/* TA-LIB Copyright (c) 1999-2025, Mario Fortier
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or
 * without modification, are permitted provided that the following
 * conditions are met:
 *
 * - Redistributions of source code must retain the above copyright
 *   notice, this list of conditions and the following disclaimer.
 *
 * - Redistributions in binary form must reproduce the above copyright
 *   notice, this list of conditions and the following disclaimer in
 *   the documentation and/or other materials provided with the
 *   distribution.
 *
 * - Neither name of author nor the names of its contributors
 *   may be used to endorse or promote products derived from this
 *   software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
 * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
 * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
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 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
 * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
 * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
 * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 */

/* Important:
 *  This file is automatically generated by the utility ta_codegen.
 *  Any modifications will be lost on next execution of ta_codegen.
 *
 *  Modifications should instead be done with the "C" source file
 *  in ta-lib\src\ta_func
 */

/* List of contributors:
 *
 *  Initial  Name/description
 *  -------------------------------------------------------------------
 *  MF       Mario Fortier
 *
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  112400 MF   Template creation.
 *  052603 MF   Adapt code to compile with .NET Managed C++
 */

// Import types from parent module
use super::*;

// Allow non-snake-case names to maintain TA-Lib API compatibility
#[allow(non_snake_case)]
#[allow(unused_variables)]
#[allow(dead_code)]
#[allow(unused_mut)]
#[allow(unused_assignments)]
impl Core {
    /// Lookback period for [`Core::ema`]: the number of leading input values consumed before the
    /// first output value can be produced.
    ///
    /// # Arguments
    ///
    /// * `optInTimePeriod` — number of bars in the average; sets smoothing k = 2/(period+1)
    ///   (default 30, range 1..=100000)
    ///
    /// Returns `usize::MAX` when a parameter is out of range. Integer parameters accept `i32::MIN`
    /// to select their default value.
    #[inline]
    pub fn ema_lookback(&self, mut optInTimePeriod: i32) -> usize {
        if ((optInTimePeriod) as i32) == (i32::MIN) {
            optInTimePeriod = 30;
        } else if (((optInTimePeriod) as i32) < 1) || (((optInTimePeriod) as i32) > 100000) {
            return usize::MAX;
        }
        return (optInTimePeriod - 1 + self.unstable_period[FuncUnstId::Ema as usize]) as usize;
    }
    /// Exponential moving average that weights recent prices more heavily via a recursive smoothing
    /// factor. A core building block seeding or composing many other indicators. Reacts faster than
    /// SMA; price above/below EMA suggests up/down trend.
    ///
    /// # Formula
    ///
    /// ```text
    /// k = 2 / (period + 1); EMA_t = (price_t - EMA_{t-1}) * k + EMA_{t-1}. Seed (DEFAULT): EMA = SMA of first `period` bars.
    /// ```
    ///
    /// # Notes
    ///
    /// * In Metastock compatibility mode the average is seeded with the first price value and the
    ///   recursion starts at the second bar, rather than the default of seeding with a simple
    ///   average of the first period bars.
    /// * A period of 1 performs no smoothing: the output is a copy of the input. Allowed since
    ///   0.6.5 (issues #48/#59).
    ///
    /// # Arguments
    ///
    /// * `startIdx` — Start index of the requested calculation range.
    /// * `endIdx` — End index of the requested calculation range (inclusive).
    /// * `inReal` — price/data series to smooth.
    /// * `optInTimePeriod` — number of bars in the average; sets smoothing k = 2/(period+1)
    ///   (default 30, range 1..=100000)
    /// * `outBegIdx` — Set to the input index of the first output value.
    /// * `outNBElement` — Set to the number of output values written.
    /// * `outReal` — the exponential moving average.
    ///
    /// Integer parameters accept `i32::MIN` to select their default value.
