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// High Low Bands
//
// high_low_bands
//
// High-Low Bands
//
// Upper: highest high, Lower: lowest low over period
//
// Inputs: 4
// Outputs: 2
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_high_low_bands_params_t;
ts_parameter_t const ts_high_low_bands_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_high_low_bands_params_t) };
uint_t ts_high_low_bands_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? 2 * ((ts_high_low_bands_params_t *)c)->k - 2 : 0 );
}
int ts_high_low_bands(
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_high_low_bands_p );
if ( !c ) return -1;
uint_t k = ((ts_high_low_bands_params_t *)c)->k;
if (k == 0 || n < k) return -1;
for( uint_t i = 2 * k - 2; i < n; ++i )
{
y[0][i] = 0;
y[1][i] = 0;
for( uint_t j = i - 2 * k + 2; j <= i - k + 1; ++j )
{
uint_t start = (j >= k - 1) ? j - k + 1 : 0;
fp_t hh = x[1][start];
for( uint_t m = start + 1; m <= j; ++m )
{
if( x[1][m] > hh )
hh = x[1][m];
}
y[0][i] += hh;
fp_t ll = x[2][start];
for( uint_t m = start + 1; m <= j; ++m )
{
if( x[2][m] < ll )
ll = x[2][m];
}
y[1][i] += ll;
}
y[0][i] /= k;
y[1][i] /= k;
}
return 0;
}
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