use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::{
elderray::{min_data, multiplier, output_length, IndicatorState, INPUTS_WIDTH, OPTIONS_WIDTH},
ema::init_state,
};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
use crate::indicators::simd_indicators::elderray_simd::calc_simd;
struct EmaDriver {
want_ema: bool,
}
impl Driver<f64, (f64, f64)> for EmaDriver {
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<&(f64, f64)>>,
) {
let len = outputs[0][0].len();
let multipliers_simd = {
let mut multipliers = ([0.0; N], [0.0; N]);
for (lane, option) in options.iter().enumerate() {
if let Some(&multiplier) = option {
multipliers.0[lane] = multiplier.0;
multipliers.1[lane] = multiplier.1;
}
}
(
Simd::from_array(multipliers.0),
Simd::from_array(multipliers.1),
)
};
let mut ema = Simd::<f64, N>::from_array(std::array::from_fn(|i| unsafe {
**states.get_unchecked(i)
}));
let (high_ptrs, low_ptrs, close_ptrs) =
crate::extract_input_ptrs!(inputs, N, high, low, close);
let (bull_line_ptr, bear_line_ptr, ema_line_ptr) =
crate::extract_output_ptrs!(outputs, N, bull, bear, ema);
for i in 0..len {
let (high, low, close) = crate::extract_simd_inputs_at_index_splat!(i, N,
h @ high_ptrs,
l @ low_ptrs,
c @ close_ptrs
);
let (bull, bear);
(bull, bear, ema) = calc_simd(high, low, close, ema, multipliers_simd);
crate::write_simd_at_indices!(N, i,
bull_line_ptr => bull,
bear_line_ptr => bear
);
crate::store_simd_optional_outputs!(i, N,
self.want_ema, ema_line_ptr => ema
);
}
let final_ema = ema.to_array();
for (i, state) in states.iter_mut().enumerate().take(N) {
**state = final_ema[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 periods: [usize; N] = std::array::from_fn(|i| options[i][0] as usize);
let multipliers: [(f64, f64); N] = std::array::from_fn(|i| multiplier(options[i][0] as usize));
let mut road_train = PrimeMover::<N, f64, (f64, f64)>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_ema = false;
for (i, (&period, multipliers)) in periods.iter().zip(multipliers.iter()).enumerate() {
let [high, low, close] = *inputs;
let asset_inputs = vec![high, low, close];
let (bull_line, bear_line, ema_line) = {
let len = inputs[0].len();
let capacity = output_length(len, options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false],
ema_line: capacity
),
)
};
let ema = init_state(close, period, *multipliers);
if i == 0 {
(_, want_ema) = crate::calc_want_flags!(ema_line);
}
let mut output_buffer = vec![bull_line, bear_line, ema_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,
0,
ema,
Some(multipliers),
));
output_buffers.push(output_buffer);
}
let mut driver = EmaDriver { want_ema };
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, multipliers[i]));
}
Ok((output_buffers, states))
}