// Midprice // // midprice // // Midprice // // // // Inputs: 1 // Outputs: 1 // Constants: 1 #include "ts.h" typedef struct { uint_t k; } ts_midprice_params_t; ts_parameter_t const ts_midprice_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_midprice_params_t) }; uint_t ts_midprice_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_midprice_params_t const *)c)->k - 1 : 0 ); } int ts_midprice( 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_midprice_p ); if ( !c ) return -1; uint_t k = ((ts_midprice_params_t const *)c)->k; if (k == 0 || n < k) return -1; for( uint_t i = k - 1; i < n; ++i ) { fp_t max_val = x[0][i]; fp_t min_val = x[0][i]; for( uint_t j = 1; j < k; ++j ) { fp_t val = x[0][i - j]; if( val > max_val ) max_val = val; if( val < min_val ) min_val = val; } y[0][i] = ( max_val + min_val ) / 2; } return 0; }