// Williams R
//
// williams_r
//
// Williams %R
//
// 
//
// Inputs:    4
// Outputs:   1
// Constants: 1


#include "ts.h"

typedef struct {
    uint_t k;
} ts_williams_r_params_t;

ts_parameter_t const ts_williams_r_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_williams_r_params_t) };

uint_t ts_williams_r_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_williams_r_params_t *)c)->k > 0 ? ((ts_williams_r_params_t *)c)->k - 1 : 0 : 0 );
}

int ts_williams_r(
	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_williams_r_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	uint_t k = ((ts_williams_r_params_t *)c)->k;
	if (k == 0 || n < k) return -1;

	// Initial window max/min
	fp_t hh = ts_h( x, 0 );
	fp_t ll = ts_l( x, 0 );
	for( uint_t j = 1; j < k; ++j )
	{
		if( ts_h( x, j ) > hh )
			hh = ts_h( x, j );
		if( ts_l( x, j ) < ll )
			ll = ts_l( x, j );
	}

	{
		if( hh == ll )
			y[0][k - 1] = 0;
		else
			y[0][k - 1] = (hh - ts_c( x, k - 1 )) / (hh - ll) * (-100.0);
	}

	for( uint_t i = k; i < n; ++i )
	{
		fp_t new_h = ts_h( x, i );
		fp_t new_l = ts_l( x, i );
		fp_t old_h = ts_h( x, i - k );
		fp_t old_l = ts_l( x, i - k );

		if ( new_h > hh ) hh = new_h;
		if ( new_l < ll ) ll = new_l;
		if ( old_h == hh || old_l == ll )
		{
			hh = ts_h( x, i - k + 1 );
			ll = ts_l( x, i - k + 1 );
			for( uint_t j = i - k + 2; 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 );
			}
		}

		if( hh == ll )
			y[0][i] = 0;
		else
			y[0][i] = (hh - ts_c( x, i )) / (hh - ll) * (-100.0);
	}

	return 0;
}