lib/obv.c


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// Obv
//
// obv
//
// On-Balance Volume
//
// 
//
// Inputs:    5
// Outputs:   1
// Constants: 0


#include "ts.h"


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

uint_t ts_obv_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 1 );
}

int ts_obv(
	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_obv_p );
	(void)c;
	TS_CHECK_INPUT(x, x_n, n);
    if (n == 0) return -1;

    fp_t obv = 0;
    y[0][0] = 0;

    for( uint_t i = 1; i < n; ++i )
    {
        if( x[3][i] > x[3][i - 1] )
        {
            obv += x[4][i];
        }
        else if( x[3][i] < x[3][i - 1] )
        {
            obv -= x[4][i];
        }
        y[0][i] = obv;
    }

	return 0;
}