use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::volatility_simd::assets::SimdState;
use crate::indicators::volatility::{
min_data, multiplier, 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;
struct VolatilityDriver {
multiplier: f64,
}
impl Driver<State> for VolatilityDriver {
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 states);
let len = inputs[0][0].len();
let multiplier = Simd::splat(self.multiplier);
let volatility_line_ptr = crate::extract_output_ptrs!(outputs, N, volatility_line_ptr);
let real_ptrs = crate::extract_input_ptrs!(inputs, N, real_ptrs);
for i in 0..len {
let real = crate::extract_simd_inputs_at_index!(
i,
N,
real @ real_ptrs
);
let volatility = unsafe { state.calc_unchecked_simd(real, multiplier) };
crate::write_simd_at_indices!(N, i,
volatility_line_ptr => volatility
);
}
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 multiplier = multiplier(period);
let mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers = Vec::with_capacity(N);
for i in 0..N {
let asset_inputs = vec![
inputs[i][0], ];
let volatility_line = {
let capacity = output_length(inputs[i][0].len(), options);
crate::uninit_vec!(f64, capacity)
};
let state = State::init_state(inputs[i][0], period);
let mut output_buffer = vec![volatility_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(), output_buffer.len(), ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period + 1,
0,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = VolatilityDriver { multiplier };
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for state in states_vec.into_iter() {
states.push(IndicatorState::new(state, multiplier));
}
Ok((output_buffers, states))
}