// Weighted Moving Average
//
// average_weighted - wma
//
// Weighted mean of previous k data points
//
// y[t] = SUM[ i = t, t - k]( x[t] *  (  ) )
//
// Inputs:    1
// Outputs:   1
// Constants: 1


#include "ts.h"


typedef struct {
    uint_t k;
} ts_average_weighted_params_t;

ts_parameter_t const ts_average_weighted_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_weighted_params_t) };


uint_t ts_average_weighted_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_average_weighted_params_t const *)c)->k - 1 : 0 );
}

int ts_average_weighted(
	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_average_weighted_p );
	if ( !c ) return -1;
	uint_t k = ((ts_average_weighted_params_t const *)c)->k;
	if (k == 0 || n < k) return -1;

	uint_t xi = 0;
	uint_t yi = k;

	fp_t sum = 0;
	fp_t wsum = 0;

	for( ; xi < k; ++xi )
	{
		sum += x[0][xi];
		wsum += x[0][xi] * ( xi + 1 );
	}

	fp_t rtri = 1.0 / _ts_triangle_number( k );

	y[0][k - 1] = wsum * rtri;

	for( ; xi < n; ++xi, ++yi )
	{
		wsum = wsum + ( k * x[0][xi] ) - sum;
		sum = sum + x[0][xi] - x[0][xi - k];
		y[0][yi] = wsum * rtri;
	}
	return 0;
}