// Keltner Channel
//
// keltner_channel
//
// Keltner Channel
//
// Middle: EMA, Upper/Lower: EMA ± mult*ATR
//
// Inputs:    4
// Outputs:   3
// Constants: 1


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

typedef struct {
    uint_t k;
} ts_keltner_channel_params_t;

ts_parameter_t const ts_keltner_channel_p = { .n_inputs = 4, .n_outputs = 3, .n_constants = 1, .params_size = sizeof(ts_keltner_channel_params_t) };

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

int ts_keltner_channel(
	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_keltner_channel_p );
	if ( !c ) return -1;
    uint_t k = ((ts_keltner_channel_params_t const *)c)->k;
    if (k == 0 || n <= k) return -1;

    fp_t a = 2.0 / ((fp_t)k + 1.0);

    fp_t ema_tp = ( ts_h( x, 0 ) + ts_l( x, 0 ) + ts_c( x, 0 ) ) / 3.0;

    fp_t tr = ts_h( x, 1 ) - ts_l( x, 1 );
    fp_t tr2 = fabs( ts_h( x, 1 ) - ts_c( x, 0 ) );
    fp_t tr3 = fabs( ts_l( x, 1 ) - ts_c( x, 0 ) );
    if( tr2 > tr ) tr = tr2;
    if( tr3 > tr ) tr = tr3;
    fp_t atr = tr;

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

    for( uint_t i = 1; i < n; ++i )
    {
        fp_t tp = ( ts_h( x, i ) + ts_l( x, i ) + ts_c( x, i ) ) / 3.0;
        ema_tp = ema_tp + a * ( tp - ema_tp );

        tr = ts_h( x, i ) - ts_l( x, i );
        tr2 = fabs( ts_h( x, i ) - ts_c( x, i - 1 ) );
        tr3 = fabs( ts_l( x, i ) - ts_c( x, i - 1 ) );
        if( tr2 > tr ) tr = tr2;
        if( tr3 > tr ) tr = tr3;

        if( i >= 2 )
            atr = atr + (tr - atr) / k;

        if( i >= k )
        {
            y[0][i] = ema_tp;
            y[1][i] = ema_tp + 2.0 * atr;
            y[2][i] = ema_tp - 2.0 * atr;
        }
    }
	return 0;
}