use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::stoch_simd::assets::SimdState;
use crate::indicators::stoch::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::types::IndicatorError;
use crate::{common::validate_options, common_simd::assets::validate_inputs};
use std::simd::Simd;
struct StochDriver {
k_period: usize,
multipliers: (f64, f64),
}
impl Driver<State> for StochDriver {
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();
let (k_line_ptr, d_line_ptr) =
crate::extract_output_ptrs!(outputs, N, k_line_ptr, d_line_ptr);
let inputs = crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs);
let mut state = SimdState::new(&mut states);
match self.k_period {
1..=14 => {
cycle::<N, 1>(
inputs,
self.k_period,
&mut state,
k_line_ptr,
d_line_ptr,
len,
self.multipliers,
);
}
_ => {
cycle::<N, 8>(
inputs,
self.k_period,
&mut state,
k_line_ptr,
d_line_ptr,
len,
self.multipliers,
);
}
}
state.write_states(&mut states);
}
}
fn cycle<const N: usize, const CHUNK_SIZE: usize>(
inputs: ([*const f64; N], [*const f64; N], [*const f64; N]),
k_period: usize,
state: &mut SimdState<N>,
k_line_ptr: [*mut f64; N],
d_line_ptr: [*mut f64; N],
len: usize,
multipliers: (f64, f64),
) {
let multipliers = (Simd::splat(multipliers.0), Simd::splat(multipliers.1));
let look_back = k_period - 1;
let (high_ptrs, low_ptrs, close_ptrs) = inputs;
for (j, i) in (k_period..len).enumerate() {
let close = crate::extract_simd_inputs_at_index!(i, N, close @ close_ptrs);
let (k, d) = unsafe {
state.calc_unchecked_simd::<CHUNK_SIZE>(
high_ptrs,
low_ptrs,
close,
i,
look_back,
multipliers,
)
};
crate::write_simd_at_indices!(N, j,
k_line_ptr => k,
d_line_ptr => d
);
}
}
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<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);
let k_period = options[0] as usize;
let multipliers = multiplier(options[1] as usize, options[2] as usize);
for i in 0..N {
let asset_inputs = vec![
inputs[i][0], inputs[i][1], inputs[i][2], ];
let mut starts = [0; 2];
let (mut k_line, d_line, state, start);
{
let (k_capacity, d_capacity) = output_length(inputs[i][0].len(), options);
k_line = crate::uninit_vec!(f64, k_capacity);
d_line = crate::uninit_vec!(f64, d_capacity);
let k_slow = options[1] as usize;
let d_period = options[2] as usize;
(state, starts[0], start) = State::init_state(
(inputs[i][0], inputs[i][1], inputs[i][2]),
k_period,
k_slow,
d_period,
&mut k_line,
);
}
let mut output_buffer = vec![k_line, d_line];
let mut asset_outputs = Vec::with_capacity(output_buffer.len());
for j in 0..output_buffer.len() {
unsafe {
let output_buffer = &mut output_buffer[j];
asset_outputs.push(std::slice::from_raw_parts_mut(
output_buffer.as_mut_ptr().add(starts[j]), output_buffer.len() - starts[j], ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
start,
period,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = StochDriver {
k_period,
multipliers,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (i, state) in states_vec.into_iter().enumerate() {
states.push(IndicatorState::new(
state,
inputs[i][0],
inputs[i][1],
multipliers,
k_period,
));
}
Ok((output_buffers, states))
}