use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::kama::{
min_data, multiplier, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::kama_simd::{calc_simd, SimdState};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
struct KamaDriver {
want_optional_outputs: bool,
}
impl Driver<State, (usize, (f64, f64))> for KamaDriver {
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, (f64, f64))>>,
) {
let len = outputs[0][0].len();
let input_ptrs = crate::extract_input_ptrs!(inputs, N, input_ptrs);
let (kama_line_ptr, ef_line_ptr) =
crate::extract_output_ptrs!(outputs, N, kama_line_ptr, ef_line_ptr);
let (mut i, mut prev, mut old, multipliers_simd) = {
let mut multipliers = ([0.0; N], [0.0; N]);
let mut i = [0usize; N];
let mut periods = [0usize; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&(period, multiplier)) = option {
i[lane] = period + 1;
periods[lane] = period;
multipliers.0[lane] = multiplier.0;
multipliers.1[lane] = multiplier.1;
}
}
(
i,
crate::extract_simd_inputs_at_index_array!(Simd::from_array(periods), N,
new @ input_ptrs
),
crate::extract_simd_inputs_at_index!(0, N, real @ input_ptrs),
(
Simd::from_array(multipliers.0),
Simd::from_array(multipliers.1),
),
)
};
let mut simd_state = SimdState::new(&states);
for j in 0..len {
let value = crate::extract_simd_inputs_at_index_array!(i, N,
new @ input_ptrs
);
let last = crate::extract_simd_inputs_at_index!(j+1, N, real @ input_ptrs);
let (kama, ef) = calc_simd(&mut simd_state, (value, prev, last, old), multipliers_simd);
(prev, old) = (value, last);
crate::write_simd_at_indices!(N, j,
kama_line_ptr => kama
);
crate::store_simd_optional_outputs!(j, N,
self.want_optional_outputs, ef_line_ptr => ef
);
for i in i.iter_mut() {
*i += 1;
}
}
simd_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 params: [(usize, (f64, f64)); N] =
std::array::from_fn(|i| (options[i][0] as usize, multiplier()));
let mut output_buffers = Vec::with_capacity(N);
let mut road_train = PrimeMover::<N, State, (usize, (f64, f64))>::new();
let mut want_optional_outputs = false;
for i in 0..N {
let (mut kama_line, mut ef_line) = {
let capacity = output_length(inputs[0].len(), options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs!(
optional_outputs, &[false],
ef_line: capacity
),
)
};
let period = options[i][0] as usize;
let state = State::init_state(inputs[0], period, &mut kama_line, &mut ef_line);
let asset_inputs = vec![inputs[0]];
if i == 0 {
(_, want_optional_outputs) = crate::calc_want_flags!(ef_line);
}
let mut starts = [1; 2];
starts[1] = if !want_optional_outputs { 0 } else { starts[1] };
let mut output_buffer = vec![kama_line, ef_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 + 1,
period + 1,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = KamaDriver {
want_optional_outputs,
};
let final_states = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (i, state) in final_states.into_iter().enumerate() {
let (period, multipliers) = params[i];
states.push(IndicatorState::new(inputs[0], period, multipliers, state));
}
Ok((output_buffers, states))
}