// Absolute Price Oscillator
//
// apo - APO
//
// Difference between fast and slow EMA: APO = EMA(fast) - EMA(slow)
//
// Inputs:    1
// Outputs:   1 (Oscillator)
// Constants: 2 (fast period, slow period)

#include "ts.h"

typedef struct {
    fp_t fast_k;
    fp_t slow_k;
} ts_apo_params_t;

ts_parameter_t const ts_apo_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_apo_params_t) };

uint_t ts_apo_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? (uint_t)((ts_apo_params_t *)c)->slow_k - 1 : 0 );
}

int ts_apo(
	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_apo_p );
	if ( !c ) return -1;
	if (n == 0) return -1;

	fp_t fast_k = ((ts_apo_params_t *)c)->fast_k;
	fp_t slow_k = ((ts_apo_params_t *)c)->slow_k;
	if (fast_k == 0 || slow_k == 0) return -1;

   fp_t fast_a = 1.0 / fast_k;
	fp_t slow_a = 1.0 / slow_k;

	uint_t slow_offset = (uint_t)(slow_k - 1);
	if (slow_offset >= n) return -1;

	fp_t fast_ema = x[0][0];
	fp_t slow_ema = x[0][0];

	for( uint_t i = 1; i <= slow_offset; ++i )
	{
		fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
		slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
	}

	y[0][slow_offset] = fast_ema - slow_ema;

	for( uint_t i = slow_offset + 1; i < n; ++i )
	{
		fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
		slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );

		y[0][i] = fast_ema - slow_ema;
	}

	return 0;
}