vector_ta/indicators/

fvg_trailing_stop.rs

#[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::*;

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(feature = "python")]
use crate::utilities::kernel_validation::validate_kernel;

use std::convert::AsRef;
use std::error::Error;
use thiserror::Error;

#[derive(Debug, Clone)]
pub struct FvgTrailingStopOutput {
    pub upper: Vec<f64>,
    pub lower: Vec<f64>,
    pub upper_ts: Vec<f64>,
    pub lower_ts: Vec<f64>,
}

#[derive(Debug, Clone)]
#[cfg_attr(
    all(target_arch = "wasm32", feature = "wasm"),
    derive(Serialize, Deserialize)
)]
pub struct FvgTrailingStopParams {
    pub unmitigated_fvg_lookback: Option<usize>,
    pub smoothing_length: Option<usize>,
    pub reset_on_cross: Option<bool>,
}

impl Default for FvgTrailingStopParams {
    fn default() -> Self {
        Self {
            unmitigated_fvg_lookback: Some(5),
            smoothing_length: Some(9),
            reset_on_cross: Some(false),
        }
    }
}

#[derive(Debug, Clone)]
pub enum FvgTrailingStopData<'a> {
    Candles(&'a Candles),
    Slices {
        high: &'a [f64],
        low: &'a [f64],
        close: &'a [f64],
    },
}

#[inline]
fn first_valid_ohlc(high: &[f64], low: &[f64], close: &[f64]) -> usize {
    for i in 0..high.len() {
        if !high[i].is_nan() && !low[i].is_nan() && !close[i].is_nan() {
            return i;
        }
    }
    usize::MAX
}

#[derive(Debug, Clone)]
pub struct FvgTrailingStopInput<'a> {
    pub data: FvgTrailingStopData<'a>,
    pub params: FvgTrailingStopParams,
}

impl<'a> FvgTrailingStopInput<'a> {
    pub fn from_candles(candles: &'a Candles, params: FvgTrailingStopParams) -> Self {
        Self {
            data: FvgTrailingStopData::Candles(candles),
            params,
        }
    }

    pub fn from_slices(
        high: &'a [f64],
        low: &'a [f64],
        close: &'a [f64],
        params: FvgTrailingStopParams,
    ) -> Self {
        Self {
            data: FvgTrailingStopData::Slices { high, low, close },
            params,
        }
    }

    pub fn with_default_candles(candles: &'a Candles) -> Self {
        Self::from_candles(candles, FvgTrailingStopParams::default())
    }

    pub fn get_lookback(&self) -> usize {
        self.params.unmitigated_fvg_lookback.unwrap_or(5)
    }

    pub fn get_smoothing(&self) -> usize {
        self.params.smoothing_length.unwrap_or(9)
    }

    pub fn get_reset_on_cross(&self) -> bool {
        self.params.reset_on_cross.unwrap_or(false)
    }

    pub fn as_slices(&self) -> (&'a [f64], &'a [f64], &'a [f64]) {
        match &self.data {
            FvgTrailingStopData::Candles(c) => (&c.high, &c.low, &c.close),
            FvgTrailingStopData::Slices { high, low, close } => (high, low, close),
        }
    }
}

#[derive(Debug, Error)]
pub enum FvgTrailingStopError {
    #[error("fvg_trailing_stop: Input data slice is empty.")]
    EmptyInputData,

    #[error("fvg_trailing_stop: All values are NaN.")]
    AllValuesNaN,

    #[error("fvg_trailing_stop: Invalid period: period = {period}, data length = {data_len}")]
    InvalidPeriod { period: usize, data_len: usize },

    #[error("fvg_trailing_stop: Not enough valid data: needed = {needed}, valid = {valid}")]
    NotEnoughValidData { needed: usize, valid: usize },

    #[error("fvg_trailing_stop: Invalid smoothing_length: {smoothing}")]
    InvalidSmoothingLength { smoothing: usize },

    #[error("fvg_trailing_stop: Invalid unmitigated_fvg_lookback: {lookback}")]
    InvalidLookback { lookback: usize },

    #[error("fvg_trailing_stop: Output length mismatch: expected {expected}, got {got}")]
    OutputLengthMismatch { expected: usize, got: usize },

    #[error("fvg_trailing_stop: Invalid range: start={start}, end={end}, step={step}")]
    InvalidRange {
        start: usize,
        end: usize,
        step: usize,
    },

