Module interbar_math 

Inter-bar math helper functions Extracted from interbar.rs (Phase 2e refactoring)

GitHub Issue: https://github.com/terrylica/opendeviationbar-py/issues/59 Issue #96 Task #4: SIMD burstiness acceleration (feature-gated) Issue #96 Task #14: Garman-Klass libm optimization (1.2-1.5x speedup) Issue #96 Task #93: Permutation entropy batch processing optimization Issue #96 Task #130: Permutation entropy SIMD vectorization with wide crate

FILE-SIZE-OK (600+ lines - organized by feature module)

Structs

EntropyCache

Entropy result cache for deterministic price sequences (Issue #96 Task #117)

LookbackCache

Memoized lookback trade data (Issue #96 Task #99: Float conversion memoization)

Functions

accumulate_buy_sell_branchless

Branchless conditional accumulation for buy/sell volume (Issue #96 Task #177)

compute_approximate_entropy

Compute Approximate Entropy (ApEn)

compute_burstiness

Compute Burstiness (Goh-Barabasi)

compute_entropy_adaptive

Adaptive entropy computation: Permutation Entropy for small windows, ApEn for large

compute_entropy_adaptive_cached

compute_entropy_adaptive_cached_readonly

Compute adaptive entropy with caching support (Issue #96 Task #117)

compute_garman_klass

Compute Garman-Klass volatility estimator

compute_garman_klass_with_ohlc

Compute Garman-Klass volatility with pre-computed OHLC

compute_hurst_dfa

Compute Hurst exponent via Detrended Fluctuation Analysis (DFA)

compute_kaufman_er

Compute Kaufman Efficiency Ratio

compute_kyle_lambda

Compute Kyle’s Lambda (normalized version) with adaptive sampling for large windows

compute_ofi_branchless

Compute Order Flow Imbalance (OFI) with branchless ILP (Issue #96 Task #194)

compute_permutation_entropy

Compute Adaptive Permutation Entropy with dynamic embedding dimension

compute_volume_moments

Compute volume moments (skewness and excess kurtosis)

compute_volume_moments_cached

Compute volume moments using pre-computed cache (Issue #96 Task #99)

compute_volume_moments_with_mean

Compute volume moments with pre-computed mean (Issue #96 Task #51)

extract_lookback_cache

Extract memoized lookback data in single pass (Issue #96 Task #99)

extract_ohlc_batch

Issue #96 Task #129: Vectorized ordinal pattern batch computation (SIMD-ready)

extract_prices_and_ohlc_cached

Issue #96 Task #77: Combined OHLC + prices extraction in single pass (1.3-1.6x speedup) Extract both prices vector and OHLC values in ONE pass through lookback Replaces separate price iteration + extract_ohlc_batch calls