lib/fobv.c


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// On-Balance Volume
//
// fobv - OBV
//
// Cumulative volume: add on up days, subtract on down days
//
// Inputs:    5 (OHLCV)
// Outputs:   1 (OBV)
// Constants: 0

#include "ts.h"


ts_parameter_t const ts_fobv_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };

uint_t ts_fobv_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 1 );
}

int ts_fobv(
	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_fobv_p );
	(void)c;
    if (n > 0) y[0][0] = 0;
    fp_t obv = 0;

    for (uint_t i = 1; i < n; ++i)
    {
        if (x[3][i] > x[3][i - 1])
            obv += x[4][i];
        else if (x[3][i] < x[3][i - 1])
            obv -= x[4][i];
        y[0][i] = obv;
    }
	return 0;
}