

uint_t ts_cmo_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_cmo_params_t *)c)->k : 0 );
}

int ts_cmo(
	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_cmo_p );
	if ( !c ) return -1;
	uint_t k = ((ts_cmo_params_t *)c)->k;
  if (k == 0 || n <= k) return -1;

	for (uint_t j = 0; j < k; ++j) y[0][j] = 0;

	fp_t up_sum = 0;
	fp_t down_sum = 0;

	for( uint_t i = 1; i <= k; ++i )
	{
		fp_t diff = x[0][i] - x[0][i - 1];
		if( diff > 0 )
			up_sum += diff;
		else if( diff < 0 )
			down_sum += (-diff);
	}

	y[0][k] = (up_sum + down_sum) == 0 ? 0 : 100.0 * (up_sum - down_sum) / (up_sum + down_sum);

	for( uint_t i = k + 1; i < n; ++i )
	{
		fp_t diff_new = x[0][i] - x[0][i - 1];
		fp_t diff_old = x[0][i - k] - x[0][i - k - 1];

		fp_t up_new = diff_new > 0 ? diff_new : 0;
		fp_t down_new = diff_new < 0 ? (-diff_new) : 0;
		fp_t up_old = diff_old > 0 ? diff_old : 0;
		fp_t down_old = diff_old < 0 ? (-diff_old) : 0;

		up_sum = up_sum - up_old + up_new;
		down_sum = down_sum - down_old + down_new;

		y[0][i] = (up_sum + down_sum) == 0 ? 0 : 100.0 * (up_sum - down_sum) / (up_sum + down_sum);
	}
	return 0;
}