// Stochastic Slow
//
// stochastic_slow
//
// Stochastic Slow %K, %D
//
// 
//
// Inputs:    4
// Outputs:   2
// Constants: 1


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

typedef struct {
    uint_t k;
} ts_stochastic_slow_params_t;

ts_parameter_t const ts_stochastic_slow_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_stochastic_slow_params_t) };

uint_t ts_stochastic_slow_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_stochastic_slow_params_t const *)c)->k > 0 ? 3 * ((ts_stochastic_slow_params_t const *)c)->k - 3 : 0 : 0 );
}

int ts_stochastic_slow(
	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_slow_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	uint_t k = ((ts_stochastic_slow_params_t const *)c)->k;
	if (k == 0) return -1;

	fp_t *fast_k = calloc( k, sizeof( fp_t ) );
	if( !fast_k ) return -1;

	for( uint_t i = 0; i < n; ++i )
	{
		if( i < k - 1 )
		{
			fast_k[i % k] = 0;
			continue;
		}

		fp_t hh = ts_h( x, i );
		fp_t ll = ts_l( x, i );

		for( uint_t j = 1; j < k; ++j )
		{
			if( ts_h( x, i - j ) > hh )
				hh = ts_h( x, i - j );
			if( ts_l( x, i - j ) < ll )
				ll = ts_l( x, i - j );
		}

		fast_k[i % k] = ( hh - ll ) == 0 ? 0 : 100.0 * ( ts_c( x, i ) - ll ) / ( hh - ll );
	}

	for (uint_t j = 0; j < n && j < 3 * k - 3; ++j) { y[0][j] = 0; y[1][j] = 0; }
	for( uint_t i = 3 * k - 3; i < n; ++i )
	{
		fp_t slow_k_sum = 0;
		for( uint_t j = 0; j < k; ++j )
			slow_k_sum += fast_k[(i - j) % k];
		fp_t slow_k = slow_k_sum / k;

		fp_t slow_d_sum = 0;
		for( uint_t j = 0; j < k; ++j )
		{
			fp_t sk_sum = 0;
			for( uint_t jj = 0; jj < k; ++jj )
				sk_sum += fast_k[(i - j - jj) % k];
			slow_d_sum += sk_sum / k;
		}
		fp_t slow_d = slow_d_sum / k;

		y[0][i] = slow_k;
		y[1][i] = slow_d;
	}

	free( fast_k );
	return 0;
}