tulip_rs 0.1.9

use crate::common::{validate_inputs, validate_options};
pub use crate::indicator_types::TIndicatorState;
use crate::indicators::typprice::calc as calc_typprice;
use crate::ring_buffer::multi_buffer::multi_buffer::{MultiBuffer as Buffer, RingBuffer};
use crate::types::{DisplayType, IndicatorError, IndicatorType, Info};
use serde::{Deserialize, Serialize};
/// Number of input price series required by this indicator.
pub const INPUTS_WIDTH: usize = 4;

/// Number of option parameters required by this indicator.
pub const OPTIONS_WIDTH: usize = 1;

/// SIMD-parallel variant that processes `N` assets with identical options simultaneously.
/// Requires the `simd_assets` Cargo feature. See [`by_assets`] for the module form.
#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::mfi_simd::indicator_by_assets;

/// SIMD-parallel variant that processes a single asset with `N` different option
/// sets simultaneously. Requires the `simd_options` Cargo feature. See [`by_options`].
#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::mfi_simd::indicator_by_options;

/// Convenience module that re-exports [`indicator_by_assets`] as `indicator`,
/// allowing SIMD multi-asset computation to be used as a drop-in replacement
/// for the standard single-asset [`indicator`] function.
/// Requires the `simd_assets` Cargo feature.
#[cfg(feature = "simd_assets")]
pub mod by_assets {
    /// Processes `N` assets in parallel with shared options.
    /// See the parent module's [`super::indicator_by_assets`] for full documentation.
    pub use crate::indicators::simd_indicators::mfi_simd::indicator_by_assets as indicator;
}

/// Convenience module that re-exports [`indicator_by_options`] as `indicator`,
/// allowing SIMD multi-option computation to be used as a drop-in replacement
/// for the standard single-asset [`indicator`] function.
/// Requires the `simd_options` Cargo feature.
#[cfg(feature = "simd_options")]
pub mod by_options {
    /// Processes a single asset with `N` different option sets in parallel.
    /// See the parent module's [`super::indicator_by_options`] for full documentation.
    pub use crate::indicators::simd_indicators::mfi_simd::indicator_by_options as indicator;
}

/// Returns information about the Money Flow Index (MFI) indicator.
///
/// # Returns
///
/// An `Info` struct containing metadata about the MFI indicator.
pub fn info() -> Info<'static> {
    Info {
        name: "mfi",
        display_type: DisplayType::Indicator,
        indicator_type: IndicatorType::Volume,
        full_name: "Money Flow Index",
        inputs: &["high", "low", "close", "volume"],
        options: &["period"],
        outputs: &["mfi"],
        optional_outputs: &["typprice"],
    }
}
/*#[derive(Serialize, Deserialize)]
pub struct IndicatorState {
    state: State,
}*/
impl TIndicatorState<4> for IndicatorState {
    fn batch_indicator(
        &mut self,
        inputs: &[&[f64]; INPUTS_WIDTH],
        optional_outputs: Option<&[bool]>,
    ) -> Result<Vec<Vec<f64>>, IndicatorError> {
        validate_inputs(inputs, 1)?;

        let (mut mfi_line, mut typprice_line) = {
            let capacity = inputs[0].len();
            (
                crate::uninit_vec!(f64, capacity),
                crate::init_optional_outputs_eff!(
                    optional_outputs, &[false],
                    typprice_line: capacity
                ),
            )
        };

        cycle_mfi(
            (inputs[0], inputs[1], inputs[2], inputs[3]),
            self,
            &mut mfi_line,
            &mut typprice_line,
        );

        Ok(vec![mfi_line, typprice_line])
    }
}
#[derive(Serialize, Deserialize)]
pub struct IndicatorState {
    pub buffer: Buffer<2>,
    pub typprice: f64,
    pub pos_sum: f64,
    pub neg_sum: f64,
}
impl IndicatorState {
    pub fn new(buffer: Buffer<2>, typprice: f64, pos_sum: f64, neg_sum: f64) -> Self {
        Self {
            buffer,
            typprice,
            pos_sum,
            neg_sum,
        }
    }

    pub fn init_state(
        inputs: (&[f64], &[f64], &[f64], &[f64]),
        period: usize,
        typprice_line: &mut [f64],
    ) -> Self {
        let (high, low, close, volume) = inputs;
        let mut state = Self {
            typprice: calc_typprice(&high[0], &low[0], &close[0]),
            pos_sum: 0.0,
            neg_sum: 0.0,
            buffer: Buffer::new(period),
        };

        for i in 0..period {
            state.calc(&high[i], &low[i], &close[i], &volume[i]);
            crate::init_store_optional_outputs!(i, high.len(),
                typprice_line => state.typprice
            );
        }
        state
    }
    /// Calculates the Money Flow Index (MFI) for the current data point.
    ///
    /// # Arguments
    ///
    /// * `high` - The current high price.
    /// * `low` - The current low price.
    /// * `close` - The current close price.
    /// * `volume` - The current volume.
    ///
    /// # Returns
    ///
    /// The calculated MFI value as a percentage in the range `[0, 100]`.
    #[inline(always)]
    pub fn calc(&mut self, high: &f64, low: &f64, close: &f64, volume: &f64) -> f64 {
        let prev_typprice = self.typprice;
        self.typprice = calc_typprice(high, low, close);

        let price_change = self.typprice - prev_typprice;

        let (pos_flow, neg_flow) = if price_change > 0.0 {
            (self.typprice * volume, 0.0)
        } else if price_change < 0.0 {
            (0.0, self.typprice * volume)
        } else {
            (0.0, 0.0)
        };

