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//use crate::common::validate_inputs;
use crate::indicators::roc::{
min_data, output_length, IndicatorState, 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::roc_simd::calc_simd;
use crate::{common::validate_options, common_simd::assets::validate_inputs};
/// SIMD driver that advances the Rate of Change (ROC) across `N` asset lanes per scheduling epoch.
struct RocDriver {
period: usize,
want_optional_outputs: bool,
}
impl Driver<bool> for RocDriver {
/// 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 bool>,
_options: Vec<Option<&()>>,
) {
let len = inputs[0][0].len();
// Optimization 2: Pre-compute all input and output pointers
let input_ptrs = crate::extract_input_ptrs!(inputs, N, real_ptrs);
let (roc_line_ptr, mom_line_ptr) =
crate::extract_output_ptrs!(outputs, N, roc_line_ptr, mom_line_ptr);
// Optimization 3: Simplified main loop with pre-computed offsets
for (j, i) in (self.period..len).enumerate() {
let (old_vals, new_vals) = crate::extract_simd_at_indices!(N, input_ptrs,
old_vals @ j,
new_vals @ i
);
let (roc, mom) = calc_simd(new_vals, old_vals);
// Store results using pre-computed pointers
crate::write_simd_at_indices!(N, j,
roc_line_ptr => roc
);
crate::store_simd_optional_outputs!(j, N,
self.want_optional_outputs, mom_line_ptr => mom
);
}
}
}
/// Calculates the Rate of Change (ROC) for `N` assets simultaneously using SIMD
/// parallelism.
///
/// ROC measures the percentage change in price over a given look-back `period`.
/// 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` - `[period]` — the look-back period for the rate-of-change calculation.
/// * `optional_outputs` - Optional slice of booleans enabling extra outputs:
/// `[0]` → `mom` (Momentum).
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i][0]` is the ROC line and
/// `outputs[i][1]` is the MOM line (empty unless requested) for asset `i`.
/// `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, bool>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = false;
for i in 0..inputs.len() {
let asset_inputs = vec![inputs[i][0]];
let (roc_line, mom_line) = {
let capacity = output_length(inputs[i][0].len(), options);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false],
mom_line: capacity
),
)
};
if i == 0 {
(_, want_optional_outputs) = crate::calc_want_flags!(mom_line);
}
let mut output_buffer = vec![roc_line, mom_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(), //slice from
output_buffer.len(), // slice to
));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
period,
false,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = RocDriver {
period,
want_optional_outputs,
};
road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for i in 0..N {
states.push(IndicatorState::new(
unsafe { inputs.get_unchecked(i).get_unchecked(0) },
period,
));
}
Ok((output_buffers, states))
}