tulip_rs 0.1.15

//use crate::common::validate_inputs;
use crate::common::validate_options;
use crate::common_simd::assets::validate_inputs;
use crate::indicators::fosc::{
    min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
pub use crate::indicators::simd_indicators::fosc_simd::{calc_simd, SimdState};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::tsf::output_length as tsf_output_length;
use crate::types::IndicatorError;
use std::simd::Simd;

/// SIMD driver that advances the Forecast Oscillator (FOSC) across `N` asset lanes
/// per scheduling epoch.
struct FoscDriver {
    want_optional_outputs: (bool, bool, bool, bool, bool),
    period: usize,
}

impl Driver<State> for FoscDriver {
    /// Processes one epoch of bars for `N` assets simultaneously using SIMD.
    ///
    /// Reads from `inputs[asset][0]` (real), writes the FOSC to `outputs[asset][0]`,
    /// optional TSF to `outputs[asset][1]`, optional LINREG to `outputs[asset][2]`,
    /// optional slope to `outputs[asset][3]`, optional intercept to `outputs[asset][4]`,
    /// 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(&states);
        let len = inputs[0][0].len();
        let simd_period = Simd::splat(self.period as f64);
        let (has_optional, want_tsf, want_linreg, want_slope, want_intercept) =
            self.want_optional_outputs;
        // Optimization 1: Direct array construction instead of collect+try_into
        //collect outputs
        let (fosc_line_ptr, tsf_line_ptr, linreg_line_ptr, slope_line_ptr, intercept_line_ptr) = crate::extract_output_ptrs!(
            outputs,
            N,
            fosc_line_ptr,
            tsf_line_ptr,
            linreg_line_ptr,
            slope_line_ptr,
            intercept_line_ptr
        );

        // Optimization 2: Pre-compute all input and output pointers
        let real_ptrs = crate::extract_input_ptrs!(inputs, N, real_ptrs);

        // Optimization 3: Simplified main loop with pre-computed offsets
        for (j, i) in (self.period..len).enumerate() {
            // Get inputs arrays for stocks
            let (real, prev_real) = crate::extract_simd_at_indices!(N, real_ptrs,
                real @ i,
                prev_real @ j + 1
            );
            let (fosc, tsf, linreg, slope, intercept) =
                calc_simd(&mut state, prev_real, real, simd_period);

            crate::write_simd_at_indices!(N, j,
                fosc_line_ptr => fosc
            );

            if has_optional {
                crate::store_simd_optional_outputs!(j, N,
                    want_tsf, tsf_line_ptr => tsf,
                    want_linreg, linreg_line_ptr => linreg,
                    want_slope, slope_line_ptr => slope,
                    want_intercept, intercept_line_ptr => intercept
                );
            }
        }

        // Update states efficiently
        state.write_states(&mut states);
    }
}

/// Calculates the Forecast Oscillator (FOSC) for `N` assets simultaneously using SIMD
/// parallelism.
///
/// 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 `[real]` for asset `i`.
/// * `options` - Shared options slice; `options[0]` is the period.
/// * `optional_outputs` - Optional slice selecting extra outputs: index `0` = `tsf`,
///   `1` = `linreg`, `2` = `linregslope`, `3` = `linregintercept`.
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i][0]` is the FOSC line for asset `i`,
/// optional outputs at indices `1`-`4`, and `states[i]` is the final [`IndicatorState`]
/// for asset `i`.
/// Returns `Err(IndicatorError)` if any input slice 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 mut road_train = PrimeMover::<N, State>::new();
    let mut want_optional_outputs = (false, false, false, false, false);
    let mut output_buffers = Vec::with_capacity(N);
    for i in 0..N {
        let asset_inputs = vec![
            inputs[i][0], // real
        ];

        let capacity = output_length(inputs[i][0].len(), options);
        let fosc_line = crate::uninit_vec!(f64, capacity);
        let (mut tsf_line, mut linreg_line, mut slope_line, mut intercept_line) = {
            let tsf_capacity = tsf_output_length(inputs[i][0].len(), options);

            crate::init_optional_outputs_eff!(
                optional_outputs, &[false, false, false, false],
                tsf_line: tsf_capacity,
                linreg_line: tsf_capacity,
                slope_line: tsf_capacity,
                intercept_line: tsf_capacity
            )
        };

        let state = State::init_state(
            &inputs[i][0],
            period,
            (
                &mut tsf_line,
                &mut linreg_line,
                &mut slope_line,
                &mut intercept_line,
            ),
        );

        if i == 0 {
            want_optional_outputs =
                crate::calc_want_flags!(tsf_line, linreg_line, slope_line, intercept_line);
        }

        let mut starts = [0; 5];
        (starts[1], starts[2], starts[3], starts[4]) = crate::slice_outputs_start!(
            capacity,
            tsf_line,
            linreg_line,
            slope_line,
            intercept_line
        );

        let mut output_buffer = vec![fosc_line, tsf_line, linreg_line, slope_line, intercept_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().add(starts[j]), //slice from
                    output_buffer.len() - starts[j],           // slice to
                ));
            }
        }

        road_train.add_asset(Asset::new(
            asset_inputs,
            asset_outputs,
            i,
            period + 1,
            period,
            state,
            None,
        ));
        output_buffers.push(output_buffer);
    }

    let mut driver = FoscDriver {
        period,
        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(
            state,
            unsafe { inputs.get_unchecked(i).get_unchecked(0) },
            period,
        ));
    }
    Ok((output_buffers, states))
}