vector_ta/indicators/

vosc.rs

use crate::utilities::data_loader::{source_type, Candles};
use crate::utilities::enums::Kernel;
use crate::utilities::helpers::{
    alloc_with_nan_prefix, detect_best_batch_kernel, detect_best_kernel, init_matrix_prefixes,
    make_uninit_matrix,
};
#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
use core::arch::x86_64::*;
#[cfg(not(target_arch = "wasm32"))]
use rayon::prelude::*;
use std::convert::AsRef;
use thiserror::Error;

#[cfg(all(feature = "python", feature = "cuda"))]
mod vosc_python_cuda_handle {
    use crate::utilities::dlpack_cuda::export_f32_cuda_dlpack_2d;
    use cust::context::Context;
    use cust::memory::DeviceBuffer;
    use pyo3::exceptions::PyValueError;
    use pyo3::prelude::*;
    use pyo3::types::PyDict;
    use std::ffi::c_void;
    use std::sync::Arc;

    #[pyclass(module = "ta_indicators.cuda", unsendable, name = "DeviceArrayF32Py")]
    pub struct DeviceArrayF32Py {
        pub(crate) buf: Option<DeviceBuffer<f32>>,
        pub(crate) rows: usize,
        pub(crate) cols: usize,
        pub(crate) _ctx: Arc<Context>,
        pub(crate) device_id: u32,
    }

    #[pymethods]
    impl DeviceArrayF32Py {
        #[getter]
        fn __cuda_array_interface__<'py>(&self, py: Python<'py>) -> PyResult<Bound<'py, PyDict>> {
            let d = PyDict::new(py);
            d.set_item("shape", (self.rows, self.cols))?;
            d.set_item("typestr", "<f4")?;
            d.set_item(
                "strides",
                (
                    self.cols * std::mem::size_of::<f32>(),
                    std::mem::size_of::<f32>(),
                ),
            )?;
            let ptr = self
                .buf
                .as_ref()
                .ok_or_else(|| PyValueError::new_err("buffer already exported via __dlpack__"))?
                .as_device_ptr()
                .as_raw() as usize;
            d.set_item("data", (ptr, false))?;
            d.set_item("version", 3)?;
            Ok(d)
        }

        fn __dlpack_device__(&self) -> (i32, i32) {
            let mut device_ordinal: i32 = self.device_id as i32;
            unsafe {
                let attr = cust::sys::CUpointer_attribute::CU_POINTER_ATTRIBUTE_DEVICE_ORDINAL;
                let mut value = std::mem::MaybeUninit::<i32>::uninit();
                let ptr = self
                    .buf
                    .as_ref()
                    .map(|b| b.as_device_ptr().as_raw())
                    .unwrap_or(0);
                if ptr != 0 {
                    let rc = cust::sys::cuPointerGetAttribute(
                        value.as_mut_ptr() as *mut c_void,
                        attr,
                        ptr,
                    );
                    if rc == cust::sys::CUresult::CUDA_SUCCESS {
                        device_ordinal = value.assume_init();
                    }
                }
            }
            (2, device_ordinal)
        }

        #[pyo3(signature = (stream=None, max_version=None, dl_device=None, copy=None))]
        fn __dlpack__<'py>(
            &mut self,
            py: Python<'py>,
            stream: Option<pyo3::PyObject>,
            max_version: Option<pyo3::PyObject>,
            dl_device: Option<pyo3::PyObject>,
            copy: Option<pyo3::PyObject>,
        ) -> PyResult<PyObject> {
            let (kdl, alloc_dev) = self.__dlpack_device__();
            if let Some(dev_obj) = dl_device.as_ref() {
                if let Ok((dev_ty, dev_id)) = dev_obj.extract::<(i32, i32)>(py) {
                    if dev_ty != kdl || dev_id != alloc_dev {
                        let wants_copy = copy
                            .as_ref()
                            .and_then(|c| c.extract::<bool>(py).ok())
                            .unwrap_or(false);
                        if wants_copy {
                            return Err(PyValueError::new_err(
                                "device copy not implemented for __dlpack__",
                            ));
                        } else {
                            return Err(PyValueError::new_err("dl_device mismatch for __dlpack__"));
                        }
                    }
                }
            }
            let _ = stream;

            let buf = self
                .buf
                .take()
                .ok_or_else(|| PyValueError::new_err("__dlpack__ may only be called once"))?;

            let rows = self.rows;
            let cols = self.cols;
            let max_version_bound = max_version.map(|obj| obj.into_bound(py));

            export_f32_cuda_dlpack_2d(py, buf, rows, cols, alloc_dev, max_version_bound)
        }
    }

    pub use DeviceArrayF32Py as VoscDeviceArrayF32Py;
}

#[cfg(all(feature = "python", feature = "cuda"))]
use self::vosc_python_cuda_handle::VoscDeviceArrayF32Py;
#[cfg(feature = "python")]
use crate::utilities::kernel_validation::validate_kernel;
#[cfg(feature = "python")]
use numpy::{IntoPyArray, PyArray1, PyArrayMethods, PyReadonlyArray1};
#[cfg(feature = "python")]
use pyo3::exceptions::PyValueError;
#[cfg(feature = "python")]
use pyo3::prelude::*;
#[cfg(feature = "python")]
use pyo3::types::PyDict;

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
use serde::{Deserialize, Serialize};
#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
use wasm_bindgen::prelude::*;

impl<'a> AsRef<[f64]> for VoscInput<'a> {
    #[inline(always)]
    fn as_ref(&self) -> &[f64] {
        match &self.data {
            VoscData::Slice(slice) => slice,
            VoscData::Candles { candles, source } => source_type(candles, source),
        }
    }
}

#[derive(Debug, Clone)]
pub enum VoscData<'a> {
    Candles {
        candles: &'a Candles,
        source: &'a str,
    },
    Slice(&'a [f64]),
}

#[derive(Debug, Clone)]
pub struct VoscOutput {
    pub values: Vec<f64>,
}

#[derive(Debug, Clone)]
#[cfg_attr(
    all(target_arch = "wasm32", feature = "wasm"),
    derive(Serialize, Deserialize)
)]
pub struct VoscParams {
    pub short_period: Option<usize>,
    pub long_period: Option<usize>,
}

impl Default for VoscParams {
    fn default() -> Self {
        Self {
            short_period: Some(2),
            long_period: Some(5),
        }
    }
}

#[derive(Debug, Clone)]
pub struct VoscInput<'a> {
    pub data: VoscData<'a>,
    pub params: VoscParams,
}

impl<'a> VoscInput<'a> {
    #[inline]
    pub fn from_candles(c: &'a Candles, s: &'a str, p: VoscParams) -> Self {
        Self {
            data: VoscData::Candles {
                candles: c,
                source: s,
            },
            params: p,
        }
    }
    #[inline]
    pub fn from_slice(sl: &'a [f64], p: VoscParams) -> Self {
        Self {
            data: VoscData::Slice(sl),
            params: p,
        }
    }
    #[inline]
    pub fn with_default_candles(c: &'a Candles) -> Self {
        Self::from_candles(c, "volume", VoscParams::default())
    }
    #[inline]
    pub fn get_short_period(&self) -> usize {
        self.params.short_period.unwrap_or(2)
    }
    #[inline]
    pub fn get_long_period(&self) -> usize {
        self.params.long_period.unwrap_or(5)
    }
}

#[derive(Copy, Clone, Debug)]
pub struct VoscBuilder {
    short_period: Option<usize>,
    long_period: Option<usize>,
    kernel: Kernel,
}

impl Default for VoscBuilder {
    fn default() -> Self {
        Self {
            short_period: None,
            long_period: None,
            kernel: Kernel::Auto,
        }
    }
}

impl VoscBuilder {
    #[inline(always)]
    pub fn new() -> Self {
        Self::default()
    }
    #[inline(always)]
    pub fn short_period(mut self, n: usize) -> Self {
        self.short_period = Some(n);
        self
    }
    #[inline(always)]
    pub fn long_period(mut self, n: usize) -> Self {
        self.long_period = Some(n);
        self
    }
    #[inline(always)]
    pub fn kernel(mut self, k: Kernel) -> Self {
        self.kernel = k;
        self
    }

    #[inline(always)]
    pub fn apply(self, c: &Candles) -> Result<VoscOutput, VoscError> {
        let p = VoscParams {
            short_period: self.short_period,
            long_period: self.long_period,
        };
        let i = VoscInput::from_candles(c, "volume", p);
        vosc_with_kernel(&i, self.kernel)
    }

    #[inline(always)]
    pub fn apply_slice(self, d: &[f64]) -> Result<VoscOutput, VoscError> {
        let p = VoscParams {
            short_period: self.short_period,
            long_period: self.long_period,
        };
        let i = VoscInput::from_slice(d, p);
        vosc_with_kernel(&i, self.kernel)
    }