    #[error("fvg_trailing_stop: Invalid kernel for batch path: {0:?}")]
    InvalidKernelForBatch(Kernel),
}

#[inline]
fn fvg_ts_scalar(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    lookback: usize,
    smoothing_len: usize,
    reset_on_cross: bool,
    upper: &mut [f64],
    lower: &mut [f64],
    upper_ts: &mut [f64],
    lower_ts: &mut [f64],
) {
    let len = high.len();
    debug_assert_eq!(len, low.len());
    debug_assert_eq!(len, close.len());
    debug_assert_eq!(len, upper.len());
    debug_assert_eq!(len, lower.len());
    debug_assert_eq!(len, upper_ts.len());
    debug_assert_eq!(len, lower_ts.len());

    let mut bull_buf = vec![0.0f64; lookback];
    let mut bear_buf = vec![0.0f64; lookback];
    let mut bull_len: usize = 0;
    let mut bear_len: usize = 0;

    let mut last_bull_non_na: Option<usize> = None;
    let mut last_bear_non_na: Option<usize> = None;

    let w = smoothing_len;
    let mut bull_ring_vals = vec![0.0f64; w];
    let mut bull_ring_nan = vec![false; w];
    let mut bear_ring_vals = vec![0.0f64; w];
    let mut bear_ring_nan = vec![false; w];

    let mut bull_sum = 0.0f64;
    let mut bear_sum = 0.0f64;
    let mut bull_nan_cnt = 0usize;
    let mut bear_nan_cnt = 0usize;
    let mut bull_ring_count = 0usize;
    let mut bear_ring_count = 0usize;
    let mut bull_ring_idx = 0usize;
    let mut bear_ring_idx = 0usize;

    let mut os: Option<i8> = None;
    let mut ts: Option<f64> = None;
    let mut ts_prev: Option<f64> = None;

    for i in 0..len {
        if i >= 2 && !high[i - 2].is_nan() && !low[i - 2].is_nan() && !close[i - 1].is_nan() {
            if low[i] > high[i - 2] && close[i - 1] > high[i - 2] {
                if bull_len < lookback {
                    bull_buf[bull_len] = high[i - 2];
                    bull_len += 1;
                } else {
                    for k in 1..lookback {
                        bull_buf[k - 1] = bull_buf[k];
                    }
                    bull_buf[lookback - 1] = high[i - 2];
                }
            }
            if high[i] < low[i - 2] && close[i - 1] < low[i - 2] {
                if bear_len < lookback {
                    bear_buf[bear_len] = low[i - 2];
                    bear_len += 1;
                } else {
                    for k in 1..lookback {
                        bear_buf[k - 1] = bear_buf[k];
                    }
                    bear_buf[lookback - 1] = low[i - 2];
                }
            }
        }

        let c = close[i];

        let mut new_bull_len = 0usize;
        let mut bull_acc = 0.0f64;
        for k in 0..bull_len {
            let v = bull_buf[k];
            if c >= v {
                bull_buf[new_bull_len] = v;
                new_bull_len += 1;
                bull_acc += v;
            }
        }
        bull_len = new_bull_len;

        let mut new_bear_len = 0usize;
        let mut bear_acc = 0.0f64;
        for k in 0..bear_len {
            let v = bear_buf[k];
            if c <= v {
                bear_buf[new_bear_len] = v;
                new_bear_len += 1;
                bear_acc += v;
            }
        }
        bear_len = new_bear_len;

        let bull_avg = if bull_len > 0 {
            bull_acc / (bull_len as f64)
        } else {
            f64::NAN
        };
        let bear_avg = if bear_len > 0 {
            bear_acc / (bear_len as f64)
        } else {
            f64::NAN
        };

        if !bull_avg.is_nan() {
            last_bull_non_na = Some(i);
        }
        if !bear_avg.is_nan() {
            last_bear_non_na = Some(i);
        }

        let bull_bs = if bull_avg.is_nan() {
            match last_bull_non_na {
                Some(last) => ((i - last).max(1)).min(w),
                None => 1,
            }
        } else {
            1
        };
        let bear_bs = if bear_avg.is_nan() {
            match last_bear_non_na {
                Some(last) => ((i - last).max(1)).min(w),
                None => 1,
            }
        } else {
            1
        };

