use crate::common_simd::options::{validate_inputs, validate_options};
use crate::indicators::simd_indicators::road_train::{Asset, Driver, PrimeMover};
use crate::indicators::simd_indicators::willr_simd::{options::Calc, SimdState};
use crate::indicators::{
max::output_length as max_output_length,
willr::{min_data, output_length, IndicatorState, State, INPUTS_WIDTH, OPTIONS_WIDTH},
};
use crate::types::IndicatorError;
use std::simd::Simd;
struct WillrDriver {
want_optional_outputs: (bool, bool, bool),
}
impl Driver<State, usize> for WillrDriver {
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 len = outputs[0][0].len();
let (look_back, mut i_simd) = {
let mut look_back = [0; N];
let mut i_array = [0; N];
for (i, option) in options.iter().enumerate() {
if let Some(&p) = option {
look_back[i] = p - 1;
i_array[i] = p;
}
}
(Simd::from_array(look_back), Simd::from_array(i_array))
};
let (willr_line_ptr, min_line_ptr, max_line_ptr) =
crate::extract_output_ptrs!(outputs, N, willr_ptr, min_ptr, max_ptr);
let (high_ptrs, low_ptrs, close_ptrs) =
crate::extract_input_ptrs!(inputs, N, high_ptrs, low_ptrs, close_ptrs);
let (has_optional, want_min, want_max) = self.want_optional_outputs;
let mut state = SimdState::new(&mut states);
let one_splat = Simd::splat(1);
for j in 0..len {
let close = crate::extract_simd_inputs_at_index_splat!(i_simd[0], N,
close @ close_ptrs
);
let (willr, min, max) =
unsafe { state.calc_unchecked_simd(high_ptrs, low_ptrs, close, i_simd, look_back) };
crate::write_simd_at_indices!(N, j,
willr_line_ptr => willr
);
if has_optional {
crate::store_simd_optional_outputs!(j, N,
want_min, min_line_ptr => min,
want_max, max_line_ptr => max
);
}
i_simd += one_splat;
}
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 output_buffers = Vec::with_capacity(N);
let mut want_optional_outputs = (false, false, false);
let [high, low, close] = *inputs;
for i in 0..N {
let asset_inputs = vec![high, low, close];
let (willr_line, (mut min_line, mut max_line)) = {
let len = high.len();
let capacity = output_length(len, options[i]);
let min_max_capacity = max_output_length(len, options[i]);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &[false, false],
min_line: min_max_capacity,
max_line: min_max_capacity
),
)
};
let state = State::init_state(high, low, params[i], (&mut min_line, &mut max_line));
let mut starts = [0; 3];
(starts[1], starts[2]) = crate::slice_outputs_start!(willr_line.len(), min_line, max_line);
if i == 0 {
want_optional_outputs = crate::calc_want_flags!(min_line, max_line);
}
let mut output_buffer = vec![willr_line, min_line, max_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,
params[i],
params[i],
state,
Some(¶ms[i]),
));
output_buffers.push(output_buffer);
}
let mut driver = WillrDriver {
want_optional_outputs,
};
let states_vec = road_train.drive(&mut driver);
let mut states = Vec::with_capacity(N);
for (i, state) in states_vec.into_iter().enumerate() {
states.push(IndicatorState::new(state, inputs[0], inputs[1], params[i]));
}
Ok((output_buffers, states))
}