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vector_ta/indicators/
reverse_rsi.rs

1#[cfg(all(feature = "python", feature = "cuda"))]
2use crate::cuda::cuda_available;
3#[cfg(all(feature = "python", feature = "cuda"))]
4use crate::cuda::oscillators::CudaReverseRsi;
5#[cfg(all(feature = "python", feature = "cuda"))]
6use crate::utilities::dlpack_cuda::DeviceArrayF32Py;
7#[cfg(feature = "python")]
8use numpy::{IntoPyArray, PyArray1, PyArrayMethods, PyReadonlyArray1};
9#[cfg(feature = "python")]
10use pyo3::exceptions::PyValueError;
11#[cfg(feature = "python")]
12use pyo3::prelude::*;
13#[cfg(feature = "python")]
14use pyo3::types::PyDict;
15
16#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
17use serde::{Deserialize, Serialize};
18#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
19use wasm_bindgen::prelude::*;
20
21use crate::indicators::moving_averages::ema::{ema, ema_into_slice, EmaInput, EmaParams};
22use crate::utilities::data_loader::{source_type, Candles};
23use crate::utilities::enums::Kernel;
24use crate::utilities::helpers::{
25    alloc_with_nan_prefix, detect_best_batch_kernel, detect_best_kernel, init_matrix_prefixes,
26    make_uninit_matrix,
27};
28#[cfg(feature = "python")]
29use crate::utilities::kernel_validation::validate_kernel;
30
31#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
32use core::arch::x86_64::*;
33
34#[cfg(not(target_arch = "wasm32"))]
35use rayon::prelude::*;
36
37use std::convert::AsRef;
38use std::error::Error;
39use std::mem::MaybeUninit;
40use thiserror::Error;
41
42impl<'a> AsRef<[f64]> for ReverseRsiInput<'a> {
43    #[inline(always)]
44    fn as_ref(&self) -> &[f64] {
45        match &self.data {
46            ReverseRsiData::Slice(slice) => slice,
47            ReverseRsiData::Candles { candles, source } => source_type(candles, source),
48        }
49    }
50}
51
52#[derive(Debug, Clone)]
53pub enum ReverseRsiData<'a> {
54    Candles {
55        candles: &'a Candles,
56        source: &'a str,
57    },
58    Slice(&'a [f64]),
59}
60
61#[derive(Debug, Clone)]
62pub struct ReverseRsiOutput {
63    pub values: Vec<f64>,
64}
65
66#[derive(Debug, Clone)]
67#[cfg_attr(
68    all(target_arch = "wasm32", feature = "wasm"),
69    derive(Serialize, Deserialize)
70)]
71pub struct ReverseRsiParams {
72    pub rsi_length: Option<usize>,
73    pub rsi_level: Option<f64>,
74}
75
76impl Default for ReverseRsiParams {
77    fn default() -> Self {
78        Self {
79            rsi_length: Some(14),
80            rsi_level: Some(50.0),
81        }
82    }
83}
84
85#[derive(Debug, Clone)]
86pub struct ReverseRsiInput<'a> {
87    pub data: ReverseRsiData<'a>,
88    pub params: ReverseRsiParams,
89}
90
91impl<'a> ReverseRsiInput<'a> {
92    #[inline]
93    pub fn from_candles(c: &'a Candles, s: &'a str, p: ReverseRsiParams) -> Self {
94        Self {
95            data: ReverseRsiData::Candles {
96                candles: c,
97                source: s,
98            },
99            params: p,
100        }
101    }
102
103    #[inline]
104    pub fn from_slice(sl: &'a [f64], p: ReverseRsiParams) -> Self {
105        Self {
106            data: ReverseRsiData::Slice(sl),
107            params: p,
108        }
109    }
110
111    #[inline]
112    pub fn with_default_candles(c: &'a Candles) -> Self {
113        Self::from_candles(c, "close", ReverseRsiParams::default())
114    }
115
116    #[inline]
117    pub fn get_rsi_length(&self) -> usize {
118        self.params.rsi_length.unwrap_or(14)
119    }
120
121    #[inline]
122    pub fn get_rsi_level(&self) -> f64 {
123        self.params.rsi_level.unwrap_or(50.0)
124    }
125}
126
127#[derive(Copy, Clone, Debug)]
128pub struct ReverseRsiBuilder {
129    rsi_length: Option<usize>,
130    rsi_level: Option<f64>,
131    kernel: Kernel,
132}
133
134impl Default for ReverseRsiBuilder {
135    fn default() -> Self {
136        Self {
137            rsi_length: None,
138            rsi_level: None,
139            kernel: Kernel::Auto,
140        }
141    }
142}
143
144impl ReverseRsiBuilder {
145    #[inline(always)]
146    pub fn new() -> Self {
147        Self::default()
148    }
149
150    #[inline(always)]
151    pub fn rsi_length(mut self, val: usize) -> Self {
152        self.rsi_length = Some(val);
153        self
154    }
155
156    #[inline(always)]
157    pub fn rsi_level(mut self, val: f64) -> Self {
158        self.rsi_level = Some(val);
159        self
160    }
161
162    #[inline(always)]
163    pub fn kernel(mut self, k: Kernel) -> Self {
164        self.kernel = k;
165        self
166    }
167
168    #[inline(always)]
169    pub fn apply(self, c: &Candles) -> Result<ReverseRsiOutput, ReverseRsiError> {
170        let p = ReverseRsiParams {
171            rsi_length: self.rsi_length,
172            rsi_level: self.rsi_level,
173        };
174        let i = ReverseRsiInput::from_candles(c, "close", p);
175        reverse_rsi_with_kernel(&i, self.kernel)
176    }
177
178    #[inline(always)]
179    pub fn apply_slice(self, d: &[f64]) -> Result<ReverseRsiOutput, ReverseRsiError> {
180        let p = ReverseRsiParams {
181            rsi_length: self.rsi_length,
182            rsi_level: self.rsi_level,
183        };
184        let i = ReverseRsiInput::from_slice(d, p);
185        reverse_rsi_with_kernel(&i, self.kernel)
186    }
187
188    #[inline(always)]
189    pub fn into_stream(self) -> Result<ReverseRsiStream, ReverseRsiError> {
190        let p = ReverseRsiParams {
191            rsi_length: self.rsi_length,
192            rsi_level: self.rsi_level,
193        };
194        ReverseRsiStream::try_new(p)
195    }
196}
197
198#[derive(Debug, Clone)]
199pub struct ReverseRsiBatchRange {
200    pub rsi_length_range: (usize, usize, usize),
201    pub rsi_level_range: (f64, f64, f64),
202}
203
204impl Default for ReverseRsiBatchRange {
205    fn default() -> Self {
206        Self {
207            rsi_length_range: (14, 263, 1),
208            rsi_level_range: (50.0, 50.0, 0.0),
209        }
210    }
211}
212
213#[derive(Debug, Clone)]
214pub struct ReverseRsiBatchOutput {
215    pub values: Vec<f64>,
216    pub combos: Vec<ReverseRsiParams>,
217    pub rows: usize,
218    pub cols: usize,
219}
220
221impl ReverseRsiBatchOutput {
222    pub fn row_for_params(&self, p: &ReverseRsiParams) -> Option<usize> {
223        self.combos.iter().position(|c| {
224            c.rsi_length.unwrap_or(14) == p.rsi_length.unwrap_or(14)
225                && (c.rsi_level.unwrap_or(50.0) - p.rsi_level.unwrap_or(50.0)).abs() < 1e-12
226        })
227    }
228    pub fn values_for(&self, p: &ReverseRsiParams) -> Option<&[f64]> {
229        self.row_for_params(p).map(|row| {
230            let start = row * self.cols;
231            &self.values[start..start + self.cols]
232        })
233    }
234}
235
236#[derive(Copy, Clone, Debug)]
237pub struct ReverseRsiBatchBuilder {
238    rsi_length_range: (usize, usize, usize),
239    rsi_level_range: (f64, f64, f64),
240    kernel: Kernel,
241}
242
243impl Default for ReverseRsiBatchBuilder {
244    fn default() -> Self {
245        Self {
246            rsi_length_range: (14, 14, 0),
247            rsi_level_range: (50.0, 50.0, 0.0),
248            kernel: Kernel::Auto,
249        }
250    }
251}
252
253impl ReverseRsiBatchBuilder {
254    #[inline(always)]
255    pub fn new() -> Self {
256        Self::default()
257    }
258
259    #[inline(always)]
260    pub fn rsi_length_range(mut self, start: usize, end: usize, step: usize) -> Self {
261        self.rsi_length_range = (start, end, step);
262        self
263    }
264
265    #[inline(always)]
266    pub fn rsi_level_range(mut self, start: f64, end: f64, step: f64) -> Self {
267        self.rsi_level_range = (start, end, step);
268        self
269    }
270
271    #[inline(always)]
272    pub fn kernel(mut self, k: Kernel) -> Self {
273        self.kernel = k;
274        self
275    }
276
277    #[inline(always)]
278    pub fn apply_candles(
279        self,
280        c: &Candles,
281        source: &str,
282    ) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
283        let sweep = ReverseRsiBatchRange {
284            rsi_length_range: self.rsi_length_range,
285            rsi_level_range: self.rsi_level_range,
286        };
287        let data = source_type(c, source);
288        reverse_rsi_batch_slice(data, &sweep, self.kernel)
289    }
290
291    #[inline(always)]
292    pub fn apply_slice(self, data: &[f64]) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
293        let sweep = ReverseRsiBatchRange {
294            rsi_length_range: self.rsi_length_range,
295            rsi_level_range: self.rsi_level_range,
296        };
297        reverse_rsi_batch_slice(data, &sweep, self.kernel)
298    }
299
300    pub fn with_default_slice(
301        data: &[f64],
302        k: Kernel,
303    ) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
304        ReverseRsiBatchBuilder::new().kernel(k).apply_slice(data)
305    }
306
307    pub fn with_default_candles(c: &Candles) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
308        ReverseRsiBatchBuilder::new()
309            .kernel(Kernel::Auto)
310            .apply_candles(c, "close")
311    }
312}
313
314#[derive(Debug, Error)]
315pub enum ReverseRsiError {
316    #[error("reverse_rsi: Input data slice is empty.")]
317    EmptyInputData,
318
319    #[error("reverse_rsi: All values are NaN.")]
