use crate::indicators::kama::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::kama_simd::{calc_simd, SimdState};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use crate::{common::validate_options, common_simd::assets::validate_inputs};
use std::simd::Simd;
struct KamaDriver {
multipliers: (f64, f64),
period: usize,
want_optional_outputs: bool,
}
impl Driver<State> for KamaDriver {
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 mut simd_state = SimdState::new(&states);
let multipliers_simd = (
Simd::splat(self.multipliers.0),
Simd::splat(self.multipliers.1),
);
let input_ptrs = crate::extract_input_ptrs!(inputs, N, input_ptrs);
let (kama_line_ptr, ef_line_ptr) =
crate::extract_output_ptrs!(outputs, N, kama_line_ptr, ef_line_ptr);
let (mut prev, mut old) = crate::extract_simd_at_indices!(N, input_ptrs,
prev_value @ self.period,
old_value @ 0
);
for (j, i) in (self.period + 1..len).enumerate() {
let (value, last) = crate::extract_simd_at_indices!(N, input_ptrs,
value @ i,
last_value @ j+1
);
let (kama, ef) = calc_simd(&mut simd_state, (value, prev, last, old), multipliers_simd);
old = last;
prev = value;
crate::write_simd_at_indices!(N, j,
kama_line_ptr => kama
);
crate::store_simd_optional_outputs!(j, N,
self.want_optional_outputs, ef_line_ptr => ef
);
}
simd_state.write_states(&mut states);
}
}
pub fn indicator_by_assets<const N: usize>(
inputs: &[&[&[f64]; INPUTS_WIDTH]; N], 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 output_buffers = Vec::with_capacity(N);
let mut road_train = PrimeMover::<N, State>::new();
let mut want_optional_outputs = false;
for i in 0..N {
let (mut kama_line, mut ef_line) = {
let capacity = output_length(inputs[i][0].len(), options);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs!(
optional_outputs, &[false],
ef_line: capacity
),
)
};
let state = State::init_state(inputs[i][0], period, &mut kama_line, &mut ef_line);
let asset_inputs = vec![inputs[i][0]];
if i == 0 {
(_, want_optional_outputs) = crate::calc_want_flags!(ef_line);
}
let mut starts = [1; 2];
starts[1] = if !want_optional_outputs { 0 } else { starts[1] };
let mut output_buffer = vec![kama_line, ef_line];
let mut asset_outputs = Vec::with_capacity(output_buffer.len());
for j in 0..output_buffer.len() {
unsafe {
let output_buffer = &mut output_buffer[j];
asset_outputs.push(std::slice::from_raw_parts_mut(
output_buffer.as_mut_ptr().add(starts[j]), output_buffer.len() - starts[j], ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period + 1,
period + 1,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = KamaDriver {
period,
multipliers: multiplier(),
want_optional_outputs,
};
let final_states = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (i, state) in final_states.into_iter().enumerate() {
states.push(IndicatorState::new(
inputs[i][0],
period,
driver.multipliers,
state,
));
}
Ok((output_buffers, states))
}