tulip_rs 0.1.7

High-performance technical analysis library — 100+ indicators and 60+ candlestick patterns with SIMD acceleration
Documentation
pub use crate::indicators::simd_indicators::linreg_simd::SimdState;

#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::by_asset::tsf::indicator_by_assets;

#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::by_option::tsf::indicator_by_options;

use crate::indicators::simd_indicators::{
    linreg_simd::calc_simd as linreg_calc_simd, simd_types::F64Constants,
};
use std::simd::{Simd, StdFloat};
/// Computes one bar of the Time Series Forecast (TSF) for `N` assets simultaneously
/// using SIMD parallelism.
///
/// Delegates to the linear-regression SIMD routine and projects one period forward:
/// `tsf = intercept + slope * (period + 1)`.
///
/// # Arguments
///
/// * `state` - Mutable SIMD state from the underlying linear-regression calculation.
/// * `prev_value` - Oldest price being dropped from the regression window.
/// * `value` - Current prices for this bar.
/// * `period` - Look-back period as a SIMD vector (same value in each lane for assets mode).
///
/// # Returns
///
/// A tuple `(tsf, linreg, slope, intercept)` for all `N` lanes.
#[inline(always)]
pub fn calc_simd<const N: usize>(
    state: &mut SimdState<N>,
    prev_value: Simd<f64, N>,
    value: Simd<f64, N>,
    period: Simd<f64, N>,
) -> (Simd<f64, N>, Simd<f64, N>, Simd<f64, N>, Simd<f64, N>) {
    let (linreg, slope, intercept);
    (linreg, slope, intercept) = linreg_calc_simd(state, prev_value, value, period);
    //let tsf = intercept + slope * (period + F64Constants::ONE);
    let tsf = slope.mul_add(period + F64Constants::ONE, intercept);
    (tsf, linreg, slope, intercept)
}