        let bull_sma = if bull_avg.is_nan() && (i + 1) >= bull_bs {
            let mut s = 0.0f64;
            let start = i + 1 - bull_bs;
            for j in start..=i {
                s += close[j];
            }
            s / (bull_bs as f64)
        } else {
            f64::NAN
        };
        let bear_sma = if bear_avg.is_nan() && (i + 1) >= bear_bs {
            let mut s = 0.0f64;
            let start = i + 1 - bear_bs;
            for j in start..=i {
                s += close[j];
            }
            s / (bear_bs as f64)
        } else {
            f64::NAN
        };

        let x_bull = if !bull_avg.is_nan() {
            bull_avg
        } else {
            bull_sma
        };
        let x_bear = if !bear_avg.is_nan() {
            bear_avg
        } else {
            bear_sma
        };

        if bull_ring_count < w {
            let is_nan = x_bull.is_nan();
            bull_ring_nan[bull_ring_count] = is_nan;
            bull_ring_vals[bull_ring_count] = if is_nan { 0.0 } else { x_bull };
            if is_nan {
                bull_nan_cnt += 1;
            } else {
                bull_sum += x_bull;
            }
            bull_ring_count += 1;
        } else {
            let idx = bull_ring_idx;
            if bull_ring_nan[idx] {
                bull_nan_cnt -= 1;
            } else {
                bull_sum -= bull_ring_vals[idx];
            }
            let is_nan = x_bull.is_nan();
            bull_ring_nan[idx] = is_nan;
            if is_nan {
                bull_ring_vals[idx] = 0.0;
                bull_nan_cnt += 1;
            } else {
                bull_ring_vals[idx] = x_bull;
                bull_sum += x_bull;
            }
            bull_ring_idx = if idx + 1 == w { 0 } else { idx + 1 };
        }

        if bear_ring_count < w {
            let is_nan = x_bear.is_nan();
            bear_ring_nan[bear_ring_count] = is_nan;
            bear_ring_vals[bear_ring_count] = if is_nan { 0.0 } else { x_bear };
            if is_nan {
                bear_nan_cnt += 1;
            } else {
                bear_sum += x_bear;
            }
            bear_ring_count += 1;
        } else {
            let idx = bear_ring_idx;
            if bear_ring_nan[idx] {
                bear_nan_cnt -= 1;
            } else {
                bear_sum -= bear_ring_vals[idx];
            }
            let is_nan = x_bear.is_nan();
            bear_ring_nan[idx] = is_nan;
            if is_nan {
                bear_ring_vals[idx] = 0.0;
                bear_nan_cnt += 1;
            } else {
                bear_ring_vals[idx] = x_bear;
                bear_sum += x_bear;
            }
            bear_ring_idx = if idx + 1 == w { 0 } else { idx + 1 };
        }

        let bull_disp = if bull_ring_count >= w && bull_nan_cnt == 0 {
            bull_sum / (w as f64)
        } else {
            f64::NAN
        };
        let bear_disp = if bear_ring_count >= w && bear_nan_cnt == 0 {
            bear_sum / (w as f64)
        } else {
            f64::NAN
        };

        let prev_os = os;
        let next_os = if !bear_disp.is_nan() && c > bear_disp {
            Some(1)
        } else if !bull_disp.is_nan() && c < bull_disp {
            Some(-1)
        } else {
            os
        };
        os = next_os;

        if let (Some(cur), Some(prev)) = (os, prev_os) {
            if cur == 1 && prev != 1 {
                ts = Some(bull_disp);
            } else if cur == -1 && prev != -1 {
                ts = Some(bear_disp);
            } else if cur == 1 {
                if let Some(t) = ts {
                    ts = Some(bull_disp.max(t));
                }
            } else if cur == -1 {
                if let Some(t) = ts {
                    ts = Some(bear_disp.min(t));
                }
            }
        } else {
            if os == Some(1) {
                if let Some(t) = ts {
                    ts = Some(bull_disp.max(t));
                }
            }
            if os == Some(-1) {
                if let Some(t) = ts {
                    ts = Some(bear_disp.min(t));
                }
            }
        }

        if reset_on_cross {
            if os == Some(1) {
                if let Some(t) = ts {
                    if c < t {
                        ts = None;
                    }
                } else if !bear_disp.is_nan() && c > bear_disp {
                    ts = Some(bull_disp);
                }
            } else if os == Some(-1) {
                if let Some(t) = ts {
                    if c > t {
                        ts = None;
                    }
                } else if !bull_disp.is_nan() && c < bull_disp {
                    ts = Some(bear_disp);
                }
            }
        }

