// Volatility System
//
// volatility_system
//
// Volatility System
//
// 
//
// Inputs:    4
// Outputs:   1
// Constants: 1


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

typedef struct {
    uint_t k;
} ts_volatility_system_params_t;

ts_parameter_t const ts_volatility_system_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_volatility_system_params_t) };

uint_t ts_volatility_system_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? 2 * ((ts_volatility_system_params_t *)c)->k : 0 );
}

int ts_volatility_system(
	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_volatility_system_p );
	if ( !c ) return -1;
    uint_t k = ((ts_volatility_system_params_t *)c)->k;
    if (k == 0 || n < k) return -1;

    uint_t range_period = 2 * k;
    if (n < range_period) return -1;

    fp_t ema = (ts_c(x, range_period - 2) + ts_c(x, range_period - 1)) / 2.0;

    for( uint_t i = range_period; i < n; ++i )
    {
        if( i == range_period )
            ema = (ts_c(x, i-1) + ts_c(x, i)) / 2.0;
        else
            ema = ema * 0.5 + ts_c(x, i) * 0.5;
        y[0][i] = ema;
    }
	return 0;
}