// Average True Range
//
// atr - ATR
//
// Welles Wilder's Average True Range.  True Range is the maximum of:
//   (1) High - Low
//   (2) |High - Previous Close|
//   (3) |Low  - Previous Close|
// The first ATR is the SMA of the first k TR values; subsequent values
// use Wilder's smoothing: ATR = (prev_ATR * (k-1) + TR) / k
//
// Inputs:    4 (OHLC)
// Outputs:   1 (ATR)
// Constants: 1 (period)

#include <math.h>
#include "ts.h"

typedef struct {
    uint_t k;
} ts_atr_params_t;

ts_parameter_t const ts_atr_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_atr_params_t) };


uint_t ts_atr_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_atr_params_t *)c)->k : 0 );
}

int ts_atr(
	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_atr_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	uint_t k = ((ts_atr_params_t *)c)->k;
	if (k == 0) return -1;
	if (n < 2) return -1;

	fp_t tr_sum = 0;

	/* Cumulative SMA for first k TR values */
	for( uint_t i = 1; i < k && i < n; ++i )
	{
		fp_t tr = fmax( ts_h( x, i ) - ts_l( x, i ), fmax( fabs( ts_h( x, i ) - ts_c( x, i - 1 ) ), fabs( ts_l( x, i ) - ts_c( x, i - 1 ) ) ) );
		tr_sum += tr;
		y[0][i] = tr_sum / (fp_t)i;
	}

	/* At bar k, use SMA of first k TR values */
	if( k < n )
	{
		fp_t tr = fmax( ts_h( x, k ) - ts_l( x, k ), fmax( fabs( ts_h( x, k ) - ts_c( x, k - 1 ) ), fabs( ts_l( x, k ) - ts_c( x, k - 1 ) ) ) );
		tr_sum += tr;
		y[0][k] = tr_sum / (fp_t)k;
	}

	/* Wilder's smoothing from bar k+1 */
	for( uint_t i = k + 1; i < n; ++i )
	{
		fp_t tr = fmax( ts_h( x, i ) - ts_l( x, i ), fmax( fabs( ts_h( x, i ) - ts_c( x, i - 1 ) ), fabs( ts_l( x, i ) - ts_c( x, i - 1 ) ) ) );
		y[0][i] = ( y[0][i - 1] * ( k - 1 ) + tr ) / k;
	}
	return 0;
}