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//use crate::common::validate_inputs;
use crate::common::validate_options;
use crate::common_simd::assets::validate_inputs;
use crate::indicators::aroonosc::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::aroonosc_simd::{assets::Calc, SimdState};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
/// SIMD driver that advances the Aroon Oscillator (AROONOSC) across `N` asset lanes per
/// scheduling epoch.
struct AroonoscDriver {
/// The look-back period used to find the highest high and lowest low.
period: usize,
/// Pre-computed `100.0 / period` scaling factor.
multiplier: f64,
/// Optional output flags: `(has_optional, want_aroon_down, want_aroon_up)`.
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State> for AroonoscDriver {
/// Processes one epoch of bars for `N` assets simultaneously using SIMD.
///
/// Reads from `inputs[asset][field]` (high, low), writes to `outputs[asset][output]`,
/// and updates `states[asset]` in place.
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<&()>>,
) {
let len = inputs[0][0].len();
let (want_optional, want_aroon_down, want_aroon_up) = self.want_optional_outputs;
//collect outputs
let (aroonosc_ptr, aroon_down_ptr, aroon_up_ptr) =
crate::extract_output_ptrs!(outputs, N, aroonosc_ptr, aroon_down_ptr, aroon_up_ptr);
let (high_ptrs, low_ptrs) = crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs);
let mut state = SimdState::new(&mut states);
let multiplier = Simd::splat(self.multiplier);
//let current: Vec<Simd<f64, N>> = crate::create_simd_vec_from_inputs!(real_ptrs, N, len);
match self.period {
1..=14 => {
for (j, i) in (self.period..len).enumerate() {
let (aroonosc, aroon_down, aroon_up) = unsafe {
state.calc_unchecked_simd::<1>(
high_ptrs,
low_ptrs,
i,
self.period,
multiplier,
)
};
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, j,
aroonosc_ptr => aroonosc
);
if want_optional {
crate::store_simd_optional_outputs!(j, N,
want_aroon_down, aroon_down_ptr => aroon_down,
want_aroon_up, aroon_up_ptr => aroon_up
);
}
}
}
_ => {
for (j, i) in (self.period..len).enumerate() {
let (aroonosc, aroon_down, aroon_up) = unsafe {
state.calc_unchecked_simd::<8>(
high_ptrs,
low_ptrs,
i,
self.period,
multiplier,
)
};
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, j,
aroonosc_ptr => aroonosc
);
if want_optional {
crate::store_simd_optional_outputs!(j, N,
want_aroon_down, aroon_down_ptr => aroon_down,
want_aroon_up, aroon_up_ptr => aroon_up
);
}
}
}
}
// Update states efficiently
state.write_states(&mut states);
}
}
/// Calculates the Aroon Oscillator (AROONOSC) for `N` assets simultaneously using SIMD
/// parallelism.
///
/// The Aroon Oscillator is the difference between Aroon Up and Aroon Down, ranging from
/// -100 to 100. All assets share the same `options`. Uses the [`PrimeMover`] scheduler to
/// batch assets into SIMD-width groups.
///
/// # Arguments
/// * `inputs` - An array of `N` asset input sets; `inputs[i]` is `[&[f64]; INPUTS_WIDTH]`
/// containing `[high, low]` for asset `i`.
/// * `options` - Shared options applied to all `N` assets: `[period]`.
/// * `optional_outputs` - Optional output flags: `[want_aroon_down, want_aroon_up]`.
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i]` contains `[aroonosc, aroon_down?, aroon_up?]`
/// for asset `i` and `states[i]` is the final [`IndicatorState`] for asset `i`.
/// Returns `Err(IndicatorError)` if any input is too short or options are invalid.
pub fn indicator_by_assets<const N: usize>(
inputs: &[&[&[f64]; INPUTS_WIDTH]; N], //stock[ fields [ field [f64] ] ]
options: &[f64; OPTIONS_WIDTH],
optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<Vec<f64>>>, Vec<IndicatorState>), IndicatorError> {
validate_inputs::<INPUTS_WIDTH>(inputs, min_data(options))?;
validate_options(options)?;
let period = options[0] as usize;
let multiplier = multiplier(period);
let mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = (false, false, false);
for i in 0..N {
let asset_inputs = vec![
inputs[i][0], // high
inputs[i][1], // low
];
let (aroonosc_line, (aroon_down_line, aroon_up_line)) = {
let capacity = output_length(inputs[i][0].len(), options);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false, false],
aroon_up_line: capacity,
aroon_down_line: capacity
),
)
};
let state = State::init_state(inputs[i][0], inputs[i][1], period);
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(aroon_down_line, aroon_up_line);
}
let mut output_buffer = vec![aroonosc_line, aroon_down_line, aroon_up_line];
let mut asset_outputs = Vec::with_capacity(output_buffer.len());
for j in 0..output_buffer.len() {
unsafe {
//let slice_len = output_buffer.len() - starts[j];
// Get a mutable reference to the output buffer for this asset
let output_buffer = &mut output_buffer[j];
asset_outputs.push(std::slice::from_raw_parts_mut(
output_buffer.as_mut_ptr(), //slice from
output_buffer.len(), // slice to
));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
period,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = AroonoscDriver {
period,
multiplier,
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (i, state) in states_vec.into_iter().enumerate() {
states.push(IndicatorState::new(
inputs[i][0],
inputs[i][1],
state,
period,
multiplier,
));
}
Ok((output_buffers, states))
}