        let show = ts.is_some() || ts_prev.is_some();
        let ts_nz = if ts.is_some() { ts } else { ts_prev };

        if os == Some(1) && show {
            upper[i] = f64::NAN;
            lower[i] = bull_disp;
            upper_ts[i] = f64::NAN;
            lower_ts[i] = ts_nz.unwrap_or(f64::NAN);
        } else if os == Some(-1) && show {
            upper[i] = bear_disp;
            lower[i] = f64::NAN;
            upper_ts[i] = ts_nz.unwrap_or(f64::NAN);
            lower_ts[i] = f64::NAN;
        } else {
            upper[i] = f64::NAN;
            lower[i] = f64::NAN;
            upper_ts[i] = f64::NAN;
            lower_ts[i] = f64::NAN;
        }

        ts_prev = ts;
    }
}

#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[target_feature(enable = "avx2,fma")]
unsafe fn fvg_ts_avx2(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    lookback: usize,
    smoothing_len: usize,
    reset_on_cross: bool,
    upper: &mut [f64],
    lower: &mut [f64],
    upper_ts: &mut [f64],
    lower_ts: &mut [f64],
) {
    fvg_ts_scalar(
        high,
        low,
        close,
        lookback,
        smoothing_len,
        reset_on_cross,
        upper,
        lower,
        upper_ts,
        lower_ts,
    );
}

#[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
#[target_feature(enable = "avx512f")]
unsafe fn fvg_ts_avx512(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    lookback: usize,
    smoothing_len: usize,
    reset_on_cross: bool,
    upper: &mut [f64],
    lower: &mut [f64],
    upper_ts: &mut [f64],
    lower_ts: &mut [f64],
) {
    fvg_ts_scalar(
        high,
        low,
        close,
        lookback,
        smoothing_len,
        reset_on_cross,
        upper,
        lower,
        upper_ts,
        lower_ts,
    );
}

#[cfg(all(target_arch = "wasm32", target_feature = "simd128"))]
#[inline]
unsafe fn fvg_ts_simd128(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    lookback: usize,
    smoothing_len: usize,
    reset_on_cross: bool,
    upper: &mut [f64],
    lower: &mut [f64],
    upper_ts: &mut [f64],
    lower_ts: &mut [f64],
) {
    fvg_ts_scalar(
        high,
        low,
        close,
        lookback,
        smoothing_len,
        reset_on_cross,
        upper,
        lower,
        upper_ts,
        lower_ts,
    );
}

#[inline]
fn fvg_ts_prepare<'a>(
    input: &'a FvgTrailingStopInput,
) -> Result<(&'a [f64], &'a [f64], &'a [f64], usize, usize, bool, usize), FvgTrailingStopError> {
    let (h, l, c) = input.as_slices();
    if h.is_empty() || l.is_empty() || c.is_empty() {
        return Err(FvgTrailingStopError::EmptyInputData);
    }
    let len = h.len();
    if len != l.len() || len != c.len() {
        return Err(FvgTrailingStopError::InvalidPeriod {
            period: len,
            data_len: len,
        });
    }
    let first = first_valid_ohlc(h, l, c);
    if first == usize::MAX {
        return Err(FvgTrailingStopError::AllValuesNaN);
    }
    let lookback = input.get_lookback();
    let smoothing_len = input.get_smoothing();

    if lookback == 0 {
        return Err(FvgTrailingStopError::InvalidLookback { lookback });
    }
    if smoothing_len == 0 {
        return Err(FvgTrailingStopError::InvalidSmoothingLength {
            smoothing: smoothing_len,
        });
    }

    let need = 2 + smoothing_len.saturating_sub(1);
    if len - first < need {
        return Err(FvgTrailingStopError::NotEnoughValidData {
            needed: need,
            valid: len - first,
        });
    }
    let reset_on_cross = input.get_reset_on_cross();
    Ok((h, l, c, lookback, smoothing_len, reset_on_cross, first))
}

