// ATR Bands
//
// atr_bands - ATR bands
//
// Upper: SMA(Close) + mult * ATR
// Middle: SMA(Close)
// Lower: SMA(Close) - mult * ATR
//
// Inputs:    4 (OHLC)
// Outputs:   3 (Upper, Middle, Lower)
// Constants: 2 (period, multiplier)

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


typedef struct {
    uint_t k;
    fp_t mult;
} ts_atr_bands_params_t;

ts_parameter_t const ts_atr_bands_p = { .n_inputs = 4, .n_outputs = 3, .n_constants = 2, .params_size = sizeof(ts_atr_bands_params_t) };


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

int ts_atr_bands(
	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_bands_p );
	if ( !c ) return -1;
	uint_t k = ((ts_atr_bands_params_t *)c)->k;
	if (k == 0 || n < k) return -1;
	if (n < 2) return -1;

	fp_t mult = ((ts_atr_bands_params_t *)c)->mult;

	fp_t tr_sum = 0;
	fp_t atr = 0;

	// Accumulate ATR from i=1, but only write output from i=k-1 (when SMA window is valid)
	for( uint_t i = 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 ) ) ) );

		if( i < k )
		{
			tr_sum += tr;
			atr = tr_sum / (fp_t)i;
		}
		else if( i == k )
		{
			tr_sum += tr;
			atr = tr_sum / (fp_t)k;
		}
		else
		{
			atr = ( atr * ( k - 1 ) + tr ) / k;
		}

		// Only write output when SMA window is fully within bounds (i >= k-1)
		if( i >= k - 1 )
		{
			fp_t sum = 0;
			for( uint_t j = 0; j < k; ++j )
			{
				sum += ts_c( x, i - k + 1 + j );
			}
			fp_t mean = sum / k;

			y[0][i] = mean + mult * atr;
			y[1][i] = mean;
			y[2][i] = mean - mult * atr;
		}
	}
	return 0;
}