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md.cc
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md.cc
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/*
* This file is part of tindicators, licensed under GNU LGPL v3.
* Author: Ilya Pikulin <ilya.pikulin@gmail.com>, 2019, 2021
* Author: Lewis Van Winkle <lv@codeplea.com>, 2016-2017
*/
#include <new>
#include "../indicators.h"
int ti_md_start(TI_REAL const *options) {
return (int)options[0]-1;
}
int ti_md(int size, TI_REAL const *const *inputs, TI_REAL const *options, TI_REAL *const *outputs) {
const TI_REAL *input = inputs[0];
const int period = (int)options[0];
TI_REAL *output = outputs[0];
const TI_REAL scale = 1.0 / period;
if (period < 1) return TI_INVALID_OPTION;
if (size <= ti_md_start(options)) return TI_OKAY;
TI_REAL sum = 0;
int i, j;
for (i = 0; i < size; ++i) {
const TI_REAL today = input[i];
sum += today;
if (i >= period) sum -= input[i-period];
const TI_REAL avg = sum * scale;
if (i >= period - 1) {
TI_REAL acc = 0;
for (j = 0; j < period; ++j) {
acc += fabs(avg - input[i-j]);
}
*output++ = acc * scale;
}
}
assert(output - outputs[0] == size - ti_md_start(options));
return TI_OKAY;
}