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// Volume Weighted Moving Average
//
// volume_weighted_moving_average
//
// Volume Weighted Moving Average
//
//
//
// Inputs: 5
// Outputs: 1
// Constants: 1
#include "ts.h"
typedef struct {
uint_t k;
} ts_volume_weighted_moving_average_params_t;
ts_parameter_t const ts_volume_weighted_moving_average_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_volume_weighted_moving_average_params_t) };
uint_t ts_volume_weighted_moving_average_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_volume_weighted_moving_average_params_t *)c)->k > 0 ? ((ts_volume_weighted_moving_average_params_t *)c)->k - 1 : 0 : 0 );
}
int ts_volume_weighted_moving_average(
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_weighted_moving_average_p );
if ( !c ) return -1;
uint_t k = ((ts_volume_weighted_moving_average_params_t *)c)->k;
if (k == 0 || n < k) return -1;
fp_t cv_sum = 0;
fp_t v_sum = 0;
for( uint_t j = 0; j < k; ++j )
{
cv_sum += ts_c(x, j) * ts_v(x, j);
v_sum += ts_v(x, j);
}
y[0][k - 1] = (v_sum != 0) ? cv_sum / v_sum : 0;
for( uint_t i = k; i < n; ++i )
{
cv_sum += ts_c(x, i) * ts_v(x, i) - ts_c(x, i - k) * ts_v(x, i - k);
v_sum += ts_v(x, i) - ts_v(x, i - k);
y[0][i] = (v_sum != 0) ? cv_sum / v_sum : 0;
}
return 0;
}
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