use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::willr_simd::{assets::Calc, SimdState};
use crate::indicators::{
max::output_length as max_output_length,
willr::{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;
struct WillrDriver {
period: usize,
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State> for WillrDriver {
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 output_ptrs = crate::extract_output_ptrs!(outputs, N, willr, min, max);
let inputs = crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs);
let mut state = SimdState::new(&mut states);
match self.period {
1..=14 => {
self.cycle::<N, 1>(inputs, &mut state, output_ptrs, len);
}
_ => {
self.cycle::<N, 8>(inputs, &mut state, output_ptrs, len);
}
}
state.write_states(&mut states);
}
}
impl WillrDriver {
fn cycle<const N: usize, const CHUNK_SIZE: usize>(
&self,
inputs: ([*const f64; N], [*const f64; N], [*const f64; N]),
state: &mut SimdState<N>,
output_ptrs: ([*mut f64; N], [*mut f64; N], [*mut f64; N]),
len: usize,
) {
let (willr_line_ptr, min_line_ptr, max_line_ptr) = output_ptrs;
let look_back = self.period - 1;
let (high_ptrs, low_ptrs, close_ptrs) = inputs;
let (has_optional, want_min, want_max) = self.want_optional_outputs;
for (j, i) in (self.period..len).enumerate() {
let close = crate::extract_simd_inputs_at_index!(i, N, close @ close_ptrs);
let (willr, min, max) = unsafe {
state.calc_unchecked_simd::<CHUNK_SIZE>(high_ptrs, low_ptrs, close, i, look_back)
};
crate::write_simd_at_indices!(N, j,
willr_line_ptr => willr
);
if has_optional {
crate::store_simd_optional_outputs!(j, N,
want_min, min_line_ptr => min,
want_max, max_line_ptr => max
);
}
}
}
}
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 mut road_train = PrimeMover::<N, State>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = (false, false, false);
for i in 0..N {
let [high, low, close] = *inputs[i];
let asset_inputs = vec![high, low, close];
let (willr_line, (mut min_line, mut max_line)) = {
let len = high.len();
let capacity = output_length(len, options);
let min_max_capacity = max_output_length(len, options);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false, false],
min_line: min_max_capacity,
max_line: min_max_capacity
),
)
};
let state = State::init_state(high, low, period, (&mut min_line, &mut max_line));
let mut starts = [0; 3];
(starts[1], starts[2]) = crate::slice_outputs_start!(willr_line.len(), min_line, max_line);
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(min_line, max_line);
}
let mut output_buffer = vec![willr_line, min_line, max_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,
period,
period,
state,
None,
));
output_buffers.push(output_buffer);
}
let mut driver = WillrDriver {
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,
inputs[i][0],
inputs[i][1],
period,
));
}
Ok((output_buffers, states))
}