1 files changed, 91 insertions, 0 deletions
diff --git a/lib/stochastic_slow.c b/lib/stochastic_slow.c
new file mode 100644
index 0000000..0f84e1a
--- /dev/null
+++ b/lib/stochastic_slow.c
@@ -0,0 +1,91 @@
+// Stochastic Slow
+//
+// stochastic_slow
+//
+// Stochastic Slow %K, %D
+//
+// 
+//
+// Inputs:    4
+// Outputs:   2
+// Constants: 1
+
+
+#include <stdlib.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_stochastic_slow_params_t;
+
+ts_parameter_t const ts_stochastic_slow_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_stochastic_slow_params_t) };
+
+uint_t ts_stochastic_slow_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_stochastic_slow_params_t *)c)->k > 0 ? 3 * ((ts_stochastic_slow_params_t *)c)->k - 3 : 0 : 0 );
+}
+
+int ts_stochastic_slow(
+	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_stochastic_slow_p );
+	if ( !c ) return -1;
+	TS_CHECK_INPUT(x, x_n, n);
+	uint_t k = ((ts_stochastic_slow_params_t *)c)->k;
+	if (k == 0) return -1;
+
+	fp_t *fast_k = calloc( k, sizeof( fp_t ) );
+	if( !fast_k ) return -1;
+
+	for( uint_t i = 0; i < n; ++i )
+	{
+		if( i < k - 1 )
+		{
+			fast_k[i % k] = 0;
+			continue;
+		}
+
+		fp_t hh = ts_h( x, i );
+		fp_t ll = ts_l( x, i );
+
+		for( uint_t j = 1; j < k; ++j )
+		{
+			if( ts_h( x, i - j ) > hh )
+				hh = ts_h( x, i - j );
+			if( ts_l( x, i - j ) < ll )
+				ll = ts_l( x, i - j );
+		}
+
+		fast_k[i % k] = ( hh - ll ) == 0 ? 0 : 100.0 * ( ts_c( x, i ) - ll ) / ( hh - ll );
+	}
+
+	for (uint_t j = 0; j < n && j < 3 * k - 3; ++j) { y[0][j] = 0; y[1][j] = 0; }
+	for( uint_t i = 3 * k - 3; i < n; ++i )
+	{
+		fp_t slow_k_sum = 0;
+		for( uint_t j = 0; j < k; ++j )
+			slow_k_sum += fast_k[(i - j) % k];
+		fp_t slow_k = slow_k_sum / k;
+
+		fp_t slow_d_sum = 0;
+		for( uint_t j = 0; j < k; ++j )
+		{
+			fp_t sk_sum = 0;
+			for( uint_t jj = 0; jj < k; ++jj )
+				sk_sum += fast_k[(i - j - jj) % k];
+			slow_d_sum += sk_sum / k;
+		}
+		fp_t slow_d = slow_d_sum / k;
+
+		y[0][i] = slow_k;
+		y[1][i] = slow_d;
+	}
+
+	free( fast_k );
+	return 0;
+}
+