    #[inline(always)]
    pub fn into_stream(self) -> Result<VoscStream, VoscError> {
        let p = VoscParams {
            short_period: self.short_period,
            long_period: self.long_period,
        };
        VoscStream::try_new(p)
    }
}

#[derive(Debug, Error)]
pub enum VoscError {
    #[error("vosc: empty input data")]
    EmptyInputData,
    #[error("vosc: invalid period: period = {period}, data length = {data_len}")]
    InvalidPeriod { period: usize, data_len: usize },
    #[error("vosc: short_period > long_period")]
    ShortPeriodGreaterThanLongPeriod,
    #[error("vosc: Not enough valid data: needed = {needed}, valid = {valid}")]
    NotEnoughValidData { needed: usize, valid: usize },
    #[error("vosc: All values are NaN.")]
    AllValuesNaN,
    #[error("vosc: output length mismatch: expected = {expected}, got = {got}")]
    OutputLengthMismatch { expected: usize, got: usize },
    #[error("vosc: invalid batch range: start = {start}, end = {end}, step = {step}")]
    InvalidRange {
        start: usize,
        end: usize,
        step: usize,
    },
    #[error("vosc: invalid kernel for batch: {0:?}")]
    InvalidKernelForBatch(Kernel),
}

#[inline]
pub fn vosc(input: &VoscInput) -> Result<VoscOutput, VoscError> {
    vosc_with_kernel(input, Kernel::Auto)
}

pub fn vosc_with_kernel(input: &VoscInput, kernel: Kernel) -> Result<VoscOutput, VoscError> {
    let data: &[f64] = match &input.data {
        VoscData::Candles { candles, source } => source_type(candles, source),
        VoscData::Slice(sl) => sl,
    };

    if data.is_empty() {
        return Err(VoscError::EmptyInputData);
    }

    let short_period = input.get_short_period();
    let long_period = input.get_long_period();

    if short_period == 0 || short_period > data.len() {
        return Err(VoscError::InvalidPeriod {
            period: short_period,
            data_len: data.len(),
        });
    }
    if long_period == 0 || long_period > data.len() {
        return Err(VoscError::InvalidPeriod {
            period: long_period,
            data_len: data.len(),
        });
    }
    if short_period > long_period {
        return Err(VoscError::ShortPeriodGreaterThanLongPeriod);
    }

    let first = match data.iter().position(|&x| !x.is_nan()) {
        Some(idx) => idx,
        None => return Err(VoscError::AllValuesNaN),
    };
    if (data.len() - first) < long_period {
        return Err(VoscError::NotEnoughValidData {
            needed: long_period,
            valid: data.len() - first,
        });
    }

    let chosen = match kernel {
        Kernel::Auto => Kernel::Scalar,
        other => other,
    };

    let warmup_period = first
        .checked_add(long_period)
        .and_then(|v| v.checked_sub(1))
        .ok_or(VoscError::InvalidPeriod {
            period: long_period,
            data_len: data.len(),
        })?;
    let mut out = alloc_with_nan_prefix(data.len(), warmup_period);

    unsafe {
        match chosen {
            Kernel::Scalar | Kernel::ScalarBatch => {
                vosc_scalar(data, short_period, long_period, first, &mut out)
            }
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx2 | Kernel::Avx2Batch => {
                vosc_avx2(data, short_period, long_period, first, &mut out)
            }
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx512 | Kernel::Avx512Batch => {
                vosc_avx512(data, short_period, long_period, first, &mut out)
            }
            _ => unreachable!(),
        }
    }

    Ok(VoscOutput { values: out })
}

#[inline]
pub fn vosc_scalar(
    data: &[f64],
    short_period: usize,
    long_period: usize,
    first_valid: usize,
    out: &mut [f64],
) {
    let short_div = 1.0 / (short_period as f64);
    let long_div = 1.0 / (long_period as f64);

    let start = first_valid;
    let end_init = start + long_period;
    let short_start = end_init - short_period;

    let mut short_sum = 0.0f64;
    let mut long_sum = 0.0f64;

    unsafe {
        let mut i = start;
        while i < end_init {
            let v = *data.get_unchecked(i);
            long_sum += v;
            if i >= short_start {
                short_sum += v;
            }
            i += 1;
        }

        let mut idx = end_init - 1;

        let mut lavg = long_sum * long_div;
        let mut savg = short_sum * short_div;
        *out.get_unchecked_mut(idx) = 100.0 * (savg - lavg) / lavg;

        let mut t_s = end_init - short_period;
        let mut t_l = start;

        let mut j = end_init;
        let len = data.len();

        while j < len {
            let x_new = *data.get_unchecked(j);

            short_sum += x_new;
            short_sum -= *data.get_unchecked(t_s);

            long_sum += x_new;
            long_sum -= *data.get_unchecked(t_l);

            t_s += 1;
            t_l += 1;

            idx += 1;

            lavg = long_sum * long_div;
            savg = short_sum * short_div;
            *out.get_unchecked_mut(idx) = 100.0 * (savg - lavg) / lavg;

            j += 1;
        }
    }
}

#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub fn vosc_avx512(
    data: &[f64],
    short_period: usize,
    long_period: usize,
    first_valid: usize,
    out: &mut [f64],
) {
    unsafe {
        let short_div = 1.0 / (short_period as f64);
        let long_div = 1.0 / (long_period as f64);

        let start = first_valid;
        let end_init = start + long_period;
        let short_start = end_init - short_period;
        let len = data.len();
        let dptr = data.as_ptr();

        let mut short_sum = 0.0f64;
        let mut long_sum = 0.0f64;

        let mut i = start;
        let end_a = short_start;
        if end_a > i {
            let mut acc = _mm512_setzero_pd();
            while i + 8 <= end_a {
                let v = _mm512_loadu_pd(dptr.add(i));
                acc = _mm512_add_pd(acc, v);
                i += 8;
            }
            let mut tmp = [0.0f64; 8];
            _mm512_storeu_pd(tmp.as_mut_ptr(), acc);
            long_sum += tmp.iter().sum::<f64>();
            while i < end_a {
                long_sum += *dptr.add(i);
                i += 1;
            }
        }

        let end_b = end_init;
        if end_b > i {
            let mut acc = _mm512_setzero_pd();
            while i + 8 <= end_b {
                let v = _mm512_loadu_pd(dptr.add(i));
                acc = _mm512_add_pd(acc, v);
                i += 8;
            }
            let mut tmp = [0.0f64; 8];
            _mm512_storeu_pd(tmp.as_mut_ptr(), acc);
            let block = tmp.iter().sum::<f64>();
            long_sum += block;
            short_sum += block;
            while i < end_b {
                let x = *dptr.add(i);
                long_sum += x;
                short_sum += x;
                i += 1;
            }
        }

        let mut idx = end_b - 1;
        let mut lavg = long_sum * long_div;
        let mut savg = short_sum * short_div;
        *out.get_unchecked_mut(idx) = 100.0 * (savg - lavg) / lavg;

        let mut t_s = end_init - short_period;
        let mut t_l = start;
        let mut j = end_init;
        while j < len {
            let x = *dptr.add(j);
            short_sum += x;
            short_sum -= *dptr.add(t_s);
            long_sum += x;
            long_sum -= *dptr.add(t_l);
            t_s += 1;
            t_l += 1;
            j += 1;
            idx += 1;
            lavg = long_sum * long_div;
            savg = short_sum * short_div;
            *out.get_unchecked_mut(idx) = 100.0 * (savg - lavg) / lavg;
        }
    }
}
#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub fn vosc_avx2(
    data: &[f64],
    short_period: usize,
    long_period: usize,
    first_valid: usize,
    out: &mut [f64],
) {
    unsafe {
        let short_div = 1.0 / (short_period as f64);
        let long_div = 1.0 / (long_period as f64);

        let start = first_valid;
        let end_init = start + long_period;
        let short_start = end_init - short_period;
        let len = data.len();
        let dptr = data.as_ptr();

        let mut short_sum = 0.0f64;
        let mut long_sum = 0.0f64;

        let mut i = start;
        let end_a = short_start;
        if end_a > i {
            let mut acc = _mm256_setzero_pd();
            while i + 4 <= end_a {
                let v = _mm256_loadu_pd(dptr.add(i));
                acc = _mm256_add_pd(acc, v);
                i += 4;
            }
            let mut tmp = [0.0f64; 4];
            _mm256_storeu_pd(tmp.as_mut_ptr(), acc);
            long_sum += tmp.iter().sum::<f64>();
            while i < end_a {
                long_sum += *dptr.add(i);
                i += 1;
            }
        }

