Pivot Point — pivotpoint¶
Classic floor-trader pivot points calculated from the previous bar's high, low, and close. Provides a central pivot level plus two support and two resistance levels.
Inputs: [high, low, close] | Options: [period] | Outputs: [s3, s2, s1, pivot, r1, r2, r3]
Basic¶
use tulip_rs::indicators::pivotpoint::{PivotPoint, Indicator, TIndicatorState};
let high = vec![82.15, 81.89, 83.03, 83.30, 83.85,
83.90, 83.33, 84.30, 84.84, 85.00_f64];
let low = vec![81.29, 80.64, 81.31, 82.65, 83.07,
83.11, 82.49, 82.30, 84.15, 84.11_f64];
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
let inputs = [high.as_slice(), low.as_slice(), close.as_slice()];
// options: [period]
let (outputs, mut state) = PivotPoint::indicator(&inputs, &[5.0], None).unwrap();
println!("Pivot: {:?}", outputs[0]);
println!("R1: {:?}", outputs[1]);
println!("S1: {:?}", outputs[2]);
println!("R2: {:?}", outputs[3]);
println!("S2: {:?}", outputs[4]);
// State continuation — feed new bars without reprocessing history
let partial_high = high[..8].to_vec();
let partial_low = low[..8].to_vec();
let partial_close = close[..8].to_vec();
let (outputs2, mut state) = PivotPoint::indicator(&[partial_high.as_slice(), partial_low.as_slice(), partial_close.as_slice()], &[5.0], None).unwrap();
println!("Pivot: {:?}", outputs2[0]);
println!("R1: {:?}", outputs2[1]);
println!("S1: {:?}", outputs2[2]);
let new_high = vec![85.90_f64];
let new_low = vec![84.03_f64];
let new_close = vec![85.53_f64];
let continued = state.batch_indicator(&[new_high.as_slice(), new_low.as_slice(), new_close.as_slice()], None).unwrap();
println!("Continued Pivot: {:?}", continued[0]);
#include "tulip_rs_ffi.h"
double high[] = {82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00};
double low[] = {81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11};
double close[] = {81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36};
double options[PIVOTPOINT_OPTIONS] = {5.0}; // period
const double *inputs[PIVOTPOINT_INPUTS] = {high, low, close};
/* Full computation - one output row with 7 values: s3,s2,s1,pp,r1,r2,r3 */
CIndicatorResult r = pivotpoint_indicator(inputs, 10, options, NULL, 0);
/* r.outputs[0][i] -> the i-th value in the single output row */
tulip_ffi_result_free(r);
pivotpoint_state_free(r.state);
/* Partial computation + state continuation */
CIndicatorResult p = pivotpoint_indicator(inputs, 8, options, NULL, 0);
double new_high[] = {85.90};
double new_low[] = {84.03};
double new_close[] = {85.53};
const double *new_inputs[PIVOTPOINT_INPUTS] = {new_high, new_low, new_close};
CBatchResult b = pivotpoint_batch(p.state, new_inputs, 1, NULL, 0);
/* b.outputs[0][i] -> continued values for the one new bar */
tulip_ffi_batch_result_free(b);
tulip_ffi_result_free(p);
pivotpoint_state_free(p.state);
import "github.com/me60732/tulip_rs_go/indicators"
high := []float64{82.15, 81.89, 83.03, 83.30, 83.85,
83.90, 83.33, 84.30, 84.84, 85.00}
low := []float64{81.29, 80.64, 81.31, 82.65, 83.07,
83.11, 82.49, 82.30, 84.15, 84.11}
close := []float64{81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36}
options := []float64{5.0}
// Full computation — Rows are zero-copy views, valid until Close.
res, st, _ := indicators.Pivotpoint.Indicator(high, low, close, options, nil)
fmt.Println(res.Rows[0]) // s3,s2,s1,pp,r1,r2,r3 values
res.Close()
st.Close()
// Partial computation + state continuation.
