// Coppock Curve
//
// coppock_curve - WMS
//
// WMA14(ROC14 + ROC11), weighted moving average of combined ROCs
//
// Inputs:    1
// Outputs:   1 (Coppock)
// Constants: 0

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


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

uint_t ts_coppock_curve_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 14 );
}

int ts_coppock_curve(
	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_coppock_curve_p );
	(void)c;
    uint_t roc_long = 14;
    uint_t roc_short = 11;
    uint_t wma_period = 10;

    if (n < roc_long) return -1;

 fp_t *combined = calloc( n, sizeof( fp_t ) );
    if ( !combined ) return -1;

    for ( uint_t i = roc_long; i < n; ++i )
    {
        if ( x[0][i - roc_long] == 0 || x[0][i - roc_short] == 0 )
        {
            combined[i - roc_long] = 0;
            continue;
        }
        fp_t roc14 = ( x[0][i] - x[0][i - roc_long] ) / x[0][i - roc_long] * 100.0;
        fp_t roc11 = ( x[0][i] - x[0][i - roc_short] ) / x[0][i - roc_short] * 100.0;
        combined[i - roc_long] = roc14 + roc11;
    }

    for ( uint_t j = 0; j < n && j < roc_long; ++j ) y[0][j] = 0;

    for ( uint_t i = roc_long; i < n; ++i )
    {
        uint_t ci = i - roc_long;
        fp_t wsum = 0;
        fp_t wtotal = 0;
        uint_t start = ci + 1 >= wma_period ? ci + 1 - wma_period : 0;
        for ( uint_t j = start; j <= ci; ++j )
        {
            uint_t weight = ci - j + 1;
            wsum += combined[j] * (fp_t)weight;
            wtotal += (fp_t)weight;
        }
        y[0][ci + roc_long] = wtotal != 0 ? wsum / wtotal : 0;
    }

    free( combined );
	return 0;
}