use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::vosc_simd::SimdState;
use crate::indicators::{
sma::output_length as sma_output_length,
vosc::{
min_data, multiplier, output_length, validate_options as vo, IndicatorState, State,
INPUTS_WIDTH, OPTIONS_WIDTH,
},
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct Params {
multipliers: (f64, f64),
long_period: usize,
short_period: usize,
}
struct VoscDriver {
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State, Params> for VoscDriver {
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<&Params>>,
) {
let len = outputs[0][0].len();
let mut i = [0usize; N];
let mut short = [0usize; N];
let (short_multiplier_simd, long_multiplier_simd) = {
let mut short_multiplier = [0.0; N];
let mut long_multiplier = [0.0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(param) = option {
short[lane] = param.long_period - param.short_period;
i[lane] = param.long_period;
short_multiplier[lane] = param.multipliers.0;
long_multiplier[lane] = param.multipliers.1;
}
}
(
Simd::from_array(short_multiplier),
Simd::from_array(long_multiplier),
)
};
let mut state = SimdState::new(&states);
let (has_optional, want_short_sma, want_long_sma) = self.want_optional_outputs;
let input_ptrs = crate::extract_input_ptrs!(inputs, N, input_ptrs);
let (vosc_line_ptr, short_sma_line_ptr, long_sma_line_ptr) = crate::extract_output_ptrs!(
outputs,
N,
vosc_line_ptr,
short_sma_line_ptr,
long_sma_line_ptr
);
for j in 0..len {
let long_volume = crate::extract_simd_inputs_at_index!(j, N, long @ input_ptrs);
let (volume, short_volume) = crate::extract_simd_at_indices_array!(N, input_ptrs,
value @ i,
short_value @ short
);
let (vosc, short_sma, long_sma) = state.calc_simd(
(volume, short_volume, long_volume),
short_multiplier_simd,
long_multiplier_simd,
);
crate::write_simd_at_indices!(N, j,
vosc_line_ptr => vosc
);
if has_optional {
crate::store_simd_optional_outputs!(j, N,
want_short_sma, short_sma_line_ptr => short_sma,
want_long_sma, long_sma_line_ptr => long_sma
);
}
for (i, short) in i.iter_mut().zip(short.iter_mut()) {
*i += 1;
*short += 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 params: [Params; N] = std::array::from_fn(|i| Params {
short_period: options[i][0] as usize,
long_period: options[i][1] as usize,
multipliers: multiplier(options[i][0] as usize, options[i][1] as usize),
});
let mut road_train = PrimeMover::<N, State, Params>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = (false, false, false);
for (i, param) in params.iter().enumerate() {
let asset_inputs = vec![inputs[0]];
let (vosc_line, (mut short_sma_line, long_sma_line)) = {
let len = inputs[0].len();
let capacity = output_length(len, options[i]);
let short_capacity = sma_output_length(len, &[param.short_period as f64]);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false],
short_sma_line: short_capacity,
long_sma_line: capacity
),
)
};
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(short_sma_line, long_sma_line);
}
let mut starts = [0; N];
starts[1] = crate::slice_outputs_start!(vosc_line.len(), short_sma_line);
let state = State::init_state(
param.short_period,
param.long_period,
inputs[0],
&mut short_sma_line,
);
let mut output_buffer = vec![vosc_line, short_sma_line, long_sma_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,
param.long_period,
param.long_period,
state,
Some(¶m),
));
output_buffers.push(output_buffer);
}
let mut driver = VoscDriver {
want_optional_outputs,
};
let states = road_train.drive(&mut driver);
let mut indicator_states = Vec::with_capacity(N);
for (state, param) in states.into_iter().zip(params.into_iter()) {
indicator_states.push(IndicatorState::new(
inputs[0],
state,
param.multipliers,
(param.short_period, param.long_period),
));
}
Ok((output_buffers, indicator_states))
}