// Bollinger %b
//
// bollinger_pctb - %b
//
// Position of price relative to bands: (Price - Lower) / (Upper - Lower)
//
// Inputs:    1
// Outputs:   1 (%b)
// Constants: 2 (period, std multiplier)

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


typedef struct {
    uint_t k;
    fp_t std_mult;
} ts_bollinger_pctb_params_t;

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


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

int ts_bollinger_pctb(
	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_bollinger_pctb_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	uint_t k = ((ts_bollinger_pctb_params_t const *)c)->k;
	if (k == 0 || n < k) return -1;
	fp_t std_mult = ((ts_bollinger_pctb_params_t const *)c)->std_mult;
	if (std_mult < 0 || isnan(std_mult) || isinf(std_mult)) return -1;

	for( uint_t i = k - 1; i < n; ++i )
	{
		fp_t sum = 0, sum2 = 0;
		for( uint_t j = 0; j < k; ++j )
		{
			fp_t v = x[0][i - k + 1 + j];
			sum += v;
			sum2 += v * v;
		}
		fp_t mean = sum / k;
		fp_t variance = sum2 / k - mean * mean;
		fp_t stddev = variance >= 0 ? sqrt( variance ) : 0;
		fp_t upper = mean + std_mult * stddev;
		fp_t lower = mean - std_mult * stddev;
		fp_t width = upper - lower;
		y[0][i] = width != 0 ? ( x[0][i] - lower ) / width : 0.5;
	}
	return 0;
}