use crate::common::{validate_inputs, validate_options};
pub use crate::indicator_types::TIndicatorState;
use crate::types::{DisplayGroup, DisplayType, IndicatorError, IndicatorType, Info};
use serde::{Deserialize, Serialize};
pub const INPUTS_WIDTH: usize = 1;
pub const OPTIONS_WIDTH: usize = 1;
#[cfg(feature = "simd_assets")]
pub use crate::indicators::simd_indicators::sma_simd::indicator_by_assets;
#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::sma_simd::indicator_by_options;
#[cfg(feature = "simd_assets")]
pub mod by_assets {
pub use crate::indicators::simd_indicators::sma_simd::indicator_by_assets as indicator;
}
#[cfg(feature = "simd_options")]
pub mod by_options {
pub use crate::indicators::simd_indicators::sma_simd::indicator_by_options as indicator;
}
#[derive(Serialize, Deserialize)]
pub struct IndicatorState {
real: Vec<f64>,
multiplier: f64,
sum: f64,
period: usize,
}
impl IndicatorState {
pub fn new(real: &[f64], sum: f64, multiplier: f64, period: usize) -> Self {
Self {
real: real[real.len() - period..].to_vec(),
sum,
period,
multiplier,
}
}
}
impl TIndicatorState<INPUTS_WIDTH> for IndicatorState {
fn batch_indicator(
&mut self,
inputs: &[&[f64]; INPUTS_WIDTH],
_optional_outputs: Option<&[bool]>,
) -> Result<Vec<Vec<f64>>, IndicatorError> {
validate_inputs(inputs, 1)?;
let mut sma_line: Vec<f64> = crate::uninit_vec!(f64, inputs[0].len());
self.real.extend_from_slice(inputs[0]);
cycle_sma(
&self.real,
self.period,
&mut sma_line,
&mut self.sum,
&self.multiplier,
);
self.real.drain(..self.real.len() - self.period);
Ok(vec![sma_line])
}
}
pub const INFO: Info = Info {
name: "sma",
full_name: "Simple Moving Average",
indicator_type: IndicatorType::Trend,
inputs: &["real"],
options: &["period"],
outputs: &["sma"],
optional_outputs: &[],
display_groups: &[DisplayGroup {
offset: None,
id: "sma",
label: "SMA",
display_type: DisplayType::Overlay,
outputs: &["sma"],
}],
};
pub fn min_data(options: &[f64]) -> usize {
options[0] as usize + 1
}
pub fn output_length(data_len: usize, options: &[f64]) -> usize {
data_len - min_data(options) + 1
}
pub fn init_state(real: &[f64], period: usize) -> f64 {
let mut sum = 0.0;
for i in 0..period {
sum += real[i];
}
sum
}
pub fn indicator(
inputs: &[&[f64]; INPUTS_WIDTH],
options: &[f64; OPTIONS_WIDTH],
_optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<f64>>, IndicatorState), IndicatorError> {
validate_options(options)?;
let period = options[0] as usize;
validate_inputs(inputs, min_data(options))?;
let real = inputs[0];
let mut sum = init_state(real, period);
let multiplier = multiplier(period);
let mut sma_line = {
let capacity = output_length(real.len(), options);
crate::uninit_vec!(f64, capacity)
};
cycle_sma(real, period, &mut sma_line, &mut sum, &multiplier);
Ok((
vec![sma_line],
IndicatorState::new(real, sum, multiplier, period),
))
}
fn cycle_sma(real: &[f64], period: usize, sma_line: &mut [f64], sum: &mut f64, multiplier: &f64) {
for (j, i) in (period..real.len()).enumerate() {
let sma = unsafe {
calc(
sum,
real.get_unchecked(i),
real.get_unchecked(j),
multiplier,
)
};
unsafe { *sma_line.get_unchecked_mut(j) = sma };
}
}
#[inline(always)]
pub fn calc(sum: &mut f64, value: &f64, prev_value: &f64, multiplier: &f64) -> f64 {
let mut s = *sum;
s = s + (value - prev_value);
*sum = s;
s * multiplier
}
#[inline(always)]
pub fn multiplier(period: usize) -> f64 {
1.0 / period as f64
}