    ///
    /// # Errors
    ///
    /// Returns [`RetCode::OutOfRangeStartIndex`] when `endIdx < startIdx`, and
    /// [`RetCode::BadParam`] when an optional parameter is outside its documented range.
    ///
    /// # Panics
    ///
    /// Input slices must cover `startIdx..=endIdx` and output slices must hold the number of values
    /// produced for that range: undersized slices panic or, for functions that forward to unchecked
    /// internals, cause undefined behavior. Sizing every output slice to the input length is always
    /// sufficient.
    ///
    /// # Examples
    ///
    /// ```
    /// use ta_lib::{Core, RetCode};
    ///
    /// let data: Vec<f64> = (0..252).map(|i| 100.0 + 10.0 * (0.1 * i as f64).sin()).collect();
    ///
    /// let core = Core::new();
    /// let mut out_beg = 0;
    /// let mut out_nb = 0;
    /// let mut out = vec![0.0; 252];
    ///
    /// let ret = core.ema(0, data.len() - 1, &data, 30, &mut out_beg, &mut out_nb, &mut out);
    /// assert_eq!(ret, RetCode::Success);
    /// assert!(out_nb > 0);
    /// ```
    ///
    /// # See also
    ///
    /// [`Core::sma`] · [`Core::dema`] · [`Core::tema`] · [`Core::ma`] · [`Core::macd`] ·
    /// [`Core::t3`]
    ///
    /// Further reading: [ta-lib.org/functions/ema](https://ta-lib.org/functions/ema/)
    #[doc(alias = "ExponentialMovingAverage")]
    #[doc(alias = "ExponentiallyWeightedMovingAverage")]
    #[doc(alias = "EWMA")]
    pub fn ema(
        &self,
        startIdx: usize,
        endIdx: usize,
        inReal: &[f64],
        mut optInTimePeriod: i32,
        outBegIdx: &mut usize,
        outNBElement: &mut usize,
        outReal: &mut [f64],
    ) -> RetCode {
        if endIdx < startIdx {
            return RetCode::OutOfRangeStartIndex;
        }
        if ((optInTimePeriod) as i32) == (i32::MIN) {
            optInTimePeriod = 30;
        } else if (((optInTimePeriod) as i32) < 1) || (((optInTimePeriod) as i32) > 100000) {
            return RetCode::BadParam;
        }
        let mut optInK_1: f64 = 2.0 / ((optInTimePeriod + 1) as f64);
        // Simply call the internal implementation of the EMA.
        return self.ema_private(startIdx, endIdx, inReal, optInTimePeriod, optInK_1, outBegIdx, outNBElement, outReal);
    }
    /// Internal variant of [`Core::ema_unguarded`] taking the precomputed parameter `optInK_1`.
    /// Same contract as [`Core::ema_unguarded`].
    #[inline]
    pub fn ema_private(
        &self,
        mut startIdx: usize,
        endIdx: usize,
        inReal: &[f64],
        mut optInTimePeriod: i32,
        optInK_1: f64,
        outBegIdx: &mut usize,
        outNBElement: &mut usize,
        outReal: &mut [f64],
    ) -> RetCode {
        let mut tempReal: f64 = 0.0_f64;
        let mut prevMA: f64 = 0.0_f64;
        let mut i: usize = 0_usize;
        let mut today: usize = 0_usize;
        let mut outIdx: usize = 0_usize;
        let mut lookbackTotal: usize = 0_usize;
        unsafe {
        assert!(endIdx < inReal.len());
        let _assertLb = self.ema_lookback(optInTimePeriod);
        let _assertStart = if startIdx > _assertLb { startIdx } else { _assertLb };
        assert!(_assertStart > endIdx || endIdx - _assertStart < outReal.len());
        // Internal implementation can be called from any other TA function.
        //
        // Faster because there is no parameter check, but it is a double
        // edge sword.
        //
        // The optInK_1 and optInTimePeriod are usually tightly coupled:
        //
        //    optInK_1  = 2 / (optInTimePeriod + 1).
