summaryrefslogtreecommitdiffstats
path: root/lib/price_momentum_oscillator.c
blob: b03f350086a646dbef3e4a6eb9fc363c760ec5e3 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
// Price Momentum Oscillator
//
// price_momentum_oscillator
//
// Price Momentum Oscillator
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


#include "ts.h"

typedef struct {
    uint_t k;
} ts_price_momentum_oscillator_params_t;

ts_parameter_t const ts_price_momentum_oscillator_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_price_momentum_oscillator_params_t) };

uint_t ts_price_momentum_oscillator_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_price_momentum_oscillator_params_t *)c)->k : 0 );
}

int ts_price_momentum_oscillator(
	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_price_momentum_oscillator_p );
	if ( !c ) return -1;
    uint_t k = ((ts_price_momentum_oscillator_params_t *)c)->k;
    if (k == 0 || n < k) return -1;

    for (uint_t i = k; i < n; ++i)
    {
        y[0][i] = x[0][i - k] != 0 ? ( x[0][i] / x[0][i - k] - 1 ) * 100 : 0;
    }
	return 0;
}