// Trade Volume Index // // trade_volume_index // // Trade Volume Index // // // // Inputs: 5 // Outputs: 1 // Constants: 0 #include #include "ts.h" ts_parameter_t const ts_trade_volume_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; uint_t ts_trade_volume_index_offset( ts_constant_t const *c ) { ( void )c; return ( 0 ); } int ts_trade_volume_index( 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_trade_volume_index_p ); (void)c; if (n < 2) return -1; for( uint_t i = 0; i + 1 < n; ++i ) { fp_t roc = x[3][i] != 0 ? ( x[3][i + 1] - x[3][i] ) / x[3][i] : 0; y[0][i] = ( i == 0 ? 0 : y[0][i - 1] ) + roc * x[4][i + 1]; } y[0][n - 1] = y[0][n - 2]; return 0; }