        let end_b = end_init;
        if end_b > i {
            let mut acc = _mm256_setzero_pd();
            while i + 4 <= end_b {
                let v = _mm256_loadu_pd(dptr.add(i));
                acc = _mm256_add_pd(acc, v);
                i += 4;
            }
            let mut tmp = [0.0f64; 4];
            _mm256_storeu_pd(tmp.as_mut_ptr(), acc);
            let block = tmp.iter().sum::<f64>();
            long_sum += block;
            short_sum += block;
            while i < end_b {
                let x = *dptr.add(i);
                long_sum += x;
                short_sum += x;
                i += 1;
            }
        }

        let mut idx = end_b - 1;
        let mut lavg = long_sum * long_div;
        let mut savg = short_sum * short_div;
        *out.get_unchecked_mut(idx) = 100.0 * (savg - lavg) / lavg;

        let mut t_s = end_init - short_period;
        let mut t_l = start;
        let mut j = end_init;
        while j < len {
            let x = *dptr.add(j);
            short_sum += x;
            short_sum -= *dptr.add(t_s);
            long_sum += x;
            long_sum -= *dptr.add(t_l);
            t_s += 1;
            t_l += 1;
            j += 1;
            idx += 1;
            lavg = long_sum * long_div;
            savg = short_sum * short_div;
            *out.get_unchecked_mut(idx) = 100.0 * (savg - lavg) / lavg;
        }
    }
}

#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub unsafe fn vosc_avx512_short(
    data: &[f64],
    short_period: usize,
    long_period: usize,
    first_valid: usize,
    out: &mut [f64],
) {
    vosc_scalar(data, short_period, long_period, first_valid, out)
}
#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub unsafe fn vosc_avx512_long(
    data: &[f64],
    short_period: usize,
    long_period: usize,
    first_valid: usize,
    out: &mut [f64],
) {
    vosc_scalar(data, short_period, long_period, first_valid, out)
}

#[inline]
pub fn vosc_row_scalar(
    data: &[f64],
    first: usize,
    short_period: usize,
    long_period: usize,
    out: &mut [f64],
) {
    vosc_scalar(data, short_period, long_period, first, out)
}

#[inline(always)]
fn vosc_row_scalar_prefix(
    data: &[f64],
    prefix: &[f64],
    first: usize,
    short_period: usize,
    long_period: usize,
    out: &mut [f64],
) {
    let warm = match first
        .checked_add(long_period)
        .and_then(|v| v.checked_sub(1))
    {
        Some(w) => w,
        None => return,
    };
    let short_div = 1.0 / (short_period as f64);
    let long_div = 1.0 / (long_period as f64);
    let len = data.len();
    if warm >= len {
        return;
    }
    unsafe {
        let mut i = warm;
        while i < len {
            let ip1 = i + 1;
            let long_sum = *prefix.get_unchecked(ip1) - *prefix.get_unchecked(ip1 - long_period);
            let short_sum = *prefix.get_unchecked(ip1) - *prefix.get_unchecked(ip1 - short_period);
            let lavg = long_sum * long_div;
            let savg = short_sum * short_div;
            *out.get_unchecked_mut(i) = 100.0 * (savg - lavg) / lavg;
            i += 1;
        }
    }
}

#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub unsafe fn vosc_row_avx2(
    data: &[f64],
    first: usize,
    short_period: usize,
    long_period: usize,
    out: &mut [f64],
) {
    vosc_scalar(data, short_period, long_period, first, out)
}
#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub unsafe fn vosc_row_avx512(
    data: &[f64],
    first: usize,
    short_period: usize,
    long_period: usize,
    out: &mut [f64],
) {
    vosc_scalar(data, short_period, long_period, first, out)
}
#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub unsafe fn vosc_row_avx512_short(
    data: &[f64],
    first: usize,
    short_period: usize,
    long_period: usize,
    out: &mut [f64],
) {
    vosc_scalar(data, short_period, long_period, first, out)
}
#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[inline]
pub unsafe fn vosc_row_avx512_long(
    data: &[f64],
    first: usize,
    short_period: usize,
    long_period: usize,
    out: &mut [f64],
) {
    vosc_scalar(data, short_period, long_period, first, out)
}

#[derive(Debug, Clone)]
pub struct VoscStream {
    short_period: usize,
    long_period: usize,

    buf: Vec<f64>,
    head: usize,
    count: usize,

    short_sum: f64,
    long_sum: f64,
    short_nan: usize,
    long_nan: usize,

    inv_short: f64,
    inv_long: f64,
}

impl VoscStream {
    pub fn try_new(params: VoscParams) -> Result<Self, VoscError> {
        let short_period = params.short_period.unwrap_or(2);
        let long_period = params.long_period.unwrap_or(5);

        if short_period == 0 || long_period == 0 {
            return Err(VoscError::InvalidPeriod {
                period: short_period.max(long_period),
                data_len: 0,
            });
        }
        if short_period > long_period {
            return Err(VoscError::ShortPeriodGreaterThanLongPeriod);
        }

        Ok(Self {
            short_period,
            long_period,

            buf: vec![f64::NAN; long_period],
            head: 0,
            count: 0,

            short_sum: 0.0,
            long_sum: 0.0,
            short_nan: short_period,
            long_nan: long_period,

            inv_short: 1.0 / (short_period as f64),
            inv_long: 1.0 / (long_period as f64),
        })
    }

    #[inline(always)]
    pub fn update(&mut self, value: f64) -> Option<f64> {
        let L = self.long_period;
        let S = self.short_period;
        let head = self.head;

        let old_long = unsafe { *self.buf.get_unchecked(head) };

        let old_short = if self.count >= S {
            unsafe { *self.buf.get_unchecked((head + L - S) % L) }
        } else {
            0.0
        };

        if value.is_nan() {
            self.long_nan += 1;
            self.short_nan += 1;
        } else {
            self.long_sum += value;
            self.short_sum += value;
        }

        if self.count >= L {
            if old_long.is_nan() {
                self.long_nan -= 1;
            } else {
                self.long_sum -= old_long;
            }
        } else {
            self.long_nan -= 1;
        }

        if self.count >= S {
            if old_short.is_nan() {
                self.short_nan -= 1;
            } else {
                self.short_sum -= old_short;
            }
        } else {
            self.short_nan -= 1;
        }

        unsafe {
            *self.buf.get_unchecked_mut(head) = value;
        }
        let mut next = head + 1;
        if next == L {
            next = 0;
        }
        self.head = next;

        if self.count < L {
            self.count += 1;
            if self.count < L {
                return None;
            }
        }

        debug_assert!(self.count >= S);

        if self.long_nan != 0 || self.short_nan != 0 {
            return Some(f64::NAN);
        }

        let lavg = self.long_sum * self.inv_long;
        let savg = self.short_sum * self.inv_short;
        Some(100.0 * (savg - lavg) / lavg)
    }
}

#[derive(Clone, Debug)]
pub struct VoscBatchRange {
    pub short_period: (usize, usize, usize),
    pub long_period: (usize, usize, usize),
}

impl Default for VoscBatchRange {
    fn default() -> Self {
        Self {
            short_period: (2, 2, 0),
            long_period: (5, 254, 1),
        }
    }
}

#[derive(Clone, Debug, Default)]
pub struct VoscBatchBuilder {
    range: VoscBatchRange,
    kernel: Kernel,
}

impl VoscBatchBuilder {
    pub fn new() -> Self {
        Self::default()
    }
    pub fn kernel(mut self, k: Kernel) -> Self {
        self.kernel = k;
        self
    }
    #[inline]
    pub fn short_period_range(mut self, start: usize, end: usize, step: usize) -> Self {
        self.range.short_period = (start, end, step);
        self
    }
    #[inline]
    pub fn short_period_static(mut self, n: usize) -> Self {
        self.range.short_period = (n, n, 0);
        self
    }
    #[inline]
    pub fn long_period_range(mut self, start: usize, end: usize, step: usize) -> Self {
        self.range.long_period = (start, end, step);
        self
    }
    #[inline]
    pub fn long_period_static(mut self, n: usize) -> Self {
        self.range.long_period = (n, n, 0);
        self
    }
    pub fn apply_slice(self, data: &[f64]) -> Result<VoscBatchOutput, VoscError> {
        vosc_batch_with_kernel(data, &self.range, self.kernel)
    }
    pub fn with_default_slice(data: &[f64], k: Kernel) -> Result<VoscBatchOutput, VoscError> {
        VoscBatchBuilder::new().kernel(k).apply_slice(data)
    }
    pub fn apply_candles(self, c: &Candles, src: &str) -> Result<VoscBatchOutput, VoscError> {
        let slice = source_type(c, src);
        self.apply_slice(slice)
    }
    pub fn with_default_candles(c: &Candles) -> Result<VoscBatchOutput, VoscError> {
        VoscBatchBuilder::new()
            .kernel(Kernel::Auto)
            .apply_candles(c, "volume")
    }
}

pub fn vosc_batch_with_kernel(
    data: &[f64],
    sweep: &VoscBatchRange,
    k: Kernel,
) -> Result<VoscBatchOutput, VoscError> {
    let kernel = match k {
        Kernel::Auto => Kernel::ScalarBatch,
        other if other.is_batch() => other,
        _ => return Err(VoscError::InvalidKernelForBatch(k)),
    };
    let mut simd = match kernel {
        Kernel::Avx512Batch => Kernel::Avx512,
        Kernel::Avx2Batch => Kernel::Avx2,
        Kernel::ScalarBatch => Kernel::Scalar,
        _ => unreachable!(),
    };

