// Relative Volatility
//
// relative_volatility
//
// Relative Volatility Index
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


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

typedef struct {
    uint_t k;
} ts_relative_volatility_params_t;

ts_parameter_t const ts_relative_volatility_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_relative_volatility_params_t) };

uint_t ts_relative_volatility_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_relative_volatility_params_t *)c)->k - 1 : 0 );
}

int ts_relative_volatility(
	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_relative_volatility_p );
	if ( !c ) return -1;
	uint_t k = ((ts_relative_volatility_params_t *)c)->k;
	if (k == 0 || n < k) return -1;

	uint_t xi = 0;
	uint_t yi = k - 1;

	fp_t sum = 0;
	fp_t sum2 = 0;

	for( ; xi < k; ++xi )
	{
		sum += x[0][xi];
		sum2 += _ts_square( x[0][xi] );
	}

   fp_t mean = sum / k;
    fp_t mean2 = sum2 / k;
    fp_t variance = mean2 - _ts_square( mean );
    fp_t sd = variance >= 0 ? sqrt( variance ) : 0;

	y[0][yi] = (fabs( mean ) > 0) ? sd / fabs( mean ) * 100 : 0;

	fp_t rk = _ts_reciprocal( k );

	for( ; xi < n; ++xi, ++yi )
	{
		sum = sum + ( x[0][xi] - x[0][xi - k] );
		sum2 = sum2 + ( _ts_square( x[0][xi] ) - _ts_square( x[0][xi - k] ) );

       mean = sum * rk;
        mean2 = sum2 * rk;
        variance = mean2 - _ts_square( mean );
        sd = variance >= 0 ? sqrt( variance ) : 0;

		y[0][yi] = (fabs( mean ) > 0) ? sd / fabs( mean ) * 100 : 0;
	}
	return 0;
}