/*
**  scenario04.txt - restriction scenario(set max price change ratio to the next business day).
** (C) Copyright 2005 Yosuke Amijima. All Rights Reserved.
**
**  Purpose:    Get the status whether or not path S is restricted.
**
**  Format:     status=scenario04(S,maxdaychangeratio);
**
**  Input:      S                   vector,  a path to be determined whether or not it is used
**
**              maxdaychangeratio   scalar,  maximum price change to the next day(in ratio)
**             
**
**  Output:     status              scalar,  1 if restricted, 0 otherwise
**
*/
proc scenario04(S,maxdaychangeratio);
   local n,delta;
   n=rows(S);
   delta=S[2:n]-S[1:n-1];
   if abs(delta)<maxdaychangeratio*S[1:n-1]; /* all values are inside this range */
      retp(0);
   else;
      retp(1);
   endif;
endp;