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//use crate::common::validate_inputs;
use crate::common::validate_options;
use crate::common_simd::assets::validate_inputs;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
use crate::indicators::simd_indicators::cci_simd::asset::SimdState;
use crate::indicators::{
cci::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
},
md::output_length as md_output_length,
};
/// SIMD driver that advances the Commodity Channel Index (CCI) across `N` asset lanes per
/// scheduling epoch.
struct CciDriver {
/// Pre-computed `1.0 / (0.015 * period)` CCI scaling factor.
multiplier: f64,
/// Optional output flags: `(has_optional, want_sma, want_md, want_typprice)`.
want_optional_outputs: (bool, bool, bool, bool),
}
impl Driver<State> for CciDriver {
/// Processes one epoch of bars for `N` assets simultaneously using SIMD.
///
/// Reads from `inputs[asset][field]` (high, low, close), 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 mut state = SimdState::<N>::new(&mut states);
let len = inputs[0][0].len();
let multiplier = Simd::splat(self.multiplier);
let (has_optional, want_sma, want_md, want_typprice) = self.want_optional_outputs;
//collect outputs
let (cci_line_ptr, sma_line_ptr, md_line_ptr, typprice_line_ptr) = crate::extract_output_ptrs!(
outputs,
N,
cci_line_ptr,
sma_line_ptr,
md_line_ptr,
typprice_line_ptr
);
let (high_ptrs, low_ptrs, close_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs);
// Optimization 3: Simplified main loop with pre-computed offsets
for i in 0..len {
// Get inputs arrays for stocks
let (high, low, close) = crate::extract_simd_inputs_at_index!(
i,
N,
high @ high_ptrs,
low @ low_ptrs,
close @ close_ptrs
);
let (cci, sma, md, typprice) =
unsafe { state.calc_unchecked_simd(high, low, close, multiplier) };
//unsafe { calc_simd(&mut state, high, low, close, multiplier) };
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, i,
cci_line_ptr => cci
);
if has_optional {
crate::store_simd_optional_outputs!(i, N,
want_sma, sma_line_ptr => sma,
want_md, md_line_ptr => md,
want_typprice, typprice_line_ptr => typprice
);
}
}
// Update states efficiently
state.write_states(&mut states);
}
}
/// Calculates the Commodity Channel Index (CCI) for `N` assets simultaneously using SIMD
/// parallelism.
///
/// CCI measures the deviation of the typical price from its simple moving average, normalised
/// by the mean deviation. 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, close]` for asset `i`.
/// * `options` - Shared options applied to all `N` assets: `[period]`.
/// * `optional_outputs` - Optional output flags: `[want_sma, want_md, want_typprice]`.
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i]` contains `[cci, sma?, md?, typprice?]`
/// 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, false);
for i in 0..N {
let asset_inputs = vec![
inputs[i][0], // high
inputs[i][1], // low
inputs[i][2], // close
];
let (cci_line, mut typprice_line, mut sma_line, mut md_line);
{
let len = inputs[i][0].len();
let capacity = output_length(len, options);
let md_capacity = md_output_length(len, options);
cci_line = crate::uninit_vec!(f64, capacity);
(sma_line, md_line, typprice_line) = crate::init_optional_outputs_eff!(
optional_outputs, &[false, false, false],
sma_line: md_capacity,
md_line: md_capacity,
typprice_line: len
);
};
let state = State::init_state(
inputs[i][0], // high
inputs[i][1], // low
inputs[i][2], // close
period,
(&mut sma_line, &mut md_line, &mut typprice_line),
);
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(sma_line, md_line, typprice_line);
}
let mut starts = [0; 4];
(starts[1], starts[2], starts[3]) =
crate::slice_outputs_start!(cci_line.len(), sma_line, md_line, typprice_line);
let mut output_buffer = vec![cci_line, sma_line, md_line, typprice_line];
//let adosc_len = output_buffer[0].len();
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().add(starts[j]), //slice from
output_buffer.len() - starts[j], // slice to
));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period * 2 - 2,
0,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = CciDriver {
multiplier,
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for state in states_vec.into_iter() {
states.push(IndicatorState::new(state, multiplier, period));
}
Ok((output_buffers, states))
}