    #[cfg(not(all(feature = "nightly-avx", target_arch = "x86_64")))]
    {
        simd = Kernel::Scalar;
    }
    vosc_batch_par_slice(data, sweep, simd)
}

#[derive(Clone, Debug)]
pub struct VoscBatchOutput {
    pub values: Vec<f64>,
    pub combos: Vec<VoscParams>,
    pub rows: usize,
    pub cols: usize,
}
impl VoscBatchOutput {
    pub fn row_for_params(&self, p: &VoscParams) -> Option<usize> {
        self.combos.iter().position(|c| {
            c.short_period.unwrap_or(2) == p.short_period.unwrap_or(2)
                && c.long_period.unwrap_or(5) == p.long_period.unwrap_or(5)
        })
    }

    pub fn values_for(&self, p: &VoscParams) -> Option<&[f64]> {
        self.row_for_params(p).map(|row| {
            let start = row * self.cols;
            &self.values[start..start + self.cols]
        })
    }
}

#[inline(always)]
fn expand_grid(r: &VoscBatchRange) -> Vec<VoscParams> {
    fn axis_usize((start, end, step): (usize, usize, usize)) -> Vec<usize> {
        if step == 0 || start == end {
            return vec![start];
        }
        let mut out = Vec::new();
        if start <= end {
            let mut v = start;
            while v <= end {
                out.push(v);
                match v.checked_add(step) {
                    Some(next) if next > v => v = next,
                    _ => break,
                }
            }
        } else {
            let mut v = start;
            loop {
                out.push(v);
                if v <= end {
                    break;
                }
                match v.checked_sub(step) {
                    Some(next) if next < v => {
                        v = next;
                        if v < end {
                            break;
                        }
                    }
                    _ => break,
                }
            }
        }
        out
    }
    let shorts = axis_usize(r.short_period);
    let longs = axis_usize(r.long_period);
    let mut out = Vec::with_capacity(shorts.len() * longs.len());
    for &s in &shorts {
        for &l in &longs {
            if s <= l {
                out.push(VoscParams {
                    short_period: Some(s),
                    long_period: Some(l),
                });
            }
        }
    }
    out
}

#[inline(always)]
pub fn vosc_batch_slice(
    data: &[f64],
    sweep: &VoscBatchRange,
    kern: Kernel,
) -> Result<VoscBatchOutput, VoscError> {
    vosc_batch_inner(data, sweep, kern, false)
}

#[inline(always)]
pub fn vosc_batch_par_slice(
    data: &[f64],
    sweep: &VoscBatchRange,
    kern: Kernel,
) -> Result<VoscBatchOutput, VoscError> {
    vosc_batch_inner(data, sweep, kern, true)
}

#[inline(always)]
fn vosc_batch_inner(
    data: &[f64],
    sweep: &VoscBatchRange,
    kern: Kernel,
    parallel: bool,
) -> Result<VoscBatchOutput, VoscError> {
    if data.is_empty() {
        return Err(VoscError::EmptyInputData);
    }

    let combos = expand_grid(sweep);
    if combos.is_empty() {
        return Err(VoscError::InvalidRange {
            start: sweep.short_period.0,
            end: sweep.short_period.1,
            step: sweep.short_period.2,
        });
    }

    let data_len = data.len();
    let mut max_long = 0usize;
    for c in &combos {
        let sp = c.short_period.unwrap();
        let lp = c.long_period.unwrap();
        if sp == 0 || sp > data_len {
            return Err(VoscError::InvalidPeriod {
                period: sp,
                data_len,
            });
        }
        if lp == 0 || lp > data_len {
            return Err(VoscError::InvalidPeriod {
                period: lp,
                data_len,
            });
        }
        if lp > max_long {
            max_long = lp;
        }
    }

    let first = data
        .iter()
        .position(|x| !x.is_nan())
        .ok_or(VoscError::AllValuesNaN)?;
    if data.len() - first < max_long {
        return Err(VoscError::NotEnoughValidData {
            needed: max_long,
            valid: data.len() - first,
        });
    }

    let rows = combos.len();
    let cols = data.len();

    let _total = rows.checked_mul(cols).ok_or(VoscError::InvalidRange {
        start: sweep.short_period.0,
        end: sweep.short_period.1,
        step: sweep.short_period.2,
    })?;

    let mut buf_mu = make_uninit_matrix(rows, cols);

    let mut warmup_periods = Vec::with_capacity(combos.len());
    for c in &combos {
        let lp = c.long_period.unwrap();
        let warm = first.checked_add(lp).and_then(|v| v.checked_sub(1)).ok_or(
            VoscError::InvalidPeriod {
                period: lp,
                data_len: data.len(),
            },
        )?;
        warmup_periods.push(warm);
    }

    init_matrix_prefixes(&mut buf_mu, cols, &warmup_periods);

    let values = unsafe {
        let ptr = buf_mu.as_mut_ptr() as *mut f64;
        let len = buf_mu.len();
        let cap = buf_mu.capacity();
        std::mem::forget(buf_mu);
        Vec::from_raw_parts(ptr, len, cap)
    };

    let mut values = values;

    let mut prefix = Vec::with_capacity(cols + 1);
    prefix.push(0.0f64);
    let mut acc = 0.0f64;
    for &v in data.iter() {
        acc += v;
        prefix.push(acc);
    }

    let do_row = |row: usize, out_row: &mut [f64]| unsafe {
        let short = combos[row].short_period.unwrap();
        let long = combos[row].long_period.unwrap();
        match kern {
            Kernel::Scalar => vosc_row_scalar_prefix(data, &prefix, first, short, long, out_row),
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx2 => vosc_row_avx2(data, first, short, long, out_row),
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx512 => vosc_row_avx512(data, first, short, long, out_row),
            _ => unreachable!(),
        }
    };
    if parallel {
        #[cfg(not(target_arch = "wasm32"))]
        {
            values
                .par_chunks_mut(cols)
                .enumerate()
                .for_each(|(row, slice)| do_row(row, slice));
        }

        #[cfg(target_arch = "wasm32")]
        {
            for (row, slice) in values.chunks_mut(cols).enumerate() {
                do_row(row, slice);
            }
        }
    } else {
        for (row, slice) in values.chunks_mut(cols).enumerate() {
            do_row(row, slice);
        }
    }

    Ok(VoscBatchOutput {
        values,
        combos,
        rows,
        cols,
    })
}

#[inline(always)]
fn vosc_batch_inner_into(
    data: &[f64],
    sweep: &VoscBatchRange,
    kern: Kernel,
    parallel: bool,
    out: &mut [f64],
) -> Result<Vec<VoscParams>, VoscError> {
    if data.is_empty() {
        return Err(VoscError::EmptyInputData);
    }

    let combos = expand_grid(sweep);
    if combos.is_empty() {
        return Err(VoscError::InvalidRange {
            start: sweep.short_period.0,
            end: sweep.short_period.1,
            step: sweep.short_period.2,
        });
    }

    let data_len = data.len();
    let mut max_long = 0usize;
    for c in &combos {
        let sp = c.short_period.unwrap();
        let lp = c.long_period.unwrap();
        if sp == 0 || sp > data_len {
            return Err(VoscError::InvalidPeriod {
                period: sp,
                data_len,
            });
        }
        if lp == 0 || lp > data_len {
            return Err(VoscError::InvalidPeriod {
                period: lp,
                data_len,
            });
        }
        if lp > max_long {
            max_long = lp;
        }
    }

    let first = data
        .iter()
        .position(|x| !x.is_nan())
        .ok_or(VoscError::AllValuesNaN)?;
    if data.len() - first < max_long {
        return Err(VoscError::NotEnoughValidData {
            needed: max_long,
            valid: data.len() - first,
        });
    }

    let rows = combos.len();
    let cols = data.len();

