// Volume Weighted Moving Average // // volume_weighted_moving_average // // Volume Weighted Moving Average // // // // Inputs: 5 // Outputs: 1 // Constants: 1 #include "ts.h" typedef struct { uint_t k; } ts_volume_weighted_moving_average_params_t; ts_parameter_t const ts_volume_weighted_moving_average_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_volume_weighted_moving_average_params_t) }; uint_t ts_volume_weighted_moving_average_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_volume_weighted_moving_average_params_t *)c)->k > 0 ? ((ts_volume_weighted_moving_average_params_t *)c)->k - 1 : 0 : 0 ); } int ts_volume_weighted_moving_average( 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_volume_weighted_moving_average_p ); if ( !c ) return -1; uint_t k = ((ts_volume_weighted_moving_average_params_t *)c)->k; if (k == 0 || n < k) return -1; fp_t cv_sum = 0; fp_t v_sum = 0; for( uint_t j = 0; j < k; ++j ) { cv_sum += ts_c(x, j) * ts_v(x, j); v_sum += ts_v(x, j); } y[0][k - 1] = (v_sum != 0) ? cv_sum / v_sum : 0; for( uint_t i = k; i < n; ++i ) { cv_sum += ts_c(x, i) * ts_v(x, i) - ts_c(x, i - k) * ts_v(x, i - k); v_sum += ts_v(x, i) - ts_v(x, i - k); y[0][i] = (v_sum != 0) ? cv_sum / v_sum : 0; } return 0; }