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// Volume Delta
//
// volume_delta
//
// Volume Delta
//
//
//
// Inputs: 5
// Outputs: 1
// Constants: 0
#include "ts.h"
ts_parameter_t const ts_volume_delta_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_volume_delta_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_volume_delta(
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_volume_delta_p );
(void)c;
for( uint_t i = 0; i < n; ++i )
{
fp_t hl = x[1][i] - x[2][i];
if( hl == 0 )
{
y[0][i] = 0;
}
else if( x[3][i] > x[0][i] )
{
fp_t buy_vol = x[4][i] * ( x[3][i] - x[2][i] ) / hl;
fp_t sell_vol = x[4][i] - buy_vol;
y[0][i] = buy_vol - sell_vol;
}
else if( x[3][i] < x[0][i] )
{
fp_t sell_vol = x[4][i] * ( x[1][i] - x[3][i] ) / hl;
fp_t buy_vol = x[4][i] - sell_vol;
y[0][i] = buy_vol - sell_vol;
}
else
{
y[0][i] = 0;
}
}
return 0;
}
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