// Variable EMA // // ema_variable - EMA // // EMA with alpha = 2/(k+1): y = prev + alpha * (x - prev) // // Inputs: 1 // Outputs: 1 (EMA) // Constants: 1 (period) #include #include "ts.h" typedef struct { fp_t k; } ts_ema_variable_params_t; ts_parameter_t const ts_ema_variable_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_ema_variable_params_t) }; uint_t ts_ema_variable_offset( ts_constant_t const *c ) { ( void )c; return ( 0 ); } int ts_ema_variable( 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_ema_variable_p ); if ( !c ) return -1; fp_t k = ((ts_ema_variable_params_t const *)c)->k; if (k <= 0) return -1; fp_t alpha = 2.0 / (k + 1.0); y[0][0] = x[0][0]; for (uint_t i = 1; i < n; ++i) { y[0][i] = y[0][i - 1] + alpha * (x[0][i] - y[0][i - 1]); } return 0; }