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// Trend Intensity Index
//
// trend_intensity_index
//
// Trend Intensity Index
//
//
//
// Inputs: 5
// Outputs: 1
// Constants: 1
#include "ts.h"
typedef struct {
uint_t k;
} ts_trend_intensity_index_params_t;
ts_parameter_t const ts_trend_intensity_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_trend_intensity_index_params_t) };
uint_t ts_trend_intensity_index_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_trend_intensity_index_params_t const *)c)->k > 0 ? ((ts_trend_intensity_index_params_t const *)c)->k - 1 : 0 : 0 );
}
int ts_trend_intensity_index(
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_trend_intensity_index_p );
if ( !c ) return -1;
uint_t k = ((ts_trend_intensity_index_params_t const *)c)->k;
if ( k == 0 || n < k ) return -1;
fp_t signed_sum = 0;
fp_t vol_sum = 0;
for ( uint_t i = 1; i <= k; ++i )
{
signed_sum += ( ts_c( x, i ) > ts_c( x, i - 1 ) ) ? ts_v( x, i ) : -ts_v( x, i );
vol_sum += ts_v( x, i );
}
y[0][k - 1] = vol_sum != 0 ? signed_sum / vol_sum : 0;
for ( uint_t i = k + 1; i < n; ++i )
{
fp_t cur_signed = ( ts_c( x, i ) > ts_c( x, i - 1 ) ) ? ts_v( x, i ) : -ts_v( x, i );
fp_t old_signed = ( ts_c( x, i - k ) > ts_c( x, i - k - 1 ) ) ? ts_v( x, i - k ) : -ts_v( x, i - k );
signed_sum = signed_sum - old_signed + cur_signed;
vol_sum = vol_sum - ts_v( x, i - k ) + ts_v( x, i );
y[0][i] = vol_sum != 0 ? signed_sum / vol_sum : 0;
}
return 0;
}
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