// Ulcer Index
//
// ulcer_index
//
// Ulcer Index
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


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

typedef struct {
    uint_t k;
} ts_ulcer_index_params_t;

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

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

int ts_ulcer_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_ulcer_index_p );
	if ( !c ) return -1;
	uint_t k = ((ts_ulcer_index_params_t *)c)->k;
	if (k == 0 || n < k) return -1;

	/* Precompute cumulative highest-high for each index: O(n) */
	fp_t *cum_hhv = calloc( n, sizeof( fp_t ) );
	if ( !cum_hhv ) return -1;
	{
		fp_t hh = x[0][0];
		for ( uint_t i = 0; i < n; ++i )
		{
			if ( x[0][i] > hh ) hh = x[0][i];
			cum_hhv[i] = hh;
		}
	}

 for( uint_t i = k - 1; i < n; ++i )
	{
		fp_t hhv = x[0][i - k + 1];
		for( uint_t j = 1; j < k; ++j )
		{
			fp_t v = x[0][i - k + 1 + j];
			if (v > hhv) hhv = v;
		}

		fp_t d_sq_sum = 0;
		for( uint_t j = 0; j < k; ++j )
		{
			uint_t idx = i - k + 1 + j;
			fp_t ch = cum_hhv[idx];
			fp_t d = ch > 0 ? ( ch - x[0][idx] ) / ch * 100.0 : 0;
			d_sq_sum += d * d;
		}
		y[0][i] = sqrt( d_sq_sum / (fp_t)k );
	}

	free( cum_hhv );
	return 0;
}