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// Fractal Chaos Bands
//
// fractal_chaos_bands
//
// Elder's Fractal Chaos Bands using fractal channels
//
// Upper/Lower: fractal-based channel boundaries
//
// Inputs: 4
// Outputs: 2
// Constants: 1
#include "ts.h"
typedef struct {
uint_t k;
} ts_fractal_chaos_bands_params_t;
ts_parameter_t const ts_fractal_chaos_bands_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_fractal_chaos_bands_params_t) };
uint_t ts_fractal_chaos_bands_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_fractal_chaos_bands_params_t const *)c)->k / 2 : 0 );
}
int ts_fractal_chaos_bands(
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_fractal_chaos_bands_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
uint_t k = ((ts_fractal_chaos_bands_params_t const *)c)->k;
if (k == 0 || n < k) return -1;
fp_t alpha = 2.0 / (k + 1.0);
uint_t half_k = k / 2;
fp_t ema_upper = 0;
fp_t ema_lower = 0;
uint_t ema_count = 0;
for (uint_t i = half_k; i < n - half_k; ++i)
{
fp_t fh = x[1][i];
fp_t fl = x[2][i];
for (int_t j = -(int_t)half_k; j <= (int_t)half_k; ++j)
{
uint_t idx = (uint_t)((int_t)i + j);
if (x[1][idx] > fh) fh = x[1][idx];
if (x[2][idx] < fl) fl = x[2][idx];
}
if (ema_count == 0)
{
ema_upper = fh;
ema_lower = fl;
}
else
{
ema_upper = ema_upper + alpha * (fh - ema_upper);
ema_lower = ema_lower + alpha * (fl - ema_lower);
}
ema_count++;
y[0][i] = ema_upper;
y[1][i] = ema_lower;
}
for ( uint_t i = n - half_k; i < n; ++i )
{
y[0][i] = 0;
y[1][i] = 0;
}
return 0;
}
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