        //
        // These values are going to be related by this equation 99.9% of the
        // time... but there is some exception, this is why both must be provided.
        // Identify the minimum number of price bar needed
        // to calculate at least one output.
        lookbackTotal = self.ema_lookback(optInTimePeriod);
        // Move up the start index if there is not
        // enough initial data.
        if startIdx < lookbackTotal {
            startIdx = lookbackTotal;
        }
        // Make sure there is still something to evaluate.
        if startIdx > endIdx {
            (*outBegIdx) = 0;
            (*outNBElement) = 0;
            return RetCode::Success;
        }
        (*outBegIdx) = startIdx;
        // Do the EMA calculation using tight loops.
        // The first EMA is calculated differently. It
        // then become the seed for subsequent EMA.
        //
        // The algorithm for this seed vary widely.
        // Only 3 are implemented here:
        //
        // TA_MA_CLASSIC:
        //    Use a simple MA of the first 'period'.
        //    This is the approach most widely documented.
        //
        // TA_MA_METASTOCK:
        //    Use first price bar value as a seed
        //    from the begining of all the available
        //    data.
        //
        // TA_MA_TRADESTATION:
        //    Use 4th price bar as a seed, except when
        //    period is 1 who use 2th price bar or something
        //    like that... (not an obvious one...).
        if self.compatibility == Compatibility::Default {
            today = startIdx - lookbackTotal;
            i = (optInTimePeriod) as usize;
            tempReal = 0.0;
            while { let _v = i; i = i.wrapping_sub(1); _v } > 0 {
                tempReal += *inReal.as_ptr().add({ let _v = today; today += 1; _v });
            }
            prevMA = tempReal / ((optInTimePeriod) as f64);
        } else {
            prevMA = *inReal.as_ptr().add(0);
            today = 1;
        }
        while today <= startIdx {
            prevMA = (*inReal.as_ptr().add({ let _v = today; today += 1; _v }) - prevMA) * ((optInK_1) as f64) + prevMA;
        }
        *outReal.as_mut_ptr().add(0) = prevMA;
        outIdx = 1;
        while today <= endIdx {
            prevMA = (*inReal.as_ptr().add({ let _v = today; today += 1; _v }) - prevMA) * ((optInK_1) as f64) + prevMA;
            *outReal.as_mut_ptr().add(outIdx) = prevMA;
            outIdx += 1;
        }
        (*outNBElement) = outIdx;
        return RetCode::Success;
        } // unsafe
    }
    /// Unchecked variant of [`Core::ema`], used for internal cross-indicator calls.
    ///
    /// Skips parameter validation and uses unchecked indexing internally. Every argument must
    /// satisfy the constraints documented on [`Core::ema`]; an out-of-range parameter, an input
    /// slice not covering `startIdx..=endIdx`, or an undersized output slice may panic or cause
    /// undefined behavior. Prefer [`Core::ema`].
    #[inline]
    pub fn ema_unguarded(
        &self,
        mut startIdx: usize,
        endIdx: usize,
        inReal: &[f64],
        mut optInTimePeriod: i32,
        outBegIdx: &mut usize,
        outNBElement: &mut usize,
        outReal: &mut [f64],
    ) -> RetCode {
        let mut optInK_1: f64 = 0.0_f64;
        unsafe {
        assert!(endIdx < inReal.len());
        let _assertLb = self.ema_lookback(optInTimePeriod);
        let _assertStart = if startIdx > _assertLb { startIdx } else { _assertLb };
        assert!(_assertStart > endIdx || endIdx - _assertStart < outReal.len());
        optInK_1 = 2.0 / ((optInTimePeriod + 1) as f64);
        return self.ema_private(startIdx, endIdx, inReal, optInTimePeriod, optInK_1, outBegIdx, outNBElement, outReal);
        } // unsafe
    }
}
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/* End of File */
/***************/
