// Parabolic Sar
//
// parabolic_sar
//
// Parabolic SAR
//
//
//
// Inputs:    4
// Outputs:   2
// Constants: 2


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

typedef struct {
    fp_t step;
    fp_t max_af;
} ts_parabolic_sar_params_t;

ts_parameter_t const ts_parabolic_sar_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_parabolic_sar_params_t) };

uint_t ts_parabolic_sar_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 0 );
}

int ts_parabolic_sar(
	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_parabolic_sar_p );
	if ( !c ) return -1;
    fp_t step = ((ts_parabolic_sar_params_t *)c)->step;
    fp_t max_af = ((ts_parabolic_sar_params_t *)c)->max_af;
    if (step <= 0 || max_af <= 0) return -1;
    if (isnan(step) || isnan(max_af)) return -1;
    if (step > max_af) return -1;
    if (n == 0) return -1;

    int_t trend = 1;
    fp_t sar = ts_l( x, 0 );
    fp_t ep = ts_h( x, 0 );
    fp_t af = step;

    for ( uint_t i = 0; i < n; ++i )
    {
        y[0][i] = sar;
        y[1][i] = (fp_t)(trend > 0);

        if (i == 0) continue;

        if (trend > 0)
        {
            sar = sar + af * (ep - sar);
            if (ts_l( x, i ) < sar)
            {
                trend = -1;
                sar = ep;
                ep = ts_l( x, i );
                af = step;
            }
            else
            {
                if (ts_h( x, i ) > ep)
                {
                    ep = ts_h( x, i );
                    af = af + step;
                    if (af > max_af) af = max_af;
                }
            }
        }
        else
        {
            sar = sar + af * (ep - sar);
            if (ts_h( x, i ) > sar)
            {
                trend = 1;
                sar = ep;
                ep = ts_h( x, i );
                af = step;
            }
            else
            {
                if (ts_l( x, i ) < ep)
                {
                    ep = ts_l( x, i );
                    af = af + step;
                    if (af > max_af) af = max_af;
                }
            }
        }
    }
	return 0;
}