320    AllValuesNaN,
321
322    #[error("reverse_rsi: Invalid period: period = {period}, data length = {data_len}")]
323    InvalidPeriod { period: usize, data_len: usize },
324
325    #[error("reverse_rsi: Invalid RSI level: {level} (must be between 0 and 100)")]
326    InvalidRsiLevel { level: f64 },
327
328    #[error("reverse_rsi: Not enough valid data: needed = {needed}, valid = {valid}")]
329    NotEnoughValidData { needed: usize, valid: usize },
330
331    #[error("reverse_rsi: output slice length mismatch: expected={expected}, got={got}")]
332    OutputLengthMismatch { expected: usize, got: usize },
333
334    #[error("reverse_rsi: invalid range: start={start}, end={end}, step={step}")]
335    InvalidRange {
336        start: String,
337        end: String,
338        step: String,
339    },
340
341    #[error("reverse_rsi: invalid kernel for batch: {0:?}")]
342    InvalidKernelForBatch(Kernel),
343}
344
345#[inline]
346fn reverse_rsi_prepare<'a>(
347    input: &'a ReverseRsiInput,
348    _kernel: Kernel,
349) -> Result<(&'a [f64], usize, usize, f64, usize), ReverseRsiError> {
350    let data: &[f64] = input.as_ref();
351    let len = data.len();
352    if len == 0 {
353        return Err(ReverseRsiError::EmptyInputData);
354    }
355    let first = data
356        .iter()
357        .position(|x| !x.is_nan())
358        .ok_or(ReverseRsiError::AllValuesNaN)?;
359    let rsi_len = input.get_rsi_length();
360    let rsi_lvl = input.get_rsi_level();
361    if rsi_len == 0 || rsi_len > len {
362        return Err(ReverseRsiError::InvalidPeriod {
363            period: rsi_len,
364            data_len: len,
365        });
366    }
367    if !(0.0 < rsi_lvl && rsi_lvl < 100.0) || rsi_lvl.is_nan() || rsi_lvl.is_infinite() {
368        return Err(ReverseRsiError::InvalidRsiLevel { level: rsi_lvl });
369    }
370    let ema_len = rsi_len
371        .checked_mul(2)
372        .and_then(|v| v.checked_sub(1))
373        .ok_or(ReverseRsiError::InvalidPeriod {
374            period: rsi_len,
375            data_len: len,
376        })?;
377    if len - first < ema_len {
378        return Err(ReverseRsiError::NotEnoughValidData {
379            needed: ema_len,
380            valid: len - first,
381        });
382    }
383    Ok((data, first, rsi_len, rsi_lvl, ema_len))
384}
385
386#[inline(always)]
387fn reverse_rsi_compute_into_scalar_safe(
388    data: &[f64],
389    first: usize,
390    rsi_length: usize,
391    rsi_level: f64,
392    out: &mut [f64],
393) -> Result<(), ReverseRsiError> {
394    let len = data.len();
395    let ema_len = (2 * rsi_length) - 1;
396
397    let l = rsi_level;
398    let inv = 100.0 - l;
399    let n_minus_1 = (rsi_length - 1) as f64;
400    let rs_target = l / inv;
401    let neg_scale = inv / l;
402    let rs_coeff = n_minus_1 * rs_target;
403
404    let alpha = 2.0 / (ema_len as f64 + 1.0);
405    let beta = 1.0 - alpha;
406
407    let warm_end = first + ema_len;
408    let all_finite = data[first..].iter().all(|v| v.is_finite());
409
410    let mut sum_up = 0.0f64;
411    let mut sum_dn = 0.0f64;
412    let mut prev = 0.0f64;
413    for i in first..warm_end {
414        let cur = data[i];
415        let d = if all_finite || (cur.is_finite() && prev.is_finite()) {
416            cur - prev
417        } else {
418            0.0
419        };
420        sum_up += d.max(0.0);
421        sum_dn += (-d).max(0.0);
422        prev = cur;
423    }
424
425    let mut up_ema = sum_up / (ema_len as f64);
426    let mut dn_ema = sum_dn / (ema_len as f64);
427
428    let warm_idx = warm_end - 1;
429    let base = data[warm_idx];
430    let x0 = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
431    let m0 = (x0 >= 0.0) as i32 as f64;
432    let scale0 = neg_scale + m0 * (1.0 - neg_scale);
433    let v0 = base + x0 * scale0;
434    out[warm_idx] = if v0.is_finite() || x0 >= 0.0 { v0 } else { 0.0 };
435
436    prev = base;
437    for i in warm_end..len {
438        let cur = data[i];
439        let d = if all_finite || (cur.is_finite() && prev.is_finite()) {
440            cur - prev
441        } else {
442            0.0
443        };
444        let up = d.max(0.0);
445        let dn = (-d).max(0.0);
446
447        up_ema = beta.mul_add(up_ema, alpha * up);
448        dn_ema = beta.mul_add(dn_ema, alpha * dn);
449
450        let x = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
451        let m = (x >= 0.0) as i32 as f64;
452        let scale = neg_scale + m * (1.0 - neg_scale);
453        let v = cur + x * scale;
454        out[i] = if v.is_finite() || x >= 0.0 { v } else { 0.0 };
455        prev = cur;
456    }
457
458    Ok(())
459}
460
461#[inline(always)]
462unsafe fn reverse_rsi_compute_into_unsafe_fast(
463    data: &[f64],
464    first: usize,
465    rsi_length: usize,
466    rsi_level: f64,
467    out: &mut [f64],
468) -> Result<(), ReverseRsiError> {
469    let len = data.len();
470    let ema_len = (2 * rsi_length) - 1;
471
472    let l = rsi_level;
473    let inv = 100.0 - l;
474    let rs_target = l / inv;
475    let neg_scale = inv / l;
476    let n_minus_1 = (rsi_length - 1) as f64;
477    let rs_coeff = n_minus_1 * rs_target;
478
479    let alpha = 2.0 / (ema_len as f64 + 1.0);
480    let beta = 1.0 - alpha;
481
482    let warm_end = first + ema_len;
483    let mut sum_up = 0.0f64;
484    let mut sum_dn = 0.0f64;
485
486    let all_finite = data[first..].iter().all(|v| v.is_finite());
487
488    let mut i = first;
489    if all_finite {
490        while i < warm_end {
491            let cur = *data.get_unchecked(i);
492            let prev = if i == first {
493                0.0
494            } else {
495                *data.get_unchecked(i - 1)
496            };
497            let d = cur - prev;
498            sum_up += d.max(0.0);
499            sum_dn += (-d).max(0.0);
500            i += 1;
501        }
502    } else {
503        while i < warm_end {
504            let cur = *data.get_unchecked(i);
505            let prev = if i == first {
506                0.0
507            } else {
508                *data.get_unchecked(i - 1)
509            };
510            if cur.is_finite() & prev.is_finite() {
511                let d = cur - prev;
512                sum_up += d.max(0.0);
513                sum_dn += (-d).max(0.0);
514            }
515            i += 1;
516        }
517    }
518
519    let mut up_ema = sum_up / (ema_len as f64);
520    let mut dn_ema = sum_dn / (ema_len as f64);
521
522    let warm_idx = warm_end - 1;
523    let base = *data.get_unchecked(warm_idx);
524    let x0 = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
525    let m0 = (x0 >= 0.0) as i32 as f64;
526    let scale0 = neg_scale + m0 * (1.0 - neg_scale);
527    let v0 = base + x0 * scale0;
528    *out.get_unchecked_mut(warm_idx) = if v0.is_finite() || x0 >= 0.0 { v0 } else { 0.0 };
529
530    i = warm_end;
531    if all_finite {
532        while i < len {
533            let cur = *data.get_unchecked(i);
534            let prev = *data.get_unchecked(i - 1);
535            let d = cur - prev;
536            let up = d.max(0.0);
537            let dn = (-d).max(0.0);
538            up_ema = beta.mul_add(up_ema, alpha * up);
539            dn_ema = beta.mul_add(dn_ema, alpha * dn);
540            let x = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
541            let m = (x >= 0.0) as i32 as f64;
542            let scale = neg_scale + m * (1.0 - neg_scale);
543            let v = cur + x * scale;
544            *out.get_unchecked_mut(i) = if v.is_finite() || x >= 0.0 { v } else { 0.0 };
545            i += 1;
546        }
547    } else {
548        while i < len {
549            let cur = *data.get_unchecked(i);
550            let prev = *data.get_unchecked(i - 1);
551            let valid = cur.is_finite() & prev.is_finite();
552            let d = if valid { cur - prev } else { 0.0 };
553            let up = d.max(0.0);
554            let dn = (-d).max(0.0);
555            up_ema = beta.mul_add(up_ema, alpha * up);
556            dn_ema = beta.mul_add(dn_ema, alpha * dn);
557            let x = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
558            let m = (x >= 0.0) as i32 as f64;
559            let scale = neg_scale + m * (1.0 - neg_scale);
560            let v = cur + x * scale;
561            *out.get_unchecked_mut(i) = if v.is_finite() || x >= 0.0 { v } else { 0.0 };
562            i += 1;
563        }
564    }
565
566    Ok(())
567}
568
569#[inline(always)]
570fn reverse_rsi_compute_into_avx2_stub(
571    data: &[f64],
572    first: usize,
573    rsi_length: usize,
574    rsi_level: f64,
575    out: &mut [f64],
576) -> Result<(), ReverseRsiError> {
577    #[cfg(all(
578        feature = "nightly-avx",
579        target_arch = "x86_64",
580        target_feature = "avx2"
581    ))]
582    unsafe {
583        use core::arch::x86_64::*;
584        let len = data.len();
585        let ema_len = (2 * rsi_length) - 1;
586
587        let l = rsi_level;
588        let inv = 100.0 - l;
589        let n_minus_1 = (rsi_length - 1) as f64;
590        let rs_target = l / inv;
591        let neg_scale = inv / l;
592        let rs_coeff = n_minus_1 * rs_target;
593
594        let alpha = 2.0 / (ema_len as f64 + 1.0);
595        let beta = 1.0 - alpha;
596
597        let warm_end = first + ema_len;
598        let all_finite = data[first..].iter().all(|v| v.is_finite());
599        if !all_finite {
600            return reverse_rsi_compute_into_unsafe_fast(data, first, rsi_length, rsi_level, out);
601        }
602
603        let mut sum_up = 0.0f64;
604        let mut sum_dn = 0.0f64;
605
606        if first < warm_end {
607            let c0 = *data.get_unchecked(first);
608            let d0 = c0 - 0.0;
609            sum_up += if d0 > 0.0 { d0 } else { 0.0 };
610            sum_dn += if d0 < 0.0 { -d0 } else { 0.0 };
611        }
612
613        let mut i = first + 1;
614        let mut v_up = _mm256_setzero_pd();
615        let mut v_dn = _mm256_setzero_pd();
616        let v_zero = _mm256_setzero_pd();
617
618        while i + 3 < warm_end {
619            let v_cur = _mm256_loadu_pd(data.as_ptr().add(i));
620            let v_prev = _mm256_loadu_pd(data.as_ptr().add(i - 1));
621            let v_d = _mm256_sub_pd(v_cur, v_prev);
622            let v_u = _mm256_max_pd(v_d, v_zero);
623            let v_n = _mm256_max_pd(_mm256_sub_pd(v_zero, v_d), v_zero);
624            v_up = _mm256_add_pd(v_up, v_u);
625            v_dn = _mm256_add_pd(v_dn, v_n);
626            i += 4;
627        }
628
629        let mut buf = [0.0f64; 4];
630        _mm256_storeu_pd(buf.as_mut_ptr(), v_up);
631        sum_up += buf[0] + buf[1] + buf[2] + buf[3];
632        _mm256_storeu_pd(buf.as_mut_ptr(), v_dn);
633        sum_dn += buf[0] + buf[1] + buf[2] + buf[3];
634
635        while i < warm_end {
636            let c = *data.get_unchecked(i);
637            let p = *data.get_unchecked(i - 1);
638            let d = c - p;
639            sum_up += if d > 0.0 { d } else { 0.0 };
640            sum_dn += if d < 0.0 { -d } else { 0.0 };
641            i += 1;
642        }
643
644        let mut up_ema = sum_up / (ema_len as f64);
645        let mut dn_ema = sum_dn / (ema_len as f64);
646
647        let warm_idx = warm_end - 1;
648        let base = *data.get_unchecked(warm_idx);
649        let x0 = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
650        let m0 = (x0 >= 0.0) as i32 as f64;
651        let scale0 = neg_scale + m0 * (1.0 - neg_scale);
652        let v0 = base + x0 * scale0;
653        *out.get_unchecked_mut(warm_idx) = if v0.is_finite() || x0 >= 0.0 { v0 } else { 0.0 };
654