#[inline]
fn fvg_ts_compute_into(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    lookback: usize,
    smoothing_len: usize,
    reset_on_cross: bool,
    upper: &mut [f64],
    lower: &mut [f64],
    upper_ts: &mut [f64],
    lower_ts: &mut [f64],
    kernel: Kernel,
) {
    unsafe {
        #[cfg(all(target_arch = "wasm32", target_feature = "simd128"))]
        {
            if matches!(kernel, Kernel::Scalar | Kernel::ScalarBatch) {
                fvg_ts_simd128(
                    high,
                    low,
                    close,
                    lookback,
                    smoothing_len,
                    reset_on_cross,
                    upper,
                    lower,
                    upper_ts,
                    lower_ts,
                );
                return;
            }
        }

        match kernel {
            Kernel::Scalar | Kernel::ScalarBatch => fvg_ts_scalar(
                high,
                low,
                close,
                lookback,
                smoothing_len,
                reset_on_cross,
                upper,
                lower,
                upper_ts,
                lower_ts,
            ),
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx2 | Kernel::Avx2Batch => fvg_ts_avx2(
                high,
                low,
                close,
                lookback,
                smoothing_len,
                reset_on_cross,
                upper,
                lower,
                upper_ts,
                lower_ts,
            ),
            #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
            Kernel::Avx512 | Kernel::Avx512Batch => fvg_ts_avx512(
                high,
                low,
                close,
                lookback,
                smoothing_len,
                reset_on_cross,
                upper,
                lower,
                upper_ts,
                lower_ts,
            ),
            #[cfg(not(all(feature = "nightly-avx", target_arch = "x86_64")))]
            Kernel::Avx2 | Kernel::Avx2Batch | Kernel::Avx512 | Kernel::Avx512Batch => {
                fvg_ts_scalar(
                    high,
                    low,
                    close,
                    lookback,
                    smoothing_len,
                    reset_on_cross,
                    upper,
                    lower,
                    upper_ts,
                    lower_ts,
                )
            }
            _ => unreachable!(),
        }
    }
}

#[inline]
pub fn fvg_trailing_stop(
    input: &FvgTrailingStopInput,
) -> Result<FvgTrailingStopOutput, FvgTrailingStopError> {
    fvg_trailing_stop_with_kernel(input, Kernel::Auto)
}

pub fn fvg_trailing_stop_with_kernel(
    input: &FvgTrailingStopInput,
    kernel: Kernel,
) -> Result<FvgTrailingStopOutput, FvgTrailingStopError> {
    let (h, l, c, lookback, smoothing_len, reset_on_cross, first) = fvg_ts_prepare(input)?;
    let len = h.len();
    let warm = (first + 2 + smoothing_len.saturating_sub(1)).min(len);

    let mut upper = alloc_with_nan_prefix(len, warm);
    let mut lower = alloc_with_nan_prefix(len, warm);
    let mut upper_ts = alloc_with_nan_prefix(len, warm);
    let mut lower_ts = alloc_with_nan_prefix(len, warm);

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

    fvg_ts_compute_into(
        h,
        l,
        c,
        lookback,
        smoothing_len,
        reset_on_cross,
        &mut upper,
        &mut lower,
        &mut upper_ts,
        &mut lower_ts,
        chosen,
    );

    Ok(FvgTrailingStopOutput {
        upper,
        lower,
        upper_ts,
        lower_ts,
    })
}

#[inline]
pub fn fvg_trailing_stop_into(
    input: &FvgTrailingStopInput,
    upper: &mut [f64],
    lower: &mut [f64],
    upper_ts: &mut [f64],
    lower_ts: &mut [f64],
) -> Result<(), FvgTrailingStopError> {
    fvg_trailing_stop_into_slices(upper, lower, upper_ts, lower_ts, input, Kernel::Auto)
}

#[inline]
pub fn fvg_trailing_stop_into_slices(
    upper: &mut [f64],
    lower: &mut [f64],
    upper_ts: &mut [f64],
    lower_ts: &mut [f64],
    input: &FvgTrailingStopInput,
    kernel: Kernel,
) -> Result<(), FvgTrailingStopError> {
    let (h, l, c, lookback, smoothing_len, reset_on_cross, first) = fvg_ts_prepare(input)?;
    let len = h.len();
    if [upper.len(), lower.len(), upper_ts.len(), lower_ts.len()]
        .iter()
        .any(|&n| n != len)
    {
        return Err(FvgTrailingStopError::OutputLengthMismatch {
            expected: len,
            got: upper
                .len()
                .min(lower.len())
                .min(upper_ts.len())
                .min(lower_ts.len()),
        });
    }
    let chosen = match kernel {
        Kernel::Auto => Kernel::Scalar,
        k => k,
    };

    fvg_ts_compute_into(
        h,
        l,
        c,
        lookback,
        smoothing_len,
        reset_on_cross,
        upper,
        lower,
        upper_ts,
        lower_ts,
        chosen,
    );

    let warm = (first + 2 + smoothing_len.saturating_sub(1)).min(len);
    for dst in [upper, lower, upper_ts, lower_ts] {
        for v in &mut dst[..warm] {
            *v = f64::NAN;
        }
    }
    Ok(())
}

