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#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::by_asset::stoch::indicator_by_assets;
#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::by_option::stoch::indicator_by_options;
use crate::indicators::{
simd_indicators::{max_simd::SimdState as MaxSimdState, min_simd::SimdState as MinSimdState},
stoch::State,
};
use std::simd::{num::SimdFloat, Simd};
pub mod assets {
use super::*;
use crate::indicators::simd_indicators::{
max_simd::assets::Calc as CalcMax, min_simd::assets::Calc as CalcMin,
};
use crate::ring_buffer::single_buffer::generic_buffer::{
RingBuffer, SimdBuffer, SimdRingBuffer,
};
/// SIMD-parallel state for computing the Stochastic Oscillator across `N` assets simultaneously.
/// Each field is a SIMD vector where lane `i` corresponds to asset `i`.
pub struct SimdState<const N: usize> {
/// Rolling buffer of fast-%K values used to smooth into slow-%K for each lane.
pub prev_k: SimdBuffer<N>,
/// Rolling buffer of slow-%K values used to smooth into %D for each lane.
pub prev_d: SimdBuffer<N>,
/// Sub-state tracking the rolling minimum of the low prices for the %K window.
pub min_state: MinSimdState<N>,
/// Sub-state tracking the rolling maximum of the high prices for the %K window.
pub max_state: MaxSimdState<N>,
/// Running sum of fast-%K values within the slow-%K smoothing window for each lane.
pub k_sum: Simd<f64, N>,
/// Running sum of slow-%K values within the %D smoothing window for each lane.
pub d_sum: Simd<f64, N>,
}
impl<const N: usize> SimdState<N> {
/// Gathers `N` scalar [`State`] references into a single `SimdState`, packing each field into a SIMD lane.
pub fn new(states: &mut [&mut State]) -> Self {
debug_assert_eq!(states.len(), N, "Number of states must match SIMD width");
// Build buffer array directly (immutable references are fine)
// Build ADX refs using indexing instead of iterator
let mut min_refs = Vec::with_capacity(N);
let mut max_refs = Vec::with_capacity(N);
let mut prev_k_refs = Vec::with_capacity(N);
let mut prev_d_refs = Vec::with_capacity(N);
let mut k_sum = [0.0; N];
let mut d_sum = [0.0; N];
for (i, state) in states.iter_mut().enumerate() {
min_refs.push(&mut state.min_state);
max_refs.push(&mut state.max_state);
prev_k_refs.push(&state.prev_k);
prev_d_refs.push(&state.prev_d);
k_sum[i] = state.k_sum;
d_sum[i] = state.d_sum;
}
let min_state = MinSimdState::new(&mut min_refs);
let max_state = MaxSimdState::new(&mut max_refs);
let prev_k = SimdBuffer::from_f64_buffers(prev_k_refs);
let prev_d = SimdBuffer::from_f64_buffers(prev_d_refs);
Self {
min_state,
max_state,
prev_k,
prev_d,
k_sum: Simd::from_array(k_sum),
d_sum: Simd::from_array(d_sum),
}
}
/// Writes the SIMD state back into `N` existing mutable scalar [`State`] references in place.
pub fn write_states(&self, states: &mut [&mut State]) {
// First, handle the buffer updates
let k_buffers = self.prev_k.to_f64_buffers();
let d_buffers = self.prev_d.to_f64_buffers();
let mut min_refs = Vec::with_capacity(N);
let mut max_refs = Vec::with_capacity(N);
let k_sum = self.k_sum.as_array();
let d_sum = self.d_sum.as_array();
for (i, ((state, k_buffer), d_buffer)) in states
.iter_mut()
.zip(k_buffers.into_iter())
.zip(d_buffers.into_iter())
.enumerate()
{
state.prev_k = k_buffer;
state.prev_d = d_buffer;
state.k_sum = k_sum[i];
state.d_sum = d_sum[i];
min_refs.push(&mut state.min_state);
max_refs.push(&mut state.max_state);
}
self.max_state.write_states(&mut max_refs);
self.min_state.write_states(&mut min_refs);
}
/// Advances one bar of the Stochastic Oscillator for `N` asset lanes simultaneously.
///
/// Computes fast-%K as `100 * (close - min_low) / (max_high - min_low)` over the
/// look-back window, then smooths it into slow-%K and further into %D using running sums.
///
/// # Returns
///
/// `(k, d)` — the smoothed slow-%K and %D values for the current bar across all lanes.
#[inline(always)]
pub unsafe fn calc_unchecked_simd<const CHUNK_SIZE: usize>(
&mut self,
high: [*const f64; N],
low: [*const f64; N],
close: Simd<f64, N>,
i: usize,
look_back: usize, //k_period - 1
multipliers: (Simd<f64, N>, Simd<f64, N>),
) -> (Simd<f64, N>, Simd<f64, N>) {
let (k_multiplier, d_multiplier) = multipliers;
let kfast = {
let (min, _) = self
.min_state
.calc_unchecked_simd::<CHUNK_SIZE>(low, i, look_back);
let (max, _) = self
.max_state
.calc_unchecked_simd::<CHUNK_SIZE>(high, i, look_back);
Simd::splat(100.0) * (close - min) / (max - min).simd_max(Simd::splat(f64::EPSILON))
};
let old_k = self.prev_k.push_with_info_unchecked(kfast);
self.k_sum += kfast - old_k;
let k = self.k_sum * k_multiplier;
let old_d = self.prev_d.push_with_info_unchecked(k);
self.d_sum += k - old_d;
(k, self.d_sum * d_multiplier)
}
}
}
pub mod options {
use super::*;
use crate::indicators::simd_indicators::{
max_simd::options::Calc as CalcMax, min_simd::options::Calc as CalcMin,
};
use crate::ring_buffer::unsync_multi_buffer::multi_buffer::{RingBuffer, UnsyncBuffer};
/// SIMD-parallel state for computing the Stochastic Oscillator across `N` option sets simultaneously.
