validation and profiles

This commit is contained in:
Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
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@@ -63,6 +63,37 @@ Pivotfib.BatchAll(high, low, close, ppOut, r1Out, s1Out, r2Out, s2Out, r3Out, s3
| **PIVOTEXT** (Extended) | Arithmetic extended | 11 | 1×–4× range |
| **PIVOTDEM** (DeMark) | Conditional X/4 | 3 | Direction-based |
## Performance Profile
### Operation Count (Streaming Mode)
PivotFib computes PP and 6 Fibonacci S/R levels from previous bar's HLC — O(1) pure arithmetic.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Store prev bar HLC | 3 | 1 cy | ~3 cy |
| PP = (H + L + C) / 3 | 1 | 2 cy | ~2 cy |
| range = H - L | 1 | 1 cy | ~1 cy |
| R1/S1 via FMA (0.382 * range) | 2 | 1 cy | ~2 cy |
| R2/S2 via FMA (0.618 * range) | 2 | 1 cy | ~2 cy |
| R3/S3 = PP +/- range | 2 | 1 cy | ~2 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~14 cy** |
Pure O(1) arithmetic on previous-bar data. Fibonacci multipliers 0.382 and 0.618 are precomputed constants; FMA fuses multiply-add into a single instruction.
### Batch Mode (SIMD Analysis)
| Operation | Vectorizable? | Notes |
| :--- | :---: | :--- |
| PP computation | Yes | Vector<double> (H+L+C)/3 across all bars |
| Range calculation | Yes | Vector subtract H-L |
| Fibonacci level projection | Yes | FMA with broadcast constants 0.382, 0.618 |
| All 7 output spans | Yes | Full SIMD pass — no data dependencies |
Excellent SIMD candidate — all 7 output levels are independent. BatchAll span overload processes 4 bars per AVX2 cycle. Expected 4× throughput vs scalar.
## Implementation Details
- **WarmupPeriod**: 2 bars (need previous bar's HLC)
- **Parameters**: None