// Rsi
//
// rsi
//
// Relative Strength Index
//
// RSI = 100 - (100 / (1 + RS)), where RS = avg_gain / avg_loss
// Uses Wilder's smoothing for avg_gain and avg_loss.
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


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

typedef struct {
    uint_t k;
} ts_rsi_params_t;

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

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

int ts_rsi(
	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_rsi_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	uint_t k = ((ts_rsi_params_t *)c)->k;
	if (k == 0 || n <= k) return -1;

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

	fp_t avg_gain = 0;
	fp_t avg_loss = 0;

	for( uint_t i = 1; i <= k; ++i )
	{
		fp_t change = x[0][i] - x[0][i - 1];
		if( change > 0 )
			avg_gain += change;
		else if( change < 0 )
			avg_loss += (-change);
	}

	avg_gain /= k;
	avg_loss /= k;

	{
		if( avg_loss < TS_FILL_ZERO_THRESHOLD )
			y[0][k] = 100;
		else
		{
			fp_t rs = avg_gain / avg_loss;
			y[0][k] = 100 - ( 100 / ( 1 + rs ) );
		}
	}

	for( uint_t i = k + 1; i < n; ++i )
	{
		fp_t change = x[0][i] - x[0][i - 1];
		fp_t gain = change > 0 ? change : 0;
		fp_t loss = change < 0 ? (-change) : 0;

		avg_gain = ( avg_gain * ( k - 1 ) + gain ) / k;
		avg_loss = ( avg_loss * ( k - 1 ) + loss ) / k;

		if( avg_loss < TS_FILL_ZERO_THRESHOLD )
			y[0][i] = 100;
		else
		{
			fp_t rs = avg_gain / avg_loss;
			y[0][i] = 100 - ( 100 / ( 1 + rs ) );
		}
	}

	return 0;
}