use crate::indicators::chaikinmf::{
min_data, output_length, IndicatorState as State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::chaikinmf_simd::assets::SimdState;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use crate::{common::validate_options, common_simd::assets::validate_inputs};
use std::simd::Simd;
struct ChaikinMfDriver;
impl Driver<State> for ChaikinMfDriver {
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 cmf_line_ptr = crate::extract_output_ptrs!(outputs, N, cmf_line_ptr);
let (high_ptrs, low_ptrs, close_ptrs, volume_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs, volume_ptrs);
for i in 0..len {
let (high, low, close, volume) = crate::extract_simd_inputs_at_index!(
i,
N,
high @ high_ptrs,
low @ low_ptrs,
close @ close_ptrs,
volume @ volume_ptrs
);
let cmf = unsafe { state.calc_unchecked(high, low, close, volume) };
crate::write_simd_at_indices!(N, i,
cmf_line_ptr => cmf
);
}
state.write_states(&mut states);
}
}
pub fn indicator_by_assets<const N: usize>(
inputs: &[&[&[f64]; INPUTS_WIDTH]; N],
options: &[f64; OPTIONS_WIDTH],
_optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<Vec<f64>>>, Vec<State>), IndicatorError> {
validate_inputs::<INPUTS_WIDTH>(inputs, min_data(options))?;
validate_options(options)?;
let period = options[0] as usize;
let mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers = Vec::with_capacity(N);
for i in 0..N {
let [high, low, close, volume] = *inputs[i];
let asset_inputs = vec![high, low, close, volume];
let cmf_line = {
let len = high.len();
let capacity = output_length(len, options);
crate::uninit_vec!(f64, capacity)
};
let state = State::init_state((high, low, close, volume), period);
let mut output_buffer = vec![cmf_line];
let mut asset_outputs = Vec::with_capacity(1);
unsafe {
let out = &mut output_buffer[0];
asset_outputs.push(std::slice::from_raw_parts_mut(out.as_mut_ptr(), out.len()));
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
0,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = ChaikinMfDriver;
let states = road_train.drive(&mut driver);
Ok((output_buffers, states))
}