use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::fisher::{
min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::fisher_simd::options::SimdState;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
struct FisherDriver;
impl Driver<State, usize> for FisherDriver {
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>>,
) {
let len = outputs[0][0].len();
let look_back = {
let mut look_back = [0usize; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&lookback) = option {
look_back[lane] = lookback;
}
}
Simd::from_array(look_back)
};
let mut state = SimdState::<N>::new(&mut states);
let (fisher_line_ptr, signal_line_ptr) =
crate::extract_output_ptrs!(outputs, N, fisher_line_ptr, signal_line_ptr);
let (high_ptrs, low_ptrs) = crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs);
for i in 0..len {
let (high, low) = crate::extract_simd_inputs_at_index_splat!(i, N,
high @ high_ptrs,
low @ low_ptrs
);
let (fisher, signal) = unsafe { state.calc_simd_unchecked(high, low, look_back) };
crate::write_simd_at_indices!(N, i,
fisher_line_ptr => fisher,
signal_line_ptr => signal
);
}
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 mut road_train = PrimeMover::<N, State, usize>::new();
let mut output_buffers = Vec::with_capacity(N);
let periods: [usize; N] = std::array::from_fn(|i| options[i][0] as usize);
for i in 0..N {
let period = periods[i];
let asset_inputs = vec![
inputs[0], inputs[1], ];
let (mut fisher_line, mut signal_line) = {
let len = inputs[0].len();
let capacity = output_length(len, options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::uninit_vec!(f64, capacity),
)
};
let state = State::init_state(
inputs[0], inputs[1], period,
&mut fisher_line,
&mut signal_line,
);
let mut output_buffer = vec![fisher_line, signal_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(1), output_buffer.len(), ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
0,
state,
Some(&periods[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = FisherDriver;
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (state, option) in states_vec.into_iter().zip(options.iter()) {
states.push(IndicatorState::new(state, option[0] as usize));
}
Ok((output_buffers, states))
}