// Supertrend
//
// supertrend
//
// SuperTrend Indicator
//
// 
//
// Inputs:    4
// Outputs:   2
// Constants: 2


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

typedef struct {
    uint_t k;
    fp_t mult;
} ts_supertrend_params_t;

ts_parameter_t const ts_supertrend_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_supertrend_params_t) };

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

int ts_supertrend(
	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_supertrend_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	uint_t k = ((ts_supertrend_params_t *)c)->k;
	fp_t mult = ((ts_supertrend_params_t *)c)->mult;
	if (k == 0 || n <= k) return -1;

	fp_t tr = ts_h( x, 1 ) - ts_l( x, 1 );
	fp_t tr2 = fabs( ts_h( x, 1 ) - ts_c( x, 0 ) );
	fp_t tr3 = fabs( ts_l( x, 1 ) - ts_c( x, 0 ) );
	if( tr2 > tr ) tr = tr2;
	if( tr3 > tr ) tr = tr3;
	fp_t atr = tr;

	for( uint_t i = 2; i <= k; ++i )
	{
		tr = ts_h( x, i ) - ts_l( x, i );
		tr2 = fabs( ts_h( x, i ) - ts_c( x, i - 1 ) );
		tr3 = fabs( ts_l( x, i ) - ts_c( x, i - 1 ) );
		if( tr2 > tr ) tr = tr2;
		if( tr3 > tr ) tr = tr3;
		atr = atr + (tr - atr) / k;
	}

	fp_t median = ( ts_h( x, k ) + ts_l( x, k ) ) / 2.0;
	fp_t raw_upper = median + mult * atr;
	fp_t raw_lower = median - mult * atr;

	fp_t final_upper = raw_upper;
	fp_t final_lower = raw_lower;
	int_t trend = 1;

	if( ts_c( x, k ) > raw_lower )
	{
		trend = 1;
	}
	else
	{
		trend = -1;
	}

	y[0][k] = trend == 1 ? final_lower : final_upper;
	y[1][k] = trend;

	for( uint_t i = k + 1; i < n; ++i )
	{
		tr = ts_h( x, i ) - ts_l( x, i );
		tr2 = fabs( ts_h( x, i ) - ts_c( x, i - 1 ) );
		tr3 = fabs( ts_l( x, i ) - ts_c( x, i - 1 ) );
		if( tr2 > tr ) tr = tr2;
		if( tr3 > tr ) tr = tr3;
		atr = atr + (tr - atr) / k;

		median = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0;
		raw_upper = median + mult * atr;
		raw_lower = median - mult * atr;

		if( raw_upper < final_upper || ts_c( x, i - 1 ) > final_upper )
			final_upper = raw_upper;

		if( raw_lower > final_lower || ts_c( x, i - 1 ) < final_lower )
			final_lower = raw_lower;

		int_t new_trend = trend;

		if( trend == 1 )
		{
			if( ts_c( x, i ) < final_lower )
				new_trend = -1;
		}
		else
		{
			if( ts_c( x, i ) > final_upper )
				new_trend = 1;
		}

		trend = new_trend;
		y[0][i] = trend == 1 ? final_lower : final_upper;
		y[1][i] = trend;
	}
	return 0;
}