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//use crate::common::validate_inputs;
use crate::common_simd::assets::validate_inputs;
use crate::indicators::obv::{
min_data, output_length, IndicatorState as State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
//use crate::indicators::ad::output_length;
use crate::indicators::simd_indicators::obv_simd::SimdState;
/// SIMD driver that advances the On-Balance Volume (OBV) across `N` asset lanes per scheduling epoch.
struct ObvDriver;
impl Driver<State> for ObvDriver {
/// Processes one epoch of bars for `N` assets simultaneously using SIMD.
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();
// Optimization 1: Direct array construction instead of collect+try_into
let mut state = SimdState::new(&states);
// Optimization 2: Pre-compute all input and output pointers
let (close_ptrs, volume_ptrs) =
crate::extract_input_ptrs!(inputs, N, close_ptrs, volume_ptrs);
let output_ptrs: [*mut f64; N] = std::array::from_fn(|j| unsafe {
outputs
.get_unchecked_mut(j)
.get_unchecked_mut(0)
.as_mut_ptr()
});
// Optimization 3: Simplified main loop with pre-computed offsets
for i in 0..len {
let close = crate::extract_simd_at_indices!(N, close_ptrs,
close @ i
);
let volume = crate::extract_simd_at_indices!(N, volume_ptrs,
volume @ i
);
let obv = state.calc_simd(close, volume);
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, i,
output_ptrs => obv
);
}
// Update states efficiently
state.write_states(&mut states);
}
}
/// Calculates the On-Balance Volume (OBV) for `N` assets simultaneously using SIMD
/// parallelism.
///
/// OBV is a cumulative volume indicator: volume is added when price closes up and
/// subtracted when price closes down. It requires no configurable 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 `[close, volume]` for asset `i`.
/// * `_options` - Unused; OBV has no configurable options.
/// * `_optional_outputs` - Unused; OBV produces only the single OBV line output.
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i][0]` is the OBV line for asset `i`
/// and `states[i]` is the final [`State`] for asset `i`.
/// Returns `Err(IndicatorError)` if any input slice is too short.
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<State>), IndicatorError> {
validate_inputs::<INPUTS_WIDTH>(inputs, min_data(_options))?;
let mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers: Vec<Vec<Vec<f64>>> = (0..N)
.map(|i| {
vec![{
let capacity = output_length(inputs[i][0].len(), &[]);
crate::uninit_vec!(f64, capacity)
}]
})
.collect();
for i in 0..N {
let state = State::new(0.0, inputs[i][0][0]);
let asset_inputs = vec![&inputs[i][0][1..], &inputs[i][1][1..]];
unsafe {
// Get a mutable reference to the output buffer for this asset
let output_buffer = &mut output_buffers[i][0];
let asset_outputs = vec![std::slice::from_raw_parts_mut(
output_buffer.as_mut_ptr(),
output_buffer.len(),
)];
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
0,
0,
state,
None,
));
}
}
let mut driver = ObvDriver;
let states = road_train.drive(&mut driver);
Ok((output_buffers, states))
}