    let total = rows.checked_mul(cols).ok_or(VoscError::InvalidRange {
        start: sweep.short_period.0,
        end: sweep.short_period.1,
        step: sweep.short_period.2,
    })?;
    if out.len() != total {
        return Err(VoscError::OutputLengthMismatch {
            expected: total,
            got: out.len(),
        });
    }

    let mut warm = Vec::with_capacity(combos.len());
    for c in &combos {
        let lp = c.long_period.unwrap();
        let w = first.checked_add(lp).and_then(|v| v.checked_sub(1)).ok_or(
            VoscError::InvalidPeriod {
                period: lp,
                data_len: data.len(),
            },
        )?;
        warm.push(w);
    }

    let out_mu: &mut [std::mem::MaybeUninit<f64>] = unsafe {
        std::slice::from_raw_parts_mut(
            out.as_mut_ptr() as *mut std::mem::MaybeUninit<f64>,
            out.len(),
        )
    };
    init_matrix_prefixes(out_mu, cols, &warm);

    let mut prefix = Vec::with_capacity(cols + 1);
    prefix.push(0.0f64);
    let mut acc = 0.0f64;
    for &v in data.iter() {
        acc += v;
        prefix.push(acc);
    }

    let do_row = |row: usize, out_row: &mut [f64]| unsafe {
        let s = combos[row].short_period.unwrap();
        let l = combos[row].long_period.unwrap();
        match kern {
            Kernel::Scalar => vosc_row_scalar_prefix(data, &prefix, first, s, l, out_row),
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx2 => vosc_row_avx2(data, first, s, l, out_row),
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx512 => vosc_row_avx512(data, first, s, l, out_row),
            _ => unreachable!(),
        }
    };

    if parallel {
        #[cfg(not(target_arch = "wasm32"))]
        {
            out.par_chunks_mut(cols)
                .enumerate()
                .for_each(|(row, slice)| do_row(row, slice));
        }
        #[cfg(target_arch = "wasm32")]
        {
            for (row, slice) in out.chunks_mut(cols).enumerate() {
                do_row(row, slice);
            }
        }
    } else {
        for (row, slice) in out.chunks_mut(cols).enumerate() {
            do_row(row, slice);
        }
    }

    Ok(combos)
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::skip_if_unsupported;
    use crate::utilities::data_loader::read_candles_from_csv;

    fn check_vosc_accuracy(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test_name);
        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
        let candles = read_candles_from_csv(file_path)?;
        let volume = candles
            .select_candle_field("volume")
            .expect("Failed to extract volume data");
        let params = VoscParams {
            short_period: Some(2),
            long_period: Some(5),
        };
        let input = VoscInput::from_candles(&candles, "volume", params);
        let vosc_result = vosc_with_kernel(&input, kernel)?;

        assert_eq!(
            vosc_result.values.len(),
            volume.len(),
            "VOSC length mismatch"
        );
        let expected_last_five_vosc = [
            -39.478510754298895,
            -25.886077312645188,
            -21.155087549723756,
            -12.36093768813373,
            48.70809369473075,
        ];
        let start_index = vosc_result.values.len() - 5;
        let result_last_five_vosc = &vosc_result.values[start_index..];
        for (i, &value) in result_last_five_vosc.iter().enumerate() {
            let expected_value = expected_last_five_vosc[i];
            assert!(
                (value - expected_value).abs() < 1e-1,
                "VOSC mismatch at index {}: expected {}, got {}",
                i,
                expected_value,
                value
            );
        }
        for i in 0..(5 - 1) {
            assert!(vosc_result.values[i].is_nan());
        }

        let default_input = VoscInput::with_default_candles(&candles);
        let default_vosc_result = vosc_with_kernel(&default_input, kernel)?;
        assert_eq!(default_vosc_result.values.len(), volume.len());
        Ok(())
    }

    fn check_vosc_zero_period(
        test: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test);
        let input_data = [10.0, 20.0, 30.0];
        let params = VoscParams {
            short_period: Some(0),
            long_period: Some(5),
        };
        let input = VoscInput::from_slice(&input_data, params);
        let res = vosc_with_kernel(&input, kernel);
        assert!(
            res.is_err(),
            "[{}] VOSC should fail with zero short_period",
            test
        );
        Ok(())
    }

    fn check_vosc_short_gt_long(
        test: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test);
        let input_data = [10.0, 20.0, 30.0, 40.0, 50.0];
        let params = VoscParams {
            short_period: Some(5),
            long_period: Some(2),
        };
        let input = VoscInput::from_slice(&input_data, params);
        let res = vosc_with_kernel(&input, kernel);
        assert!(
            res.is_err(),
            "[{}] VOSC should fail when short_period > long_period",
            test
        );
        Ok(())
    }

    fn check_vosc_not_enough_valid(
        test: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test);
        let data = [f64::NAN, f64::NAN, 1.0, 2.0, 3.0];
        let params = VoscParams {
            short_period: Some(2),
            long_period: Some(5),
        };
        let input = VoscInput::from_slice(&data, params);
        let res = vosc_with_kernel(&input, kernel);
        assert!(
            res.is_err(),
            "[{}] VOSC should fail with not enough valid data",
            test
        );
        Ok(())
    }

    fn check_vosc_all_nan(test: &str, kernel: Kernel) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test);
        let data = [f64::NAN, f64::NAN, f64::NAN];
        let params = VoscParams {
            short_period: Some(2),
            long_period: Some(3),
        };
        let input = VoscInput::from_slice(&data, params);
        let res = vosc_with_kernel(&input, kernel);
        assert!(res.is_err(), "[{}] VOSC should fail with all NaN", test);
        Ok(())
    }

    fn check_vosc_streaming(test: &str, kernel: Kernel) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test);
        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
        let candles = read_candles_from_csv(file_path)?;
        let volume = candles
            .select_candle_field("volume")
            .expect("Failed to extract volume data");
        let short_period = 2;
        let long_period = 5;
        let input = VoscInput::from_candles(
            &candles,
            "volume",
            VoscParams {
                short_period: Some(short_period),
                long_period: Some(long_period),
            },
        );
        let batch_output = vosc_with_kernel(&input, kernel)?.values;

        let mut stream = VoscStream::try_new(VoscParams {
            short_period: Some(short_period),
            long_period: Some(long_period),
        })?;
        let mut stream_values = Vec::with_capacity(volume.len());
        for &v in volume {
            match stream.update(v) {
                Some(val) => stream_values.push(val),
                None => stream_values.push(f64::NAN),
            }
        }
        assert_eq!(batch_output.len(), stream_values.len());
        for (i, (&b, &s)) in batch_output.iter().zip(stream_values.iter()).enumerate() {
            if b.is_nan() && s.is_nan() {
                continue;
            }
            let diff = (b - s).abs();
            assert!(
                diff < 1e-9,
                "[{}] VOSC streaming f64 mismatch at idx {}: batch={}, stream={}, diff={}",
                test,
                i,
                b,
                s,
                diff
            );
        }
        Ok(())
    }

    #[cfg(debug_assertions)]
    fn check_vosc_no_poison(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test_name);

        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
        let candles = read_candles_from_csv(file_path)?;

        let test_params = vec![
            VoscParams::default(),
            VoscParams {
                short_period: Some(1),
                long_period: Some(2),
            },
            VoscParams {
                short_period: Some(1),
                long_period: Some(5),
            },
            VoscParams {
                short_period: Some(2),
                long_period: Some(10),
            },
            VoscParams {
                short_period: Some(5),
                long_period: Some(20),
            },
            VoscParams {
                short_period: Some(10),
                long_period: Some(50),
            },
            VoscParams {
                short_period: Some(20),
                long_period: Some(100),
            },
            VoscParams {
                short_period: Some(3),
                long_period: Some(5),
            },
            VoscParams {
                short_period: Some(10),
                long_period: Some(10),
            },
            VoscParams {
                short_period: Some(4),
                long_period: Some(12),
            },
            VoscParams {
                short_period: Some(7),
                long_period: Some(21),
            },
            VoscParams {
                short_period: Some(14),
                long_period: Some(28),
            },
        ];

        for (param_idx, params) in test_params.iter().enumerate() {
            let input = VoscInput::from_candles(&candles, "volume", params.clone());
            let output = vosc_with_kernel(&input, kernel)?;

            for (i, &val) in output.values.iter().enumerate() {
                if val.is_nan() {
                    continue;
                }

                let bits = val.to_bits();

                if bits == 0x11111111_11111111 {
                    panic!(
                        "[{}] Found alloc_with_nan_prefix poison value {} (0x{:016X}) at index {} \
						 with params: short_period={}, long_period={} (param set {})",
                        test_name,
                        val,
                        bits,
                        i,
                        params.short_period.unwrap_or(2),
                        params.long_period.unwrap_or(5),
                        param_idx
                    );
                }

                if bits == 0x22222222_22222222 {
                    panic!(
                        "[{}] Found init_matrix_prefixes poison value {} (0x{:016X}) at index {} \
						 with params: short_period={}, long_period={} (param set {})",
                        test_name,
                        val,
                        bits,
                        i,
                        params.short_period.unwrap_or(2),
                        params.long_period.unwrap_or(5),
                        param_idx
                    );
                }

                if bits == 0x33333333_33333333 {
                    panic!(
                        "[{}] Found make_uninit_matrix poison value {} (0x{:016X}) at index {} \
						 with params: short_period={}, long_period={} (param set {})",
                        test_name,
                        val,
                        bits,
                        i,
                        params.short_period.unwrap_or(2),
                        params.long_period.unwrap_or(5),
                        param_idx
                    );
                }
            }
        }

