diff options
| -rw-r--r-- | example/ndpiReader.c | 4 | ||||
| -rw-r--r-- | src/include/ndpi_api.h.in | 2 | ||||
| -rw-r--r-- | src/include/ndpi_typedefs.h | 6 | ||||
| -rw-r--r-- | src/lib/ndpi_analyze.c | 78 |
4 files changed, 65 insertions, 25 deletions
diff --git a/example/ndpiReader.c b/example/ndpiReader.c index 1e127d1cd..5ece4e414 100644 --- a/example/ndpiReader.c +++ b/example/ndpiReader.c @@ -3699,12 +3699,12 @@ void rsiUnitTest() { }; u_int i, n = sizeof(v) / sizeof(unsigned int); - ndpi_init_rsi(&s, 8); + assert(ndpi_alloc_rsi(&s, 8) == 0); for(i=0; i<n; i++) { float rsi = ndpi_rsi_add_value(&s, v[i]); -#if DEBUG +#if 0 printf("%2d) RSI = %f\n", i, rsi); #endif } diff --git a/src/include/ndpi_api.h.in b/src/include/ndpi_api.h.in index d90bcde19..9055546fc 100644 --- a/src/include/ndpi_api.h.in +++ b/src/include/ndpi_api.h.in @@ -1391,7 +1391,7 @@ extern "C" { /* ******************************* */ - void ndpi_init_rsi(struct ndpi_rsi_struct *s, u_int16_t num_learning_values); + int ndpi_alloc_rsi(struct ndpi_rsi_struct *s, u_int16_t num_learning_values); void ndpi_free_rsi(struct ndpi_rsi_struct *s); float ndpi_rsi_add_value(struct ndpi_rsi_struct *s, const u_int32_t value); diff --git a/src/include/ndpi_typedefs.h b/src/include/ndpi_typedefs.h index 859a7f0e4..94556f6a3 100644 --- a/src/include/ndpi_typedefs.h +++ b/src/include/ndpi_typedefs.h @@ -1545,8 +1545,10 @@ struct ndpi_analyze_struct { /* **************************************** */ struct ndpi_rsi_struct { - struct ndpi_analyze_struct gains, losses; - u_int32_t last_value; + u_int8_t empty:1, rsi_ready:1, _notused:6; + u_int16_t num_values, next_index; + u_int32_t *gains, *losses; + u_int32_t last_value, total_gains, total_losses; }; /* **************************************** */ diff --git a/src/lib/ndpi_analyze.c b/src/lib/ndpi_analyze.c index 32b1a4920..1ee6e99b2 100644 --- a/src/lib/ndpi_analyze.c +++ b/src/lib/ndpi_analyze.c @@ -821,42 +821,80 @@ int ndpi_cluster_bins(struct ndpi_bin *bins, u_int16_t num_bins, /* RSI (Relative Strength Index) - RSI = 100 − [ 100/ (1 + (Average loss/Average gain)) ] + RSI = 100 − [ 100/ (1 + (Average gain/Average loss)) ] https://www.investopedia.com/terms/r/rsi.asp */ -void ndpi_init_rsi(struct ndpi_rsi_struct *s, u_int16_t num_learning_values) { - ndpi_init_data_analysis(&s->gains, num_learning_values); - ndpi_init_data_analysis(&s->losses, num_learning_values); - s->last_value = 0; +int ndpi_alloc_rsi(struct ndpi_rsi_struct *s, u_int16_t num_learning_values) { + memset(s, 0, sizeof(struct ndpi_rsi_struct)); + + s->empty = 1, s->num_values = num_learning_values; + s->gains = (u_int32_t*)ndpi_calloc(num_learning_values, sizeof(u_int32_t)); + s->losses = (u_int32_t*)ndpi_calloc(num_learning_values, sizeof(u_int32_t)); + + if(s->gains && s->losses) { + s->last_value = 0; + return(0); + } else { + if(s->gains) free(s->gains); + if(s->losses) free(s->losses); + return(-1); + } } void ndpi_free_rsi(struct ndpi_rsi_struct *s) { - ndpi_free_data_analysis(&s->gains, 0), ndpi_free_data_analysis(&s->losses, 0); + ndpi_free(s->gains), ndpi_free(s->losses); } /* This function adds a new value and returns the computed RSI, or -1 if there are too many points (< num_learning_values) + + RSI < 30 (too many losses) + RSI > 70 (too many gains) */ float ndpi_rsi_add_value(struct ndpi_rsi_struct *s, const u_int32_t value) { - if(s->gains.num_data_entries == 0) - ndpi_data_add_value(&s->gains, 0), ndpi_data_add_value(&s->losses, 0); - else { - if(value > s->last_value) - ndpi_data_add_value(&s->gains, value - s->last_value), ndpi_data_add_value(&s->losses, 0); - else - ndpi_data_add_value(&s->losses, s->last_value - value), ndpi_data_add_value(&s->gains, 0); - } + float relative_strength; - s->last_value = value; + if(!s->empty) { + u_int32_t val; - if(s->gains.num_data_entries >= s->gains.num_values_array_len) { - float relative_strength = ndpi_data_window_average(&s->gains) / ndpi_data_window_average(&s->losses); + s->total_gains -= s->gains[s->next_index], s->total_losses -= s->losses[s->next_index]; + + if(value > s->last_value) { + val = value - s->last_value; + s->gains[s->next_index] = val, s->losses[s->next_index] = 0; + s->total_gains += val; +#ifdef DEBUG_RSI + printf("Gain: %u\n", val); +#endif + } else { + val = s->last_value - value; + s->losses[s->next_index] = val, s->gains[s->next_index] = 0; + s->total_losses += val; +#ifdef DEBUG_RSI + printf("Loss: %u\n", val); +#endif + } - /* printf("RSI: %f\n", relative_strength); */ +#ifdef DEBUG_RSI + printf("[value: %u][total_gains: %u][total_losses: %u][cur_idx: %u]\n", value, s->total_gains, s->total_losses, s->next_index); +#endif + } + + s->last_value = value, s->next_index = (s->next_index + 1) % s->num_values, s->empty = 0; + if(s->next_index == 0) s->rsi_ready = 1; /* We have completed one round */ + + if(!s->rsi_ready) + return(0); + else if(s->total_losses == 0) /* Avoid division by zero (**) */ + return(100.); + else { + relative_strength = (float)s->total_gains / (float)s->total_losses; /* (**) */ +#ifdef DEBUG_RSI + printf("RSI: %f\n", relative_strength); +#endif return(100. - (100. / (1. + relative_strength))); - } else - return(-1); /* Too early */ + } } |