// Macd
//
// macd
//
// Moving Average Convergence Divergence
//
// MACD = EMA(fast) - EMA(slow), Signal = EMA(MACD)
//
// Inputs:    1
// Outputs:   3
// Constants: 3


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

typedef struct {
    fp_t fast_k;
    fp_t slow_k;
    fp_t signal_k;
} ts_macd_params_t;

ts_parameter_t const ts_macd_p = { .n_inputs = 1, .n_outputs = 3, .n_constants = 3, .params_size = sizeof(ts_macd_params_t) };

uint_t ts_macd_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? (uint_t)(((ts_macd_params_t *)c)->slow_k + ((ts_macd_params_t *)c)->signal_k - 2) : 0 );
}

int ts_macd(
	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_macd_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	fp_t fast_k = ((ts_macd_params_t *)c)->fast_k;
	fp_t slow_k = ((ts_macd_params_t *)c)->slow_k;
	fp_t signal_k = ((ts_macd_params_t *)c)->signal_k;

	if (fast_k < 1 || slow_k < 1 || signal_k < 1) return -1;
	if (isnan(fast_k) || isnan(slow_k) || isnan(signal_k)) return -1;
	if (n == 0) return -1;

	fp_t fast_a = 2.0 / (fast_k + 1.0);
	fp_t slow_a = 2.0 / (slow_k + 1.0);
	fp_t signal_a = 2.0 / (signal_k + 1.0);

	fp_t fast_ema = x[0][0];
	fp_t slow_ema = x[0][0];

	uint_t total_offset = (uint_t)(slow_k + signal_k - 2);
	if (n <= total_offset) return -1;

	// Compute EMAs up to total_offset
	for( uint_t i = 1; i <= total_offset; ++i )
	{
		fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
		slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
	}

	fp_t macd_line = fast_ema - slow_ema;
	fp_t signal_ema = macd_line;

	y[0][total_offset] = macd_line;
	y[1][total_offset] = signal_ema;
	y[2][total_offset] = 0;

	for( uint_t i = total_offset + 1; i < n; ++i )
	{
		fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
		slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );

		macd_line = fast_ema - slow_ema;
		signal_ema = signal_ema + signal_a * ( macd_line - signal_ema );

		y[0][i] = macd_line;
		y[1][i] = signal_ema;
		y[2][i] = macd_line - signal_ema;
	}

	return 0;
}