// Elder Impulse System
//
// elder_impulse - EIS
//
// Impulse: Price - SMA(k), Trend: SMA(Impulse, k)
//
// Inputs:    1
// Outputs:   2 (Impulse, Trend)
// Constants: 1 (period)

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

typedef struct {
    uint_t k;
} ts_elder_impulse_params_t;

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

uint_t ts_elder_impulse_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? 2 * ((ts_elder_impulse_params_t *)c)->k - 1 : 0 );
}

int ts_elder_impulse(
	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_elder_impulse_p );
	if ( !c ) return -1;
    uint_t k = ((ts_elder_impulse_params_t *)c)->k;
    if (k == 0 || n < 2 * k - 1) return -1;

    fp_t *sma = malloc( n * sizeof( fp_t ) );
    fp_t *impulse = malloc( n * sizeof( fp_t ) );
    if ( !sma || !impulse ) { free( sma ); free( impulse ); return -1; }

    for (uint_t i = 0; i < 2 * k - 1; ++i) { y[0][i] = 0; y[1][i] = 0; }

    for ( uint_t i = k - 1; i < n; ++i )
    {
        fp_t sum = 0;
        for ( uint_t j = 0; j < k; ++j )
        {
            sum += x[0][i - j];
        }
        sma[i] = sum / (fp_t)k;
        impulse[i] = x[0][i] - sma[i];
    }

    for ( uint_t i = 2 * k - 1; i < n; ++i )
    {
        y[0][i] = impulse[i];

        fp_t sum = 0;
        for ( uint_t j = 0; j < k; ++j )
        {
            sum += impulse[i - j];
        }
        y[1][i] = sum / (fp_t)k;
    }

    free( sma ); free( impulse );
	return 0;
}