tulip_rs 0.1.4

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

#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::by_option::vhf::indicator_by_options;
use crate::indicators::simd_indicators::{
    max_simd::SimdState as SimdMaxState, min_simd::SimdState as SimdMinState,
};
use crate::indicators::vhf::State;
use std::simd::{num::SimdFloat, Simd};

/// SIMD-parallel state for the Vertical Horizontal Filter (VHF) indicator, holding `N` lanes of per-asset state.
pub struct SimdState<const N: usize> {
    min_state: SimdMinState<N>,
    max_state: SimdMaxState<N>,
    sum: Simd<f64, N>,
}
impl<const N: usize> SimdState<N> {
    /// Constructs a `SimdState` by gathering scalar per-asset states into SIMD vectors.
    pub fn new(states: &mut [&mut State]) -> Self {
        let mut min_state = Vec::with_capacity(N);
        let mut max_state = Vec::with_capacity(N);
        let mut sum = [0.0; N];
        for (i, state) in states.iter_mut().enumerate() {
            min_state.push(&mut state.min_state);
            max_state.push(&mut state.max_state);
            sum[i] = state.sum;
        }
        let min_state = SimdMinState::new(&min_state);
        let max_state = SimdMaxState::new(&max_state);

        Self {
            min_state,
            max_state,
            sum: Simd::from_array(sum),
        }
    }
    /// Writes the current SIMD lane values back into the provided scalar per-asset states.
    pub fn write_states(&self, states: &mut [&mut State]) {
        let mut max_refs = Vec::with_capacity(N);
        let mut min_refs = Vec::with_capacity(N);
        let sum = self.sum.as_array();

        for (i, state) in states.iter_mut().enumerate() {
            max_refs.push(&mut state.max_state);
            min_refs.push(&mut state.min_state);
            state.sum = sum[i];
        }
        self.max_state.write_states(&mut max_refs);
        self.min_state.write_states(&mut min_refs);
    }
}
pub mod assets {
    //! Per-asset road SIMD helpers for the Vertical Horizontal Filter (VHF) indicator.
    use super::*;
    use crate::indicators::simd_indicators::{
        max_simd::assets::Calc as CalcMax, min_simd::assets::Calc as CalcMin,
    };

    /// Trait providing the unchecked per-asset SIMD VHF computation.
    pub trait Calc<const N: usize> {
        /// Computes VHF for `N` asset lanes simultaneously (unsafe, bounds-unchecked).
        ///
        /// Updates the rolling absolute-change sum and finds the high/low over the window,
        /// then returns `(max - min) / sum` for each lane.
        ///
        /// # Arguments
        ///
        /// * `values` - Tuple `(current, prev, oldest_in_window, dropped)` needed for the running sum.
        /// * `real` - Raw price pointers used for window min/max scans.
        /// * `look_back` - Window size (same for all lanes in assets mode).
        /// * `i` - Current bar index.
        ///
        /// # Safety
        /// `real` pointers must be valid for reads in `[i - look_back, i]`.
        unsafe fn calc_unchecked_simd<const WINDOW_LANES: usize>(
            &mut self,
            values: (Simd<f64, N>, Simd<f64, N>, Simd<f64, N>, Simd<f64, N>),
            real: [*const f64; N],
            look_back: usize,
            i: usize,
        ) -> Simd<f64, N>;
    }

    impl<const N: usize> Calc<N> for SimdState<N> {
        #[inline(always)]
        unsafe fn calc_unchecked_simd<const WINDOW_LANES: usize>(
            &mut self,
            values: (Simd<f64, N>, Simd<f64, N>, Simd<f64, N>, Simd<f64, N>),
            real: [*const f64; N],
            look_back: usize,
            i: usize,
        ) -> Simd<f64, N> {
            let (value, prev_real, old_real, drop_real) = values;
            self.sum += (value - prev_real).abs() - (old_real - drop_real).abs();

            let (min, _) = self
                .min_state
                .calc_unchecked_simd_w_current::<WINDOW_LANES>(real, i, look_back, value);
            let (max, _) = self
                .max_state
                .calc_unchecked_simd_w_current::<WINDOW_LANES>(real, i, look_back, value);

            (max - min) / self.sum.simd_max(Simd::splat(f64::EPSILON))
        }
    }
}

pub mod options {
    //! Per-option road SIMD helpers for the Vertical Horizontal Filter (VHF) indicator.
    use super::*;
    use crate::indicators::simd_indicators::{
        max_simd::options::Calc as CalcMax, min_simd::options::Calc as CalcMin,
    };
    /// Trait providing the unchecked per-option SIMD VHF computation.
    pub trait Calc<const N: usize> {
        /// Computes VHF for `N` option lanes simultaneously (unsafe, bounds-unchecked).
        ///
        /// Each lane may have a different look-back period supplied via `look_back: Simd<usize, N>`.
        ///
        /// # Safety
        /// `real` pointers must each be valid for reads within their respective window.
        unsafe fn calc_unchecked_simd(
            &mut self,
            values: (Simd<f64, N>, Simd<f64, N>, Simd<f64, N>, Simd<f64, N>),
            real: [*const f64; N],
            look_back: Simd<usize, N>,
            i: Simd<usize, N>,
        ) -> Simd<f64, N>;
    }
    impl<const N: usize> Calc<N> for SimdState<N> {
        #[inline(always)]
        unsafe fn calc_unchecked_simd(
            &mut self,
            values: (Simd<f64, N>, Simd<f64, N>, Simd<f64, N>, Simd<f64, N>),
            real: [*const f64; N],
            look_back: Simd<usize, N>,
            i: Simd<usize, N>,
        ) -> Simd<f64, N> {
            let (value, prev_real, old_real, drop_real) = values;
            self.sum += (value - prev_real).abs() - (old_real - drop_real).abs();

            let (min, _) = self
                .min_state
                .calc_unchecked_simd_w_current(real, i, look_back, value);
            let (max, _) = self
                .max_state
                .calc_unchecked_simd_w_current(real, i, look_back, value);

            (max - min) / self.sum.simd_max(Simd::splat(f64::EPSILON))
        }
    }
}