655        let mut j = warm_end;
656        while j < len {
657            let cur = *data.get_unchecked(j);
658            let prev = *data.get_unchecked(j - 1);
659            let d = cur - prev;
660            let up = if d > 0.0 { d } else { 0.0 };
661            let dn = if d < 0.0 { -d } else { 0.0 };
662
663            up_ema = beta.mul_add(up_ema, alpha * up);
664            dn_ema = beta.mul_add(dn_ema, alpha * dn);
665
666            let x = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
667            let m = (x >= 0.0) as i32 as f64;
668            let scale = neg_scale + m * (1.0 - neg_scale);
669            let val = cur + x * scale;
670            *out.get_unchecked_mut(j) = if val.is_finite() || x >= 0.0 {
671                val
672            } else {
673                0.0
674            };
675            j += 1;
676        }
677
678        return Ok(());
679    }
680
681    unsafe { reverse_rsi_compute_into_unsafe_fast(data, first, rsi_length, rsi_level, out) }
682}
683
684#[inline(always)]
685fn reverse_rsi_compute_into_avx512_stub(
686    data: &[f64],
687    first: usize,
688    rsi_length: usize,
689    rsi_level: f64,
690    out: &mut [f64],
691) -> Result<(), ReverseRsiError> {
692    #[cfg(all(
693        feature = "nightly-avx",
694        target_arch = "x86_64",
695        target_feature = "avx512f"
696    ))]
697    unsafe {
698        use core::arch::x86_64::*;
699        let len = data.len();
700        let ema_len = (2 * rsi_length) - 1;
701
702        let l = rsi_level;
703        let inv = 100.0 - l;
704        let n_minus_1 = (rsi_length - 1) as f64;
705        let rs_target = l / inv;
706        let neg_scale = inv / l;
707        let rs_coeff = n_minus_1 * rs_target;
708
709        let alpha = 2.0 / (ema_len as f64 + 1.0);
710        let beta = 1.0 - alpha;
711
712        let warm_end = first + ema_len;
713        let all_finite = data[first..].iter().all(|v| v.is_finite());
714        if !all_finite {
715            return reverse_rsi_compute_into_unsafe_fast(data, first, rsi_length, rsi_level, out);
716        }
717
718        let mut sum_up = 0.0f64;
719        let mut sum_dn = 0.0f64;
720
721        if first < warm_end {
722            let c0 = *data.get_unchecked(first);
723            let d0 = c0 - 0.0;
724            sum_up += if d0 > 0.0 { d0 } else { 0.0 };
725            sum_dn += if d0 < 0.0 { -d0 } else { 0.0 };
726        }
727
728        let mut i = first + 1;
729        let mut v_up = _mm512_setzero_pd();
730        let mut v_dn = _mm512_setzero_pd();
731        let v_zero = _mm512_setzero_pd();
732
733        while i + 7 < warm_end {
734            let v_cur = _mm512_loadu_pd(data.as_ptr().add(i));
735            let v_prev = _mm512_loadu_pd(data.as_ptr().add(i - 1));
736            let v_d = _mm512_sub_pd(v_cur, v_prev);
737            let v_u = _mm512_max_pd(v_d, v_zero);
738            let v_n = _mm512_max_pd(_mm512_sub_pd(v_zero, v_d), v_zero);
739            v_up = _mm512_add_pd(v_up, v_u);
740            v_dn = _mm512_add_pd(v_dn, v_n);
741            i += 8;
742        }
743
744        let mut buf = [0.0f64; 8];
745        _mm512_storeu_pd(buf.as_mut_ptr(), v_up);
746        sum_up += buf.iter().sum::<f64>();
747        _mm512_storeu_pd(buf.as_mut_ptr(), v_dn);
748        sum_dn += buf.iter().sum::<f64>();
749
750        while i < warm_end {
751            let c = *data.get_unchecked(i);
752            let p = *data.get_unchecked(i - 1);
753            let d = c - p;
754            sum_up += if d > 0.0 { d } else { 0.0 };
755            sum_dn += if d < 0.0 { -d } else { 0.0 };
756            i += 1;
757        }
758
759        let mut up_ema = sum_up / (ema_len as f64);
760        let mut dn_ema = sum_dn / (ema_len as f64);
761
762        let warm_idx = warm_end - 1;
763        let base = *data.get_unchecked(warm_idx);
764        let x0 = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
765        let m0 = (x0 >= 0.0) as i32 as f64;
766        let scale0 = neg_scale + m0 * (1.0 - neg_scale);
767        let v0 = base + x0 * scale0;
768        *out.get_unchecked_mut(warm_idx) = if v0.is_finite() || x0 >= 0.0 { v0 } else { 0.0 };
769
770        let mut j = warm_end;
771        while j < len {
772            let cur = *data.get_unchecked(j);
773            let prev = *data.get_unchecked(j - 1);
774            let d = cur - prev;
775            let up = if d > 0.0 { d } else { 0.0 };
776            let dn = if d < 0.0 { -d } else { 0.0 };
777
778            up_ema = beta.mul_add(up_ema, alpha * up);
779            dn_ema = beta.mul_add(dn_ema, alpha * dn);
780
781            let x = rs_coeff.mul_add(dn_ema, -n_minus_1 * up_ema);
782            let m = (x >= 0.0) as i32 as f64;
783            let scale = neg_scale + m * (1.0 - neg_scale);
784            let val = cur + x * scale;
785            *out.get_unchecked_mut(j) = if val.is_finite() || x >= 0.0 {
786                val
787            } else {
788                0.0
789            };
790            j += 1;
791        }
792
793        return Ok(());
794    }
795
796    reverse_rsi_compute_into_avx2_stub(data, first, rsi_length, rsi_level, out)
797}
798
799#[inline(always)]
800fn reverse_rsi_compute_into(
801    data: &[f64],
802    first: usize,
803    rsi_length: usize,
804    rsi_level: f64,
805    kern: Kernel,
806    out: &mut [f64],
807) -> Result<(), ReverseRsiError> {
808    let k = to_non_batch(match kern {
809        Kernel::Auto => detect_best_kernel(),
810        x => x,
811    });
812    match k {
813        Kernel::Avx512 => {
814            reverse_rsi_compute_into_avx512_stub(data, first, rsi_length, rsi_level, out)
815        }
816        Kernel::Avx2 => reverse_rsi_compute_into_avx2_stub(data, first, rsi_length, rsi_level, out),
817        _ => reverse_rsi_compute_into_scalar_safe(data, first, rsi_length, rsi_level, out),
818    }
819}
820
821#[inline(always)]
822fn to_non_batch(k: Kernel) -> Kernel {
823    match k {
824        Kernel::Auto => detect_best_kernel(),
825        Kernel::ScalarBatch => Kernel::Scalar,
826        Kernel::Avx2Batch => Kernel::Avx2,
827        Kernel::Avx512Batch => Kernel::Avx512,
828        other => other,
829    }
830}
831
832#[inline]
833fn ema_into_slice_or_wrap(
834    dst: &mut [f64],
835    inp: &EmaInput,
836    kern: Kernel,
837) -> Result<(), ReverseRsiError> {
838    let k = to_non_batch(kern);
839    ema_into_slice(dst, inp, k).map_err(|_| ReverseRsiError::NotEnoughValidData {
840        needed: inp.params.period.unwrap_or(1),
841        valid: dst.len(),
842    })
843}
844
845#[inline]
846pub fn reverse_rsi(input: &ReverseRsiInput) -> Result<ReverseRsiOutput, ReverseRsiError> {
847    reverse_rsi_with_kernel(input, Kernel::Auto)
848}
849
850pub fn reverse_rsi_with_kernel(
851    input: &ReverseRsiInput,
852    kernel: Kernel,
853) -> Result<ReverseRsiOutput, ReverseRsiError> {
854    let (data, first, rsi_len, rsi_lvl, ema_len) = reverse_rsi_prepare(input, kernel)?;
855    let mut out = alloc_with_nan_prefix(data.len(), first + ema_len - 1);
856    reverse_rsi_compute_into(data, first, rsi_len, rsi_lvl, kernel, &mut out)?;
857    Ok(ReverseRsiOutput { values: out })
858}
859
860#[cfg(not(all(target_arch = "wasm32", feature = "wasm")))]
861#[inline]
862pub fn reverse_rsi_into(input: &ReverseRsiInput, out: &mut [f64]) -> Result<(), ReverseRsiError> {
863    let (data, first, rsi_len, rsi_lvl, ema_len) = reverse_rsi_prepare(input, Kernel::Auto)?;
864    if out.len() != data.len() {
865        return Err(ReverseRsiError::OutputLengthMismatch {
866            expected: data.len(),
867            got: out.len(),
868        });
869    }
870
871    let warm = (first + ema_len - 1).min(out.len());
872    for v in &mut out[..warm] {
873        *v = f64::from_bits(0x7ff8_0000_0000_0000);
874    }
875
876    reverse_rsi_compute_into(data, first, rsi_len, rsi_lvl, Kernel::Auto, out)
877}
878
879#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
880#[inline]
881pub fn reverse_rsi_avx2(input: &ReverseRsiInput) -> Result<ReverseRsiOutput, ReverseRsiError> {
882    reverse_rsi_with_kernel(input, Kernel::Avx2)
883}
884
885#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
886#[inline]
887pub fn reverse_rsi_avx512(input: &ReverseRsiInput) -> Result<ReverseRsiOutput, ReverseRsiError> {
888    reverse_rsi_with_kernel(input, Kernel::Avx512)
889}
890
891#[inline]
892pub fn reverse_rsi_into_slice(
893    dst: &mut [f64],
894    input: &ReverseRsiInput,
895    kernel: Kernel,
896) -> Result<(), ReverseRsiError> {
897    let (data, first, rsi_len, rsi_lvl, ema_len) = reverse_rsi_prepare(input, kernel)?;
898    if dst.len() != data.len() {
899        return Err(ReverseRsiError::OutputLengthMismatch {
900            expected: data.len(),
901            got: dst.len(),
902        });
903    }
904    reverse_rsi_compute_into(data, first, rsi_len, rsi_lvl, kernel, dst)?;
905    for v in &mut dst[..first + ema_len - 1] {
906        *v = f64::NAN;
907    }
908    Ok(())
909}
910
911pub struct ReverseRsiStream {
912    rsi_length: usize,
913    rsi_level: f64,
914    ema_length: usize,
915    alpha: f64,
916    beta: f64,
917
918    n_minus_1: f64,
919    rs_target: f64,
920    rs_coeff: f64,
921    neg_scale: f64,
922
923    seen_first: bool,
924    warm_count: usize,
925    sum_up: f64,
926    sum_dn: f64,
927    up_ema: f64,
928    down_ema: f64,
929    prev: f64,
930}
931
932impl ReverseRsiStream {
933    #[inline]
934    pub fn try_new(params: ReverseRsiParams) -> Result<Self, ReverseRsiError> {
935        let rsi_length = params.rsi_length.unwrap_or(14);
936        if rsi_length == 0 {
937            return Err(ReverseRsiError::InvalidPeriod {
938                period: 0,
939                data_len: 0,
940            });
941        }
942
943        let rsi_level = params.rsi_level.unwrap_or(50.0);
944        if !(0.0 < rsi_level && rsi_level < 100.0) || !rsi_level.is_finite() {
945            return Err(ReverseRsiError::InvalidRsiLevel { level: rsi_level });
946        }
947
948        let ema_length = (2 * rsi_length).saturating_sub(1);
949        let alpha = 2.0 / (ema_length as f64 + 1.0);
950        let beta = 1.0 - alpha;
951
952        let n_minus_1 = (rsi_length - 1) as f64;
953        let inv = 100.0 - rsi_level;
954        let rs_target = rsi_level / inv;
955        let rs_coeff = n_minus_1 * rs_target;
956        let neg_scale = inv / rsi_level;
957
958        Ok(Self {
959            rsi_length,
960            rsi_level,
961            ema_length,
962            alpha,
963            beta,
964            n_minus_1,
965            rs_target,
966            rs_coeff,
967            neg_scale,
968            seen_first: false,
969            warm_count: 0,
970            sum_up: 0.0,
971            sum_dn: 0.0,
972            up_ema: 0.0,
973            down_ema: 0.0,
974            prev: f64::NAN,
975        })
976    }
977
978    #[inline(always)]
979    pub fn update(&mut self, value: f64) -> Option<f64> {
980        if !self.seen_first {
981            if !value.is_finite() {
982                self.prev = value;
983                return None;
984            }
985
986            let d = value;
987            self.sum_up += if d > 0.0 { d } else { 0.0 };
988            self.sum_dn += if d < 0.0 { -d } else { 0.0 };
989            self.warm_count = 1;
990            self.prev = value;
991            self.seen_first = true;
992
993            if self.ema_length == 1 {
994                self.up_ema = self.sum_up;
995                self.down_ema = self.sum_dn;
996                return Some(self.emit_seed(value));
997            }
998            return None;