/// Each field is a SIMD vector where lane `i` corresponds to option set `i`.
pub struct SimdState<const N: usize> {
/// Rolling buffer of fast-%K values for each option lane.
pub prev_k: UnsyncBuffer<N, f64>,
/// Rolling buffer of slow-%K values for each option lane.
pub prev_d: UnsyncBuffer<N, f64>,
/// Sub-state tracking the rolling minimum of the low prices for each option's %K window.
pub min_state: MinSimdState<N>,
/// Sub-state tracking the rolling maximum of the high prices for each option's %K window.
pub max_state: MaxSimdState<N>,
/// Running sum of fast-%K values within the slow-%K smoothing window for each option lane.
pub k_sum: Simd<f64, N>,
/// Running sum of slow-%K values within the %D smoothing window for each option lane.
pub d_sum: Simd<f64, N>,
}
impl<const N: usize> SimdState<N> {
/// Gathers `N` scalar [`State`] references into a single `SimdState`, packing each field into a SIMD lane.
pub fn new(states: &mut [&mut State]) -> Self {
debug_assert_eq!(states.len(), N, "Number of states must match SIMD width");
// Build buffer array directly (immutable references are fine)
// Build ADX refs using indexing instead of iterator
let mut min_refs = Vec::with_capacity(N);
let mut max_refs = Vec::with_capacity(N);
let mut prev_k_refs = Vec::with_capacity(N);
let mut prev_d_refs = Vec::with_capacity(N);
let mut k_sum = [0.0; N];
let mut d_sum = [0.0; N];
for (i, state) in states.iter_mut().enumerate() {
min_refs.push(&mut state.min_state);
max_refs.push(&mut state.max_state);
prev_k_refs.push(&state.prev_k);
prev_d_refs.push(&state.prev_d);
k_sum[i] = state.k_sum;
d_sum[i] = state.d_sum;
}
let min_state = MinSimdState::new(&mut min_refs);
let max_state = MaxSimdState::new(&mut max_refs);
let prev_k = UnsyncBuffer::from_buffers(prev_k_refs);
let prev_d = UnsyncBuffer::from_buffers(prev_d_refs);
Self {
min_state,
max_state,
prev_k,
prev_d,
k_sum: Simd::from_array(k_sum),
d_sum: Simd::from_array(d_sum),
}
}
/// Writes the SIMD state back into `N` existing mutable scalar [`State`] references in place.
pub fn write_states(&self, states: &mut [&mut State]) {
// First, handle the buffer updates
let k_buffers = self.prev_k.to_f64_buffers();
let d_buffers = self.prev_d.to_f64_buffers();
let mut min_refs = Vec::with_capacity(N);
let mut max_refs = Vec::with_capacity(N);
let k_sum = self.k_sum.as_array();
let d_sum = self.d_sum.as_array();
for (i, ((state, k_buffer), d_buffer)) in states
.iter_mut()
.zip(k_buffers.into_iter())
.zip(d_buffers.into_iter())
.enumerate()
{
state.prev_k = k_buffer;
state.prev_d = d_buffer;
state.k_sum = k_sum[i];
state.d_sum = d_sum[i];
min_refs.push(&mut state.min_state);
max_refs.push(&mut state.max_state);
}
self.max_state.write_states(&mut max_refs);
self.min_state.write_states(&mut min_refs);
}
/// Advances one bar of the Stochastic Oscillator for `N` option lanes simultaneously.
///
/// Each lane uses its own look-back window sizes (lane-specific `k_period`). Computes
/// fast-%K, smooths it into slow-%K, then further into %D.
///
/// # Returns
///
/// `(k, d)` — the smoothed slow-%K and %D values for the current bar across all option lanes.
#[inline(always)]
pub unsafe fn calc_unchecked_simd(
&mut self,
high: [*const f64; N],
low: [*const f64; N],
close: Simd<f64, N>,
i: Simd<usize, N>,
look_back: Simd<usize, N>, //k_period - 1
multipliers: (Simd<f64, N>, Simd<f64, N>),
) -> (Simd<f64, N>, Simd<f64, N>) {
let (k_multiplier, d_multiplier) = multipliers;
let kfast = {
let (min, _) = self.min_state.calc_unchecked_simd(low, i, look_back);
let (max, _) = self.max_state.calc_unchecked_simd(high, i, look_back);
Simd::splat(100.0) * (close - min) / (max - min).simd_max(Simd::splat(f64::EPSILON))
};
let old_k = self.prev_k.push_with_info_unchecked(kfast);
self.k_sum += kfast - old_k;
let k = self.k_sum * k_multiplier;
let old_d = self.prev_d.push_with_info_unchecked(k);
self.d_sum += k - old_d;
(k, self.d_sum * d_multiplier)
}
}
}