// ConnorsRSI Volatility
//
// cv - CV
//
// EMA_fast(H-L) - EMA_slow(H-L), volatility measure
//
// Inputs:    5 (OHLCV)
// Outputs:   1 (CV)
// Constants: 2 (fast, slow periods)

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

typedef struct {
    fp_t fast;
    fp_t slow;
} ts_cv_params_t;

ts_parameter_t const ts_cv_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_cv_params_t) };

uint_t ts_cv_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? (uint_t)((ts_cv_params_t *)c)->slow : 0 );
}

int ts_cv(
	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_cv_p );
	if ( !c ) return -1;
	fp_t fast = ((ts_cv_params_t *)c)->fast;
	fp_t slow = ((ts_cv_params_t *)c)->slow;
	if (fast == 0 || slow == 0 || n == 0) return -1;

	fp_t a_fast = 1.0 / fast;
	fp_t a_slow = 1.0 / slow;

	fp_t ema_fast = ts_h( x, 0 ) - ts_l( x, 0 );
	fp_t ema_slow = ema_fast;

	for( uint_t i = 1; i < n; ++i )
	{
		fp_t range = ts_h( x, i ) - ts_l( x, i );
		ema_fast = ema_fast + a_fast * ( range - ema_fast );
		ema_slow = ema_slow + a_slow * ( range - ema_slow );
		y[0][i] = ema_fast - ema_slow;
	}
	return 0;
}