use crate::common_simd::assets::validate_inputs;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::ultosc_simd::assets::SimdState;
use crate::indicators::{
tr::output_length as tr_output_length,
ultosc::{
min_data, output_length, validate_options, IndicatorState, State, INPUTS_WIDTH,
OPTIONS_WIDTH,
},
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct UltoscDriver {
periods: (usize, usize),
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State> for UltoscDriver {
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 (ultosc_line_ptr, tr_line_ptr, bp_line_ptr) =
crate::extract_output_ptrs!(outputs, N, ultosc, tr, bp);
let (high_ptrs, low_ptrs, close_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs);
let (has_optional, want_tr, want_bp) = self.want_optional_outputs;
for i in 0..len {
let (high, low, close) = crate::extract_simd_inputs_at_index!(
i,
N,
high @ high_ptrs,
low @ low_ptrs,
close @ close_ptrs
);
let (ultosc, tr, bp) =
unsafe { state.calc_unchecked(&high, &low, &close, self.periods) };
crate::write_simd_at_indices!(N, i,
ultosc_line_ptr => ultosc
);
if has_optional {
crate::store_simd_optional_outputs!(i, N,
want_tr, tr_line_ptr => tr,
want_bp, bp_line_ptr => bp
);
}
}
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<IndicatorState>), IndicatorError> {
validate_inputs::<INPUTS_WIDTH>(inputs, min_data(options))?;
validate_options(options)?;
let periods = (
options[0] as usize,
options[1] as usize,
options[2] as usize,
);
let mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = (false, false, false);
for i in 0..N {
let [high, low, close] = *inputs[i];
let asset_inputs = vec![high, low, close];
let (mut ultosc_line, (mut tr_line, mut bp_line)) = {
let capacity = output_length(high.len(), options);
let tr_capacity = tr_output_length(high.len(), options);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false, false],
tr_line: tr_capacity,
bp_line: tr_capacity
),
)
};
let state = State::init_state(
high,
low,
close,
periods,
&mut ultosc_line,
&mut tr_line,
&mut bp_line,
);
let mut starts = [1; 3];
(starts[1], starts[2]) = {
let (mut tr, mut bp) = crate::slice_outputs_start!(ultosc_line.len(), tr_line, bp_line);
if tr > 0 {
tr += 1;
}
if bp > 0 {
bp += 1;
}
(tr, bp)
};
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(tr_line, bp_line);
}
let mut output_buffer = vec![ultosc_line, tr_line, bp_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,
periods.2 + 1,
0,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = UltoscDriver {
periods: (periods.0, periods.1),
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, (periods.0, periods.1)));
}
Ok((output_buffers, states))
}