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#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::by_asset::adxr::indicator_by_assets;
#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::by_option::adxr::indicator_by_options;
mod imports {
pub(crate) use crate::indicators::adxr::State;
pub(crate) use crate::indicators::simd_indicators::{
adx_simd::{calc_simd as adx_calc_simd, SimdState as AdxSimdState},
simd_types::F64Constants,
};
pub(crate) use std::simd::{Select, Simd};
}
pub mod assets {
use super::imports::*;
use crate::ring_buffer::single_buffer::generic_buffer::{
RingBuffer, SimdBuffer, SimdRingBuffer,
};
/// SIMD-parallel state for computing the Average Directional Movement Rating (ADXR) across
/// `N` assets simultaneously. Each field is a SIMD vector where lane `i` corresponds to
/// asset `i`.
pub struct SimdState<const N: usize> {
/// Embedded ADX SIMD state for all `N` asset lanes.
pub adx_state: AdxSimdState<N>,
/// Ring buffer that retains past ADX values used to compute the ADXR average.
pub buffer: SimdBuffer<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 adx_refs = Vec::with_capacity(N);
let mut buffer_refs = Vec::with_capacity(N);
for state in states.iter_mut() {
adx_refs.push(&mut state.adx_state);
buffer_refs.push(&state.buffer)
}
let adx_state = AdxSimdState::new(&mut adx_refs);
let buffer = SimdBuffer::from_f64_buffers(buffer_refs);
Self { adx_state, buffer }
}
/// Writes the SIMD state back into `N` existing mutable scalar [`State`] references in
/// place, avoiding allocation compared to a `to_states` conversion.
pub fn write_states(&self, states: &mut [&mut State]) {
// First, handle the buffer updates
let buffers = self.buffer.to_f64_buffers();
for (i, buffer) in buffers.into_iter().enumerate() {
states[i].buffer = buffer;
}
// Now collect ADX references using iter_mut() instead of indexing
let mut adx_refs = Vec::with_capacity(N);
for state in states.iter_mut() {
adx_refs.push(&mut state.adx_state);
}
// Finally, update the ADX states
self.adx_state.write_states(&mut adx_refs);
}
}
/// Advances the ADXR by one bar for `N` assets simultaneously (checked variant).
///
/// ADXR = `0.5 * (current_ADX + ADX_period_bars_ago)`. Returns zero for all lanes until
/// enough bars have been processed to fill the internal ring buffer.
///
/// # Returns
///
/// A tuple `(adxr, adx, dx, atr, tr)` of SIMD vectors for all `N` lanes.
#[inline(always)]
pub fn calc_simd<const N: usize>(
state: &mut SimdState<N>,
high: Simd<f64, N>,
low: Simd<f64, N>,
close: Simd<f64, N>,
multiplier: Simd<f64, N>,
) -> (
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
) {
let (adx, dx, atr, tr) = adx_calc_simd(&mut state.adx_state, high, low, close, multiplier);
let prev_adx = state.buffer.push_with_info(adx);
let mut adxr = F64Constants::ZERO;
if let Some(pa) = prev_adx {
adxr = F64Constants::HALF * (adx + pa);
}
(adxr, adx, dx, atr, tr)
}
/// Advances the ADXR by one bar for `N` assets simultaneously (unchecked variant).
///
/// # Safety
///
/// The caller must guarantee the ring buffer already contains enough historical ADX values
/// (i.e. the warm-up period has fully elapsed) before calling this function.
#[inline(always)]
pub unsafe fn calc_unchecked_simd<const N: usize>(
state: &mut SimdState<N>,
high: Simd<f64, N>,
low: Simd<f64, N>,
close: Simd<f64, N>,
multiplier: Simd<f64, N>,
) -> (
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
) {
let (adx, dx, atr, tr) = adx_calc_simd(&mut state.adx_state, high, low, close, multiplier);
let adxr = F64Constants::HALF * (adx + state.buffer.push_with_info_unchecked(adx));
(adxr, adx, dx, atr, tr)
}
}
pub mod options {
use super::imports::*;
use crate::ring_buffer::unsync_multi_buffer::multi_buffer::{RingBuffer, UnsyncBuffer};
/// SIMD-parallel state for computing the ADXR across `N` option lanes simultaneously.
/// Uses per-lane ring buffers of potentially different periods stored in an `UnsyncBuffer`.
pub struct SimdState<const N: usize> {
/// Embedded ADX SIMD state for all `N` option lanes.
pub adx_state: AdxSimdState<N>,
/// Per-lane ring buffers with independent periods for each option set.
pub buffer: UnsyncBuffer<N, f64>,
}
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 adx_refs = Vec::with_capacity(N);
let mut buffer_refs = Vec::with_capacity(N);
for state in states.iter_mut() {
adx_refs.push(&mut state.adx_state);
buffer_refs.push(&state.buffer)
}
let adx_state = AdxSimdState::new(&mut adx_refs);
let buffer = UnsyncBuffer::from_buffers(buffer_refs);
Self { adx_state, buffer }
}
/// Writes the SIMD state back into `N` existing mutable scalar [`State`] references in
/// place, avoiding allocation compared to a `to_states` conversion.
pub fn write_states(&self, states: &mut [&mut State]) {
// First, handle the buffer updates
let buffers = self.buffer.to_f64_buffers();
let mut adx_refs = Vec::with_capacity(N);
for (buffer, state) in buffers.into_iter().zip(states.iter_mut()) {
state.buffer = buffer;
adx_refs.push(&mut state.adx_state);
}
// Finally, update the ADX states
self.adx_state.write_states(&mut adx_refs);
}
}
/// Advances the ADXR by one bar for `N` option lanes simultaneously (checked variant).
///
/// Each lane may have a different period; a SIMD mask gates lanes that are not yet warm.
/// ADXR = `0.5 * (current_ADX + ADX_period_bars_ago)`.
///
/// # Returns
///
/// A tuple `(adxr, adx, dx, atr, tr)` of SIMD vectors for all `N` lanes.
#[inline(always)]
pub fn calc_simd<const N: usize>(
state: &mut SimdState<N>,
high: Simd<f64, N>,
low: Simd<f64, N>,
close: Simd<f64, N>,
multiplier: Simd<f64, N>,
) -> (
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
) {
let (adx, dx, atr, tr) = adx_calc_simd(&mut state.adx_state, high, low, close, multiplier);
let (prev_adx, mask) = state.buffer.push_with_info(adx);
let adxr = mask.select(F64Constants::HALF * (adx + prev_adx), F64Constants::ZERO);
(adxr, adx, dx, atr, tr)
}
/// Advances the ADXR by one bar for `N` option lanes simultaneously (unchecked variant).
///
/// # Safety
///
/// The caller must guarantee all per-lane ring buffers are fully warmed up before calling.
#[inline(always)]
pub(crate) unsafe fn calc_unchecked_simd<const N: usize>(
state: &mut SimdState<N>,
high: Simd<f64, N>,
low: Simd<f64, N>,
close: Simd<f64, N>,
multiplier: Simd<f64, N>,
) -> (
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
Simd<f64, N>,
) {
let (adx, dx, atr, tr) = adx_calc_simd(&mut state.adx_state, high, low, close, multiplier);
let adxr = F64Constants::HALF * (adx + state.buffer.push_with_info_unchecked(adx));
(adxr, adx, dx, atr, tr)
}
}