1 files changed, 58 insertions, 0 deletions
diff --git a/lib/price_channel.c b/lib/price_channel.c
new file mode 100644
index 0000000..9aba070
--- /dev/null
+++ b/lib/price_channel.c
@@ -0,0 +1,58 @@
+// Price Channel
+//
+// price_channel
+//
+// Price Channel
+//
+// 
+//
+// Inputs:    1
+// Outputs:   3
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_price_channel_params_t;
+
+ts_parameter_t const ts_price_channel_p = { .n_inputs = 1, .n_outputs = 3, .n_constants = 1, .params_size = sizeof(ts_price_channel_params_t) };
+
+uint_t ts_price_channel_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_price_channel_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_price_channel(
+	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_price_channel_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_price_channel_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    for( uint_t i = k - 1; i < n; ++i )
+    {
+        fp_t hh = x[0][i - k + 1];
+        fp_t ll = x[0][i - k + 1];
+        fp_t sum = x[0][i - k + 1];
+
+        for( uint_t j = i - k + 2; j <= i; ++j )
+        {
+            if( x[0][j] > hh ) hh = x[0][j];
+            if( x[0][j] < ll ) ll = x[0][j];
+            sum += x[0][j];
+        }
+
+        y[0][i] = hh;
+        y[1][i] = sum / (fp_t)k;
+        y[2][i] = ll;
+    }
+	return 0;
+}
+