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// Ulcer Index
//
// ulcer_index
//
// Ulcer Index
//
//
//
// Inputs: 1
// Outputs: 1
// Constants: 1
#include <math.h>
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_ulcer_index_params_t;
ts_parameter_t const ts_ulcer_index_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_ulcer_index_params_t) };
uint_t ts_ulcer_index_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_ulcer_index_params_t *)c)->k > 0 ? ((ts_ulcer_index_params_t *)c)->k - 1 : 0 : 0 );
}
int ts_ulcer_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_ulcer_index_p );
if ( !c ) return -1;
uint_t k = ((ts_ulcer_index_params_t *)c)->k;
if (k == 0 || n < k) return -1;
/* Precompute cumulative highest-high for each index: O(n) */
fp_t *cum_hhv = calloc( n, sizeof( fp_t ) );
if ( !cum_hhv ) return -1;
{
fp_t hh = x[0][0];
for ( uint_t i = 0; i < n; ++i )
{
if ( x[0][i] > hh ) hh = x[0][i];
cum_hhv[i] = hh;
}
}
for( uint_t i = k - 1; i < n; ++i )
{
fp_t hhv = x[0][i - k + 1];
for( uint_t j = 1; j < k; ++j )
{
fp_t v = x[0][i - k + 1 + j];
if (v > hhv) hhv = v;
}
fp_t d_sq_sum = 0;
for( uint_t j = 0; j < k; ++j )
{
uint_t idx = i - k + 1 + j;
fp_t ch = cum_hhv[idx];
fp_t d = ch > 0 ? ( ch - x[0][idx] ) / ch * 100.0 : 0;
d_sq_sum += d * d;
}
y[0][i] = sqrt( d_sq_sum / (fp_t)k );
}
free( cum_hhv );
return 0;
}
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