use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::dpo::{
init_state, min_data, multiplier, output_length, IndicatorState, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::dpo_simd::calc_simd;
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
struct DpoDriver {
want_sma: bool,
}
impl Driver<f64, (usize, usize, f64)> for DpoDriver {
fn next_run<const N: usize>(
&mut self,
inputs: Vec<Vec<&[f64]>>,
mut outputs: Vec<Vec<&mut [f64]>>,
mut states: Vec<&mut f64>,
options: Vec<Option<&(usize, usize, f64)>>,
) {
let len = outputs[0][0].len();
let want_sma = self.want_sma;
let mut sums = Simd::<f64, N>::from_array(std::array::from_fn(|i| unsafe {
**states.get_unchecked(i)
}));
let mut i = [0usize; N];
let mut dpo_idx = [0usize; N];
let multiplier_simd = {
let mut multipliers = [0.0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&(period, dpo_period, multiplier)) = option {
dpo_idx[lane] = period - dpo_period;
i[lane] = period;
multipliers[lane] = multiplier;
}
}
Simd::from_array(multipliers)
};
let input_ptrs: [*const f64; N] =
std::array::from_fn(|j| unsafe { inputs.get_unchecked(j).get_unchecked(0).as_ptr() });
let (dpo_line_ptrs, sma_line_ptrs) =
crate::extract_output_ptrs!(outputs, N, dpo_ptrs, sma_ptrs);
for j in 0..len {
let (new_vals, dpo_vals) = crate::extract_simd_at_indices_array!(N, input_ptrs,
current @ i,
dpo @ dpo_idx
);
let old_vals = crate::extract_simd_inputs_at_index!(j, N,
old @ input_ptrs
);
let (dpo, sma) = calc_simd(new_vals, &mut sums, (old_vals, dpo_vals), multiplier_simd);
crate::write_simd_at_indices!(N, j,
dpo_line_ptrs => dpo
);
crate::store_simd_optional_outputs!(j, N,
want_sma, sma_line_ptrs => sma
);
for (i, dpo_idx) in i.iter_mut().zip(dpo_idx.iter_mut()) {
*i += 1;
*dpo_idx += 1;
}
}
let final_sums = sums.to_array();
for (i, state) in states.iter_mut().enumerate().take(N) {
**state = final_sums[i];
}
}
}
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 params: [(usize, usize, f64); N] = std::array::from_fn(|i| {
(
options[i][0] as usize,
options[i][0] as usize / 2 + 1,
multiplier(options[i][0] as usize),
)
});
let mut road_train = PrimeMover::<N, f64, (usize, usize, f64)>::new();
let mut want_sma = false;
let mut output_buffers = Vec::with_capacity(N);
for i in 0..N {
let asset_inputs = vec![inputs[0]];
let (dpo_line, sma_line) = {
let len = inputs[0].len();
let capacity = output_length(len, options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false],
sma_line: capacity
),
)
};
let period = options[i][0] as usize;
let state = init_state(inputs[0], period);
if i == 0 {
(_, want_sma) = crate::calc_want_flags!(sma_line);
}
let mut output_buffer = vec![dpo_line, 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(), output_buffer.len(), ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
period,
period,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = DpoDriver { want_sma };
let sums = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (i, &sum) in sums.iter().enumerate() {
let (period, dpo_period, multiplier) = params[i];
states.push(IndicatorState::new(
unsafe { inputs.get_unchecked(0) },
sum,
multiplier,
period,
dpo_period,
));
}
Ok((output_buffers, states))
}