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::wilders_simd::indicator_by_assets;
#[cfg(feature = "simd_options")]
pub use crate::indicators::simd_indicators::wilders_simd::indicator_by_options;
#[cfg(feature = "simd_assets")]
pub mod by_assets {
pub use crate::indicators::simd_indicators::wilders_simd::indicator_by_assets as indicator;
}
#[cfg(feature = "simd_options")]
pub mod by_options {
pub use crate::indicators::simd_indicators::wilders_simd::indicator_by_options as indicator;
}
pub const INFO: Info = Info {
name: "wilders",
full_name: "Wilder's Smoothing",
indicator_type: IndicatorType::Trend,
inputs: &["real"],
options: &["period"],
outputs: &["wilders"],
optional_outputs: &[],
display_groups: &[DisplayGroup {
offset: None,
id: "wilders",
label: "WILDERS",
display_type: DisplayType::Overlay,
outputs: &["wilders"],
}],
};
#[derive(Serialize, Deserialize)]
pub struct IndicatorState {
pub multipliers: (f64, f64),
pub wilders: f64,
}
impl IndicatorState {
pub fn new(wilders: f64, multipliers: (f64, f64)) -> Self {
Self {
multipliers,
wilders,
}
}
#[inline(always)]
pub fn calc(&mut self, value: f64) -> f64 {
self.wilders = self
.wilders
.mul_add(self.multipliers.0, value * self.multipliers.1);
self.wilders
}
}
impl TIndicatorState<1> 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 real = inputs[0];
let mut wilders_line = crate::uninit_vec!(f64, real.len());
for i in 0..real.len() {
unsafe { *wilders_line.get_unchecked_mut(i) = self.calc(*real.get_unchecked(i)) }
}
Ok(vec![wilders_line])
}
}
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, (f64, f64)) {
let wilders = real.iter().take(period).sum::<f64>() / period as f64;
let multipliers = multiplier(period);
(wilders, multipliers)
}
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 mut wilders_line = {
let capacity = output_length(inputs[0].len(), options);
crate::uninit_vec!(f64, capacity)
};
let (mut wilders, multipliers) = init_state(inputs[0], period);
let real = &inputs[0][period..];
for i in 0..real.len() {
unsafe {
wilders = calc(wilders, *real.get_unchecked(i), multipliers);
*wilders_line.get_unchecked_mut(i) = wilders;
}
}
Ok((
vec![wilders_line],
IndicatorState::new(wilders, multipliers),
))
}
#[inline(always)]
pub fn calc(prev_wilders: f64, value: f64, multipliers: (f64, f64)) -> f64 {
prev_wilders.mul_add(multipliers.0, value * multipliers.1)
}
#[inline(always)]
pub fn partial_calc(prev_wilders: f64, value: f64, multiplier: f64) -> f64 {
prev_wilders.mul_add(multiplier, value)
}
#[inline(always)]
pub fn multiplier(period: usize) -> (f64, f64) {
let multiplier = ((period - 1) as f64) / period as f64;
(multiplier, 1.0 - multiplier)
}