999        }
1000
1001        let d = if value.is_finite() && self.prev.is_finite() {
1002            value - self.prev
1003        } else {
1004            0.0
1005        };
1006        let up = if d > 0.0 { d } else { 0.0 };
1007        let dn = if d < 0.0 { -d } else { 0.0 };
1008
1009        if self.warm_count < self.ema_length {
1010            self.warm_count += 1;
1011            self.sum_up += up;
1012            self.sum_dn += dn;
1013            self.prev = value;
1014
1015            if self.warm_count == self.ema_length {
1016                self.up_ema = self.sum_up / (self.ema_length as f64);
1017                self.down_ema = self.sum_dn / (self.ema_length as f64);
1018
1019                return Some(self.emit_seed(value));
1020            }
1021            return None;
1022        }
1023
1024        self.up_ema = self.beta.mul_add(self.up_ema, self.alpha * up);
1025        self.down_ema = self.beta.mul_add(self.down_ema, self.alpha * dn);
1026
1027        let out = self.emit_from(value);
1028        self.prev = value;
1029        Some(out)
1030    }
1031
1032    #[inline]
1033    pub fn next(&mut self, value: f64) -> f64 {
1034        self.update(value).unwrap_or(f64::NAN)
1035    }
1036
1037    #[inline(always)]
1038    fn emit_seed(&self, base: f64) -> f64 {
1039        let x0 = self
1040            .rs_coeff
1041            .mul_add(self.down_ema, -self.n_minus_1 * self.up_ema);
1042
1043        let m = (x0 >= 0.0) as i32 as f64;
1044        let scale0 = self.neg_scale + m * (1.0 - self.neg_scale);
1045        let v0 = base + x0 * scale0;
1046        if v0.is_finite() || x0 >= 0.0 {
1047            v0
1048        } else {
1049            0.0
1050        }
1051    }
1052
1053    #[inline(always)]
1054    fn emit_from(&self, cur: f64) -> f64 {
1055        let x = self
1056            .rs_coeff
1057            .mul_add(self.down_ema, -self.n_minus_1 * self.up_ema);
1058        let m = (x >= 0.0) as i32 as f64;
1059        let scale = self.neg_scale + m * (1.0 - self.neg_scale);
1060        let v = cur + x * scale;
1061        if v.is_finite() || x >= 0.0 {
1062            v
1063        } else {
1064            0.0
1065        }
1066    }
1067}
1068
1069pub fn reverse_rsi_batch_with_kernel(
1070    data: &[f64],
1071    sweep: &ReverseRsiBatchRange,
1072    k: Kernel,
1073) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
1074    let kernel = match k {
1075        Kernel::Auto => detect_best_batch_kernel(),
1076        other if other.is_batch() => other,
1077        other => {
1078            return Err(ReverseRsiError::InvalidKernelForBatch(other));
1079        }
1080    };
1081
1082    reverse_rsi_batch_inner(data, sweep, kernel, true)
1083}
1084
1085fn axis_usize((start, end, step): (usize, usize, usize)) -> Result<Vec<usize>, ReverseRsiError> {
1086    if step == 0 || start == end {
1087        return Ok(vec![start]);
1088    }
1089
1090    if start < end {
1091        let mut v = Vec::new();
1092        let mut x = start;
1093        let st = step.max(1);
1094        while x <= end {
1095            v.push(x);
1096            x = x
1097                .checked_add(st)
1098                .ok_or_else(|| ReverseRsiError::InvalidRange {
1099                    start: start.to_string(),
1100                    end: end.to_string(),
1101                    step: step.to_string(),
1102                })?;
1103        }
1104        if v.is_empty() {
1105            return Err(ReverseRsiError::InvalidRange {
1106                start: start.to_string(),
1107                end: end.to_string(),
1108                step: step.to_string(),
1109            });
1110        }
1111        return Ok(v);
1112    }
1113
1114    let mut v = Vec::new();
1115    let mut x = start as isize;
1116    let end_i = end as isize;
1117    let st = (step as isize).max(1);
1118    while x >= end_i {
1119        v.push(x as usize);
1120        x -= st;
1121    }
1122    if v.is_empty() {
1123        return Err(ReverseRsiError::InvalidRange {
1124            start: start.to_string(),
1125            end: end.to_string(),
1126            step: step.to_string(),
1127        });
1128    }
1129    Ok(v)
1130}
1131
1132fn axis_f64((start, end, step): (f64, f64, f64)) -> Result<Vec<f64>, ReverseRsiError> {
1133    if step.abs() < 1e-12 || (start - end).abs() < 1e-12 {
1134        return Ok(vec![start]);
1135    }
1136    let mut v = Vec::new();
1137    let mut x = start;
1138    if step > 0.0 {
1139        while x <= end + 1e-12 {
1140            v.push(x);
1141            x += step;
1142        }
1143    } else {
1144        while x >= end - 1e-12 {
1145            v.push(x);
1146            x += step;
1147        }
1148    }
1149    if v.is_empty() {
1150        return Err(ReverseRsiError::InvalidRange {
1151            start: start.to_string(),
1152            end: end.to_string(),
1153            step: step.to_string(),
1154        });
1155    }
1156    Ok(v)
1157}
1158
1159pub(crate) fn expand_grid(
1160    sweep: &ReverseRsiBatchRange,
1161) -> Result<Vec<ReverseRsiParams>, ReverseRsiError> {
1162    let (len_start, len_end, len_step) = sweep.rsi_length_range;
1163    let (lvl_start, lvl_end, lvl_step) = sweep.rsi_level_range;
1164
1165    let lengths = axis_usize((len_start, len_end, len_step))?;
1166    let levels = axis_f64((lvl_start, lvl_end, lvl_step))?;
1167
1168    let cap =
1169        lengths
1170            .len()
1171            .checked_mul(levels.len())
1172            .ok_or_else(|| ReverseRsiError::InvalidRange {
1173                start: lengths.len().to_string(),
1174                end: levels.len().to_string(),
1175                step: "lengths*levels".into(),
1176            })?;
1177
1178    let mut combos = Vec::with_capacity(cap);
1179    for &length in &lengths {
1180        for &level in &levels {
1181            combos.push(ReverseRsiParams {
1182                rsi_length: Some(length),
1183                rsi_level: Some(level),
1184            });
1185        }
1186    }
1187
1188    Ok(combos)
1189}
1190
1191#[inline(always)]
1192pub fn reverse_rsi_batch_slice(
1193    data: &[f64],
1194    sweep: &ReverseRsiBatchRange,
1195    kern: Kernel,
1196) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
1197    reverse_rsi_batch_inner(data, sweep, kern, false)
1198}
1199
1200#[inline(always)]
1201pub fn reverse_rsi_batch_par_slice(
1202    data: &[f64],
1203    sweep: &ReverseRsiBatchRange,
1204    kern: Kernel,
1205) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
1206    reverse_rsi_batch_inner(data, sweep, kern, true)
1207}
1208
1209#[inline(always)]
1210fn reverse_rsi_batch_inner(
1211    data: &[f64],
1212    sweep: &ReverseRsiBatchRange,
1213    kern: Kernel,
1214    parallel: bool,
1215) -> Result<ReverseRsiBatchOutput, ReverseRsiError> {
1216    let combos = expand_grid(sweep)?;
1217    let cols = data.len();
1218    let rows = combos.len();
1219
1220    if cols == 0 {
1221        return Err(ReverseRsiError::EmptyInputData);
1222    }
1223
1224    let total = rows
1225        .checked_mul(cols)
1226        .ok_or_else(|| ReverseRsiError::InvalidRange {
1227            start: rows.to_string(),
1228            end: cols.to_string(),
1229            step: "rows*cols".into(),
1230        })?;
1231
1232    let mut buf_mu = make_uninit_matrix(rows, cols);
1233
1234    let warm: Vec<usize> = combos
1235        .iter()
1236        .map(|c| {
1237            let first = data.iter().position(|x| !x.is_nan()).unwrap_or(0);
1238            let ema_length = (2 * c.rsi_length.unwrap_or(14)) - 1;
1239            first + ema_length
1240        })
1241        .collect();
1242
1243    init_matrix_prefixes(&mut buf_mu, cols, &warm);
1244
1245    let mut buf_guard = core::mem::ManuallyDrop::new(buf_mu);
1246    let out: &mut [f64] = unsafe {
1247        core::slice::from_raw_parts_mut(buf_guard.as_mut_ptr() as *mut f64, buf_guard.len())
1248    };
1249
1250    if buf_guard.len() != total {
1251        return Err(ReverseRsiError::OutputLengthMismatch {
1252            expected: total,
1253            got: buf_guard.len(),
1254        });
1255    }
1256
1257    reverse_rsi_batch_inner_into(data, &combos, kern, parallel, out)?;
1258
1259    let values = unsafe {
1260        Vec::from_raw_parts(
1261            buf_guard.as_mut_ptr() as *mut f64,
1262            buf_guard.len(),
1263            buf_guard.capacity(),
1264        )
1265    };
1266
1267    Ok(ReverseRsiBatchOutput {
1268        values,
1269        combos,
1270        rows,
1271        cols,
1272    })
1273}
1274
1275#[inline(always)]
1276fn reverse_rsi_batch_inner_into(
1277    data: &[f64],
1278    combos: &[ReverseRsiParams],
1279    kern: Kernel,
1280    parallel: bool,
1281    out: &mut [f64],
1282) -> Result<(), ReverseRsiError> {
1283    let cols = data.len();
1284    let rows = combos.len();
1285
1286    let expected = rows
1287        .checked_mul(cols)
1288        .ok_or_else(|| ReverseRsiError::InvalidRange {
1289            start: rows.to_string(),
1290            end: cols.to_string(),
1291            step: "rows*cols".into(),
1292        })?;
1293    if out.len() != expected {
1294        return Err(ReverseRsiError::OutputLengthMismatch {
1295            expected,
1296            got: out.len(),
1297        });
1298    }
1299    let row_kern = to_non_batch(match kern {
1300        Kernel::Auto => detect_best_batch_kernel(),
1301        k => k,
1302    });
1303
1304    if matches!(kern, Kernel::ScalarBatch | Kernel::Auto) && matches!(row_kern, Kernel::Scalar) {
1305        let len = data.len();
1306        if len == 0 {
1307            return Err(ReverseRsiError::EmptyInputData);
1308        }
1309        let first = data.iter().position(|x| !x.is_nan()).unwrap_or(0);
1310
1311        let mut groups: std::collections::BTreeMap<usize, Vec<(usize, f64)>> =
1312            std::collections::BTreeMap::new();
1313        for (row, p) in combos.iter().enumerate() {
1314            let l = p.rsi_length.unwrap_or(14);
1315            let level = p.rsi_level.unwrap_or(50.0);
1316            groups.entry(l).or_default().push((row, level));
1317        }
1318
1319        let all_singletons = groups.values().all(|rows| rows.len() == 1);
1320        if all_singletons {
1321            for (r, s) in out.chunks_mut(cols).enumerate() {
1322                let input = ReverseRsiInput::from_slice(data, combos[r].clone());
1323                if reverse_rsi_into_slice(s, &input, row_kern).is_err() {
1324                    for v in s {
1325                        *v = f64::NAN;
1326                    }
1327                }
1328            }
1329            return Ok(());
1330        }
1331
1332        for (rsi_length, rows) in groups {
1333            let ema_len = (2 * rsi_length) - 1;
1334            if len - first < ema_len {
1335                continue;
1336            }
1337            let warm_end = first + ema_len;
1338            let warm_idx = warm_end - 1;
1339            let all_finite = data[first..].iter().all(|v| v.is_finite());
1340
1341            let mut sum_up = 0.0f64;
1342            let mut sum_dn = 0.0f64;
1343            let mut prev = 0.0f64;
1344            for i in first..warm_end {
1345                let cur = data[i];
1346                let d = if all_finite || (cur.is_finite() && prev.is_finite()) {
1347                    cur - prev
1348                } else {
1349                    0.0
1350                };
1351                sum_up += d.max(0.0);
1352                sum_dn += (-d).max(0.0);
1353                prev = cur;
1354            }
1355            let mut up_ema = sum_up / (ema_len as f64);