res2, st2, _ := indicators.Pivotpoint.Indicator(high[:8], low[:8], close[:8], options, nil)
res2.Close() // outputs consumed or closed; state stays live
batch, _ := st2.Batch(high[8:], low[8:], close[8:], nil)
fmt.Println(batch.Rows[0]) // continued pivot values
batch.Close()
st2.Close()
import org.tuliprs.*;
import org.tuliprs.indicators.Pivotpoint;
double[] high = {82.15, 81.89, 83.03, 83.30, 83.85,
83.90, 83.33, 84.30, 84.84, 85.00};
double[] low = {81.29, 80.64, 81.31, 82.65, 83.07,
83.11, 82.49, 82.30, 84.15, 84.11};
double[] close = {81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36};
double[] options = {5.0};
// Full computation — output rows are zero-copy views, valid until close().
Outcome oc = Pivotpoint.indicator(new double[][] {high, low, close}, options);
try (Result res = oc.result(); State st = oc.state()) {
System.out.println(java.util.Arrays.toString(res.toDoubleArray(0))); // s3,s2,s1,pp,r1,r2,r3 values
System.out.println(java.util.Arrays.toString(res.toDoubleArray(1)));
System.out.println(java.util.Arrays.toString(res.toDoubleArray(2)));
System.out.println(java.util.Arrays.toString(res.toDoubleArray(3)));
System.out.println(java.util.Arrays.toString(res.toDoubleArray(4)));
}
// Partial computation + state continuation.
int n = 8;
Outcome p = Pivotpoint.indicator(new double[][] {
java.util.Arrays.copyOfRange(high, 0, n),
java.util.Arrays.copyOfRange(low, 0, n),
java.util.Arrays.copyOfRange(close, 0, n)}, options);
try (Result pr = p.result(); State st = p.state()) {
Result br = st.batch(new double[][] {
java.util.Arrays.copyOfRange(high, n, 10),
java.util.Arrays.copyOfRange(low, n, 10),
java.util.Arrays.copyOfRange(close, n, 10)});
try (br) {
System.out.println(java.util.Arrays.toString(br.toDoubleArray(0))); // continued pivot values
}
}
import numpy as np
import tulip_rs
high = np.array([82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00], dtype=np.float64)
low = np.array([81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11], dtype=np.float64)
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
// options: [period]
outputs, state = tulip_rs.indicators.pivotpoint.indicator([high, low, close], [5.0])
print(f"Pivot: {outputs[0]}")
print(f"R1: {outputs[1]}")
print(f"S1: {outputs[2]}")
print(f"R2: {outputs[3]}")
print(f"S2: {outputs[4]}")
import * as ti from 'tulip-rs-node';
const high = Float64Array.from([82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00, 85.90, 86.58, 86.98, 88.00, 87.87]);
const low = Float64Array.from([81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11, 84.03, 85.39, 85.76, 87.17, 87.01]);
const close = Float64Array.from([81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29]);
const [outputs, state] = ti.pivotpoint.indicator([high, low, close], [5.0]);
console.log('S3:', outputs[0], 'S2:', outputs[1], 'S1:', outputs[2], 'Pivot:', outputs[3], 'R1:', outputs[4]);
// State continuation
const n = high.length - 5;
const [, state2] = ti.pivotpoint.indicator([high.slice(0, n), low.slice(0, n), close.slice(0, n)], [5.0]);
const continued = state2.batchIndicator([high.slice(n), low.slice(n), close.slice(n)]);
console.log('Continued Pivot:', continued[3]);
import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';
await init(); // bundler resolves the WASM asset automatically
const high = [82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00, 85.90, 86.58, 86.98, 88.00, 87.87];
const low = [81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11, 84.03, 85.39, 85.76, 87.17, 87.01];
