use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::types::IndicatorError;
use std::simd::Simd;
use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::mfi::{
min_data, output_length, IndicatorState as State, INPUTS_WIDTH, OPTIONS_WIDTH,
};
use crate::indicators::simd_indicators::mfi_simd::options::SimdState;
struct MfiDriver {
want_optional_outputs: bool,
}
impl Driver<State, usize> for MfiDriver {
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 periods: [usize; N] = std::array::from_fn(|i| *options[i].unwrap());
let mut state = SimdState::<N>::new(&mut states, periods);
let len = outputs[0][0].len();
let want_typprice = self.want_optional_outputs;
let (mfi_line_ptr, typprice_line_ptr) =
crate::extract_output_ptrs!(outputs, N, mfi_line_ptr, typprice_line_ptr);
let (high_ptrs, low_ptrs, close_ptrs, volume_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs, volume_ptrs);
for i in 0..len {
let (high, low, close, volume) = unsafe {
(
*high_ptrs[0].add(i),
*low_ptrs[0].add(i),
*close_ptrs[0].add(i),
*volume_ptrs[0].add(i),
)
};
let mfi = unsafe { state.calc_unchecked_simd(high, low, close, volume) };
crate::write_simd_at_indices!(N, i,
mfi_line_ptr => mfi
);
crate::store_simd_optional_outputs!(i, N,
want_typprice, typprice_line_ptr => Simd::<f64, N>::splat(state.typprice)
);
}
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<State>), 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 mut road_train = PrimeMover::<N, State, usize>::new();
let mut output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = false;
for i in 0..N {
let asset_inputs = vec![
inputs[0], inputs[1], inputs[2], inputs[3], ];
let (mfi_line, mut typprice_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],
typprice_line: len
),
)
};
let state = State::init_state(
(inputs[0], inputs[1], inputs[2], inputs[3]),
periods[i],
&mut typprice_line,
);
if i == 0 {
(_, want_optional_outputs) = crate::calc_want_flags!(typprice_line);
}
let mut starts = [0; 2];
starts[1] = crate::slice_outputs_start!(mfi_line.len(), typprice_line);
let mut output_buffer = vec![mfi_line, typprice_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,
periods[i],
0,
state,
Some(&periods[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = MfiDriver {
want_optional_outputs,
};
let states = road_train.drive(&mut driver);
Ok((output_buffers, states))
}