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// Trade Volume Index
//
// trade_volume_index
//
// Trade Volume Index
//
//
//
// Inputs: 5
// Outputs: 1
// Constants: 0
#include <math.h>
#include "ts.h"
ts_parameter_t const ts_trade_volume_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_trade_volume_index_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_trade_volume_index(
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_trade_volume_index_p );
(void)c;
if (n < 2) return -1;
for( uint_t i = 0; i + 1 < n; ++i )
{
fp_t roc = x[3][i] != 0 ? ( x[3][i + 1] - x[3][i] ) / x[3][i] : 0;
y[0][i] = ( i == 0 ? 0 : y[0][i - 1] ) + roc * x[4][i + 1];
}
y[0][n - 1] = y[0][n - 2];
return 0;
}
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