const close = [81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29];
const [outputs, state] = ti.pivotpoint.indicator([high, low, close], [5.0]);
console.log('S3:', outputs[0], 'S2:', outputs[1], 'S1:', outputs[2], 'Pivot:', outputs[3], 'R1:', outputs[4]);
// State continuation
const n = high.length - 5;
const [, state2] = ti.pivotpoint.indicator([high.slice(0, n), low.slice(0, n), close.slice(0, n)], [5.0]);
const continued = state2.batchIndicator([high.slice(n), low.slice(n), close.slice(n)]);
console.log('Continued Pivot:', continued[3]);
SIMD¶
By assets — same period applied to 4 assets in parallel (lane counts 2/4/8/16):
use tulip_rs::indicators::pivotpoint::{PivotPoint, Indicator};
let inputs: [&[&[f64]; 3]; 4] = [
&[h1.as_slice(), l1.as_slice(), c1.as_slice()],
&[h2.as_slice(), l2.as_slice(), c2.as_slice()],
&[h3.as_slice(), l3.as_slice(), c3.as_slice()],
&[h4.as_slice(), l4.as_slice(), c4.as_slice()],
];
let results = PivotPoint::indicator_by_assets::<4>(&inputs, &[5.0], None).unwrap();
for (i, asset_outputs) in results.iter().enumerate() {
println!("Asset {}: {:?}", i + 1, asset_outputs[0]);
}
By options — same asset, 4 different periods in parallel:
use tulip_rs::indicators::pivotpoint::{PivotPoint, IndicatorByOptions};
let inputs: [&[&[f64]; 3]; 4] = [
&[h1.as_slice(), l1.as_slice(), c1.as_slice()],
&[h2.as_slice(), l2.as_slice(), c2.as_slice()],
&[h3.as_slice(), l3.as_slice(), c3.as_slice()],
&[h4.as_slice(), l4.as_slice(), c4.as_slice()],
];
let options: [&[f64]; 4] = [&[5.0], &[10.0], &[14.0], &[20.0]];
let results = PivotPoint::indicator_by_options::<4>(&inputs, &options, None).unwrap();
for (i, asset_outputs) in results.iter().enumerate() {
println!("Period set {}: {:?}", i + 1, asset_outputs[0]);
}
By assets — same period applied to 4 assets in parallel (N must be 2/4/8/16):
double h1[] = {82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00};
double l1[] = {81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11};
double c1[] = {81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36};
// Reuse the same data for assets 2-4 in this example
double h2[] = h1;
double l2[] = l1;
double c2[] = c1;
double h3[] = h1;
double l3[] = l1;
double c3[] = c1;
double h4[] = h1;
double l4[] = l1;
double c4[] = c1;
/* one [INPUTS]-long pointer array per asset */
const double *asset1[PIVOTPOINT_INPUTS] = {h1, l1, c1};
const double *asset2[PIVOTPOINT_INPUTS] = {h2, l2, c2};
const double *asset3[PIVOTPOINT_INPUTS] = {h3, l3, c3};
const double *asset4[PIVOTPOINT_INPUTS] = {h4, l4, c4};
const double *const *const simd_inputs[4] = {asset1, asset2, asset3, asset4};
double options[PIVOTPOINT_OPTIONS] = {5.0};
CSimdResult r = pivotpoint_simd_by_assets(simd_inputs, 4, 10, options, NULL, 0);
for (uintptr_t i = 0; i < r.num_results; i++) {
/* r.outputs[i][0] -> asset i's series, length r.output_lens[i][0] */
pivotpoint_state_free(r.states[i]);
}
tulip_ffi_simd_result_free(r);
By options — same asset, 4 different periods in parallel:
double o5[] = {5.0}, o10[] = {10.0}, o14[] = {14.0}, o20[] = {20.0};
const double *const simd_opts[4] = {o5, o10, o14, o20};
CSimdResult r = pivotpoint_simd_by_options(inputs, 10, simd_opts, 4, NULL, 0);
/* r.outputs[i][0] -> results for option set i (periods 5/10/14/20) */
for (uintptr_t i = 0; i < r.num_results; i++) pivotpoint_state_free(r.states[i]);
tulip_ffi_simd_result_free(r);
By assets — same period applied to 4 assets in parallel (lane counts 2/4/8/16):
