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// Vortex Indicator
//
// vortex_indicator
//
// Vortex Indicator
//
//
//
// Inputs: 4
// Outputs: 2
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_vortex_indicator_params_t;
ts_parameter_t const ts_vortex_indicator_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_vortex_indicator_params_t) };
uint_t ts_vortex_indicator_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_vortex_indicator_params_t *)c)->k : 0 );
}
int ts_vortex_indicator(
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_vortex_indicator_p );
if ( !c ) return -1;
uint_t k = ((ts_vortex_indicator_params_t *)c)->k;
if (k == 0 || n < k) return -1;
for( uint_t i = k; i < n; ++i )
{
fp_t sum_vm_plus = 0;
fp_t sum_vm_minus = 0;
fp_t sum_tr = 0;
for( uint_t j = 0; j < k; ++j )
{
uint_t idx = i - k + 1 + j;
fp_t vm_plus = fabs( ts_h( x, idx ) - ts_l( x, idx - 1 ) );
fp_t vm_minus = fabs( ts_l( x, idx ) - ts_h( x, idx - 1 ) );
fp_t tr = fmax( ts_h( x, idx ) - ts_l( x, idx ),
fmax( fabs( ts_h( x, idx ) - ts_c( x, idx - 1 ) ),
fabs( ts_l( x, idx ) - ts_c( x, idx - 1 ) ) ) );
sum_vm_plus += vm_plus;
sum_vm_minus += vm_minus;
sum_tr += tr;
}
y[0][i] = sum_tr != 0 ? sum_vm_plus / sum_tr : 0;
y[1][i] = sum_tr != 0 ? sum_vm_minus / sum_tr : 0;
}
return 0;
}
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