// Volume Delta
//
// volume_delta
//
// Volume Delta
//
// 
//
// Inputs:    5
// Outputs:   1
// Constants: 0


#include "ts.h"


ts_parameter_t const ts_volume_delta_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };

uint_t ts_volume_delta_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 0 );
}

int ts_volume_delta(
	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_volume_delta_p );
	(void)c;
    for( uint_t i = 0; i < n; ++i )
    {
        fp_t hl = x[1][i] - x[2][i];
        if( hl == 0 )
        {
            y[0][i] = 0;
        }
        else if( x[3][i] > x[0][i] )
        {
            fp_t buy_vol = x[4][i] * ( x[3][i] - x[2][i] ) / hl;
            fp_t sell_vol = x[4][i] - buy_vol;
            y[0][i] = buy_vol - sell_vol;
        }
        else if( x[3][i] < x[0][i] )
        {
            fp_t sell_vol = x[4][i] * ( x[1][i] - x[3][i] ) / hl;
            fp_t buy_vol = x[4][i] - sell_vol;
            y[0][i] = buy_vol - sell_vol;
        }
        else
        {
            y[0][i] = 0;
        }
    }

	return 0;
}