1 files changed, 58 insertions, 0 deletions
diff --git a/lib/disparity_index.c b/lib/disparity_index.c
new file mode 100644
index 0000000..ebf5e0d
--- /dev/null
+++ b/lib/disparity_index.c
@@ -0,0 +1,58 @@
+// Disparity Index
+//
+// disparity_index - DI
+//
+// (Price - SMA) / SMA * 100, deviation from moving average
+//
+// Inputs:    1
+// Outputs:   1 (DI %)
+// Constants: 1 (period)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_disparity_index_params_t;
+
+ts_parameter_t const ts_disparity_index_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_disparity_index_params_t) };
+
+uint_t ts_disparity_index_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_disparity_index_params_t *)c)->k > 0 ? ((ts_disparity_index_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_disparity_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_disparity_index_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_disparity_index_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    fp_t sum = 0;
+    for ( uint_t i = 0; i < k; ++i )
+    {
+        sum += x[0][i];
+    }
+
+    fp_t sma = sum / ( fp_t )k;
+
+    for ( uint_t i = k - 1; i < n; ++i )
+    {
+        if ( i >= k )
+        {
+            sma = sma + ( x[0][i] - x[0][i - k] ) / ( fp_t )k;
+        }
+
+        y[0][i] = sma != 0 ? ( x[0][i] - sma ) / sma * 100.0 : 0;
+    }
+	return 0;
+}
+
+
+