// Volatility Stop
//
// volatility_stop
//
// Volatility Stop
//
// 
//
// Inputs:    4
// Outputs:   2
// Constants: 2


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

typedef struct {
    uint_t k;
    fp_t mult;
} ts_volatility_stop_params_t;

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

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

int ts_volatility_stop(
	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_volatility_stop_p );
	if ( !c ) return -1;
    uint_t k = ((ts_volatility_stop_params_t *)c)->k;
    fp_t mult = ((ts_volatility_stop_params_t *)c)->mult;
    if (k == 0 || n < k) return -1;

    for( uint_t i = k; i < n; ++i )
    {
        fp_t hh = ts_h(x, i - k);
        fp_t ll = ts_l(x, i - k);

        for( uint_t j = i - k + 1; j <= i; ++j )
        {
            if( ts_h(x, j) > hh ) hh = ts_h(x, j);
            if( ts_l(x, j) < ll ) ll = ts_l(x, j);
        }

        fp_t atr = 0;
        for( uint_t j = i - k; j <= i; ++j )
        {
            fp_t tr = ts_h(x, j) - ts_l(x, j);
            if( j > 0 )
            {
                fp_t prev_close = ts_c(x, j - 1);
                fp_t tr2 = fabs(ts_h(x, j) - prev_close);
                fp_t tr3 = fabs(ts_l(x, j) - prev_close);
                if( tr2 > tr ) tr = tr2;
                if( tr3 > tr ) tr = tr3;
            }
            atr += tr;
        }
        atr /= (k + 1);

        y[0][i] = hh - mult * atr;
        y[1][i] = ll + mult * atr;
    }
	return 0;
}