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Enhance SIMD support in moving average implementations; add AVX512 and ARM64 optimizations for HMA, SMA, and WMA

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Miha Kralj
2025-12-10 21:12:14 -05:00
parent 053234045f
commit cfc54bf1f7
5 changed files with 476 additions and 78 deletions
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lib/trends/hma/Hma.cs
+30 -9
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@@ -2,6 +2,8 @@ using System;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
using System.Runtime.Intrinsics;
using System.Runtime.Intrinsics.Arm;
using System.Runtime.Intrinsics.X86;
namespace QuanTAlib;
@@ -163,24 +165,43 @@ public sealed class Hma : ITValuePublisher
int len = halfWma.Length;
int i = 0;
if (Vector256.IsHardwareAccelerated && len >= Vector256<double>.Count)
ref double halfRef = ref MemoryMarshal.GetReference(halfWma);
ref double fullRef = ref MemoryMarshal.GetReference(fullWma);
ref double outRef = ref MemoryMarshal.GetReference(output);
if (Avx512F.IsSupported && len >= Vector512<double>.Count)
{
var vTwo = Vector512.Create(2.0);
for (; i <= len - Vector512<double>.Count; i += Vector512<double>.Count)
{
var vHalf = Vector512.LoadUnsafe(ref Unsafe.Add(ref halfRef, i));
var vFull = Vector512.LoadUnsafe(ref Unsafe.Add(ref fullRef, i));
var vResult = Avx512F.Subtract(Avx512F.Multiply(vHalf, vTwo), vFull);
Vector512.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
}
}
else if (Avx2.IsSupported && len >= Vector256<double>.Count)
{
var vTwo = Vector256.Create(2.0);
ref double halfRef = ref MemoryMarshal.GetReference(halfWma);
ref double fullRef = ref MemoryMarshal.GetReference(fullWma);
ref double outRef = ref MemoryMarshal.GetReference(output);
for (; i <= len - Vector256<double>.Count; i += Vector256<double>.Count)
{
var vHalf = Vector256.LoadUnsafe(ref Unsafe.Add(ref halfRef, i));
var vFull = Vector256.LoadUnsafe(ref Unsafe.Add(ref fullRef, i));
// vResult = 2 * half - full
var vResult = (vHalf * vTwo) - vFull;
var vResult = Avx.Subtract(Avx.Multiply(vHalf, vTwo), vFull);
Vector256.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
}
}
else if (AdvSimd.Arm64.IsSupported && len >= Vector128<double>.Count)
{
var vTwo = Vector128.Create(2.0);
for (; i <= len - Vector128<double>.Count; i += Vector128<double>.Count)
{
var vHalf = Vector128.LoadUnsafe(ref Unsafe.Add(ref halfRef, i));
var vFull = Vector128.LoadUnsafe(ref Unsafe.Add(ref fullRef, i));
var vResult = AdvSimd.Arm64.Subtract(AdvSimd.Arm64.Multiply(vHalf, vTwo), vFull);
Vector128.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
}
}
for (; i < len; i++)
{