use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::wma_simd::SimdState;
use crate::indicators::wma::{
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 WmaDriver {
multipliers: (f64, f64, f64),
period: usize,
want_optional_outputs: bool,
}
impl Driver<State> for WmaDriver {
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 mut state = SimdState::new(&states);
let multiplier_simd = (
Simd::splat(self.multipliers.0),
Simd::splat(self.multipliers.1),
Simd::splat(self.multipliers.2),
);
let input_ptrs = crate::extract_input_ptrs!(inputs, N, real_ptrs);
let (wma_line_ptr, sma_line_ptr) =
crate::extract_output_ptrs!(outputs, N, wma_line_ptr, sma_line_ptr);
for (j, i) in (self.period..len).enumerate() {
let (new_vals, old_vals) = crate::extract_simd_at_indices!(N, input_ptrs,
new_vals @ i,
old_vals @ j
);
let (wma, sma) = state.calc_simd(old_vals, new_vals, multiplier_simd);
crate::write_simd_at_indices!(N, j,
wma_line_ptr => wma
);
crate::store_simd_optional_outputs!(j, N,
self.want_optional_outputs, sma_line_ptr => sma
);
}
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 period = options[0] as usize;
let real: [&[f64]; N] = std::array::from_fn(|i| inputs[i][0]);
let simd_state = SimdState::init_state(&real, period);
let multipliers = multiplier(period);
let states = simd_state.to_states();
let mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = false;
for (i, state) in states.into_iter().enumerate() {
let asset_inputs = vec![inputs[i][0]];
let (wma_line, sma_line) = {
let capacity = output_length(inputs[i][0].len(), options);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false],
sma_line: capacity
),
)
};
if i == 0 {
(_, want_optional_outputs) = crate::calc_want_flags!(sma_line);
}
let mut output_buffer = vec![wma_line, sma_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(), output_buffer.len(), ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
period,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = WmaDriver {
multipliers,
period,
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut indicator_states = Vec::with_capacity(N);
for (i, state) in states_vec.into_iter().enumerate() {
indicator_states.push(IndicatorState::new(
unsafe { inputs.get_unchecked(i).get_unchecked(0) },
multipliers,
state,
period,
));
}
Ok((output_buffers, indicator_states))
}