1356            let mut dn_ema = sum_dn / (ema_len as f64);
1357
1358            let n_minus_1 = (rsi_length - 1) as f64;
1359            let alpha = 2.0 / (ema_len as f64 + 1.0);
1360            let beta = 1.0 - alpha;
1361
1362            let base = data[warm_idx];
1363            for &(row, rsi_level) in &rows {
1364                let l = rsi_level;
1365                if !(0.0 < l && l < 100.0) || !l.is_finite() {
1366                    continue;
1367                }
1368                let inv = 100.0 - l;
1369                let neg_scale = inv / l;
1370                let rs_target = l / inv;
1371                let x0 = n_minus_1.mul_add(dn_ema * rs_target, -n_minus_1 * up_ema);
1372                let m0 = (x0 >= 0.0) as i32 as f64;
1373                let scale0 = neg_scale + m0 * (1.0 - neg_scale);
1374                let v0 = base + x0 * scale0;
1375                out[row * cols + warm_idx] = if v0.is_finite() || x0 >= 0.0 { v0 } else { 0.0 };
1376            }
1377
1378            prev = base;
1379            for i in warm_end..len {
1380                let cur = data[i];
1381                let d = if all_finite || (cur.is_finite() && prev.is_finite()) {
1382                    cur - prev
1383                } else {
1384                    0.0
1385                };
1386                let up = d.max(0.0);
1387                let dn = (-d).max(0.0);
1388                up_ema = beta.mul_add(up_ema, alpha * up);
1389                dn_ema = beta.mul_add(dn_ema, alpha * dn);
1390
1391                for &(row, rsi_level) in &rows {
1392                    let l = rsi_level;
1393                    let inv = 100.0 - l;
1394                    let rs_target = l / inv;
1395                    let neg_scale = inv / l;
1396                    let x = n_minus_1.mul_add(dn_ema * rs_target, -n_minus_1 * up_ema);
1397                    let m = (x >= 0.0) as i32 as f64;
1398                    let scale = neg_scale + m * (1.0 - neg_scale);
1399                    let v = cur + x * scale;
1400                    out[row * cols + i] = if v.is_finite() || x >= 0.0 { v } else { 0.0 };
1401                }
1402                prev = cur;
1403            }
1404        }
1405        return Ok(());
1406    }
1407
1408    let do_row = |row: usize, dst: &mut [f64]| {
1409        let input = ReverseRsiInput::from_slice(data, combos[row].clone());
1410        if reverse_rsi_into_slice(dst, &input, row_kern).is_err() {
1411            for v in dst {
1412                *v = f64::NAN;
1413            }
1414        }
1415    };
1416
1417    if parallel {
1418        #[cfg(not(target_arch = "wasm32"))]
1419        out.par_chunks_mut(cols)
1420            .enumerate()
1421            .for_each(|(r, s)| do_row(r, s));
1422        #[cfg(target_arch = "wasm32")]
1423        for (r, s) in out.chunks_mut(cols).enumerate() {
1424            do_row(r, s);
1425        }
1426    } else {
1427        for (r, s) in out.chunks_mut(cols).enumerate() {
1428            do_row(r, s);
1429        }
1430    }
1431    Ok(())
1432}
1433
1434pub fn reverse_rsi_batch(
1435    data_matrix: &[f64],
1436    rows: usize,
1437    cols: usize,
1438    params: &[ReverseRsiParams],
1439) -> Result<Vec<Vec<f64>>, ReverseRsiError> {
1440    let expected = rows
1441        .checked_mul(cols)
1442        .ok_or_else(|| ReverseRsiError::InvalidRange {
1443            start: rows.to_string(),
1444            end: cols.to_string(),
1445            step: "rows*cols".into(),
1446        })?;
1447    if data_matrix.len() != expected {
1448        return Err(ReverseRsiError::InvalidPeriod {
1449            period: data_matrix.len(),
1450            data_len: expected,
1451        });
1452    }
1453
1454    let params_len = params.len();
1455    if params_len != cols && params_len != 1 {
1456        return Err(ReverseRsiError::InvalidPeriod {
1457            period: params_len,
1458            data_len: cols,
1459        });
1460    }
1461
1462    let kernel = detect_best_batch_kernel();
1463    let mut results = Vec::with_capacity(cols);
1464
1465    #[cfg(not(target_arch = "wasm32"))]
1466    {
1467        results = (0..cols)
1468            .into_par_iter()
1469            .map(|col| {
1470                let col_data: Vec<f64> =
1471                    (0..rows).map(|row| data_matrix[row * cols + col]).collect();
1472
1473                let param_idx = if params_len == 1 { 0 } else { col };
1474                let input = ReverseRsiInput::from_slice(&col_data, params[param_idx].clone());
1475
1476                match reverse_rsi_with_kernel(&input, kernel) {
1477                    Ok(output) => output.values,
1478                    Err(_) => vec![f64::NAN; rows],
1479                }
1480            })
1481            .collect();
1482    }
1483
1484    #[cfg(target_arch = "wasm32")]
1485    {
1486        for col in 0..cols {
1487            let col_data: Vec<f64> = (0..rows).map(|row| data_matrix[row * cols + col]).collect();
1488
1489            let param_idx = if params_len == 1 { 0 } else { col };
1490            let input = ReverseRsiInput::from_slice(&col_data, params[param_idx].clone());
1491
1492            let output = match reverse_rsi_with_kernel(&input, kernel) {
1493                Ok(output) => output.values,
1494                Err(_) => vec![f64::NAN; rows],
1495            };
1496
1497            results.push(output);
1498        }
1499    }
1500
1501    Ok(results)
1502}
1503
1504#[cfg(feature = "python")]
1505#[pyfunction(name = "reverse_rsi")]
1506#[pyo3(signature = (data, rsi_length, rsi_level, kernel=None))]
1507pub fn reverse_rsi_py<'py>(
1508    py: Python<'py>,
1509    data: PyReadonlyArray1<'py, f64>,
1510    rsi_length: usize,
1511    rsi_level: f64,
1512    kernel: Option<&str>,
1513) -> PyResult<Bound<'py, PyArray1<f64>>> {
1514    let slice_in = data.as_slice()?;
1515    let kern = validate_kernel(kernel, false)?;
1516    let params = ReverseRsiParams {
1517        rsi_length: Some(rsi_length),
1518        rsi_level: Some(rsi_level),
1519    };
1520    let inp = ReverseRsiInput::from_slice(slice_in, params);
1521    let out: Vec<f64> = py
1522        .allow_threads(|| reverse_rsi_with_kernel(&inp, kern).map(|o| o.values))
1523        .map_err(|e| PyValueError::new_err(e.to_string()))?;
1524    Ok(out.into_pyarray(py))
1525}
1526
1527#[cfg(feature = "python")]
1528#[pyfunction(name = "reverse_rsi_batch")]
1529#[pyo3(signature = (data, rsi_length_range, rsi_level_range, kernel=None))]
1530pub fn reverse_rsi_batch_py<'py>(
1531    py: Python<'py>,
1532    data: PyReadonlyArray1<'py, f64>,
1533    rsi_length_range: (usize, usize, usize),
1534    rsi_level_range: (f64, f64, f64),
1535    kernel: Option<&str>,
1536) -> PyResult<Bound<'py, PyDict>> {
1537    use numpy::{IntoPyArray, PyArray1, PyArrayMethods};
1538    let slice_in = data.as_slice()?;
1539    let sweep = ReverseRsiBatchRange {
1540        rsi_length_range,
1541        rsi_level_range,
1542    };
1543    let kern = validate_kernel(kernel, true)?;
1544    let combos = expand_grid(&sweep).map_err(|e| PyValueError::new_err(e.to_string()))?;
1545    let rows = combos.len();
1546    let cols = slice_in.len();
1547    let total = rows
1548        .checked_mul(cols)
1549        .ok_or_else(|| PyValueError::new_err("rows*cols overflow in reverse_rsi_batch_py"))?;
1550    let out_arr = unsafe { PyArray1::<f64>::new(py, [total], false) };
1551    let slice_out = unsafe { out_arr.as_slice_mut()? };
1552
1553    py.allow_threads(|| {
1554        reverse_rsi_batch_inner_into(
1555            slice_in,
1556            &combos,
1557            {
1558                match kern {
1559                    Kernel::Auto => detect_best_batch_kernel(),
1560                    k => k,
1561                }
1562            },
1563            true,
1564            slice_out,
1565        )
1566    })
1567    .map_err(|e| PyValueError::new_err(e.to_string()))?;
1568
1569    let dict = PyDict::new(py);
1570    dict.set_item("values", out_arr.reshape((rows, cols))?)?;
1571    dict.set_item(
1572        "rsi_lengths",
1573        combos
1574            .iter()
1575            .map(|p| p.rsi_length.unwrap_or(14) as u64)
1576            .collect::<Vec<_>>()
1577            .into_pyarray(py),
1578    )?;
1579    dict.set_item(
1580        "rsi_levels",
1581        combos
1582            .iter()
1583            .map(|p| p.rsi_level.unwrap_or(50.0))
1584            .collect::<Vec<_>>()
1585            .into_pyarray(py),
1586    )?;
1587    Ok(dict.into())
1588}
1589
1590#[cfg(all(feature = "python", feature = "cuda"))]
1591#[pyfunction(name = "reverse_rsi_cuda_batch_dev")]
1592#[pyo3(signature = (data_f32, rsi_length_range, rsi_level_range, device_id=0))]
1593pub fn reverse_rsi_cuda_batch_dev_py<'py>(
1594    py: Python<'py>,
1595    data_f32: PyReadonlyArray1<'py, f32>,
1596    rsi_length_range: (usize, usize, usize),
1597    rsi_level_range: (f64, f64, f64),
1598    device_id: usize,
1599) -> PyResult<(DeviceArrayF32Py, Bound<'py, PyDict>)> {
1600    if !cuda_available() {
1601        return Err(PyValueError::new_err("CUDA not available"));
1602    }
1603    let slice_in = data_f32.as_slice()?;
1604    let sweep = ReverseRsiBatchRange {
1605        rsi_length_range,
1606        rsi_level_range,
1607    };
1608    let (inner, combos, ctx, dev_id) = py.allow_threads(|| {
1609        let cuda =
1610            CudaReverseRsi::new(device_id).map_err(|e| PyValueError::new_err(e.to_string()))?;
1611        let ctx = cuda.context_arc();
1612        let dev_id = cuda.device_id();
1613        cuda.reverse_rsi_batch_dev(slice_in, &sweep)
1614            .map(|(inner, combos)| (inner, combos, ctx, dev_id))
1615            .map_err(|e| PyValueError::new_err(e.to_string()))
1616    })?;
1617    let dict = PyDict::new(py);
1618    let lens: Vec<u64> = combos
1619        .iter()
1620        .map(|c| c.rsi_length.unwrap_or(14) as u64)
1621        .collect();
1622    let lvls: Vec<f64> = combos
1623        .iter()
1624        .map(|c| c.rsi_level.unwrap_or(50.0) as f64)
1625        .collect();
1626    dict.set_item("rsi_lengths", lens.into_pyarray(py))?;
1627    dict.set_item("rsi_levels", lvls.into_pyarray(py))?;
1628    Ok((
1629        DeviceArrayF32Py {
1630            inner,
1631            _ctx: Some(ctx),
1632            device_id: Some(dev_id),
1633        },
1634        dict,
1635    ))
1636}
1637
1638#[cfg(all(feature = "python", feature = "cuda"))]
1639#[pyfunction(name = "reverse_rsi_cuda_many_series_one_param_dev")]
1640#[pyo3(signature = (data_tm_f32, cols, rows, rsi_length, rsi_level, device_id=0))]
1641pub fn reverse_rsi_cuda_many_series_one_param_dev_py<'py>(
1642    py: Python<'py>,
1643    data_tm_f32: PyReadonlyArray1<'py, f32>,
1644    cols: usize,
1645    rows: usize,
1646    rsi_length: usize,
1647    rsi_level: f64,
1648    device_id: usize,
1649) -> PyResult<DeviceArrayF32Py> {
1650    if !cuda_available() {
1651        return Err(PyValueError::new_err("CUDA not available"));
1652    }
1653    let slice_in = data_tm_f32.as_slice()?;
1654    let params = ReverseRsiParams {
1655        rsi_length: Some(rsi_length),
1656        rsi_level: Some(rsi_level),
1657    };
1658    let (inner, ctx, dev_id) = py.allow_threads(|| {
1659        let cuda =
1660            CudaReverseRsi::new(device_id).map_err(|e| PyValueError::new_err(e.to_string()))?;
1661        let ctx = cuda.context_arc();
1662        let dev_id = cuda.device_id();
1663        cuda.reverse_rsi_many_series_one_param_time_major_dev(slice_in, cols, rows, &params)
1664            .map(|inner| (inner, ctx, dev_id))
1665            .map_err(|e| PyValueError::new_err(e.to_string()))
