// Stochastic Momentum Index
//
// stochastic_momentum_index
//
// Stochastic Momentum Index
//
// 
//
// Inputs:    4
// Outputs:   2
// Constants: 3


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

typedef struct {
    uint_t k1;
    uint_t k2;
    uint_t signal_period;
} ts_stochastic_momentum_index_params_t;

ts_parameter_t const ts_stochastic_momentum_index_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 3, .params_size = sizeof(ts_stochastic_momentum_index_params_t) };

uint_t ts_stochastic_momentum_index_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_stochastic_momentum_index_params_t *)c)->k1 + ((ts_stochastic_momentum_index_params_t *)c)->k2 : 0 );
}

int ts_stochastic_momentum_index(
	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_stochastic_momentum_index_p );
	if ( !c ) return -1;
    uint_t k1 = ((ts_stochastic_momentum_index_params_t *)c)->k1;
    uint_t k2 = ((ts_stochastic_momentum_index_params_t *)c)->k2;
    uint_t signal_period = ((ts_stochastic_momentum_index_params_t *)c)->signal_period;
    if (k1 == 0 || k2 == 0) return -1;

    fp_t *midpoint = calloc(n, sizeof(fp_t));
    fp_t *deviation = calloc(n, sizeof(fp_t));
    if (!midpoint || !deviation) { free(midpoint); free(deviation); return -1; }

    for( uint_t i = 0; i < n; ++i )
    {
        midpoint[i] = (ts_h(x, i) + ts_l(x, i)) / 2.0;
        deviation[i] = ts_c(x, i) - midpoint[i];
    }

    fp_t *sma_dev = calloc(n, sizeof(fp_t));
    fp_t *sma_high = calloc(n, sizeof(fp_t));
    if (!sma_dev || !sma_high) { free(midpoint); free(deviation); free(sma_dev); free(sma_high); return -1; }

    uint_t start = k1 - 1;

    for( uint_t i = start; i < n; ++i )
    {
        fp_t sum_dev = 0;
        fp_t sum_high = 0;

        for( uint_t j = 0; j < k1; ++j )
        {
            sum_dev += deviation[i - j];
            fp_t abs_dev = fabs(deviation[i - j]);
            if( abs_dev > sum_high ) sum_high = abs_dev;
        }

        sma_dev[i] = sum_dev / k1;
        sma_high[i] = sum_high;
    }

    uint_t start2 = start + k2 - 1;

    fp_t *smi = calloc(n, sizeof(fp_t));
    if (!smi) { free(midpoint); free(deviation); free(sma_dev); free(sma_high); free(smi); return -1; }

    for( uint_t i = start2; i < n; ++i )
    {
        fp_t sum_sma_dev = 0;
        fp_t sum_sma_high = 0;

        for( uint_t j = 0; j < k2; ++j )
        {
            sum_sma_dev += sma_dev[i - j];
            sum_sma_high += sma_high[i - j];
        }

        sum_sma_dev /= k2;
        sum_sma_high /= k2;

        if( sum_sma_high == 0 )
            smi[i] = 0;
        else
            smi[i] = (sum_sma_dev / sum_sma_high) * 100;
    }

    fp_t sig_a = 2.0 / (signal_period + 1);
    fp_t signal_ema = 0;
    uint_t signal_init = 0;

    for (uint_t j = 0; j < n && j < start2; ++j) { y[0][j] = 0; y[1][j] = 0; }
    for( uint_t i = start2; i < n; ++i )
    {
        y[0][i] = smi[i];

        if( !signal_init )
        {
            signal_ema = smi[i];
            signal_init = 1;
        }
        else
        {
            signal_ema = signal_ema + sig_a * (smi[i] - signal_ema);
        }
        y[1][i] = signal_ema;
    }

    free(midpoint);
    free(deviation);
    free(sma_dev);
    free(sma_high);
    free(smi);
	return 0;
}