1 files changed, 53 insertions, 0 deletions
diff --git a/lib/midprice.c b/lib/midprice.c
new file mode 100644
index 0000000..d26a58e
--- /dev/null
+++ b/lib/midprice.c
@@ -0,0 +1,53 @@
+// Midprice
+//
+// midprice
+//
+// Midprice
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_midprice_params_t;
+
+ts_parameter_t const ts_midprice_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_midprice_params_t) };
+
+uint_t ts_midprice_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_midprice_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_midprice(
+	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_midprice_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_midprice_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	for( uint_t i = k - 1; i < n; ++i )
+	{
+		fp_t max_val = x[0][i];
+		fp_t min_val = x[0][i];
+		for( uint_t j = 1; j < k; ++j )
+		{
+			fp_t val = x[0][i - j];
+			if( val > max_val ) max_val = val;
+			if( val < min_val ) min_val = val;
+		}
+		y[0][i] = ( max_val + min_val ) / 2;
+	}
+	return 0;
+}
+