use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::linreg::{
min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::linreg_simd::{calc_simd, SimdState};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
struct LinregDriver {
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State, usize> for LinregDriver {
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 mut state = SimdState::<N>::new_mut_ref(&states);
let len = outputs[0][0].len();
let (mut i, period_simd) = {
let mut i = [0usize; N];
let mut periods = [0.0; N];
for (lane, option) in options.iter().enumerate() {
if let Some(&period) = option {
i[lane] = period;
periods[lane] = period as f64;
}
}
(i, Simd::from_array(periods))
};
let (has_optional, want_slope, want_intercept) = self.want_optional_outputs;
let (linreg_line_ptr, slope_line_ptr, intercept_line_ptr) = crate::extract_output_ptrs!(
outputs,
N,
linreg_line_ptr,
slope_line_ptr,
intercept_line_ptr
);
let real_ptrs = crate::extract_input_ptrs!(inputs, N, real_ptrs);
for j in 0..len {
let real = crate::extract_simd_inputs_at_index_array!(i, N,
new @ real_ptrs
);
let prev_real = crate::extract_simd_inputs_at_index!(j+1, N, real @ real_ptrs);
let (linreg, slope, intercept) = calc_simd(&mut state, prev_real, real, period_simd);
crate::write_simd_at_indices!(N, j,
linreg_line_ptr => linreg
);
if has_optional {
crate::store_simd_optional_outputs!(j, N,
want_slope, slope_line_ptr => slope,
want_intercept, intercept_line_ptr => intercept
);
}
for i in i.iter_mut() {
*i += 1;
}
}
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; N] = std::array::from_fn(|i| options[i][0] as usize);
let mut road_train = PrimeMover::<N, State, usize>::new();
let mut want_optional_outputs = (false, false, false);
let mut output_buffers = Vec::with_capacity(N);
for i in 0..N {
let period = options[i][0] as usize;
let asset_inputs = vec![
inputs[0], ];
let (linreg_line, slope_line, intercept_line);
{
let capacity = output_length(inputs[0].len(), options[i]);
(slope_line, intercept_line) = crate::init_optional_outputs_eff!(
optional_outputs, &[false, false],
slope_line: capacity,
intercept_line: capacity
);
linreg_line = crate::uninit_vec!(f64, capacity);
}
let state = State::init_state(&inputs[0][1..period], period);
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(slope_line, intercept_line);
}
let mut output_buffer = vec![linreg_line, slope_line, intercept_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 = LinregDriver {
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (state, period) in states_vec.into_iter().zip(params.into_iter()) {
states.push(IndicatorState::new(
state,
unsafe { inputs.get_unchecked(0) },
period,
));
}
Ok((output_buffers, states))
}