        Ok(())
    }

    #[cfg(not(debug_assertions))]
    fn check_vosc_no_poison(
        _test_name: &str,
        _kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        Ok(())
    }

    macro_rules! generate_all_vosc_tests {
        ($($test_fn:ident),*) => {
            paste::paste! {
                $(
                    #[test]
                    fn [<$test_fn _scalar_f64>]() {
                        let _ = $test_fn(stringify!([<$test_fn _scalar_f64>]), Kernel::Scalar);
                    }
                )*
                #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
                $(
                    #[test]
                    fn [<$test_fn _avx2_f64>]() {
                        let _ = $test_fn(stringify!([<$test_fn _avx2_f64>]), Kernel::Avx2);
                    }
                    #[test]
                    fn [<$test_fn _avx512_f64>]() {
                        let _ = $test_fn(stringify!([<$test_fn _avx512_f64>]), Kernel::Avx512);
                    }
                )*
            }
        }
    }

    #[cfg(feature = "proptest")]
    #[allow(clippy::float_cmp)]
    fn check_vosc_property(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        use proptest::prelude::*;
        skip_if_unsupported!(kernel, test_name);

        let strat = (1usize..=50, 1usize..=50).prop_flat_map(|(short, long)| {
            let max_period = short.max(long);
            (
                prop::collection::vec(
                    (0.1f64..1e6f64).prop_filter("finite", |x| x.is_finite()),
                    max_period..400,
                ),
                Just((short, long)),
            )
        });

        proptest::test_runner::TestRunner::default()
            .run(&strat, |(data, (short_period, long_period))| {
                if short_period > long_period {
                    return Ok(());
                }

                let params = VoscParams {
                    short_period: Some(short_period),
                    long_period: Some(long_period),
                };
                let input = VoscInput::from_slice(&data, params);

                let VoscOutput { values: out } = vosc_with_kernel(&input, kernel).unwrap();
                let VoscOutput { values: ref_out } =
                    vosc_with_kernel(&input, Kernel::Scalar).unwrap();

                for i in 0..(long_period - 1) {
                    prop_assert!(
                        out[i].is_nan(),
                        "Expected NaN during warmup at index {}, got {}",
                        i,
                        out[i]
                    );
                }

                for i in (long_period - 1)..data.len() {
                    let y = out[i];
                    let r = ref_out[i];

                    let y_bits = y.to_bits();
                    let r_bits = r.to_bits();

                    if !y.is_finite() || !r.is_finite() {
                        prop_assert!(
                            y.to_bits() == r.to_bits(),
                            "finite/NaN mismatch idx {}: {} vs {}",
                            i,
                            y,
                            r
                        );
                        continue;
                    }

                    let ulp_diff: u64 = y_bits.abs_diff(r_bits);

                    prop_assert!(
                        (y - r).abs() <= 1e-9 || ulp_diff <= 4,
                        "Kernel mismatch idx {}: {} vs {} (ULP={})",
                        i,
                        y,
                        r,
                        ulp_diff
                    );
                }

                for i in long_period..data.len() {
                    let short_start = i + 1 - short_period;
                    let long_start = i + 1 - long_period;

                    let short_sum: f64 = data[short_start..=i].iter().sum();
                    let long_sum: f64 = data[long_start..=i].iter().sum();

                    let short_avg = short_sum / short_period as f64;
                    let long_avg = long_sum / long_period as f64;

                    let expected = 100.0 * (short_avg - long_avg) / long_avg;
                    let actual = out[i];

                    prop_assert!(
                        (actual - expected).abs() <= 1e-9,
                        "Formula mismatch at idx {}: expected {}, got {}",
                        i,
                        expected,
                        actual
                    );
                }

                if short_period == long_period {
                    for i in (long_period - 1)..data.len() {
                        prop_assert!(
                            out[i].abs() <= 1e-9,
                            "Expected 0 when periods equal at idx {}: got {}",
                            i,
                            out[i]
                        );
                    }
                }

                if data.windows(2).all(|w| (w[0] - w[1]).abs() <= f64::EPSILON) {
                    for i in (long_period - 1)..data.len() {
                        prop_assert!(
                            out[i].abs() <= 1e-9,
                            "Expected 0 for constant volume at idx {}: got {}",
                            i,
                            out[i]
                        );
                    }
                }

                Ok(())
            })
            .unwrap();

        Ok(())
    }

    generate_all_vosc_tests!(
        check_vosc_accuracy,
        check_vosc_zero_period,
        check_vosc_short_gt_long,
        check_vosc_not_enough_valid,
        check_vosc_all_nan,
        check_vosc_streaming,
        check_vosc_no_poison
    );

    #[cfg(feature = "proptest")]
    generate_all_vosc_tests!(check_vosc_property);

    fn check_batch_default_row(
        test: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test);
        let file = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
        let c = read_candles_from_csv(file)?;
        let output = VoscBatchBuilder::new()
            .kernel(kernel)
            .apply_candles(&c, "volume")?;
        let def = VoscParams::default();
        let row = output.values_for(&def).expect("default row missing");
        assert_eq!(row.len(), c.volume.len());

        let expected = [
            -39.478510754298895,
            -25.886077312645188,
            -21.155087549723756,
            -12.36093768813373,
            48.70809369473075,
        ];
        let start = row.len() - 5;
        for (i, &v) in row[start..].iter().enumerate() {
            assert!(
                (v - expected[i]).abs() < 1e-1,
                "[{test}] default-row mismatch at idx {i}: {v} vs {expected:?}"
            );
        }
        Ok(())
    }

    #[cfg(debug_assertions)]
    fn check_batch_no_poison(test: &str, kernel: Kernel) -> Result<(), Box<dyn std::error::Error>> {
        skip_if_unsupported!(kernel, test);

        let file = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
        let c = read_candles_from_csv(file)?;

        let test_configs = vec![
            (1, 5, 1, 2, 10, 2),
            (2, 10, 2, 5, 20, 5),
            (10, 20, 5, 20, 50, 10),
            (1, 3, 1, 3, 6, 1),
            (5, 15, 2, 10, 30, 5),
            (2, 2, 0, 5, 25, 5),
            (1, 10, 3, 10, 10, 0),
            (3, 9, 3, 9, 27, 9),
            (1, 5, 1, 5, 5, 0),
        ];

        for (cfg_idx, &(s_start, s_end, s_step, l_start, l_end, l_step)) in
            test_configs.iter().enumerate()
        {
            let output = VoscBatchBuilder::new()
                .kernel(kernel)
                .short_period_range(s_start, s_end, s_step)
                .long_period_range(l_start, l_end, l_step)
                .apply_candles(&c, "volume")?;

            for (idx, &val) in output.values.iter().enumerate() {
                if val.is_nan() {
                    continue;
                }

                let bits = val.to_bits();
                let row = idx / output.cols;
                let col = idx % output.cols;
                let combo = &output.combos[row];

                if bits == 0x11111111_11111111 {
                    panic!(
                        "[{}] Config {}: Found alloc_with_nan_prefix poison value {} (0x{:016X}) \
						 at row {} col {} (flat index {}) with params: short_period={}, long_period={}",
                        test,
                        cfg_idx,
                        val,
                        bits,
                        row,
                        col,
                        idx,
                        combo.short_period.unwrap_or(2),
                        combo.long_period.unwrap_or(5)
                    );
                }

                if bits == 0x22222222_22222222 {
                    panic!(
                        "[{}] Config {}: Found init_matrix_prefixes poison value {} (0x{:016X}) \
						 at row {} col {} (flat index {}) with params: short_period={}, long_period={}",
                        test,
                        cfg_idx,
                        val,
                        bits,
                        row,
                        col,
                        idx,
                        combo.short_period.unwrap_or(2),
                        combo.long_period.unwrap_or(5)
                    );
                }

                if bits == 0x33333333_33333333 {
                    panic!(
                        "[{}] Config {}: Found make_uninit_matrix poison value {} (0x{:016X}) \
						 at row {} col {} (flat index {}) with params: short_period={}, long_period={}",
                        test,
                        cfg_idx,
                        val,
                        bits,
                        row,
                        col,
                        idx,
                        combo.short_period.unwrap_or(2),
                        combo.long_period.unwrap_or(5)
                    );
                }
            }
        }

