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// Ravi
//
// ravi
//
// Rogers Average True Range
//
//
//
// Inputs: 4
// Outputs: 2
// Constants: 2
#include <math.h>
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
fp_t k2;
} ts_ravi_params_t;
ts_parameter_t const ts_ravi_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_ravi_params_t) };
uint_t ts_ravi_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_ravi_params_t const *)c)->k + (uint_t)((ts_ravi_params_t const *)c)->k2 - 2 : 0 );
}
int ts_ravi(
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_ravi_p );
if ( !c ) return -1;
uint_t k = ((ts_ravi_params_t const *)c)->k;
fp_t k2 = ((ts_ravi_params_t const *)c)->k2;
if( k == 0 || k2 <= 0 || isnan(k2) || isinf(k2) ) return -1;
fp_t *num_buf = calloc( n, sizeof( fp_t ) );
fp_t *den_buf = calloc( n, sizeof( fp_t ) );
if( !num_buf || !den_buf ) { free( num_buf ); free( den_buf ); return -1; }
for( uint_t i = 0; i < n; ++i )
{
num_buf[i] = ( x[3][i] - x[0][i] ) + ( x[3][i] - ( i > 0 ? x[3][i - 1] : x[3][i] ) );
den_buf[i] = fabs( x[1][i] - x[2][i] ) + fabs( x[3][i] - x[0][i] );
}
fp_t num_sum = 0;
fp_t den_sum = 0;
for( uint_t i = 0; i < k; ++i )
{
num_sum += num_buf[i];
den_sum += den_buf[i];
}
fp_t rvi = ( den_sum != 0 ) ? num_sum / den_sum : 0;
fp_t sig = rvi;
fp_t sig_a = 1.0 / k2;
uint_t offset = k + (uint_t)k2 - 2;
for ( uint_t i = 0; i < offset; ++i ) { y[0][i] = 0; y[1][i] = 0; }
for( uint_t i = k; i < n; ++i )
{
num_sum = num_sum - num_buf[i - k] + num_buf[i];
den_sum = den_sum - den_buf[i - k] + den_buf[i];
rvi = ( den_sum != 0 ) ? num_sum / den_sum : 0;
sig = sig + sig_a * ( rvi - sig );
if( i >= offset )
{
y[0][i] = rvi;
y[1][i] = sig;
}
}
free( num_buf );
free( den_buf );
return 0;
}
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