// Donchian Channel
//
// donchian_channel - DC
//
// Upper: highest high over k periods
// Lower: lowest low over k periods
// Middle: (Upper + Lower) / 2
//
// Inputs:    5 (OHLCV)
// Outputs:   3 (Upper, Lower, Middle)
// Constants: 1 (period)

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

typedef struct {
    uint_t k;
} ts_donchian_channel_params_t;

ts_parameter_t const ts_donchian_channel_p = { .n_inputs = 4, .n_outputs = 3, .n_constants = 1, .params_size = sizeof(ts_donchian_channel_params_t) };

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

int ts_donchian_channel(
	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_donchian_channel_p );
	if ( !c ) return -1;
    uint_t k = ((ts_donchian_channel_params_t const *)c)->k;
    if (k == 0 || n < k) return -1;

    for ( uint_t i = k - 1; i < n; ++i )
    {
        fp_t upper = ts_h( x, i - k + 1 );
        fp_t lower = ts_l( x, i - k + 1 );

        for ( uint_t j = i - k + 1; j <= i; ++j )
        {
            if ( ts_h( x, j ) > upper )
                upper = ts_h( x, j );
            if ( ts_l( x, j ) < lower )
                lower = ts_l( x, j );
        }

        y[0][i] = upper;
        y[1][i] = lower;
        y[2][i] = ( upper + lower ) / 2.0;
    }
	return 0;
}