// Zero Lag Ema // // zero_lag_ema // // Zero Lag EMA // // // // Inputs: 1 // Outputs: 1 // Constants: 1 #include "ts.h" typedef struct { uint_t k; } ts_zero_lag_ema_params_t; ts_parameter_t const ts_zero_lag_ema_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_zero_lag_ema_params_t) }; uint_t ts_zero_lag_ema_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_zero_lag_ema_params_t const *)c)->k : 0 ); } int ts_zero_lag_ema( 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_zero_lag_ema_p ); if ( !c ) return -1; uint_t k = ((ts_zero_lag_ema_params_t const *)c)->k; if (k == 0 || n < k) return -1; /* Zero-lag EMA: compute lag, then apply EMA to (2*x - x_lag) */ fp_t alpha = 2.0 / (k + 1.0); uint_t lag = (k - 1) / 2; for (uint_t i = lag; i < n; ++i) { fp_t adjusted = 2.0 * x[0][i] - x[0][i - lag]; if (i == lag) y[0][i] = adjusted; else y[0][i] = y[0][i - 1] + alpha * (adjusted - y[0][i - 1]); } return 0; }