// Ravi
//
// ravi
//
// Rogers Average True Range
//
// 
//
// Inputs:    4
// Outputs:   2
// Constants: 2


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

typedef struct {
    uint_t k;
    fp_t k2;
} ts_ravi_params_t;

ts_parameter_t const ts_ravi_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_ravi_params_t) };

uint_t ts_ravi_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_ravi_params_t *)c)->k + (uint_t)((ts_ravi_params_t *)c)->k2 - 2 : 0 );
}

int ts_ravi(
	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_ravi_p );
	if ( !c ) return -1;
    uint_t k = ((ts_ravi_params_t *)c)->k;
    fp_t k2 = ((ts_ravi_params_t *)c)->k2;

    if( k == 0 || k2 == 0 ) return -1;

    fp_t *num_buf = calloc( n, sizeof( fp_t ) );
    fp_t *den_buf = calloc( n, sizeof( fp_t ) );
    if( !num_buf || !den_buf ) { free( num_buf ); free( den_buf ); return -1; }

    for( uint_t i = 0; i < n; ++i )
    {
        num_buf[i] = (x[3][i] - x[0][i]) + (x[3][i] - (i > 0 ? x[3][i - 1] : x[3][i]));
        den_buf[i] = fabs(x[1][i] - x[2][i]) + fabs(x[3][i] - x[0][i]);
    }

    fp_t num_sum = 0;
    fp_t den_sum = 0;

    for( uint_t i = 0; i < k; ++i )
    {
        num_sum += num_buf[i];
        den_sum += den_buf[i];
    }

    fp_t rvi = ( den_sum != 0 ) ? num_sum / den_sum : 0;
    fp_t sig = rvi;
    fp_t sig_a = 1.0 / k2;
    uint_t offset = k + (uint_t)k2 - 2;

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

    for( uint_t i = k; i < n; ++i )
    {
        num_sum = num_sum - num_buf[i - k] + num_buf[i];
        den_sum = den_sum - den_buf[i - k] + den_buf[i];
        rvi = ( den_sum != 0 ) ? num_sum / den_sum : 0;
        sig = sig + sig_a * (rvi - sig);

        if( i >= offset )
        {
            y[0][i] = rvi;
            y[1][i] = sig;
        }
    }

    free( num_buf );
    free( den_buf );
	return 0;
}