use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::volatility_simd::options::SimdState;
use crate::indicators::volatility::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct VolatilityDriver {}
impl Driver<State, (usize, f64)> for VolatilityDriver {
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 mut periods = [0usize; N];
let multiplier_simd = {
let mut multipliers = [0.0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&(period, multiplier)) = option {
periods[lane] = period;
multipliers[lane] = multiplier;
}
}
Simd::from_array(multipliers)
};
let mut state = SimdState::<N>::new(&mut states, periods);
let len = inputs[0][0].len();
let volatility_line_ptr = crate::extract_output_ptrs!(outputs, N, volatility_line_ptr);
let real_ptrs = crate::extract_input_ptrs!(inputs, N, real_ptrs);
for i in 0..len {
let real = unsafe { *real_ptrs[0].add(i) };
let volatility = unsafe { state.calc_unchecked_simd(real, multiplier_simd) };
crate::write_simd_at_indices!(N, i,
volatility_line_ptr => volatility
);
}
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 output_buffers = Vec::with_capacity(N);
for i in 0..N {
let asset_inputs = vec![
inputs[0], ];
let volatility_line = {
let capacity = output_length(inputs[0].len(), options[i]);
crate::uninit_vec!(f64, capacity)
};
let state = State::init_state(inputs[0], params[i].0);
let mut output_buffer = vec![volatility_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(0), output_buffer.len(), ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
params[i].0 + 1,
0,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = VolatilityDriver {};
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.into_iter()) {
states.push(IndicatorState::new(state, param.1));
}
Ok((output_buffers, states))
}