diff options
Diffstat (limited to 'lib/volatility_system.c')
| -rw-r--r-- | lib/volatility_system.c | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/lib/volatility_system.c b/lib/volatility_system.c index dbb74d1..b8e0c33 100644 --- a/lib/volatility_system.c +++ b/lib/volatility_system.c @@ -23,7 +23,7 @@ ts_parameter_t const ts_volatility_system_p = { .n_inputs = 4, .n_outputs = 1, . uint_t ts_volatility_system_offset( ts_constant_t const *c ) { ( void )c; - return ( c ? 2 * ((ts_volatility_system_params_t *)c)->k : 0 ); + return ( c ? 2 * ((ts_volatility_system_params_t const *)c)->k : 0 ); } int ts_volatility_system( @@ -34,12 +34,16 @@ int ts_volatility_system( { TS_PROLOGUE( ts_volatility_system_p ); if ( !c ) return -1; - uint_t k = ((ts_volatility_system_params_t *)c)->k; + TS_CHECK_INPUT(x, x_n, n); + uint_t k = ((ts_volatility_system_params_t const *)c)->k; if (k == 0 || n < k) return -1; uint_t range_period = 2 * k; if (n < range_period) return -1; + for ( uint_t i = 0; i < range_period; ++i ) + y[0][i] = NAN; + fp_t ema = (ts_c(x, range_period - 2) + ts_c(x, range_period - 1)) / 2.0; for( uint_t i = range_period; i < n; ++i ) |