use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::supertrend_simd::SimdState;
use crate::indicators::{
medprice::output_length as medprice_output_length,
supertrend::{
min_data, multiplier, output_length, validate_options as vo, IndicatorState, State,
INPUTS_WIDTH, OPTIONS_WIDTH,
},
tr::output_length as tr_output_length,
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct SuperTrendDriver {
want_optional_outputs: (bool, bool, bool, bool),
}
impl Driver<State, (f64, (f64, f64))> for SuperTrendDriver {
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))>>,
) {
let mut state = SimdState::<N>::new(&mut states);
let len = outputs[0][0].len();
let (step, multipliers) = {
let mut step = [0.0; N];
let mut multipliers = ([0.0; N], [0.0; N]);
for (lane, option) in options.iter().enumerate() {
if let Some(&(s, multiplier)) = option {
multipliers.0[lane] = multiplier.0;
multipliers.1[lane] = multiplier.1;
step[lane] = s;
}
}
(
Simd::from_array(step),
(
Simd::from_array(multipliers.0),
Simd::from_array(multipliers.1),
),
)
};
let (has_optional, want_atr, want_tr, want_medprice) = self.want_optional_outputs;
let (super_line_ptr, atr_line_ptr, tr_line_ptr, medprice_line_ptr) =
crate::extract_output_ptrs!(outputs, N, st, atr, tr, medprice);
let (high_ptrs, low_ptrs, close_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs);
for i in 0..len {
let (high, low, close) = crate::extract_simd_inputs_at_index_splat!(
i,
N,
high @ high_ptrs,
low @ low_ptrs,
close @ close_ptrs
);
let (st, atr, tr, medprice) = state.calc_simd(high, low, close, step, multipliers);
crate::write_simd_at_indices!(N, i,
super_line_ptr => st
);
if has_optional {
crate::store_simd_optional_outputs!(i, N,
want_tr, tr_line_ptr => tr,
want_atr, atr_line_ptr => atr,
want_medprice, medprice_line_ptr => medprice
);
}
}
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)); N] =
std::array::from_fn(|i| (options[i][1], multiplier(options[i][0] as usize)));
let mut road_train = PrimeMover::<N, State, (f64, (f64, f64))>::new();
let mut want_optional_outputs = (false, false, false, false);
let mut output_buffers = Vec::with_capacity(N);
let [high, low, close] = *inputs;
for i in 0..N {
let asset_inputs = vec![high, low, close];
let (st_line, (atr_line, mut tr_line, mut medprice_line)) = {
let capacity = output_length(high.len(), options[i]);
let tr_capacity = tr_output_length(high.len(), options[i]);
let med_capacity = medprice_output_length(high.len(), options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false, false, false],
atr_line: capacity,
tr_line: tr_capacity,
medprice_line: med_capacity
),
)
};
let period = options[i][0] as usize;
let state = State::init_state(
high,
low,
close,
period,
params[i].0,
&mut tr_line,
&mut medprice_line,
);
let mut starts = [0; 4];
(starts[1], starts[2], starts[3]) =
crate::slice_outputs_start!(st_line.len(), atr_line, tr_line, medprice_line);
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(atr_line, tr_line, medprice_line);
}
let mut output_buffer = vec![st_line, atr_line, tr_line, medprice_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,
0,
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = SuperTrendDriver {
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (state, (step, multipliers)) in states_vec.into_iter().zip(params.into_iter()) {
states.push(IndicatorState::new(state, step, multipliers));
}
Ok((output_buffers, states))
}