// Twiggs Money Flow
//
// twiggs_money_flow
//
// Twiggs Money Flow
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 0


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


ts_parameter_t const ts_twiggs_money_flow_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };

uint_t ts_twiggs_money_flow_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 35 );
}

int ts_twiggs_money_flow(
	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_twiggs_money_flow_p );
	(void)c;
    if (n < 2) return -1;

    uint_t period = n - 2;

    fp_t pos_sum = 0;
    fp_t neg_sum = 0;

    for( uint_t j = 0; j < period; ++j ) y[0][j] = 0;
    for( uint_t i = 1; i <= period; ++i )
    {
        fp_t change = x[0][i] - x[0][i - 1];
        if( change >= 0 ) pos_sum += change;
        else neg_sum += fabs( change );
    }

    fp_t total = pos_sum + neg_sum;
    y[0][period] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;

    for( uint_t j = 1; j < n - period; ++j )
    {
        fp_t new_change = x[0][period + j] - x[0][period + j - 1];
        fp_t old_change = x[0][j] - x[0][j - 1];

        if( new_change >= 0 ) pos_sum += new_change;
        else neg_sum += fabs( new_change );
        if( old_change >= 0 ) pos_sum -= old_change;
        else neg_sum -= fabs( old_change );

        total = pos_sum + neg_sum;
        y[0][period + j] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;
    }
	return 0;
}