tulip_rs 0.1.15

High-performance technical analysis library — 100+ indicators and 60+ candlestick patterns with SIMD acceleration
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39

use crate::indicators::simd_indicators::{
    simd_types::F64Constants, tema_simd::calc_simd as tema_calc_simd,
};
use std::simd::Simd;

#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::by_asset::trix::indicator_by_assets;
pub use crate::indicators::simd_indicators::tema_simd::SimdState;

#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::by_option::trix::indicator_by_options;

/// Computes one bar of the Triple Exponential Average (TRIX) for `N` assets simultaneously
/// using SIMD parallelism.
///
/// Delegates to the TEMA SIMD routine for the triple-smoothed EMA, then computes
/// `TRIX = 100 * (ema3 - prev_ema3) / ema3` as a percentage rate of change.
///
/// # Arguments
///
/// * `state` - Mutable SIMD state holding the three EMA stages.
/// * `value` - Current prices for this bar.
/// * `multiplier` - EMA multiplier pair `(per, 1 - per)`.
///
/// # Returns
///
/// A tuple `(trix, tema, dema, ema)` for all `N` lanes.
#[inline(always)]
pub fn calc_simd<const N: usize>(
    state: &mut SimdState<N>,
    value: Simd<f64, N>,
    multiplier: (Simd<f64, N>, Simd<f64, N>),
) -> (Simd<f64, N>, Simd<f64, N>, Simd<f64, N>, Simd<f64, N>) {
    let prev_ema3 = state.ema3;
    let (tema, dema, ema) = tema_calc_simd(state, value, multiplier);
    // Compute TRIX as percentage change if previous TEMA is non-zero.
    let trix = F64Constants::HUNDRED * (state.ema3 - prev_ema3) / state.ema3;
    (trix, tema, dema, ema)
}