// Vortex Indicator // // vortex_indicator // // Vortex Indicator // // // // Inputs: 4 // Outputs: 2 // Constants: 1 #include #include "ts.h" typedef struct { uint_t k; } ts_vortex_indicator_params_t; ts_parameter_t const ts_vortex_indicator_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_vortex_indicator_params_t) }; uint_t ts_vortex_indicator_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_vortex_indicator_params_t const *)c)->k : 0 ); } int ts_vortex_indicator( 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_vortex_indicator_p ); if ( !c ) return -1; uint_t k = ((ts_vortex_indicator_params_t const *)c)->k; if (k == 0 || n < k) return -1; for( uint_t i = k; i < n; ++i ) { fp_t sum_vm_plus = 0; fp_t sum_vm_minus = 0; fp_t sum_tr = 0; for( uint_t j = 0; j < k; ++j ) { uint_t idx = i - k + 1 + j; fp_t vm_plus = fabs( ts_h( x, idx ) - ts_l( x, idx - 1 ) ); fp_t vm_minus = fabs( ts_l( x, idx ) - ts_h( x, idx - 1 ) ); fp_t tr = fmax( ts_h( x, idx ) - ts_l( x, idx ), fmax( fabs( ts_h( x, idx ) - ts_c( x, idx - 1 ) ), fabs( ts_l( x, idx ) - ts_c( x, idx - 1 ) ) ) ); sum_vm_plus += vm_plus; sum_vm_minus += vm_minus; sum_tr += tr; } y[0][i] = sum_tr != 0 ? sum_vm_plus / sum_tr : 0; y[1][i] = sum_tr != 0 ? sum_vm_minus / sum_tr : 0; } return 0; }