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// Prings Special K
//
// prings_special_k
//
// Prings Special K
//
//
//
// Inputs: 4
// Outputs: 2
// Constants: 2
#include "ts.h"
typedef struct {
uint_t k1;
uint_t k2;
} ts_prings_special_k_params_t;
ts_parameter_t const ts_prings_special_k_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_prings_special_k_params_t) };
uint_t ts_prings_special_k_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_prings_special_k_params_t const *)c)->k1 > 0 && ((ts_prings_special_k_params_t const *)c)->k2 > 0 ? ((ts_prings_special_k_params_t const *)c)->k1 + ((ts_prings_special_k_params_t const *)c)->k2 - 2 : 0 : 0 );
}
int ts_prings_special_k(
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_prings_special_k_p );
if ( !c ) return -1;
uint_t k1 = ((ts_prings_special_k_params_t const *)c)->k1;
uint_t k2 = ((ts_prings_special_k_params_t const *)c)->k2;
if (k1 == 0 || k2 == 0) return -1;
fp_t ema = 0;
fp_t ema_a = 1.0 / (fp_t)k2;
for (uint_t j = 0; j < n && j < k1 - 1; ++j) { y[0][j] = 0; y[1][j] = 0; }
for( uint_t i = k1 - 1; i < n; ++i )
{
fp_t ll = ts_l( x, i );
for( uint_t j = 1; j < k1; ++j )
{
fp_t v = ts_l( x, i - j );
if( v < ll ) ll = v;
}
fp_t hh = ts_h( x, i );
for( uint_t j = 1; j < k1; ++j )
{
fp_t v = ts_h( x, i - j );
if( v > hh ) hh = v;
}
fp_t raw = ( hh != ll ) ? 100.0 * ( ts_c( x, i ) - ll ) / ( hh - ll ) : 0;
if( i == k1 - 1 )
{
ema = raw;
}
else
{
ema = ema + ema_a * ( raw - ema );
}
y[0][i] = ema;
if( i >= k1 + k2 - 2 )
{
fp_t d_sum = 0;
for( uint_t j = 0; j < k2; ++j )
{
d_sum += y[0][i - j];
}
y[1][i] = d_sum / (fp_t)k2;
}
}
return 0;
}
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