        Ok(())
    }

    #[cfg(not(debug_assertions))]
    fn check_batch_no_poison(
        _test: &str,
        _kernel: Kernel,
    ) -> Result<(), Box<dyn std::error::Error>> {
        Ok(())
    }

    macro_rules! gen_batch_tests {
        ($fn_name:ident) => {
            paste::paste! {
                #[test] fn [<$fn_name _scalar>]()      {
                    let _ = $fn_name(stringify!([<$fn_name _scalar>]), Kernel::ScalarBatch);
                }
                #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
                #[test] fn [<$fn_name _avx2>]()        {
                    let _ = $fn_name(stringify!([<$fn_name _avx2>]), Kernel::Avx2Batch);
                }
                #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
                #[test] fn [<$fn_name _avx512>]()      {
                    let _ = $fn_name(stringify!([<$fn_name _avx512>]), Kernel::Avx512Batch);
                }
                #[test] fn [<$fn_name _auto_detect>]() {
                    let _ = $fn_name(stringify!([<$fn_name _auto_detect>]), Kernel::Auto);
                }
            }
        };
    }
    gen_batch_tests!(check_batch_default_row);
    gen_batch_tests!(check_batch_no_poison);

    #[cfg(not(all(target_arch = "wasm32", feature = "wasm")))]
    #[test]
    fn test_vosc_into_matches_api() -> Result<(), Box<dyn std::error::Error>> {
        let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
        let candles = read_candles_from_csv(file_path)?;
        let volume = candles
            .select_candle_field("volume")
            .expect("Failed to extract volume data");

        let input = VoscInput::with_default_candles(&candles);

        let baseline = vosc(&input)?.values;

        let mut out = vec![0.0f64; volume.len()];
        vosc_into(&input, &mut out)?;

        assert_eq!(baseline.len(), out.len());

        #[inline]
        fn eq_or_both_nan(a: f64, b: f64) -> bool {
            (a.is_nan() && b.is_nan()) || (a == b) || (a - b).abs() <= 1e-12
        }

        for (i, (&a, &b)) in baseline.iter().zip(out.iter()).enumerate() {
            assert!(
                eq_or_both_nan(a, b),
                "VOSC parity mismatch at index {}: api={}, into={}",
                i,
                a,
                b
            );
        }

        Ok(())
    }
}

#[cfg(feature = "python")]
#[pyfunction(name = "vosc")]
#[pyo3(signature = (data, short_period=2, long_period=5, kernel=None))]
pub fn vosc_py<'py>(
    py: Python<'py>,
    data: PyReadonlyArray1<'py, f64>,
    short_period: usize,
    long_period: usize,
    kernel: Option<&str>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
    use numpy::{IntoPyArray, PyArrayMethods};

    let slice_in = data.as_slice()?;
    let kern = validate_kernel(kernel, false)?;

    let params = VoscParams {
        short_period: Some(short_period),
        long_period: Some(long_period),
    };
    let input = VoscInput::from_slice(slice_in, params);

    let result_vec: Vec<f64> = py
        .allow_threads(|| vosc_with_kernel(&input, kern).map(|o| o.values))
        .map_err(|e| PyValueError::new_err(e.to_string()))?;

    Ok(result_vec.into_pyarray(py))
}

#[cfg(feature = "python")]
#[pyclass(name = "VoscStream")]
pub struct VoscStreamPy {
    stream: VoscStream,
}

#[cfg(feature = "python")]
#[pymethods]
impl VoscStreamPy {
    #[new]
    fn new(short_period: usize, long_period: usize) -> PyResult<Self> {
        let params = VoscParams {
            short_period: Some(short_period),
            long_period: Some(long_period),
        };
        let stream =
            VoscStream::try_new(params).map_err(|e| PyValueError::new_err(e.to_string()))?;
        Ok(VoscStreamPy { stream })
    }

    fn update(&mut self, value: f64) -> Option<f64> {
        self.stream.update(value)
    }
}

#[cfg(feature = "python")]
#[pyfunction(name = "vosc_batch")]
#[pyo3(signature = (data, short_period_range, long_period_range, kernel=None))]
pub fn vosc_batch_py<'py>(
    py: Python<'py>,
    data: PyReadonlyArray1<'py, f64>,
    short_period_range: (usize, usize, usize),
    long_period_range: (usize, usize, usize),
    kernel: Option<&str>,
) -> PyResult<Bound<'py, PyDict>> {
    use numpy::{IntoPyArray, PyArray1, PyArrayMethods};
    use pyo3::types::PyDict;

    let slice_in = data.as_slice()?;
    let kern = validate_kernel(kernel, true)?;

    let sweep = VoscBatchRange {
        short_period: short_period_range,
        long_period: long_period_range,
    };

    let combos = expand_grid(&sweep);
    if combos.is_empty() {
        return Err(PyValueError::new_err("No valid parameter combinations"));
    }
    let rows = combos.len();
    let cols = slice_in.len();

    let total = rows
        .checked_mul(cols)
        .ok_or_else(|| PyValueError::new_err("rows * cols overflow in vosc_batch_py"))?;

    let out_arr = unsafe { PyArray1::<f64>::new(py, [total], false) };
    let slice_out = unsafe { out_arr.as_slice_mut()? };

    let combos = py
        .allow_threads(|| -> Result<Vec<VoscParams>, VoscError> {
            let kernel = match kern {
                Kernel::Auto => detect_best_batch_kernel(),
                k => k,
            };

            let simd = match kernel {
                Kernel::Avx512Batch => Kernel::Avx512,
                Kernel::Avx2Batch => Kernel::Avx2,
                Kernel::ScalarBatch => Kernel::Scalar,
                _ => kernel,
            };

            vosc_batch_inner_into(slice_in, &sweep, simd, true, slice_out)
        })
        .map_err(|e| PyValueError::new_err(e.to_string()))?;

    let dict = PyDict::new(py);
    dict.set_item("values", out_arr.reshape((rows, cols))?)?;
    dict.set_item(
        "short_periods",
        combos
            .iter()
            .map(|p| p.short_period.unwrap() as u64)
            .collect::<Vec<_>>()
            .into_pyarray(py),
    )?;
    dict.set_item(
        "long_periods",
        combos
            .iter()
            .map(|p| p.long_period.unwrap() as u64)
            .collect::<Vec<_>>()
            .into_pyarray(py),
    )?;

    Ok(dict)
}

#[cfg(all(feature = "python", feature = "cuda"))]
#[pyfunction(name = "vosc_cuda_batch_dev")]
#[pyo3(signature = (data_f32, short_period_range, long_period_range, device_id=0))]
pub fn vosc_cuda_batch_dev_py(
    py: Python<'_>,
    data_f32: numpy::PyReadonlyArray1<'_, f32>,
    short_period_range: (usize, usize, usize),
    long_period_range: (usize, usize, usize),
    device_id: usize,
) -> PyResult<VoscDeviceArrayF32Py> {
    use crate::cuda::cuda_available;
    use crate::cuda::CudaVosc;

    if !cuda_available() {
        return Err(PyValueError::new_err("CUDA not available"));
    }
    let slice_in: &[f32] = data_f32.as_slice()?;
    let sweep = VoscBatchRange {
        short_period: short_period_range,
        long_period: long_period_range,
    };
    let (dev, ctx, dev_id_u32) = py.allow_threads(|| {
        let cuda = CudaVosc::new(device_id).map_err(|e| PyValueError::new_err(e.to_string()))?;
        let ctx = cuda.context_arc();
        let dev_id_u32 = cuda.device_id();
        cuda.vosc_batch_dev(slice_in, &sweep)
            .map(|(dev, _combos)| (dev, ctx, dev_id_u32))
            .map_err(|e| PyValueError::new_err(e.to_string()))
    })?;
    Ok(VoscDeviceArrayF32Py {
        buf: Some(dev.buf),
        rows: dev.rows,
        cols: dev.cols,
        _ctx: ctx,
        device_id: dev_id_u32,
    })
}