h1 := []float64{82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00}
l1 := []float64{81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11}
c1 := []float64{81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36}
// Reuse the same data for assets 2–4 in this example
h2, l2, c2 := h1, l1, c1
h3, l3, c3 := h1, l1, c1
h4, l4, c4 := h1, l1, c1
assets := [][indicators.PivotpointInputs][]float64{{h1, l1, c1}, {h2, l2, c2}, {h3, l3, c3}, {h4, l4, c4}}
sim, _ := indicators.Pivotpoint.SimdByAssets(assets, []float64{5.0}, nil)
for i, lanes := range sim.Results {
fmt.Printf("Asset %d: %v\n", i+1, lanes[0])
}
sim.Close() // frees every lane state, then the SIMD buffers
By options — same asset, 4 different periods in parallel:
high := []float64{82.15, 81.89, 83.03, 83.30, 83.85,
83.90, 83.33, 84.30, 84.84, 85.00}
low := []float64{81.29, 80.64, 81.31, 82.65, 83.07,
83.11, 82.49, 82.30, 84.15, 84.11}
close := []float64{81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36}
sim2, _ := indicators.Pivotpoint.SimdByOptions(high, low, close, [][]float64{{5}, {10}, {14}, {20}}, nil)
for i, lanes := range sim2.Results {
fmt.Printf("Period set %d: %v\n", i+1, lanes[0])
}
sim2.Close()
By assets — same period applied to 4 assets in parallel (lane counts 2/4/8/16):
import org.tuliprs.*;
import org.tuliprs.indicators.Pivotpoint;
double[] h1 = {82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00};
double[] l1 = {81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11};
double[] c1 = {81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36};
// Reuse the same data for assets 2-4 in this example
double[] h2 = h1;
double[] l2 = l1;
double[] c2 = c1;
double[] h3 = h1;
double[] l3 = l1;
double[] c3 = c1;
double[] h4 = h1;
double[] l4 = l1;
double[] c4 = c1;
// One entry per asset; each asset lists its INPUTS series.
double[][][] assets = {{h1, l1, c1}, {h2, l2, c2}, {h3, l3, c3}, {h4, l4, c4}};
try (SimdResult sim = Pivotpoint.simdByAssets(assets, new double[] {5.0}, null)) {
for (int i = 0; i < sim.numResults(); i++) {
System.out.printf("Asset %d: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 0)));
}
} // frees every lane state, then the SIMD buffers (contractual order)
By options — same asset, 4 different periods in parallel:
import org.tuliprs.*;
import org.tuliprs.indicators.Pivotpoint;
// (high/low/close series as in the Basic tab)
try (SimdResult sim = Pivotpoint.simdByOptions(new double[][] {high, low, close},
new double[][] {{5}, {10}, {14}, {20}}, null)) {
for (int i = 0; i < sim.numResults(); i++) {
System.out.printf("Period set %d: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 0)));
}
}
By assets — same period applied to 4 assets in parallel (lane counts 2/4/8/16):
simd_inputs = [[h1, l1, c1], [h2, l2, c2], [h3, l3, c3], [h4, l4, c4]]
outputs_list, states = tulip_rs.indicators.pivotpoint.simd_by_assets(simd_inputs, [5.0])
By options — same asset, 4 different periods in parallel:
By assets — same period applied to 4 assets in parallel:
const simdInputs = [
[high.slice(), low.slice(), close.slice()],
[high.map(v => v * 1.1), low.map(v => v * 1.1), close.map(v => v * 1.1)],
[high.map(v => v * 0.9), low.map(v => v * 0.9), close.map(v => v * 0.9)],
[high.map(v => v * 1.02), low.map(v => v * 1.02), close.map(v => v * 1.02)],
];
const [results] = ti.pivotpoint.simdByAssets(simdInputs, [5]);
results.forEach((out, i) => console.log(`Asset ${i + 1}:`, out[3]));
By options — same asset, 4 different periods in parallel: