use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::bbands::{
min_data, multiplier, output_length, validate_options as vo, IndicatorState, State,
INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::{bbands_simd::calc_simd, stddev_simd::SimdState};
use crate::types::IndicatorError;
use std::simd::Simd;
struct BbandsDriver {}
impl Driver<State, (f64, usize, f64)> for BbandsDriver {
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<&(f64, usize, f64)>>,
) {
let len = outputs[0][0].len();
let mut i = [0usize; N];
let (stddev_simd, multiplier_simd) = {
let mut stddevs = [0.0; N];
let mut multipliers = [0.0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&(multiplier, period, stddev)) = option {
multipliers[lane] = multiplier;
i[lane] = period;
stddevs[lane] = stddev;
}
}
(Simd::from_array(stddevs), Simd::from_array(multipliers))
};
let mut state = SimdState::new(&states);
let input_ptrs = crate::extract_input_ptrs!(inputs, N, input_ptrs);
let (lower_band_ptr, middle_band_ptr, upper_band_ptr) = crate::extract_output_ptrs!(
outputs,
N,
lower_band_ptr,
middle_band_ptr,
upper_band_ptr
);
for j in 0..len {
let old_vals = crate::extract_simd_inputs_at_index!(j, N,
old @ input_ptrs
);
let new_vals = crate::extract_simd_inputs_at_index_array!(i, N,
new @ input_ptrs
);
let (lower_band, middle_band, upper_band) =
calc_simd(&mut state, stddev_simd, new_vals, old_vals, multiplier_simd);
crate::write_simd_at_indices!(N, j,
lower_band_ptr => lower_band,
middle_band_ptr => middle_band,
upper_band_ptr => upper_band
);
for i in i.iter_mut() {
*i += 1;
}
}
state.write_states(&mut states);
}
}
pub fn indicator_by_options<const N: usize>(
inputs: &[&[f64]; INPUTS_WIDTH], options: &[&[f64; OPTIONS_WIDTH]; N],
_optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<Vec<f64>>>, Vec<IndicatorState>), IndicatorError> {
validate_inputs::<OPTIONS_WIDTH>(inputs, options, min_data)?;
validate_options(options, Some(vo))?;
let mut road_train = PrimeMover::<N, State, (f64, usize, f64)>::new();
let mut params = [(0.0, 0usize, 0.0); N];
for i in 0..N {
let period = options[i][0] as usize;
let stddev = options[i][1];
params[i] = (multiplier(period), period, stddev);
}
let mut output_buffers = Vec::with_capacity(N);
for i in 0..N {
let period = options[i][0] as usize;
let asset_inputs = vec![
inputs[0], ];
let (middle_band, upper_band, lower_band) = {
let capacity = output_length(inputs[0].len(), options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::uninit_vec!(f64, capacity),
crate::uninit_vec!(f64, capacity),
)
};
let state = State::init_state(inputs[0], period);
let mut output_buffer = vec![lower_band, middle_band, upper_band];
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(0), output_buffer.len(), ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
period,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = BbandsDriver {};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (i, state) in states_vec.into_iter().enumerate() {
let (multiplier, period, stddev) = params[i];
states.push(IndicatorState::new(
inputs[0], state, period, multiplier, stddev,
));
}
Ok((output_buffers, states))
}