lib/synthetic_yield.c


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// Synthetic Yield
//
// synthetic_yield
//
// Synthetic Yield
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


#include <math.h>
#include "ts.h"

typedef struct {
    uint_t k;
} ts_synthetic_yield_params_t;

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

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

int ts_synthetic_yield(
	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_synthetic_yield_p );
	if ( !c ) return -1;
	uint_t k = ((ts_synthetic_yield_params_t const *)c)->k;
	if (k == 0 || n < k) return -1;

	for( uint_t i = 0; i < k; ++i ) y[0][i] = 0;
	for( uint_t i = k; i < n; ++i )
	{
		if( x[0][i - k] == 0 ) { y[0][i] = 0; continue; }
		y[0][i] = ( x[0][i] - x[0][i - k] ) / x[0][i - k] * 252.0 / k * 100.0;
	}
	return 0;
}