1666    })?;
1667    Ok(DeviceArrayF32Py {
1668        inner,
1669        _ctx: Some(ctx),
1670        device_id: Some(dev_id),
1671    })
1672}
1673
1674#[cfg(feature = "python")]
1675#[pyclass(name = "ReverseRsiStream")]
1676pub struct ReverseRsiStreamPy {
1677    inner: ReverseRsiStream,
1678}
1679
1680#[cfg(feature = "python")]
1681#[pymethods]
1682impl ReverseRsiStreamPy {
1683    #[new]
1684    fn new(rsi_length: usize, rsi_level: f64) -> PyResult<Self> {
1685        let params = ReverseRsiParams {
1686            rsi_length: Some(rsi_length),
1687            rsi_level: Some(rsi_level),
1688        };
1689        let stream =
1690            ReverseRsiStream::try_new(params).map_err(|e| PyValueError::new_err(e.to_string()))?;
1691        Ok(Self { inner: stream })
1692    }
1693    fn update(&mut self, value: f64) -> Option<f64> {
1694        self.inner.update(value)
1695    }
1696    #[deprecated(note = "use update()")]
1697    fn next(&mut self, value: f64) -> f64 {
1698        self.inner.next(value)
1699    }
1700}
1701
1702#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1703#[derive(Serialize, Deserialize)]
1704pub struct ReverseRsiBatchConfig {
1705    pub rsi_length_range: (usize, usize, usize),
1706    pub rsi_level_range: (f64, f64, f64),
1707}
1708
1709#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1710#[derive(Serialize, Deserialize)]
1711pub struct ReverseRsiBatchJsOutput {
1712    pub values: Vec<f64>,
1713    pub combos: Vec<ReverseRsiParams>,
1714    pub rows: usize,
1715    pub cols: usize,
1716}
1717
1718#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1719#[wasm_bindgen(js_name = reverse_rsi_batch)]
1720pub fn reverse_rsi_batch_unified_js(data: &[f64], config: JsValue) -> Result<JsValue, JsValue> {
1721    let cfg: ReverseRsiBatchConfig = serde_wasm_bindgen::from_value(config)
1722        .map_err(|e| JsValue::from_str(&format!("Invalid config: {e}")))?;
1723    let sweep = ReverseRsiBatchRange {
1724        rsi_length_range: cfg.rsi_length_range,
1725        rsi_level_range: cfg.rsi_level_range,
1726    };
1727    let out = reverse_rsi_batch_inner(data, &sweep, detect_best_kernel(), false)
1728        .map_err(|e| JsValue::from_str(&e.to_string()))?;
1729    let js = ReverseRsiBatchJsOutput {
1730        values: out.values,
1731        combos: out.combos,
1732        rows: out.rows,
1733        cols: out.cols,
1734    };
1735    serde_wasm_bindgen::to_value(&js)
1736        .map_err(|e| JsValue::from_str(&format!("Serialization error: {e}")))
1737}
1738
1739#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1740#[wasm_bindgen]
1741pub fn reverse_rsi_js(
1742    data: &[f64],
1743    rsi_length: usize,
1744    rsi_level: f64,
1745) -> Result<Vec<f64>, JsValue> {
1746    let params = ReverseRsiParams {
1747        rsi_length: Some(rsi_length),
1748        rsi_level: Some(rsi_level),
1749    };
1750
1751    let input = ReverseRsiInput::from_slice(data, params);
1752    let output = reverse_rsi(&input).map_err(|e| JsValue::from_str(&e.to_string()))?;
1753
1754    Ok(output.values)
1755}
1756
1757#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1758#[wasm_bindgen]
1759pub fn reverse_rsi_alloc(len: usize) -> *mut f64 {
1760    let mut v = Vec::<f64>::with_capacity(len);
1761    let p = v.as_mut_ptr();
1762    std::mem::forget(v);
1763    p
1764}
1765
1766#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1767#[wasm_bindgen]
1768pub fn reverse_rsi_free(ptr: *mut f64, len: usize) {
1769    unsafe {
1770        let _ = Vec::from_raw_parts(ptr, len, len);
1771    }
1772}
1773
1774#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1775#[wasm_bindgen]
1776pub fn reverse_rsi_into(
1777    in_ptr: *const f64,
1778    out_ptr: *mut f64,
1779    len: usize,
1780    rsi_length: usize,
1781    rsi_level: f64,
1782) -> Result<(), JsValue> {
1783    if in_ptr.is_null() || out_ptr.is_null() {
1784        return Err(JsValue::from_str("null pointer passed to reverse_rsi_into"));
1785    }
1786    unsafe {
1787        let data = std::slice::from_raw_parts(in_ptr, len);
1788        let params = ReverseRsiParams {
1789            rsi_length: Some(rsi_length),
1790            rsi_level: Some(rsi_level),
1791        };
1792        let input = ReverseRsiInput::from_slice(data, params);
1793        if in_ptr == out_ptr {
1794            let mut temp = vec![0.0; len];
1795            reverse_rsi_into_slice(&mut temp, &input, detect_best_kernel())
1796                .map_err(|e| JsValue::from_str(&e.to_string()))?;
1797            let out = std::slice::from_raw_parts_mut(out_ptr, len);
1798            out.copy_from_slice(&temp);
1799        } else {
1800            let out = std::slice::from_raw_parts_mut(out_ptr, len);
1801            reverse_rsi_into_slice(out, &input, detect_best_kernel())
1802                .map_err(|e| JsValue::from_str(&e.to_string()))?;
1803        }
1804        Ok(())
1805    }
1806}
1807
1808#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1809#[wasm_bindgen]
1810pub fn reverse_rsi_batch_columnar_into(
1811    in_ptr: *const f64,
1812    out_ptr: *mut f64,
1813    rows: usize,
1814    cols: usize,
1815    rsi_length: usize,
1816    rsi_level: f64,
1817) -> i32 {
1818    let total_len = match rows.checked_mul(cols) {
1819        Some(v) => v,
1820        None => return -1,
1821    };
1822    let data = unsafe { std::slice::from_raw_parts(in_ptr, total_len) };
1823    let out = unsafe { std::slice::from_raw_parts_mut(out_ptr, total_len) };
1824
1825    let params = vec![ReverseRsiParams {
1826        rsi_length: Some(rsi_length),
1827        rsi_level: Some(rsi_level),
1828    }];
1829
1830    match reverse_rsi_batch(data, rows, cols, &params) {
1831        Ok(results) => {
1832            for (col, result) in results.iter().enumerate() {
1833                for (row, &value) in result.iter().enumerate() {
1834                    out[row * cols + col] = value;
1835                }
1836            }
1837            0
1838        }
1839        Err(_) => -1,
1840    }
1841}
1842
1843#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
1844#[wasm_bindgen]
1845pub fn reverse_rsi_batch_into(
1846    in_ptr: *const f64,
1847    out_ptr: *mut f64,
1848    len: usize,
1849    rsi_len_start: usize,
1850    rsi_len_end: usize,
1851    rsi_len_step: usize,
1852    rsi_lvl_start: f64,
1853    rsi_lvl_end: f64,
1854    rsi_lvl_step: f64,
1855) -> Result<usize, JsValue> {
1856    if in_ptr.is_null() || out_ptr.is_null() {
1857        return Err(JsValue::from_str(
1858            "null pointer passed to reverse_rsi_batch_into",
1859        ));
1860    }
1861    unsafe {
1862        let data = std::slice::from_raw_parts(in_ptr, len);
1863        let sweep = ReverseRsiBatchRange {
1864            rsi_length_range: (rsi_len_start, rsi_len_end, rsi_len_step),
1865            rsi_level_range: (rsi_lvl_start, rsi_lvl_end, rsi_lvl_step),
1866        };
1867        let combos = expand_grid(&sweep).map_err(|e| JsValue::from_str(&e.to_string()))?;
1868        let rows = combos.len();
1869        let cols = len;
1870
1871        let total = rows
1872            .checked_mul(cols)
1873            .ok_or_else(|| JsValue::from_str("rows*cols overflow in reverse_rsi_batch_into"))?;
1874        let out = std::slice::from_raw_parts_mut(out_ptr, total);
1875        reverse_rsi_batch_inner_into(data, &combos, detect_best_batch_kernel(), false, out)
1876            .map_err(|e| JsValue::from_str(&e.to_string()))?;
1877        Ok(rows)
1878    }
1879}
1880
1881#[cfg(test)]
1882mod tests {
1883    use super::*;
1884    use crate::skip_if_unsupported;
1885    use crate::utilities::data_loader::read_candles_from_csv;
1886
1887    fn check_reverse_rsi_partial_params(
1888        test_name: &str,
1889        kernel: Kernel,
1890    ) -> Result<(), Box<dyn Error>> {
1891        skip_if_unsupported!(kernel, test_name);
1892        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
1893        let candles = read_candles_from_csv(file_path)?;
1894
1895        let default_params = ReverseRsiParams {
1896            rsi_length: None,
1897            rsi_level: None,
1898        };
1899        let input = ReverseRsiInput::from_candles(&candles, "close", default_params);
1900        let output = reverse_rsi_with_kernel(&input, kernel)?;
1901        assert_eq!(output.values.len(), candles.close.len());
1902
1903        Ok(())
1904    }
1905
1906    fn check_reverse_rsi_accuracy(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
1907        skip_if_unsupported!(kernel, test_name);
1908        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
1909        let candles = read_candles_from_csv(file_path)?;
1910
1911        let params = ReverseRsiParams {
1912            rsi_length: Some(14),
1913            rsi_level: Some(50.0),
1914        };
1915
1916        let input = ReverseRsiInput::from_candles(&candles, "close", params);
1917        let result = reverse_rsi_with_kernel(&input, kernel)?;
1918
1919        assert_eq!(result.values.len(), candles.close.len());
1920
1921        let expected_last_5 = vec![
1922            60124.655535277416,
1923            60064.68013990046,
1924            60001.56012990757,
1925            59932.80583491417,
1926            59877.248275277445,
1927        ];
1928
1929        let start = result.values.len().saturating_sub(6);
1930        let end = result.values.len().saturating_sub(1);
1931
1932        for (i, &actual) in result.values[start..end].iter().enumerate() {
1933            let expected = expected_last_5[i];
1934            assert!(
1935                (actual - expected).abs() < 0.00001,
1936                "[{}] Last 5 values mismatch at index {}: expected {}, got {}",
1937                test_name,
1938                i,
1939                expected,
1940                actual
1941            );
1942        }
1943
1944        Ok(())
1945    }
1946
1947    fn check_reverse_rsi_default_candles(
1948        test_name: &str,
1949        kernel: Kernel,
1950    ) -> Result<(), Box<dyn Error>> {
1951        skip_if_unsupported!(kernel, test_name);
1952        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
1953        let candles = read_candles_from_csv(file_path)?;
1954
1955        let input = ReverseRsiInput::with_default_candles(&candles);
1956        match input.data {
1957            ReverseRsiData::Candles { source, .. } => assert_eq!(source, "close"),
1958            _ => panic!("Expected ReverseRsiData::Candles"),
1959        }
1960        let output = reverse_rsi_with_kernel(&input, kernel)?;
1961        assert_eq!(output.values.len(), candles.close.len());
1962
1963        Ok(())
1964    }
1965
1966    fn check_reverse_rsi_zero_period(
1967        test_name: &str,
1968        kernel: Kernel,
1969    ) -> Result<(), Box<dyn Error>> {
1970        skip_if_unsupported!(kernel, test_name);
1971        let input_data = [10.0, 20.0, 30.0];
1972        let params = ReverseRsiParams {
1973            rsi_length: Some(0),
1974            rsi_level: None,
1975        };
1976        let input = ReverseRsiInput::from_slice(&input_data, params);
1977        let res = reverse_rsi_with_kernel(&input, kernel);
1978        assert!(
1979            res.is_err(),
1980            "[{}] Reverse RSI should fail with zero period",
1981            test_name
1982        );
1983        Ok(())
1984    }
1985
1986    fn check_reverse_rsi_period_exceeds_length(
1987        test_name: &str,
1988        kernel: Kernel,
1989    ) -> Result<(), Box<dyn Error>> {
1990        skip_if_unsupported!(kernel, test_name);
1991        let data_small = [10.0, 20.0, 30.0];
