use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
use crate::indicators::simd_indicators::cci_simd::options::SimdState;
use crate::indicators::{
cci::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
},
md::output_length as md_output_length,
};
struct CciDriver {
want_optional_outputs: (bool, bool, bool, bool),
}
impl Driver<State, f64> for CciDriver {
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>>,
) {
let len = outputs[0][0].len();
let multiplier = {
let mut multipliers = [0.0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&multiplier) = option {
multipliers[lane] = multiplier;
}
}
Simd::from_array(multipliers)
};
let mut state = SimdState::<N>::new(&mut states);
let (has_optional, want_sma, want_md, want_typprice) = self.want_optional_outputs;
let (cci_line_ptr, sma_line_ptr, md_line_ptr, typprice_line_ptr) = crate::extract_output_ptrs!(
outputs,
N,
cci_line_ptr,
sma_line_ptr,
md_line_ptr,
typprice_line_ptr
);
let (high_ptrs, low_ptrs, close_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs);
for i in 0..len {
let (high, low, close) = unsafe {
(
*high_ptrs[0].add(i),
*low_ptrs[0].add(i),
*close_ptrs[0].add(i),
)
};
let (cci, sma, md, typprice) =
unsafe { state.calc_unchecked_simd(high, low, close, multiplier) };
crate::write_simd_at_indices!(N, i,
cci_line_ptr => cci
);
if has_optional {
crate::store_simd_optional_outputs!(i, N,
want_sma, sma_line_ptr => sma,
want_md, md_line_ptr => md,
want_typprice, typprice_line_ptr => typprice
);
}
}
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, None)?;
let params: [f64; N] = std::array::from_fn(|i| multiplier(options[i][0] as usize));
let mut road_train = PrimeMover::<N, State, f64>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = (false, false, false, false);
for i in 0..N {
let period = options[i][0] as usize;
let asset_inputs = vec![
inputs[0], inputs[1], inputs[2], ];
let (cci_line, mut typprice_line, mut sma_line, mut md_line);
{
let len = inputs[0].len();
let capacity = output_length(len, options[i]);
let md_capacity = md_output_length(len, options[i]);
cci_line = crate::uninit_vec!(f64, capacity);
(sma_line, md_line, typprice_line) = crate::init_optional_outputs_eff!(
optional_outputs, &[false, false, false],
sma_line: md_capacity,
md_line: md_capacity,
typprice_line: len
);
};
let state = State::init_state(
inputs[0], inputs[1], inputs[2], period,
(&mut sma_line, &mut md_line, &mut typprice_line),
);
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(sma_line, md_line, typprice_line);
}
let mut starts = [0; 4];
(starts[1], starts[2], starts[3]) =
crate::slice_outputs_start!(cci_line.len(), sma_line, md_line, typprice_line);
let mut output_buffer = vec![cci_line, sma_line, md_line, typprice_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(), ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period * 2 - 2,
0,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = CciDriver {
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for ((state, multiplier), period) in states_vec
.into_iter()
.zip(params.into_iter())
.zip(options.iter())
{
states.push(IndicatorState::new(state, multiplier, period[0] as usize));
}
Ok((output_buffers, states))
}