use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::stochrsi_simd::options::SimdState;
use crate::indicators::{
rsi::{multiplier, output_length as rsi_output_length},
stochrsi::{min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH},
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct StochrsiDriver {
want_optional_outputs: bool,
}
impl Driver<State, (usize, f64)> for StochrsiDriver {
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<&(usize, f64)>>,
) {
let len = outputs[0][0].len();
let (period, multiplier) = {
let mut period = [0usize; N];
let mut multiplier = [0.0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&(lookback, multi)) = option {
period[lane] = lookback;
multiplier[lane] = multi;
}
}
(Simd::from_array(period), Simd::from_array(multiplier))
};
let mut state = SimdState::<N>::new(&mut states);
let want_rsi = self.want_optional_outputs;
let (stochrsi_line_ptr, rsi_line_ptr) =
crate::extract_output_ptrs!(outputs, N, stochrsi_line_ptr, rsi_line_ptr);
let real_ptrs = crate::extract_input_ptrs!(inputs, N, real_ptrs);
for i in 0..len {
let real = crate::extract_simd_inputs_at_index_splat!(i, N,
real @ real_ptrs
);
let (stochrsi, rsi) = unsafe { state.calc_simd_unchecked(real, multiplier, period) };
crate::write_simd_at_indices!(N, i,
stochrsi_line_ptr => stochrsi
);
crate::store_simd_optional_outputs!(i, N,
want_rsi, rsi_line_ptr => rsi
);
}
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: [(usize, f64); N] = std::array::from_fn(|i| {
let period = options[i][0] as usize;
(period, multiplier(period))
});
let mut road_train = PrimeMover::<N, State, (usize, f64)>::new();
let mut want_optional_outputs = false;
let mut output_buffers = Vec::with_capacity(N);
for i in 0..N {
let asset_inputs = vec![
inputs[0], ];
let (stochrsi_line, mut rsi_line);
{
let len = inputs[0].len();
let capacity = output_length(len, options[i]);
stochrsi_line = crate::uninit_vec!(f64, capacity);
let rsi_capacity = rsi_output_length(len, options[i]);
rsi_line = crate::init_optional_outputs_eff!(
optional_outputs, &[false],
rsi_line: rsi_capacity
);
}
let state = State::init_state(&inputs[0], params[i].0, &mut rsi_line);
if i == 0 {
(want_optional_outputs, _) = crate::calc_want_flags!(rsi_line);
}
let mut starts = [0; 2];
starts[1] = crate::slice_outputs_start!(stochrsi_line.len(), rsi_line);
let mut output_buffer = vec![stochrsi_line, rsi_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,
params[i].0 * 2,
0,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = StochrsiDriver {
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (state, param) in states_vec.into_iter().zip(params.iter()) {
states.push(IndicatorState::new(state, param.0, param.1));
}
Ok((output_buffers, states))
}