use crate::common_simd::assets::validate_inputs;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::vosc_simd::SimdState;
use crate::indicators::{
sma::output_length as sma_output_length,
vosc::{
min_data, multiplier, output_length, validate_options, IndicatorState, State, INPUTS_WIDTH,
OPTIONS_WIDTH,
},
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct VoscDriver {
multipliers: (f64, f64),
long_period: usize,
short_period: usize,
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State> for VoscDriver {
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 state = SimdState::new(&states);
let (has_optional, want_short_sma, want_long_sma) = self.want_optional_outputs;
let short_multiplier = Simd::splat(self.multipliers.0);
let long_multiplier = Simd::splat(self.multipliers.1);
let input_ptrs = crate::extract_input_ptrs!(inputs, N, input_ptrs);
let (vosc_line_ptr, short_sma_line_ptr, long_sma_line_ptr) = crate::extract_output_ptrs!(
outputs,
N,
vosc_line_ptr,
short_sma_line_ptr,
long_sma_line_ptr
);
for (j, i) in (self.long_period..len).enumerate() {
let vols = crate::extract_simd_at_indices!(N, input_ptrs,
volume @ i,
short_volume @ i-self.short_period,
long_volume @ j
);
let (vosc, short_sma, long_sma) =
state.calc_simd(vols, short_multiplier, long_multiplier);
crate::write_simd_at_indices!(N, j,
vosc_line_ptr => vosc
);
if has_optional {
crate::store_simd_optional_outputs!(j, N,
want_short_sma, short_sma_line_ptr => short_sma,
want_long_sma, long_sma_line_ptr => long_sma
);
}
}
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 short_period = options[0] as usize;
let long_period = options[1] as usize;
let mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = (false, false, false);
let multipliers = multiplier(short_period, long_period);
for i in 0..inputs.len() {
let asset_inputs = vec![inputs[i][0]];
let (vosc_line, (mut short_sma_line, long_sma_line)) = {
let len = inputs[i][0].len();
let capacity = output_length(len, options);
let short_capacity = sma_output_length(len, &[short_period as f64]);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false],
short_sma_line: short_capacity,
long_sma_line: capacity
),
)
};
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(short_sma_line, long_sma_line);
}
let mut starts = [0; N];
starts[1] = crate::slice_outputs_start!(vosc_line.len(), short_sma_line);
let state = State::init_state(short_period, long_period, inputs[i][0], &mut short_sma_line);
let mut output_buffer = vec![vosc_line, short_sma_line, long_sma_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,
long_period,
long_period,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = VoscDriver {
long_period,
short_period,
multipliers,
want_optional_outputs,
};
let states = road_train.drive(&mut driver);
let mut indicator_states = Vec::with_capacity(N);
for (i, state) in states.into_iter().enumerate() {
indicator_states.push(IndicatorState::new(
inputs[i][0],
state,
multipliers,
(short_period, long_period),
));
}
Ok((output_buffers, indicator_states))
}