tulip_rs 0.1.8

High-performance technical analysis library — 100+ indicators and 60+ candlestick patterns with SIMD acceleration
Documentation
#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::by_asset::tr::indicator_by_assets;
use std::simd::{num::SimdFloat, Simd};

/// Computes the True Range (TR) for `N` asset lanes simultaneously.
///
/// True Range is defined as `max(high - low, |high - prev_close|, |low - prev_close|)`,
/// i.e. the greatest of the three price spans for the bar.
///
/// # Returns
///
/// A SIMD vector of `N` lanes, each holding the True Range for that asset's bar.
#[inline(always)]
pub fn calc_simd<const N: usize>(
    high: Simd<f64, N>,
    low: Simd<f64, N>,
    prev_close: Simd<f64, N>,
) -> Simd<f64, N> {
    let hc = (high - prev_close).abs();
    let lc = (low - prev_close).abs();
    let hl = high - low;

    // True Range is the maximum of these three values
    hl.simd_max(hc).simd_max(lc)
}