1 files changed, 78 insertions, 0 deletions
diff --git a/lib/fisher_transform.c b/lib/fisher_transform.c
new file mode 100644
index 0000000..2b416ba
--- /dev/null
+++ b/lib/fisher_transform.c
@@ -0,0 +1,78 @@
+// Fisher Transform
+//
+// fisher_transform - FT
+//
+// 0.5 * log(price_position / (1 - price_position)), normalized to range
+//
+// Inputs:    4 (OHLC)
+// Outputs:   2 (Transform, Trigger)
+// Constants: 1 (period)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_fisher_transform_params_t;
+
+ts_parameter_t const ts_fisher_transform_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_fisher_transform_params_t) };
+
+uint_t ts_fisher_transform_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_fisher_transform_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_fisher_transform(
+	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_fisher_transform_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_fisher_transform_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    for (uint_t i = k - 1; i < n; ++i)
+    {
+        /* Find high and low over window */
+        fp_t hh = x[1][i - k + 1];
+        fp_t ll = x[2][i - k + 1];
+        for (uint_t j = i - k + 2; j <= i; ++j)
+        {
+            if (x[1][j] > hh) hh = x[1][j];
+            if (x[2][j] < ll) ll = x[2][j];
+        }
+
+        fp_t range = hh - ll;
+        fp_t val = range != 0 ? (x[3][i] - ll) / range : 0.5;
+
+        /* Clamp to [0.01, 0.99] to avoid log(0) */
+        if (val < 0.01) val = 0.01;
+        if (val > 0.99) val = 0.99;
+
+        fp_t fisher = 0.5 * log(val / (1.0 - val));
+
+        /* Smooth with previous value (skip first output) */
+        uint_t out_i = i;
+        if (i > k - 1)
+        {
+            fisher = fisher + 0.5 * y[0][out_i - 1];
+        }
+        y[0][out_i] = fisher;
+
+        /* Trigger line = previous fisher */
+        if (out_i > 0)
+        {
+            y[1][out_i] = y[0][out_i - 1];
+        }
+        else
+        {
+            y[1][out_i] = 0;
+        }
+    }
+	return 0;
+}
+
+