tulip_rs 0.1.8

use crate::indicators::min::{find_min_scalar as find_remainder, State};
#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::by_asset::min::indicator_by_assets;

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

/// SIMD-parallel state for the Rolling Minimum indicator, holding `N` lanes of per-asset state.
pub struct SimdState<const N: usize> {
    pub min: Simd<f64, N>,
    pub trail: Simd<usize, N>,
}
impl<const N: usize> SimdState<N> {
    /// Constructs a `SimdState` by gathering scalar per-asset states into SIMD vectors.
    pub fn new(states: &[&mut State]) -> Self {
        let mut min = [0.0; N];
        let mut trail: [usize; N] = [0; N];

        for i in 0..N {
            min[i] = states[i].min;
            trail[i] = states[i].trail;
        }

        Self {
            min: Simd::from_array(min),
            trail: Simd::from_array(trail),
        }
    }
    /// Converts the SIMD state into an array of `N` scalar [`State`] values.
    pub fn to_states(&self) -> [State; N] {
        let min = self.min.to_array();
        let trail = self.trail.to_array();

        let states: [State; N] = std::array::from_fn(|i| State::new(min[i], trail[i]));

        states
    }
    /// Writes the current SIMD lane values back into the provided scalar per-asset states.
    pub fn write_states(&self, states: &mut [&mut State]) {
        let min = self.min.to_array();
        let trail = self.trail.to_array();

        for i in 0..N {
            states[i].min = min[i];
            states[i].trail = trail[i];
        }
    }
}

pub(crate) use std::{
    f64,
    simd::{
        cmp::{SimdPartialEq, SimdPartialOrd},
        num::SimdFloat,
        Simd,
    },
};
mod import {
    pub(crate) use crate::indicators::simd_indicators::simd_types::UsizeConstants;
    pub(crate) use std::{
        f64,
        simd::{
            cmp::{SimdPartialEq, SimdPartialOrd},
            Select, Simd,
        },
    };
}
pub mod assets {
    //! Per-asset road SIMD helpers for the Rolling Minimum indicator.
    use super::import::*;
    use super::{find_min_scalar, find_min_simd, SimdState};
    /// Trait providing the unchecked per-asset SIMD minimum-window computation.
    pub trait Calc<const N: usize> {
        /// Computes the rolling minimum for `N` asset lanes simultaneously (unsafe, bounds-unchecked).
        ///
        /// Reads the current value at index `i`, updates the trailing minimum and trail counter,
        /// and if the oldest entry has fallen off the window performs a linear rescan.
        ///
        /// # Safety
        /// `real` pointers must each be valid for reads in `[i - look_back, i]`.
        unsafe fn calc_unchecked_simd<const WINDOW_LANES: usize>(
            &mut self,
            real: [*const f64; N],
            i: usize,
            look_back: usize,
        ) -> (Simd<f64, N>, Simd<usize, N>);
        /// Same as [`calc_unchecked_simd`] but accepts the current value directly to avoid a redundant load.
        unsafe fn calc_unchecked_simd_w_current<const WINDOW_LANES: usize>(
            &mut self,
            real: [*const f64; N],
            i: usize,
            look_back: usize,
            current: Simd<f64, N>,
        ) -> (Simd<f64, N>, Simd<usize, N>);
    }
    impl<const N: usize> Calc<N> for SimdState<N> {
        #[inline(always)]
        unsafe fn calc_unchecked_simd<const WINDOW_LANES: usize>(
            &mut self,
            real: [*const f64; N],
            i: usize,
            look_back: usize,
        ) -> (Simd<f64, N>, Simd<usize, N>) {
            let current = crate::extract_simd_inputs_at_index!(i, N, val @ real);

            self.calc_unchecked_simd_w_current::<WINDOW_LANES>(real, i, look_back, current)
        }
        #[inline(always)]
        unsafe fn calc_unchecked_simd_w_current<const WINDOW_LANES: usize>(
            &mut self,
            real: [*const f64; N],
            i: usize,
            look_back: usize,
            current: Simd<f64, N>,
        ) -> (Simd<f64, N>, Simd<usize, N>) {
            let mut trail = self.trail;
            let mut min = self.min;

            let lookback_simd = Simd::splat(look_back);
            let needs_search = lookback_simd.simd_eq(trail);
            let search_mask = needs_search.to_bitmask();

            let current_is_new_min = current.simd_le(min);
            trail = needs_search.select(trail, trail + UsizeConstants::ONE);

            min = current_is_new_min.select(current, min);
            trail = current_is_new_min.select(UsizeConstants::ZERO, trail);

            if search_mask != 0 {
                let start = i - look_back;
                let take = i - start;

                let min_array = min.as_mut_array();
                let trail_array = trail.as_mut_array();
                let current = current.as_array();
                // Const loop - compiler will unroll this automatically
                let mut lane = 0;
                while lane < N {
                    if search_mask & (1 << lane) != 0 {
                        let window = std::slice::from_raw_parts(real[lane].add(start), take);
                        let (min_val, min_idx) = if WINDOW_LANES == 1 {
                            find_min_scalar(window, current[lane])
                        } else {
                            find_min_simd::<WINDOW_LANES>(window, current[lane])
                        };

