lib/pvt.c


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// Pvt
//
// pvt
//
// Price Volume Trend
//
// 
//
// Inputs:    5
// Outputs:   1
// Constants: 0


#include "ts.h"


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

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

int ts_pvt(
	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_pvt_p );
	(void)c;
    if (n > 0) y[0][0] = 0;

    fp_t pvt = 0;

    for( uint_t i = 1; i < n; ++i )
    {
        if( x[3][i - 1] != 0 )
            pvt += ( x[3][i] / x[3][i - 1] - 1 ) * x[4][i];
        y[0][i] = pvt;
    }

	return 0;
}