1992        let params = ReverseRsiParams {
1993            rsi_length: Some(10),
1994            rsi_level: None,
1995        };
1996        let input = ReverseRsiInput::from_slice(&data_small, params);
1997        let res = reverse_rsi_with_kernel(&input, kernel);
1998        assert!(
1999            res.is_err(),
2000            "[{}] Reverse RSI should fail with period exceeding length",
2001            test_name
2002        );
2003        Ok(())
2004    }
2005
2006    fn check_reverse_rsi_very_small_dataset(
2007        test_name: &str,
2008        kernel: Kernel,
2009    ) -> Result<(), Box<dyn Error>> {
2010        skip_if_unsupported!(kernel, test_name);
2011        let single_point = [42.0];
2012        let params = ReverseRsiParams {
2013            rsi_length: Some(14),
2014            rsi_level: None,
2015        };
2016        let input = ReverseRsiInput::from_slice(&single_point, params);
2017        let res = reverse_rsi_with_kernel(&input, kernel);
2018        assert!(
2019            res.is_err(),
2020            "[{}] Reverse RSI should fail with insufficient data",
2021            test_name
2022        );
2023        Ok(())
2024    }
2025
2026    fn check_reverse_rsi_empty_input(
2027        test_name: &str,
2028        kernel: Kernel,
2029    ) -> Result<(), Box<dyn Error>> {
2030        skip_if_unsupported!(kernel, test_name);
2031        let empty: [f64; 0] = [];
2032        let input = ReverseRsiInput::from_slice(&empty, ReverseRsiParams::default());
2033        let res = reverse_rsi_with_kernel(&input, kernel);
2034        assert!(
2035            matches!(res, Err(ReverseRsiError::EmptyInputData)),
2036            "[{}] Reverse RSI should fail with empty input",
2037            test_name
2038        );
2039        Ok(())
2040    }
2041
2042    fn check_reverse_rsi_invalid_level(
2043        test_name: &str,
2044        kernel: Kernel,
2045    ) -> Result<(), Box<dyn Error>> {
2046        skip_if_unsupported!(kernel, test_name);
2047        let data = vec![1.0; 30];
2048
2049        let params = ReverseRsiParams {
2050            rsi_length: Some(14),
2051            rsi_level: Some(150.0),
2052        };
2053        let input = ReverseRsiInput::from_slice(&data, params);
2054        let res = reverse_rsi_with_kernel(&input, kernel);
2055        assert!(
2056            matches!(res, Err(ReverseRsiError::InvalidRsiLevel { .. })),
2057            "[{}] Reverse RSI should fail with invalid level > 100",
2058            test_name
2059        );
2060
2061        let params = ReverseRsiParams {
2062            rsi_length: Some(14),
2063            rsi_level: Some(-10.0),
2064        };
2065        let input = ReverseRsiInput::from_slice(&data, params);
2066        let res = reverse_rsi_with_kernel(&input, kernel);
2067        assert!(
2068            matches!(res, Err(ReverseRsiError::InvalidRsiLevel { .. })),
2069            "[{}] Reverse RSI should fail with negative level",
2070            test_name
2071        );
2072
2073        let params = ReverseRsiParams {
2074            rsi_length: Some(14),
2075            rsi_level: Some(0.0),
2076        };
2077        let input = ReverseRsiInput::from_slice(&data, params);
2078        let res = reverse_rsi_with_kernel(&input, kernel);
2079        assert!(
2080            matches!(res, Err(ReverseRsiError::InvalidRsiLevel { .. })),
2081            "[{}] Reverse RSI should fail with level = 0",
2082            test_name
2083        );
2084
2085        let params = ReverseRsiParams {
2086            rsi_length: Some(14),
2087            rsi_level: Some(100.0),
2088        };
2089        let input = ReverseRsiInput::from_slice(&data, params);
2090        let res = reverse_rsi_with_kernel(&input, kernel);
2091        assert!(
2092            matches!(res, Err(ReverseRsiError::InvalidRsiLevel { .. })),
2093            "[{}] Reverse RSI should fail with level = 100",
2094            test_name
2095        );
2096
2097        Ok(())
2098    }
2099
2100    fn check_reverse_rsi_all_nan(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
2101        skip_if_unsupported!(kernel, test_name);
2102        let data = vec![f64::NAN; 20];
2103        let params = ReverseRsiParams::default();
2104        let input = ReverseRsiInput::from_slice(&data, params);
2105        let res = reverse_rsi_with_kernel(&input, kernel);
2106        assert!(
2107            matches!(res, Err(ReverseRsiError::AllValuesNaN)),
2108            "[{}] Reverse RSI should fail with all NaN values",
2109            test_name
2110        );
2111        Ok(())
2112    }
2113
2114    fn check_reverse_rsi_reinput(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
2115        skip_if_unsupported!(kernel, test_name);
2116        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2117        let candles = read_candles_from_csv(file_path)?;
2118
2119        let first_params = ReverseRsiParams {
2120            rsi_length: Some(14),
2121            rsi_level: Some(50.0),
2122        };
2123        let first_input = ReverseRsiInput::from_candles(&candles, "close", first_params);
2124        let first_result = reverse_rsi_with_kernel(&first_input, kernel)?;
2125
2126        let second_params = ReverseRsiParams {
2127            rsi_length: Some(14),
2128            rsi_level: Some(50.0),
2129        };
2130        let second_input = ReverseRsiInput::from_slice(&first_result.values, second_params);
2131        let second_result = reverse_rsi_with_kernel(&second_input, kernel)?;
2132
2133        assert_eq!(second_result.values.len(), first_result.values.len());
2134
2135        Ok(())
2136    }
2137
2138    fn check_reverse_rsi_nan_handling(
2139        test_name: &str,
2140        kernel: Kernel,
2141    ) -> Result<(), Box<dyn Error>> {
2142        skip_if_unsupported!(kernel, test_name);
2143        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2144        let candles = read_candles_from_csv(file_path)?;
2145
2146        let input = ReverseRsiInput::from_candles(
2147            &candles,
2148            "close",
2149            ReverseRsiParams {
2150                rsi_length: Some(14),
2151                rsi_level: Some(50.0),
2152            },
2153        );
2154        let res = reverse_rsi_with_kernel(&input, kernel)?;
2155        assert_eq!(res.values.len(), candles.close.len());
2156
2157        Ok(())
2158    }
2159
2160    fn check_reverse_rsi_streaming(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
2161        skip_if_unsupported!(kernel, test_name);
2162
2163        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2164        let candles = read_candles_from_csv(file_path)?;
2165
2166        let rsi_length = 14;
2167        let rsi_level = 50.0;
2168
2169        let input = ReverseRsiInput::from_candles(
2170            &candles,
2171            "close",
2172            ReverseRsiParams {
2173                rsi_length: Some(rsi_length),
2174                rsi_level: Some(rsi_level),
2175            },
2176        );
2177        let batch_output = reverse_rsi_with_kernel(&input, kernel)?.values;
2178
2179        let mut stream = ReverseRsiStream::try_new(ReverseRsiParams {
2180            rsi_length: Some(rsi_length),
2181            rsi_level: Some(rsi_level),
2182        })?;
2183
2184        let mut stream_values = Vec::with_capacity(candles.close.len());
2185        for &price in &candles.close {
2186            match stream.update(price) {
2187                Some(val) => stream_values.push(val),
2188                None => stream_values.push(f64::NAN),
2189            }
2190        }
2191
2192        assert_eq!(batch_output.len(), stream_values.len());
2193
2194        for (i, (&b, &s)) in batch_output.iter().zip(stream_values.iter()).enumerate() {
2195            if b.is_nan() && s.is_nan() {
2196                continue;
2197            }
2198            if b.is_finite() && s.is_finite() {
2199                let diff = (b - s).abs();
2200                assert!(
2201                    diff < 1e-9,
2202                    "[{}] Reverse RSI streaming mismatch at idx {}: batch={}, stream={}, diff={}",
2203                    test_name,
2204                    i,
2205                    b,
2206                    s,
2207                    diff
2208                );
2209            }
2210        }
2211        Ok(())
2212    }
2213
2214    fn check_reverse_rsi_warmup_nans(
2215        test_name: &str,
2216        kernel: Kernel,
2217    ) -> Result<(), Box<dyn Error>> {
2218        skip_if_unsupported!(kernel, test_name);
2219        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2220        let candles = read_candles_from_csv(file_path)?;
2221
2222        let params = ReverseRsiParams {
2223            rsi_length: Some(14),
2224            rsi_level: Some(50.0),
2225        };
2226
2227        let input = ReverseRsiInput::from_candles(&candles, "close", params);
2228        let result = reverse_rsi_with_kernel(&input, kernel)?;
2229
2230        let first_valid = candles.close.iter().position(|x| !x.is_nan()).unwrap_or(0);
2231
2232        for i in 0..first_valid {
2233            assert!(
2234                result.values[i].is_nan(),
2235                "[{}] Expected NaN at index {} (before first valid data)",
2236                test_name,
2237                i
2238            );
2239        }
2240
2241        Ok(())
2242    }
2243
2244    #[cfg(debug_assertions)]
2245    fn check_reverse_rsi_no_poison(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
2246        skip_if_unsupported!(kernel, test_name);
2247        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2248        let candles = read_candles_from_csv(file_path)?;
2249
2250        let test_params = vec![
2251            ReverseRsiParams::default(),
2252            ReverseRsiParams {
2253                rsi_length: Some(7),
2254                rsi_level: Some(30.0),
2255            },
2256            ReverseRsiParams {
2257                rsi_length: Some(14),
2258                rsi_level: Some(50.0),
2259            },
2260            ReverseRsiParams {
2261                rsi_length: Some(21),
2262                rsi_level: Some(70.0),
2263            },
2264        ];
2265
2266        for (param_idx, params) in test_params.iter().enumerate() {
2267            let input = ReverseRsiInput::from_candles(&candles, "close", params.clone());
2268            let output = reverse_rsi_with_kernel(&input, kernel)?;
2269
2270            for (i, &val) in output.values.iter().enumerate() {
2271                if val.is_nan() {
2272                    continue;
2273                }
2274
2275                let bits = val.to_bits();
2276
2277                if bits == 0x11111111_11111111 {
2278                    panic!(
2279                        "[{}] Found alloc_with_nan_prefix poison value {} (0x{:016X}) at index {} \
2280                        with params: rsi_length={}, rsi_level={}",
2281                        test_name,
2282                        val,
2283                        bits,
2284                        i,
2285                        params.rsi_length.unwrap_or(14),
2286                        params.rsi_level.unwrap_or(50.0)
2287                    );
2288                }
2289
2290                if bits == 0x22222222_22222222 {
2291                    panic!(
2292                        "[{}] Found init_matrix_prefixes poison value {} (0x{:016X}) at index {} \
2293                        with params: rsi_length={}, rsi_level={}",
2294                        test_name,
2295                        val,
2296                        bits,
2297                        i,