                        min_array[lane] = min_val;
                        trail_array[lane] = take - min_idx;
                    }
                    lane += 1;
                }
            }

            self.min = min;
            self.trail = trail;
            (min, trail)
        }
    }
}
pub mod options {
    //! Per-option road SIMD helpers for the Rolling Minimum indicator.
    use super::import::*;
    use super::{find_min_scalar, find_min_simd, SimdState};
    /// Trait providing the unchecked per-option SIMD minimum-window computation.
    pub trait Calc<const N: usize> {
        /// Computes the rolling minimum for `N` option lanes simultaneously (unsafe, bounds-unchecked).
        ///
        /// Each lane may have a different look-back period supplied via `look_back: Simd<usize, N>`.
        ///
        /// # Safety
        /// `real` pointers must each be valid for reads within their respective window.
        unsafe fn calc_unchecked_simd(
            &mut self,
            real: [*const f64; N],
            i: Simd<usize, N>,
            look_back: Simd<usize, N>,
        ) -> (Simd<f64, N>, Simd<usize, N>);
        /// Same as [`calc_unchecked_simd`] but accepts the current values to avoid a redundant load.
        unsafe fn calc_unchecked_simd_w_current(
            &mut self,
            real: [*const f64; N],
            i: Simd<usize, N>,
            look_back: Simd<usize, N>,
            current: Simd<f64, N>,
        ) -> (Simd<f64, N>, Simd<usize, N>);
    }
    impl<const N: usize> Calc<N> for SimdState<N> {
        #[inline(always)]
        unsafe fn calc_unchecked_simd(
            &mut self,
            real: [*const f64; N],
            i: Simd<usize, N>,
            look_back: Simd<usize, N>,
        ) -> (Simd<f64, N>, Simd<usize, N>) {
            let current = Simd::splat(*real[0].add(i[0]));

            self.calc_unchecked_simd_w_current(real, i, look_back, current)
        }
        #[inline(always)]
        unsafe fn calc_unchecked_simd_w_current(
            &mut self,
            real: [*const f64; N],
            i: Simd<usize, N>,
            look_back: Simd<usize, N>,
            current: Simd<f64, N>,
        ) -> (Simd<f64, N>, Simd<usize, N>) {
            let mut trail = self.trail;
            let mut min = self.min;

            let needs_search = look_back.simd_eq(trail);
            let search_mask = needs_search.to_bitmask();
            trail = needs_search.select(trail, trail + UsizeConstants::ONE);

            let current_is_new_min = current.simd_le(min);

            min = current_is_new_min.select(current, min);
            trail = current_is_new_min.select(UsizeConstants::ZERO, trail);

            if search_mask != 0 {
                let look_back_array = look_back.as_array();
                let i_array = i.as_array();
                let min_array = min.as_mut_array();
                let trail_array = trail.as_mut_array();
                let current = current.as_array();
                // Const loop - compiler will unroll this automatically
                let mut lane = 0;
                while lane < N {
                    if search_mask & (1 << lane) != 0 {
                        let start = i_array[lane] - look_back_array[lane];
                        let take = i_array[lane] - start;
                        let window = std::slice::from_raw_parts(real[lane].add(start), take);
                        let (min_val, min_idx) = if take < 14 {
                            find_min_scalar(window, current[lane])
                        } else {
                            find_min_simd::<8>(window, current[lane])
                        };

                        min_array[lane] = min_val;
                        trail_array[lane] = take - min_idx;
                    }
                    lane += 1;
                }
            }

            self.min = min;
            self.trail = trail;
            (min, trail)
        }
    }
}

/// Scans `window` scalar-by-scalar to find the minimum value, also considering `current`.
///
/// Returns a tuple `(min_value, index_of_min)` where `index_of_min` is the position
/// within `window` (or `window.len()` if `current` is the minimum).
#[inline(always)]
pub(crate) fn find_min_scalar(window: &[f64], current: f64) -> (f64, usize) {
    let end = window.len();
    let mut min_val = current;
    let mut min_idx = end;
    let mut i = end;

    while i > 0 {
        i -= 1;
        let val = unsafe { *window.get_unchecked(i) };
        if val < min_val {
            min_val = val;
            min_idx = i;
        }
    }

    (min_val, min_idx)
}

/// Scans `window` using SIMD chunks of width `N` to find the minimum value, also considering `current`.
///
/// Returns a tuple `(min_value, index_of_min)` where `index_of_min` is the position
/// within `window` (or `window.len()` if `current` is the minimum).
pub(crate) fn find_min_simd<const N: usize>(window: &[f64], current: f64) -> (f64, usize) {
    let mut global_min = unsafe { *window.get_unchecked(0) };
    //let mut global_min = unsafe { *window.get_unchecked(0) };
    let mut min_idx = 0; // Index for current
    let search_window = unsafe { window.get_unchecked(1..) };
    // Process chunks with SIMD
    for (chunk_idx, chunk) in search_window.chunks_exact(N).enumerate() {
        let values = Simd::<f64, N>::from_slice(chunk);

        let mask = values.simd_le(Simd::splat(global_min));

        if mask.any() {
            global_min = values.reduce_min();
            // Create equality mask for the new minimum
            let eq_mask = values.simd_eq(Simd::splat(global_min));

            let mut i = N;
            while i > 0 {
                i -= 1;
                if unsafe { eq_mask.test_unchecked(i) } {
                    break;
                }
            }

            min_idx = chunk_idx * N + i + 1;
        }
    }

    // Handle remainder elements
    let processed_len = (search_window.len() / N) * N;
    let remainder = unsafe { search_window.get_unchecked(processed_len..) };
    if !remainder.is_empty() {
        let (rem_min, rem_idx) = find_remainder(remainder);
        if rem_min <= global_min {
            global_min = rem_min;
            min_idx = processed_len + 1 + rem_idx; // +1 for search_window offset
        }
    }
    if global_min < current {
        return (global_min, min_idx);
    }
    (current, window.len())
}