sma.cpp

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#include "../smoothing/moving_average.h"
 
#include "sma.h"
 
namespace sablib {
 
//
// Implementation of BaselineSMA() function
//
const BaselineResult BaselineSMA(const std::vector<double> & y, const unsigned int n, const unsigned int loop)
{
    Eigen::VectorXd yy = Eigen::VectorXd::Map(y.data(), y.size());
    Eigen::VectorXd result = yy;
 
    for(unsigned int i = 0; i < loop; i++){
        Eigen::VectorXd result_old = result;
        result = MovingAverage(result, n);
        result = (result.array() > result_old.array()).select(result_old, result);
    }
 
    BaselineResult result_y;
    result_y.baseline.resize(yy.size());
    result_y.corrected.resize(yy.size());
 
    Eigen::VectorXd::Map(result_y.baseline.data(), yy.size()) = result;
    Eigen::VectorXd::Map(result_y.corrected.data(), yy.size()) = yy - result;
 
    return result_y;
}
 
}; // namespace sablib