// Highest High // // highest_high // // Highest high over rolling window // // HH = max(H[t-k+1..t]) // // Inputs: 5 // Outputs: 1 // Constants: 1 #include #include "ts.h" typedef struct { uint_t k; } ts_highest_high_params_t; ts_parameter_t const ts_highest_high_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_highest_high_params_t) }; uint_t ts_highest_high_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_highest_high_params_t *)c)->k > 0 ? ((ts_highest_high_params_t *)c)->k - 1 : 0 : 0 ); } int ts_highest_high( 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_highest_high_p ); if ( !c ) return -1; uint_t k = ((ts_highest_high_params_t *)c)->k; if (k == 0 || n < k) return -1; fp_t max_val = ts_h( x, 0 ); for( uint_t j = 1; j < k; ++j ) { fp_t val = ts_h( x, j ); if( val > max_val ) max_val = val; } y[0][k - 1] = max_val; for( uint_t i = k; i < n; ++i ) { fp_t new_val = ts_h( x, i ); fp_t old_val = ts_h( x, i - k ); if ( new_val > max_val ) max_val = new_val; if ( old_val == max_val ) { max_val = ts_h( x, i - k + 1 ); for( uint_t j = i - k + 2; j <= i; ++j ) { fp_t val = ts_h( x, j ); if( val > max_val ) max_val = val; } } y[0][i] = max_val; } return 0; }