        if let Some([pos_flow_old, neg_flow_old]) = self.buffer.push_with_info([pos_flow, neg_flow])
        {
            self.pos_sum += pos_flow - pos_flow_old;
            self.neg_sum += neg_flow - neg_flow_old;
        } else {
            self.pos_sum += pos_flow;
            self.neg_sum += neg_flow
        }

        self.pos_sum / (self.pos_sum + self.neg_sum).max(f64::EPSILON) * 100.0
    }
    #[inline(always)]
    pub unsafe fn calc_unchecked(
        &mut self,
        high: &f64,
        low: &f64,
        close: &f64,
        volume: &f64,
    ) -> f64 {
        let prev_typprice = self.typprice;
        self.typprice = calc_typprice(high, low, close);

        let price_change = self.typprice - prev_typprice;
        let money_flow = self.typprice * volume;

        let (pos_flow, neg_flow) = if price_change > 0.0 {
            (money_flow, 0.0)
        } else if price_change < 0.0 {
            (0.0, money_flow)
        } else {
            (0.0, 0.0)
        };

        let [pos_flow_old, neg_flow_old] =
            self.buffer.push_with_info_unchecked([pos_flow, neg_flow]);
        self.pos_sum += pos_flow - pos_flow_old;
        self.neg_sum += neg_flow - neg_flow_old;

        self.pos_sum / (self.pos_sum + self.neg_sum).max(f64::EPSILON) * 100.0
    }
}
/// Returns the minimum number of input bars required to produce accurate results.
///
/// For this indicator accuracy does not depend on decimal precision, so
/// this always returns the same value as [`min_data`].
///
/// # Arguments
///
/// * `options` - A slice containing the indicator options.
/// * `_decimals` - Unused. Accuracy is independent of decimal precision for this indicator.
///
/// # Returns
///
/// The minimum number of input bars required, identical to [`min_data`].
pub fn min_data_accuracy(options: &[f64], _decimals: usize) -> usize {
    min_data(options)
}
/// Returns the minimum amount of data required for the MFI indicator.
///
/// # Arguments
///
/// * `options` - A slice containing the options for the MFI calculation.
///
/// # Returns
///
/// The minimum amount of data required.
pub fn min_data(options: &[f64]) -> usize {
    options[0] as usize + 1
}

/// Calculates the output length for the MFI indicator.
///
/// # Arguments
///
/// * `data_len` - The length of the input data.
/// * `options` - A slice containing the options for the MFI calculation.
///
/// # Returns
///
/// The output length.
pub fn output_length(data_len: usize, options: &[f64]) -> usize {
    data_len - min_data(options) + 1
}

/// Calculates the Money Flow Index (MFI) indicator over the full input dataset.
///
/// # Inputs
///
/// * `inputs[0]` — high prices
/// * `inputs[1]` — low prices
/// * `inputs[2]` — close prices
/// * `inputs[3]` — volume
///
/// # Options
///
/// * `options[0]` — period
///
/// # Arguments
///
/// * `inputs` - Array of input price slices (see Inputs above).
/// * `options` - Array of indicator options (see Options above).
/// * `optional_outputs` - Pass `Some(&[true])` to enable the optional output
///   (`typprice`); `None` disables all optional outputs.
///
/// # Returns
///
/// `Ok((outputs, state))` where:
/// - `outputs[0]` — `mfi`
/// - `outputs[1]` — `typprice` (empty if not requested)
///
/// `state` can be passed to `IndicatorState::batch_indicator` for streaming.
/// Returns `Err(IndicatorError)` if inputs are too short or options are invalid.

pub fn indicator(
    inputs: &[&[f64]; INPUTS_WIDTH],
    options: &[f64; OPTIONS_WIDTH],
    optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<f64>>, IndicatorState), IndicatorError> {
    validate_options(options)?;
    let period = options[0] as usize;

    validate_inputs(inputs, min_data(options))?;
    let (mut mfi_line, mut typprice_line) = {
        let len = inputs[0].len();
        let capacity = output_length(len, options);
        (
            crate::uninit_vec!(f64, capacity),
            crate::init_optional_outputs_eff!(
                optional_outputs, &[false],
                typprice_line: len
            ),
        )
    };
    let offset = crate::slice_outputs_start!(mfi_line.len(), typprice_line);
    let mut state = IndicatorState::init_state(
        (inputs[0], inputs[1], inputs[2], inputs[3]),
        period,
        &mut typprice_line,
    );
    // Perform the main MFI calculation
    cycle_mfi(
        (
            &inputs[0][period..],
            &inputs[1][period..],
            &inputs[2][period..],
            &inputs[3][period..],
        ),
        &mut state,
        &mut mfi_line,
        &mut typprice_line[offset..],
    );

    Ok((vec![mfi_line, typprice_line], state))
}

/// Performs the main calculation loop for the MFI indicator.
///
/// # Arguments
///
/// * `inputs` - A tuple of slices for high, low, close, and volume data.
/// * `state` - A mutable reference to the current `IndicatorState`.
/// * `mfi_line` - A mutable slice for storing the MFI output values.
/// * `typprice_line` - A mutable slice for storing optional typical price output values.
fn cycle_mfi(
    inputs: (&[f64], &[f64], &[f64], &[f64]),
    state: &mut IndicatorState,
    mfi_line: &mut [f64],
    typprice_line: &mut [f64],
) {
    let (high, low, close, volume) = inputs;
    let (_, want_typprice) = crate::calc_want_flags!(typprice_line);

    for i in 0..high.len() {
        unsafe {
            *mfi_line.get_unchecked_mut(i) = state.calc_unchecked(
                high.get_unchecked(i),
                low.get_unchecked(i),
                close.get_unchecked(i),
                volume.get_unchecked(i),
            );
        }
        crate::store_optional_outputs!(i,
            want_typprice, typprice_line => state.typprice
        );
    }
}