// Mfi
//
// mfi
//
// Money Flow Index
//
// 100 - 100/(1 + MF_ratio), volume-weighted RSI
//
// Inputs:    5
// Outputs:   1
// Constants: 1


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

typedef struct {
    uint_t k;
} ts_mfi_params_t;

ts_parameter_t const ts_mfi_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_mfi_params_t) };

uint_t ts_mfi_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_mfi_params_t *)c)->k : 0 );
}

int ts_mfi(
	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_mfi_p );
	if ( !c ) return -1;
	uint_t k = ((ts_mfi_params_t *)c)->k;
	if (k == 0 || n <= k) return -1;

	fp_t *tp = calloc( n, sizeof( fp_t ) );
	if ( !tp ) return -1;

	for( uint_t i = 0; i < n; ++i )
	{
		tp[i] = ( ts_h( x, i ) + ts_l( x, i ) + ts_c( x, i ) ) / 3.0;
	}

	fp_t pos_sum = 0;
	fp_t neg_sum = 0;

	for (uint_t i = 0; i < k; ++i) y[0][i] = 0;

	for( uint_t i = 1; i <= k; ++i )
	{
		fp_t raw_mf = tp[i] * ts_v( x, i );
		if( tp[i] > tp[i - 1] )
			pos_sum += raw_mf;
		else
			neg_sum += raw_mf;
	}

	y[0][k] = ( neg_sum == 0 ) ? 100.0 : 100.0 - 100.0 / ( 1.0 + pos_sum / neg_sum );

	for( uint_t i = k + 1; i < n; ++i )
	{
		fp_t cur_raw_mf = tp[i] * ts_v( x, i );
		if( tp[i] > tp[i - 1] )
			pos_sum += cur_raw_mf;
		else
			neg_sum += cur_raw_mf;

		fp_t old_raw_mf = tp[i - k] * ts_v( x, i - k );
		if( tp[i - k] > tp[i - k - 1] )
			pos_sum -= old_raw_mf;
		else
			neg_sum -= old_raw_mf;

		y[0][i] = ( neg_sum == 0 ) ? 100.0 : 100.0 - 100.0 / ( 1.0 + pos_sum / neg_sum );
	}

	free( tp );
	return 0;
}