2298                        params.rsi_length.unwrap_or(14),
2299                        params.rsi_level.unwrap_or(50.0)
2300                    );
2301                }
2302
2303                if bits == 0x33333333_33333333 {
2304                    panic!(
2305                        "[{}] Found make_uninit_matrix poison value {} (0x{:016X}) at index {} \
2306                        with params: rsi_length={}, rsi_level={}",
2307                        test_name,
2308                        val,
2309                        bits,
2310                        i,
2311                        params.rsi_length.unwrap_or(14),
2312                        params.rsi_level.unwrap_or(50.0)
2313                    );
2314                }
2315            }
2316        }
2317
2318        Ok(())
2319    }
2320
2321    #[cfg(not(debug_assertions))]
2322    fn check_reverse_rsi_no_poison(
2323        _test_name: &str,
2324        _kernel: Kernel,
2325    ) -> Result<(), Box<dyn Error>> {
2326        Ok(())
2327    }
2328
2329    macro_rules! generate_all_reverse_rsi_tests {
2330        ($($test_fn:ident),*) => {
2331            paste::paste! {
2332                $(
2333                    #[test]
2334                    fn [<$test_fn _scalar>]() {
2335                        let _ = $test_fn(stringify!([<$test_fn _scalar>]), Kernel::Scalar);
2336                    }
2337                )*
2338                #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
2339                $(
2340                    #[test]
2341                    fn [<$test_fn _avx2>]() {
2342                        let _ = $test_fn(stringify!([<$test_fn _avx2>]), Kernel::Avx2);
2343                    }
2344                    #[test]
2345                    fn [<$test_fn _avx512>]() {
2346                        let _ = $test_fn(stringify!([<$test_fn _avx512>]), Kernel::Avx512);
2347                    }
2348                )*
2349                #[cfg(all(target_arch = "wasm32", target_feature = "simd128"))]
2350                $(
2351                    #[test]
2352                    fn [<$test_fn _simd128>]() {
2353                        let _ = $test_fn(stringify!([<$test_fn _simd128>]), Kernel::Scalar);
2354                    }
2355                )*
2356            }
2357        }
2358    }
2359
2360    generate_all_reverse_rsi_tests!(
2361        check_reverse_rsi_partial_params,
2362        check_reverse_rsi_accuracy,
2363        check_reverse_rsi_default_candles,
2364        check_reverse_rsi_zero_period,
2365        check_reverse_rsi_period_exceeds_length,
2366        check_reverse_rsi_very_small_dataset,
2367        check_reverse_rsi_empty_input,
2368        check_reverse_rsi_invalid_level,
2369        check_reverse_rsi_all_nan,
2370        check_reverse_rsi_reinput,
2371        check_reverse_rsi_nan_handling,
2372        check_reverse_rsi_streaming,
2373        check_reverse_rsi_warmup_nans,
2374        check_reverse_rsi_no_poison
2375    );
2376
2377    fn check_batch_default_row(test: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
2378        skip_if_unsupported!(kernel, test);
2379
2380        let file = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2381        let c = read_candles_from_csv(file)?;
2382
2383        let output = ReverseRsiBatchBuilder::new()
2384            .kernel(kernel)
2385            .apply_candles(&c, "close")?;
2386
2387        let def = ReverseRsiParams::default();
2388        let row = output.values_for(&def).expect("default row missing");
2389
2390        assert_eq!(row.len(), c.close.len());
2391
2392        let valid_count = row.iter().filter(|v| v.is_finite()).count();
2393        assert!(
2394            valid_count > 0,
2395            "[{}] Should have valid values in default row",
2396            test
2397        );
2398
2399        Ok(())
2400    }
2401
2402    fn check_batch_sweep(test: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
2403        skip_if_unsupported!(kernel, test);
2404
2405        let file = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2406        let c = read_candles_from_csv(file)?;
2407
2408        let output = ReverseRsiBatchBuilder::new()
2409            .kernel(kernel)
2410            .rsi_length_range(10, 20, 2)
2411            .rsi_level_range(30.0, 70.0, 10.0)
2412            .apply_candles(&c, "close")?;
2413
2414        let expected_combos = 6 * 5;
2415        assert_eq!(output.combos.len(), expected_combos);
2416        assert_eq!(output.rows, expected_combos);
2417        assert_eq!(output.cols, c.close.len());
2418
2419        Ok(())
2420    }
2421
2422    #[cfg(debug_assertions)]
2423    fn check_batch_no_poison(test: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
2424        skip_if_unsupported!(kernel, test);
2425
2426        let file = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2427        let c = read_candles_from_csv(file)?;
2428
2429        let test_configs = vec![
2430            (7, 21, 7, 20.0, 80.0, 20.0),
2431            (14, 14, 0, 50.0, 50.0, 0.0),
2432            (10, 20, 5, 30.0, 70.0, 20.0),
2433        ];
2434
2435        for (cfg_idx, &(len_start, len_end, len_step, lvl_start, lvl_end, lvl_step)) in
2436            test_configs.iter().enumerate()
2437        {
2438            let output = ReverseRsiBatchBuilder::new()
2439                .kernel(kernel)
2440                .rsi_length_range(len_start, len_end, len_step)
2441                .rsi_level_range(lvl_start, lvl_end, lvl_step)
2442                .apply_candles(&c, "close")?;
2443
2444            for (idx, &val) in output.values.iter().enumerate() {
2445                if val.is_nan() {
2446                    continue;
2447                }
2448
2449                let bits = val.to_bits();
2450                let row = idx / output.cols;
2451                let col = idx % output.cols;
2452                let combo = &output.combos[row];
2453
2454                if bits == 0x11111111_11111111 {
2455                    panic!(
2456                        "[{}] Config {}: Found alloc_with_nan_prefix poison value {} (0x{:016X}) \
2457                        at row {} col {} (flat index {}) with params: rsi_length={}, rsi_level={}",
2458                        test,
2459                        cfg_idx,
2460                        val,
2461                        bits,
2462                        row,
2463                        col,
2464                        idx,
2465                        combo.rsi_length.unwrap_or(14),
2466                        combo.rsi_level.unwrap_or(50.0)
2467                    );
2468                }
2469
2470                if bits == 0x22222222_22222222 {
2471                    panic!(
2472                        "[{}] Config {}: Found init_matrix_prefixes poison value {} (0x{:016X}) \
2473                        at row {} col {} (flat index {}) with params: rsi_length={}, rsi_level={}",
2474                        test,
2475                        cfg_idx,
2476                        val,
2477                        bits,
2478                        row,
2479                        col,
2480                        idx,
2481                        combo.rsi_length.unwrap_or(14),
2482                        combo.rsi_level.unwrap_or(50.0)
2483                    );
2484                }
2485
2486                if bits == 0x33333333_33333333 {
2487                    panic!(
2488                        "[{}] Config {}: Found make_uninit_matrix poison value {} (0x{:016X}) \
2489                        at row {} col {} (flat index {}) with params: rsi_length={}, rsi_level={}",
2490                        test,
2491                        cfg_idx,
2492                        val,
2493                        bits,
2494                        row,
2495                        col,
2496                        idx,
2497                        combo.rsi_length.unwrap_or(14),
2498                        combo.rsi_level.unwrap_or(50.0)
2499                    );
2500                }
2501            }
2502        }
2503
2504        Ok(())
2505    }
2506
2507    #[cfg(not(debug_assertions))]
2508    fn check_batch_no_poison(_test: &str, _kernel: Kernel) -> Result<(), Box<dyn Error>> {
2509        Ok(())
2510    }
2511
2512    macro_rules! gen_batch_tests {
2513        ($fn_name:ident) => {
2514            paste::paste! {
2515                #[test] fn [<$fn_name _scalar>]() {
2516                    let _ = $fn_name(stringify!([<$fn_name _scalar>]), Kernel::ScalarBatch);
2517                }
2518                #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
2519                #[test] fn [<$fn_name _avx2>]() {
2520                    let _ = $fn_name(stringify!([<$fn_name _avx2>]), Kernel::Avx2Batch);
2521                }
2522                #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
2523                #[test] fn [<$fn_name _avx512>]() {
2524                    let _ = $fn_name(stringify!([<$fn_name _avx512>]), Kernel::Avx512Batch);
2525                }
2526                #[test] fn [<$fn_name _auto_detect>]() {
2527                    let _ = $fn_name(stringify!([<$fn_name _auto_detect>]), Kernel::Auto);
2528                }
2529            }
2530        };
2531    }
2532
2533    gen_batch_tests!(check_batch_default_row);
2534    gen_batch_tests!(check_batch_sweep);
2535    gen_batch_tests!(check_batch_no_poison);
2536
2537    fn check_kernel_passthrough(_name: &str, _k: Kernel) -> Result<(), Box<dyn Error>> {
2538        let data = vec![1.0; 64];
2539        for k in [Kernel::Scalar, Kernel::Auto] {
2540            let p = ReverseRsiParams {
2541                rsi_length: Some(14),
2542                rsi_level: Some(50.0),
2543            };
2544            let inp = ReverseRsiInput::from_slice(&data, p);
2545            let _ = reverse_rsi_with_kernel(&inp, k)?;
2546        }
2547        Ok(())
2548    }
2549
2550    fn check_batch_into_signature_parity(_n: &str, _k: Kernel) -> Result<(), Box<dyn Error>> {
2551        Ok(())
2552    }
2553
2554    #[test]
2555    fn test_kernel_passthrough() {
2556        let _ = check_kernel_passthrough("kernel_passthrough", Kernel::Auto);
2557    }
2558
2559    #[test]
2560    fn test_batch_into_signature_parity() {
2561        let _ = check_batch_into_signature_parity("batch_into_signature", Kernel::Auto);
2562    }
2563
2564    #[test]
2565    fn test_reverse_rsi_into_matches_api() {
2566        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
2567        let candles = read_candles_from_csv(file_path).expect("read candles");
2568
2569        let params = ReverseRsiParams::default();
2570        let input = ReverseRsiInput::from_candles(&candles, "close", params);
2571
2572        let baseline = reverse_rsi(&input).expect("baseline").values;
2573
2574        let mut out = vec![0.0; candles.close.len()];
2575        #[cfg(not(all(target_arch = "wasm32", feature = "wasm")))]
2576        {
2577            reverse_rsi_into(&input, &mut out).expect("reverse_rsi_into");
2578        }
2579        #[cfg(all(target_arch = "wasm32", feature = "wasm"))]
2580        {
2581            reverse_rsi_into_slice(&mut out, &input, Kernel::Auto).expect("reverse_rsi_into_slice");
2582        }
2583
2584        assert_eq!(baseline.len(), out.len());
2585        for (i, (&a, &b)) in baseline.iter().zip(out.iter()).enumerate() {
2586            let equal = (a.is_nan() && b.is_nan()) || (a == b);
2587            assert!(
2588                equal,
2589                "parity mismatch at index {}: baseline={:?}, into={:?}",
2590                i, a, b
2591            );
2592        }
2593    }
2594}