// Ppo
//
// ppo
//
// Percentage Price Oscillator
//
// 
//
// Inputs:    5
// Outputs:   2
// Constants: 3


#include "ts.h"

typedef struct {
    fp_t fast_k;
    fp_t slow_k;
    fp_t signal_k;
} ts_ppo_params_t;

ts_parameter_t const ts_ppo_p = { .n_inputs = 5, .n_outputs = 2, .n_constants = 3, .params_size = sizeof(ts_ppo_params_t) };

uint_t ts_ppo_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? (uint_t)(((ts_ppo_params_t const *)c)->slow_k + ((ts_ppo_params_t const *)c)->signal_k - 2) : 0 );
}

int ts_ppo(
	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_ppo_p );
	if ( !c ) return -1;
	fp_t fast_k = ((ts_ppo_params_t const *)c)->fast_k;
	fp_t slow_k = ((ts_ppo_params_t const *)c)->slow_k;
	fp_t signal_k = ((ts_ppo_params_t const *)c)->signal_k;

	if (fast_k == 0 || slow_k == 0 || signal_k == 0) return -1;

	fp_t fast_a = 1.0 / fast_k;
	fp_t slow_a = 1.0 / slow_k;
	fp_t signal_a = 1.0 / signal_k;

	fp_t fast_ema = x[0][0];
	fp_t slow_ema = x[0][0];

	uint_t slow_offset = (uint_t)(slow_k - 1);
	uint_t signal_offset = (uint_t)(signal_k - 1);
	uint_t total_offset = slow_offset + signal_offset;

	if (n <= total_offset) return -1;

	for( uint_t i = 1; i <= slow_offset; ++i )
	{
		fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
		slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
	}

	fp_t ppo_val = slow_ema != 0 ? (fast_ema - slow_ema) / slow_ema * 100.0 : 0;
	fp_t signal_ema = ppo_val;

	for( uint_t i = slow_offset + 1; i <= total_offset; ++i )
	{
		fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
		slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );

		ppo_val = slow_ema != 0 ? (fast_ema - slow_ema) / slow_ema * 100.0 : 0;
		signal_ema = signal_ema + signal_a * ( ppo_val - signal_ema );
	}

	y[0][total_offset] = ppo_val;
	y[1][total_offset] = signal_ema;

	for( uint_t i = total_offset + 1; i < n; ++i )
	{
		fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
		slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );

		ppo_val = slow_ema != 0 ? (fast_ema - slow_ema) / slow_ema * 100.0 : 0;
		signal_ema = signal_ema + signal_a * ( ppo_val - signal_ema );

		y[0][i] = ppo_val;
		y[1][i] = signal_ema;
	}

	return 0;
}