use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::donchianchannel::{
min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::donchianchannel_simd::{options::Calc, SimdState};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
struct DonchianChannelDriver;
impl Driver<State, usize> for DonchianChannelDriver {
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<&usize>>,
) {
let len = outputs[0][0].len();
let (look_back, mut i_simd) = {
let mut look_back = [0; N];
let mut i_array = [0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&l) = option {
look_back[lane] = l;
i_array[lane] = l;
}
}
(Simd::from_array(look_back), Simd::from_array(i_array))
};
let (lower_line_ptr, middle_line_ptr, upper_line_ptr) =
crate::extract_output_ptrs!(outputs, N, lower, middle, upper);
let (high_ptrs, low_ptrs) = crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs);
let mut state = SimdState::new(&mut states);
let one_splat = Simd::splat(1);
for j in 0..len {
let (lower, middle, upper) =
unsafe { state.calc_unchecked_simd(high_ptrs, low_ptrs, i_simd, look_back) };
crate::write_simd_at_indices!(N, j,
lower_line_ptr => lower,
middle_line_ptr => middle,
upper_line_ptr => upper
);
i_simd += one_splat;
}
state.write_states(&mut states);
}
}
pub fn indicator_by_options<const N: usize>(
inputs: &[&[f64]; INPUTS_WIDTH],
options: &[&[f64; OPTIONS_WIDTH]; N],
_optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<Vec<f64>>>, Vec<IndicatorState>), IndicatorError> {
validate_inputs::<OPTIONS_WIDTH>(inputs, options, min_data)?;
validate_options(options, None)?;
let periods: [(usize, usize); N] = std::array::from_fn(|i| {
let period = options[i][0] as usize;
(period, period - 1)
});
let mut road_train = PrimeMover::<N, State, usize>::new();
let mut output_buffers = Vec::with_capacity(N);
let [high, low] = *inputs;
for i in 0..N {
let asset_inputs = vec![high, low];
let (lower_line, middle_line, upper_line) = {
let len = high.len();
let capacity = output_length(len, options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::uninit_vec!(f64, capacity),
crate::uninit_vec!(f64, capacity),
)
};
let state = State::new(high, low, periods[i]);
let mut output_buffer = vec![lower_line, middle_line, upper_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,
periods[i].1,
periods[i].1,
state,
Some(&periods[i].1),
));
output_buffers.push(output_buffer);
}
let mut driver = DonchianChannelDriver;
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (state, &periods) in states_vec.into_iter().zip(periods.iter()) {
states.push(IndicatorState::new(state, high, low, periods));
}
Ok((output_buffers, states))
}