#[cfg(all(feature = "python", feature = "cuda"))]
#[pyfunction(name = "vosc_cuda_many_series_one_param_dev")]
#[pyo3(signature = (data_tm_f32, short_period, long_period, device_id=0))]
pub fn vosc_cuda_many_series_one_param_dev_py(
    py: Python<'_>,
    data_tm_f32: numpy::PyReadonlyArray2<'_, f32>,
    short_period: usize,
    long_period: usize,
    device_id: usize,
) -> PyResult<VoscDeviceArrayF32Py> {
    use crate::cuda::cuda_available;
    use crate::cuda::CudaVosc;
    use numpy::PyUntypedArrayMethods;

    if !cuda_available() {
        return Err(PyValueError::new_err("CUDA not available"));
    }
    let flat_in: &[f32] = data_tm_f32.as_slice()?;
    let rows = data_tm_f32.shape()[0];
    let cols = data_tm_f32.shape()[1];
    let params = VoscParams {
        short_period: Some(short_period),
        long_period: Some(long_period),
    };
    let (dev, ctx, dev_id_u32) = py.allow_threads(|| {
        let cuda = CudaVosc::new(device_id).map_err(|e| PyValueError::new_err(e.to_string()))?;
        let ctx = cuda.context_arc();
        let dev_id_u32 = cuda.device_id();
        cuda.vosc_many_series_one_param_time_major_dev(flat_in, cols, rows, &params)
            .map(|dev| (dev, ctx, dev_id_u32))
            .map_err(|e| PyValueError::new_err(e.to_string()))
    })?;
    Ok(VoscDeviceArrayF32Py {
        buf: Some(dev.buf),
        rows: dev.rows,
        cols: dev.cols,
        _ctx: ctx,
        device_id: dev_id_u32,
    })
}

#[inline]
pub fn vosc_into_slice(dst: &mut [f64], input: &VoscInput, kern: Kernel) -> Result<(), VoscError> {
    let data: &[f64] = match &input.data {
        VoscData::Candles { candles, source } => source_type(candles, source),
        VoscData::Slice(sl) => sl,
    };

    if data.is_empty() {
        return Err(VoscError::EmptyInputData);
    }

    if dst.len() != data.len() {
        return Err(VoscError::OutputLengthMismatch {
            expected: data.len(),
            got: dst.len(),
        });
    }

    let short_period = input.get_short_period();
    let long_period = input.get_long_period();

    if short_period == 0 || short_period > data.len() {
        return Err(VoscError::InvalidPeriod {
            period: short_period,
            data_len: data.len(),
        });
    }
    if long_period == 0 || long_period > data.len() {
        return Err(VoscError::InvalidPeriod {
            period: long_period,
            data_len: data.len(),
        });
    }
    if short_period > long_period {
        return Err(VoscError::ShortPeriodGreaterThanLongPeriod);
    }

    let first = match data.iter().position(|&x| !x.is_nan()) {
        Some(idx) => idx,
        None => return Err(VoscError::AllValuesNaN),
    };

    if (data.len() - first) < long_period {
        return Err(VoscError::NotEnoughValidData {
            needed: long_period,
            valid: data.len() - first,
        });
    }

    let chosen = match kern {
        Kernel::Auto => Kernel::Scalar,
        other => other,
    };

    unsafe {
        match chosen {
            Kernel::Scalar | Kernel::ScalarBatch => {
                vosc_scalar(data, short_period, long_period, first, dst)
            }
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx2 | Kernel::Avx2Batch => {
                vosc_avx2(data, short_period, long_period, first, dst)
            }
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx512 | Kernel::Avx512Batch => {
                vosc_avx512(data, short_period, long_period, first, dst)
            }
            _ => unreachable!(),
        }
    }

    let warm = match first
        .checked_add(long_period)
        .and_then(|v| v.checked_sub(1))
    {
        Some(w) => w,
        None => {
            return Err(VoscError::InvalidPeriod {
                period: long_period,
                data_len: data.len(),
            })
        }
    };
    let limit = warm.min(dst.len());
    for v in &mut dst[..limit] {
        *v = f64::NAN;
    }

    Ok(())
}

#[cfg(not(all(target_arch = "wasm32", feature = "wasm")))]
#[inline]
pub fn vosc_into(input: &VoscInput, out: &mut [f64]) -> Result<(), VoscError> {
    vosc_into_slice(out, input, Kernel::Auto)
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen]
pub fn vosc_js(data: &[f64], short_period: usize, long_period: usize) -> Result<Vec<f64>, JsValue> {
    let params = VoscParams {
        short_period: Some(short_period),
        long_period: Some(long_period),
    };
    let input = VoscInput::from_slice(data, params);

    let mut output = vec![0.0; data.len()];
    vosc_into_slice(&mut output, &input, Kernel::Auto)
        .map_err(|e| JsValue::from_str(&e.to_string()))?;

    Ok(output)
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen]
pub fn vosc_into(
    in_ptr: *const f64,
    out_ptr: *mut f64,
    len: usize,
    short_period: usize,
    long_period: usize,
) -> Result<(), JsValue> {
    if in_ptr.is_null() || out_ptr.is_null() {
        return Err(JsValue::from_str("Null pointer provided"));
    }

    unsafe {
        let data = std::slice::from_raw_parts(in_ptr, len);
        let params = VoscParams {
            short_period: Some(short_period),
            long_period: Some(long_period),
        };
        let input = VoscInput::from_slice(data, params);

        if in_ptr == out_ptr {
            let mut temp = vec![0.0; len];
            vosc_into_slice(&mut temp, &input, Kernel::Auto)
                .map_err(|e| JsValue::from_str(&e.to_string()))?;
            let out = std::slice::from_raw_parts_mut(out_ptr, len);
            out.copy_from_slice(&temp);
        } else {
            let out = std::slice::from_raw_parts_mut(out_ptr, len);
            vosc_into_slice(out, &input, Kernel::Auto)
                .map_err(|e| JsValue::from_str(&e.to_string()))?;
        }
        Ok(())
    }
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen]
pub fn vosc_alloc(len: usize) -> *mut f64 {
    let mut vec = Vec::<f64>::with_capacity(len);
    let ptr = vec.as_mut_ptr();
    std::mem::forget(vec);
    ptr
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen]
pub fn vosc_free(ptr: *mut f64, len: usize) {
    if !ptr.is_null() {
        unsafe {
            let _ = Vec::from_raw_parts(ptr, len, len);
        }
    }
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[derive(Serialize, Deserialize)]
pub struct VoscBatchConfig {
    pub short_period_range: (usize, usize, usize),
    pub long_period_range: (usize, usize, usize),
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[derive(Serialize, Deserialize)]
pub struct VoscBatchJsOutput {
    pub values: Vec<f64>,
    pub combos: Vec<VoscParams>,
    pub rows: usize,
    pub cols: usize,
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen(js_name = vosc_batch)]
pub fn vosc_batch_js(data: &[f64], config: JsValue) -> Result<JsValue, JsValue> {
    let config: VoscBatchConfig = serde_wasm_bindgen::from_value(config)
        .map_err(|e| JsValue::from_str(&format!("Invalid config: {}", e)))?;

    let sweep = VoscBatchRange {
        short_period: config.short_period_range,
        long_period: config.long_period_range,
    };

    let output = vosc_batch_inner(data, &sweep, detect_best_kernel(), false)
        .map_err(|e| JsValue::from_str(&e.to_string()))?;

    let js_output = VoscBatchJsOutput {
        values: output.values,
        combos: output.combos,
        rows: output.rows,
        cols: output.cols,
    };

    serde_wasm_bindgen::to_value(&js_output)
        .map_err(|e| JsValue::from_str(&format!("Serialization error: {}", e)))
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen]
pub fn vosc_batch_into(
    in_ptr: *const f64,
    out_ptr: *mut f64,
    len: usize,
    short_start: usize,
    short_end: usize,
    short_step: usize,
    long_start: usize,
    long_end: usize,
    long_step: usize,
) -> Result<usize, JsValue> {
    if in_ptr.is_null() || out_ptr.is_null() {
        return Err(JsValue::from_str("null pointer passed to vosc_batch_into"));
    }
    unsafe {
        let data = std::slice::from_raw_parts(in_ptr, len);
        let sweep = VoscBatchRange {
            short_period: (short_start, short_end, short_step),
            long_period: (long_start, long_end, long_step),
        };

        let combos = expand_grid(&sweep);
        let rows = combos.len();
        let cols = len;

        if rows == 0 {
            return Err(JsValue::from_str(
                "vosc_batch_into: no valid parameter combinations",
            ));
        }
        let total = rows
            .checked_mul(cols)
            .ok_or_else(|| JsValue::from_str("vosc_batch_into: rows * cols overflow"))?;

        let out = std::slice::from_raw_parts_mut(out_ptr, total);

        vosc_batch_inner_into(data, &sweep, detect_best_kernel(), false, out)
            .map_err(|e| JsValue::from_str(&e.to_string()))?;

        Ok(rows)
    }
}