refactorHEADmastermain

1 files changed, 15 insertions, 8 deletions

diff --git a/lib/bollinger_bands.c b/lib/bollinger_bands.c
index 55da054..56ce8f9 100644
--- a/lib/bollinger_bands.c
+++ b/lib/bollinger_bands.c
@@ -25,7 +25,7 @@ ts_parameter_t const ts_bollinger_bands_p = { .n_inputs = 1, .n_outputs = 3, .n_
 uint_t ts_bollinger_bands_offset( ts_constant_t const *c )
 {
 	( void )c;
-	return ( c ? ((ts_bollinger_bands_params_t *)c)->k - 1 : 0 );
+	return ( c ? ((ts_bollinger_bands_params_t const *)c)->k > 0 ? ((ts_bollinger_bands_params_t const *)c)->k - 1 : 0 : 0 );
 }
 
 int ts_bollinger_bands(
@@ -37,10 +37,17 @@ int ts_bollinger_bands(
 	TS_PROLOGUE( ts_bollinger_bands_p );
 	if ( !c ) return -1;
 	TS_CHECK_INPUT(x, x_n, n);
-	uint_t k = ((ts_bollinger_bands_params_t *)c)->k;
+	uint_t k = ((ts_bollinger_bands_params_t const *)c)->k;
 	if (k == 0 || n < k) return -1;
-	fp_t std_mult = ((ts_bollinger_bands_params_t *)c)->std_mult;
-	if (std_mult < 0 || isnan(std_mult)) return -1;
+	fp_t std_mult = ((ts_bollinger_bands_params_t const *)c)->std_mult;
+	if (std_mult < 0 || isnan(std_mult) || isinf(std_mult)) return -1;
+
+	for( uint_t i = 0; i < k - 1; ++i )
+	{
+		y[0][i] = NAN;
+		y[1][i] = NAN;
+		y[2][i] = NAN;
+	}
 
 	// Two-pass initial window for numerical stability
 	{
@@ -56,8 +63,8 @@ int ts_bollinger_bands(
 		}
 		variance /= (fp_t)k;
 		fp_t stddev = sqrt( variance );
-		y[1][k - 1] = mean + std_mult * stddev;
-		y[0][k - 1] = mean;
+		y[0][k - 1] = mean + std_mult * stddev;
+		y[1][k - 1] = mean;
 		y[2][k - 1] = mean - std_mult * stddev;
 	}
 
@@ -79,8 +86,8 @@ int ts_bollinger_bands(
 		}
 		variance *= rk;
 		fp_t stddev = sqrt( variance );
-		y[1][i] = mean + std_mult * stddev;
-		y[0][i] = mean;
+		y[0][i] = mean + std_mult * stddev;
+		y[1][i] = mean;
 		y[2][i] = mean - std_mult * stddev;
 	}
 	return 0;