use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::simd_indicators::kvo_simd::{calc_simd, SimdState};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::{
ema::output_length as ema_output_length,
kvo::{
min_data, multiplier, output_length, validate_options as vo, IndicatorState, State,
INPUTS_WIDTH, OPTIONS_WIDTH,
},
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct KvoDriver {
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State, ((f64, f64), (f64, f64))> for KvoDriver {
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<&((f64, f64), (f64, f64))>>,
) {
let len = outputs[0][0].len();
let mut simd_state = SimdState::new(&states);
let multipliers_simd = {
let mut multipliers = (([0.0; N], [0.0; N]), ([0.0; N], [0.0; N]));
for (lane, option) in options.iter().enumerate() {
if let Some(&multiplier) = option {
multipliers.0 .0[lane] = multiplier.0 .0;
multipliers.0 .1[lane] = multiplier.0 .1;
multipliers.1 .0[lane] = multiplier.1 .0;
multipliers.1 .1[lane] = multiplier.1 .1;
}
}
(
(
Simd::from_array(multipliers.0 .0),
Simd::from_array(multipliers.0 .1),
),
(
Simd::from_array(multipliers.1 .0),
Simd::from_array(multipliers.1 .1),
),
)
};
let (has_optional, want_short_ema, want_long_ema) = self.want_optional_outputs;
let (high_ptrs, low_ptrs, close_ptrs, volume_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs, volume_ptrs);
let (kvo_line_ptr, short_ema_line_ptr, long_ema_line_ptr) = crate::extract_output_ptrs!(
outputs,
N,
kvo_line_ptr,
short_ema_line_ptr,
long_ema_line_ptr
);
for i in 0..len {
let inputs = crate::extract_simd_inputs_at_index_splat!(
i,
N,
high @ high_ptrs,
low @ low_ptrs,
close @ close_ptrs,
volume @ volume_ptrs
);
let kvo = calc_simd(&mut simd_state, inputs, multipliers_simd);
crate::write_simd_at_indices!(N, i,
kvo_line_ptr => kvo
);
if has_optional {
crate::store_simd_optional_outputs!(i, N,
want_short_ema, short_ema_line_ptr => simd_state.short_ema,
want_long_ema, long_ema_line_ptr => simd_state.long_ema
);
}
}
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, Some(vo))?;
let params: [((f64, f64), (f64, f64)); N] =
std::array::from_fn(|i| multiplier(options[i][0] as usize, options[i][1] as usize));
let mut want_optional_outputs = (false, false, false);
let mut output_buffers = Vec::with_capacity(N);
let mut road_train = PrimeMover::<N, State, ((f64, f64), (f64, f64))>::new();
for i in 0..N {
let short_period = options[i][0] as usize;
let long_period = options[i][1] as usize;
let len = inputs[0].len();
let capacity = output_length(len, options[i]);
let short_capacity = ema_output_length(len, &[short_period as f64]);
let kvo_line = crate::uninit_vec!(f64, capacity);
let (mut short_ema_line, long_ema_line) = crate::init_optional_outputs_eff!(
optional_outputs, &[false, false],
short_ema_line: short_capacity,
long_ema_line: capacity
);
let state = State::init_state(
(inputs[0], inputs[1], inputs[2], inputs[3]),
&kvo_line,
(short_period, long_period),
&mut short_ema_line,
);
let input_start = len - capacity;
let asset_inputs = vec![inputs[0], inputs[1], inputs[2], inputs[3]];
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(short_ema_line, long_ema_line);
}
let mut starts = [0; 3];
starts[1] = crate::slice_outputs_start!(capacity, short_ema_line);
let mut output_buffer = vec![kvo_line, short_ema_line, long_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().add(starts[j]), output_buffer.len() - starts[j], ));
}
}
road_train.add_asset(Asset::new(
asset_inputs,
asset_outputs,
i,
input_start,
0,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = KvoDriver {
want_optional_outputs,
};
let final_states = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (state, multipliers) in final_states.into_iter().zip(params) {
states.push(IndicatorState::new(multipliers, state));
}
Ok((output_buffers, states))
}