// Mass Index
//
// mass_index
//
// Mass Index
//
// SMA of EMA(H/L) ratio, reversal when > threshold
//
// Inputs:    5
// Outputs:   1
// Constants: 0


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


ts_parameter_t const ts_mass_index_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };

uint_t ts_mass_index_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 26 );
}

int ts_mass_index(
	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_mass_index_p );
	(void)c;
    uint_t ema_period = 9;
    uint_t sum_period = 26;

    if (n < sum_period) return -1;

    fp_t *hl = calloc( n, sizeof( fp_t ) );
    fp_t *ema1 = calloc( n, sizeof( fp_t ) );
    fp_t *ema2 = calloc( n, sizeof( fp_t ) );
    fp_t *ratio = calloc( n, sizeof( fp_t ) );
    if ( !hl || !ema1 || !ema2 || !ratio )
    {
        free( hl ); free( ema1 ); free( ema2 ); free( ratio );
	return -1;
    }

    fp_t a1 = 2.0 / ( ( fp_t )ema_period + 1.0 );

    for ( uint_t i = 0; i < n; ++i )
    {
        hl[i] = ts_h( x, i ) - ts_l( x, i );
    }

    ema1[0] = hl[0];
    for ( uint_t i = 1; i < n; ++i )
    {
        ema1[i] = ema1[i - 1] + a1 * ( hl[i] - ema1[i - 1] );
    }

    ema2[0] = ema1[0];
    for ( uint_t i = 1; i < n; ++i )
    {
        ema2[i] = ema2[i - 1] + a1 * ( ema1[i] - ema2[i - 1] );
    }

    for ( uint_t i = 0; i < n; ++i )
    {
        ratio[i] = ema2[i] != 0 ? ema1[i] / ema2[i] : 0;
    }

    fp_t sum = 0;
    for ( uint_t i = 0; i < sum_period; ++i )
    {
        sum += ratio[i];
    }

    for ( uint_t j = 0; j < sum_period - 1; ++j ) y[0][j] = 0;
    y[0][sum_period - 1] = sum;

    for ( uint_t i = sum_period; i < n; ++i )
    {
        sum = sum - ratio[i - sum_period] + ratio[i];
        y[0][i] = sum;
    }

    free( hl ); free( ema1 ); free( ema2 ); free( ratio );
	return 0;
}