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//use crate::common::validate_inputs;
use crate::common_simd::assets::validate_inputs;
use crate::indicators::simd_indicators::ao_simd::SimdState;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::{
ao::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, LONG_PERIOD,
OPTIONS_WIDTH, SHORT_PERIOD,
},
sma::output_length as sma_output_length,
};
use crate::types::IndicatorError;
use std::simd::Simd;
/// SIMD driver that advances the Awesome Oscillator (AO) across `N` asset lanes per scheduling
/// epoch.
struct AoDriver {
/// SMA scaling factors `(short_multiplier, long_multiplier)` for the 5- and 34-bar windows.
multipliers: (f64, f64),
/// Optional output flags: `(has_optional, want_short_sma, want_long_sma, want_medprice)`.
want_optional_outputs: (bool, bool, bool, bool),
}
impl Driver<State, ()> for AoDriver {
/// Processes one epoch of bars for `N` assets simultaneously using SIMD.
///
/// Reads from `inputs[asset][field]` (high, low), writes to `outputs[asset][output]`,
/// and updates `states[asset]` in place.
fn next_run<const N: usize>(
&mut self,
inputs: Vec<Vec<&[f64]>>,
mut outputs: Vec<Vec<&mut [f64]>>,
mut states: Vec<&mut State>,
_options: Vec<Option<&()>>,
) {
let mut state = SimdState::<N>::new(&mut states);
let len = inputs[0][0].len();
let multipliers = (
Simd::splat(self.multipliers.0),
Simd::splat(self.multipliers.1),
);
let (has_optional, want_short_sma, want_long_sma, want_medprice) =
self.want_optional_outputs;
// Optimization 1: Direct array construction instead of collect+try_into
//collect outputs
let (ao_line_ptr, short_sma_line_ptr, long_sma_line_ptr, medprice_line_ptr) = crate::extract_output_ptrs!(
outputs,
N,
ao_line_ptr,
short_sma_line_ptr,
long_sma_line_ptr,
medprice_line_ptr
);
// Optimization 2: Pre-compute all input and output pointers
let (high_ptrs, low_ptrs) = crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs);
// Optimization 3: Simplified main loop with pre-computed offsets
for i in 0..len {
// Get inputs arrays for stocks
let (high, low) = crate::extract_simd_inputs_at_index!(
i,
N,
high @ high_ptrs,
low @ low_ptrs
);
let (ao, short_sma, long_sma, medprice) =
unsafe { state.calc_unchecked_simd(high, low, multipliers) };
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, i,
ao_line_ptr => ao
);
if has_optional {
crate::store_simd_optional_outputs!(i, N,
want_short_sma, short_sma_line_ptr => short_sma,
want_long_sma, long_sma_line_ptr => long_sma,
want_medprice, medprice_line_ptr => medprice
);
}
}
// Update states efficiently
state.write_states(&mut states);
}
}
/// Calculates the Awesome Oscillator (AO) for `N` assets simultaneously using SIMD parallelism.
///
/// AO uses fixed short (5-bar) and long (34-bar) SMA windows and requires no configurable
/// options. Uses the [`PrimeMover`] scheduler to batch assets into SIMD-width groups.
///
/// # Arguments
/// * `inputs` - An array of `N` asset input sets; `inputs[i]` is `[&[f64]; INPUTS_WIDTH]`
/// containing `[high, low]` for asset `i`.
/// * `options` - Unused; AO uses fixed-length SMA windows.
/// * `optional_outputs` - Optional output flags:
/// `[want_short_sma, want_long_sma, want_medprice]`.
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i]` contains `[ao, short_sma?, long_sma?, medprice?]`
/// for asset `i` and `states[i]` is the final [`IndicatorState`] for asset `i`.
/// Returns `Err(IndicatorError)` if any input slice is too short.
pub fn indicator_by_assets<const N: usize>(
inputs: &[&[&[f64]; INPUTS_WIDTH]; N], //stock[ fields [ field [f64] ] ]
_options: &[f64; OPTIONS_WIDTH],
optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<Vec<f64>>>, Vec<IndicatorState>), IndicatorError> {
validate_inputs::<INPUTS_WIDTH>(inputs, min_data(_options))?;
let multipliers = multiplier((SHORT_PERIOD, LONG_PERIOD));
let mut road_train = PrimeMover::<N, State>::new();
let mut want_optional_outputs = (false, false, false, false);
let mut output_buffers = Vec::with_capacity(N);
for i in 0..N {
let asset_inputs = vec![
inputs[i][0], // high
inputs[i][1], // low
];
let ao_capacity = output_length(inputs[i][0].len(), _options);
let ao_line = crate::uninit_vec!(f64, ao_capacity);
let (mut short_sma_line, long_sma_line, mut medprice_line) = crate::init_optional_outputs_eff!(
optional_outputs, &[false, false, false],
short_sma_line: sma_output_length(inputs[i][0].len(), &[SHORT_PERIOD as f64]),
long_ema_line: ao_capacity,
medprice: inputs[i][0].len()
);
let state = State::init_state(
(inputs[i][0], inputs[i][1]),
&mut medprice_line,
&mut short_sma_line,
);
let mut starts = [0; 4];
(starts[1], starts[3]) =
crate::slice_outputs_start!(ao_capacity, short_sma_line, medprice_line);
if i == 0 {
want_optional_outputs =
crate::calc_want_flags!(short_sma_line, long_sma_line, medprice_line);
}
let mut output_buffer = vec![ao_line, short_sma_line, long_sma_line, medprice_line];
//let adosc_len = output_buffer[0].len();
let mut asset_outputs = Vec::with_capacity(output_buffer.len());
for j in 0..output_buffer.len() {
unsafe {
//let slice_len = output_buffer.len() - starts[j];
// Get a mutable reference to the output buffer for this asset
let output_buffer = &mut output_buffer[j];
asset_outputs.push(std::slice::from_raw_parts_mut(
output_buffer.as_mut_ptr().add(starts[j]), //slice from
output_buffer.len() - starts[j], // slice to
));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
LONG_PERIOD,
0,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = AoDriver {
multipliers,
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for state in states_vec.into_iter() {
states.push(IndicatorState::new(state, multipliers));
}
Ok((output_buffers, states))
}