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// Stochastic Fast
//
// stochastic_fast
//
// Stochastic Fast %K
//
//
//
// Inputs: 4
// Outputs: 2
// Constants: 1
#include "ts.h"
typedef struct {
uint_t k;
} ts_stochastic_fast_params_t;
ts_parameter_t const ts_stochastic_fast_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_stochastic_fast_params_t) };
uint_t ts_stochastic_fast_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_stochastic_fast_params_t const *)c)->k > 0 ? 2 * ((ts_stochastic_fast_params_t const *)c)->k - 1 : 0 : 0 );
}
int ts_stochastic_fast(
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_stochastic_fast_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
uint_t k = ((ts_stochastic_fast_params_t const *)c)->k;
if (k == 0 || n < k) return -1;
// Initial window max/min
fp_t hh = ts_h( x, 0 );
fp_t ll = ts_l( x, 0 );
for( uint_t j = 1; j < k; ++j )
{
if( ts_h( x, j ) > hh )
hh = ts_h( x, j );
if( ts_l( x, j ) < ll )
ll = ts_l( x, j );
}
{
fp_t k_val = ( hh - ll ) == 0 ? 0 : 100.0 * ( ts_c( x, k - 1 ) - ll ) / ( hh - ll );
y[0][k - 1] = k_val;
}
for( uint_t i = k; i < n; ++i )
{
fp_t new_h = ts_h( x, i );
fp_t new_l = ts_l( x, i );
fp_t old_h = ts_h( x, i - k );
fp_t old_l = ts_l( x, i - k );
if ( new_h > hh ) hh = new_h;
if ( new_l < ll ) ll = new_l;
if ( old_h == hh || old_l == ll )
{
hh = ts_h( x, i - k + 1 );
ll = ts_l( x, i - k + 1 );
for( uint_t j = i - k + 2; j <= i; ++j )
{
if( ts_h( x, j ) > hh ) hh = ts_h( x, j );
if( ts_l( x, j ) < ll ) ll = ts_l( x, j );
}
}
fp_t k_val = ( hh - ll ) == 0 ? 0 : 100.0 * ( ts_c( x, i ) - ll ) / ( hh - ll );
y[0][i] = k_val;
if (i >= k + 1)
{
fp_t d_sum = 0;
for( uint_t j = 0; j < 3; ++j )
d_sum += y[0][i - j];
y[1][i] = d_sum / 3.0;
}
else
{
y[1][i] = 0;
}
}
return 0;
}
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