tulip_rs 0.1.15

//use crate::common::validate_inputs;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
pub use crate::indicators::simd_indicators::tsf_simd::{calc_simd, SimdState};
use crate::indicators::tsf::{
    min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::types::IndicatorError;
use crate::{common::validate_options, common_simd::assets::validate_inputs};
use std::simd::Simd;
/// SIMD driver that advances the Time Series Forecast (TSF) across `N` asset lanes per scheduling epoch.
struct TsfDriver {
    want_optional_outputs: (bool, bool, bool, bool),
    period: usize,
}

impl Driver<State> for TsfDriver {
    /// 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 mut state = SimdState::<N>::new_mut_ref(&states);
        let len = inputs[0][0].len();
        let simd_period = Simd::splat(self.period as f64);
        let (has_optional, want_linreg, want_slope, want_intercept) = self.want_optional_outputs;
        // Optimization 1: Direct array construction instead of collect+try_into
        //collect outputs
        let (tsf_line_ptr, linreg_line_ptr, slope_line_ptr, intercept_line_ptr) = crate::extract_output_ptrs!(
            outputs,
            N,
            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 @ i + 1 - self.period
            );

            let (tsf, linreg, slope, intercept) =
                calc_simd(&mut state, prev_real, real, simd_period);

            // Store results using pre-computed pointers
            crate::write_simd_at_indices!(N, j,
                tsf_line_ptr => tsf
            );

            if has_optional {
                crate::store_simd_optional_outputs!(j, N,
                    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 Time Series Forecast (TSF) 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` - `options[0]` is the `period`.
/// * `optional_outputs` - `optional_outputs[0] = true` enables `linreg`,
///   `optional_outputs[1] = true` enables `linregslope`,
///   `optional_outputs[2] = true` enables `linregintercept`.
///
/// # Returns
/// `Ok((outputs, states))` where `outputs[i][0]` is the TSF line for asset `i`,
/// `outputs[i][1]` is `linreg` (empty unless requested),
/// `outputs[i][2]` is `linregslope` (empty unless requested),
/// `outputs[i][3]` is `linregintercept` (empty unless requested), and
/// `states[i]` is the final [`IndicatorState`] 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<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);
    let mut output_buffers = Vec::with_capacity(N);
    for i in 0..N {
        let asset_inputs = vec![
            inputs[i][0], // real
        ];

        let (tsf_line, linreg_line, slope_line, intercept_line);
        {
            let capacity = output_length(inputs[i][0].len(), options);
            (linreg_line, slope_line, intercept_line) = crate::init_optional_outputs_eff!(
                optional_outputs, &[false, false, false],
                linreg_line: capacity,
                slope_line: capacity,
                intercept_line: capacity
            );
            tsf_line = crate::uninit_vec!(f64, capacity);
        }

        let state = State::init_state(&inputs[i][0][1..period], period);

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

        let mut output_buffer = vec![tsf_line, linreg_line, slope_line, intercept_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,
            state,
            None,
        ));
        output_buffers.push(output_buffer);
    }

    let mut driver = TsfDriver {
        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))
}