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//use crate::common::validate_inputs;
use crate::common::validate_options;
use crate::common_simd::assets::validate_inputs;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use crate::indicators::fisher::{
min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::fisher_simd::assets::SimdState;
use std::simd::Simd;
/// SIMD driver that advances the Fisher Transform (fisher) across `N` asset lanes
/// per scheduling epoch.
struct FisherDriver {
period: usize,
}
impl Driver<State> for FisherDriver {
/// Processes one epoch of bars for `N` assets simultaneously using SIMD.
///
/// Reads from `inputs[asset][field]` (high, low), writes the Fisher Transform to
/// `outputs[asset][0]`, the signal line to `outputs[asset][1]`, 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 len = inputs[0][0].len();
//collect outputs
let (fisher_line_ptr, signal_line_ptr) =
crate::extract_output_ptrs!(outputs, N, fisher_line_ptr, signal_line_ptr);
let (high_ptrs, low_ptrs) = crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptr);
let mut state = SimdState::new(&mut states);
//let current: Vec<Simd<f64, N>> = crate::create_simd_vec_from_inputs!(real_ptrs, N, len);
match self.period {
1..=14 => {
for i in 0..len {
let (high, low) = crate::extract_simd_inputs_at_index!(i, N,
high @ high_ptrs,
low @ low_ptrs
);
let (fisher, signal) = state.calc_simd::<1>(high, low, self.period);
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, i,
fisher_line_ptr => fisher,
signal_line_ptr => signal
);
}
}
_ => {
for i in 0..len {
let (high, low) = crate::extract_simd_inputs_at_index!(i, N,
high @ high_ptrs,
low @ low_ptrs
);
let (fisher, signal) = state.calc_simd::<8>(high, low, self.period);
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, i,
fisher_line_ptr => fisher,
signal_line_ptr => signal
);
}
}
}
// Update states efficiently
state.write_states(&mut states);
}
}
/// Calculates the Fisher Transform (fisher) for `N` assets simultaneously using SIMD
/// parallelism.
///
/// 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` - Shared options slice; `options[0]` is the period.
/// * `_optional_outputs` - Unused; Fisher Transform has no optional outputs.
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i][0]` is the `fisher` line for asset `i`,
/// `outputs[i][1]` is the `fisher_signal` line, and `states[i]` is the final
/// [`IndicatorState`] for asset `i`.
/// Returns `Err(IndicatorError)` if any input slice is too short or options are invalid.
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))?;
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 asset_inputs = vec![
inputs[i][0], // high
inputs[i][1], // low
];
let (mut fisher_line, mut signal_line) = {
let len = inputs[i][0].len();
let capacity = output_length(len, options);
(
crate::uninit_vec!(f64, capacity),
crate::uninit_vec!(f64, capacity),
)
};
let state = State::init_state(
inputs[i][0], // high
inputs[i][1], // low
period,
&mut fisher_line,
&mut signal_line,
);
let mut output_buffer = vec![fisher_line, signal_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(1), //slice from
output_buffer.len() - 1, // slice to
));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
0,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = FisherDriver { period };
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, period));
}
Ok((output_buffers, states))
}