#[derive(Clone, Debug)]
pub struct FvgTsBatchRange {
    pub lookback: (usize, usize, usize),
    pub smoothing: (usize, usize, usize),
    pub reset_on_cross: (bool, bool),
}

impl Default for FvgTsBatchRange {
    fn default() -> Self {
        Self {
            lookback: (5, 254, 1),
            smoothing: (9, 9, 0),
            reset_on_cross: (false, false),
        }
    }
}

#[derive(Clone, Debug)]
pub struct FvgTsBatchOutput {
    pub values: Vec<f64>,
    pub combos: Vec<FvgTrailingStopParams>,
    pub rows: usize,
    pub cols: usize,
}

impl FvgTsBatchOutput {
    pub fn row_for_params(&self, p: &FvgTrailingStopParams) -> Option<usize> {
        self.combos.iter().position(|c| {
            c.unmitigated_fvg_lookback.unwrap_or(5) == p.unmitigated_fvg_lookback.unwrap_or(5)
                && c.smoothing_length.unwrap_or(9) == p.smoothing_length.unwrap_or(9)
                && c.reset_on_cross.unwrap_or(false) == p.reset_on_cross.unwrap_or(false)
        })
    }

    pub fn values_for(
        &self,
        p: &FvgTrailingStopParams,
    ) -> Option<(&[f64], &[f64], &[f64], &[f64])> {
        let r = self.row_for_params(p)?;
        let cols = self.cols;
        let base = r * 4 * cols;
        Some((
            &self.values[base..base + cols],
            &self.values[base + cols..base + 2 * cols],
            &self.values[base + 2 * cols..base + 3 * cols],
            &self.values[base + 3 * cols..base + 4 * cols],
        ))
    }
}

#[inline]
fn expand_axis_usize(
    (start, end, step): (usize, usize, usize),
) -> Result<Vec<usize>, FvgTrailingStopError> {
    if step == 0 {
        return Ok(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(nv) => v = nv,
                None => break,
            }
        }
    } else {
        let mut v = start;
        loop {
            if v < end {
                break;
            }
            out.push(v);
            match v.checked_sub(step) {
                Some(next) => v = next,
                None => break,
            }
        }
    }
    if out.is_empty() {
        return Err(FvgTrailingStopError::InvalidRange { start, end, step });
    }
    Ok(out)
}

#[inline]
fn expand_grid_ts(r: &FvgTsBatchRange) -> Result<Vec<FvgTrailingStopParams>, FvgTrailingStopError> {
    let looks = expand_axis_usize(r.lookback)?;
    let smooths = expand_axis_usize(r.smoothing)?;
    let mut resets = Vec::new();
    if r.reset_on_cross.0 {
        resets.push(false);
    }
    if r.reset_on_cross.1 {
        resets.push(true);
    }
    if resets.is_empty() {
        resets.push(false);
    }

    let mut v = Vec::with_capacity(
        looks
            .len()
            .saturating_mul(smooths.len())
            .saturating_mul(resets.len()),
    );
    for &lb in &looks {
        for &sm in &smooths {
            for &rs in &resets {
                v.push(FvgTrailingStopParams {
                    unmitigated_fvg_lookback: Some(lb),
                    smoothing_length: Some(sm),
                    reset_on_cross: Some(rs),
                });
            }
        }
    }
    if v.is_empty() {
        return Err(FvgTrailingStopError::InvalidRange {
            start: r.lookback.0,
            end: r.lookback.1,
            step: r.lookback.2,
        });
    }
    Ok(v)
}

#[inline(always)]
pub fn fvg_ts_batch_inner_into(
    h: &[f64],
    l: &[f64],
    c: &[f64],
    sweep: &FvgTsBatchRange,
    kern: Kernel,
    parallel: bool,
    out: &mut [f64],
) -> Result<Vec<FvgTrailingStopParams>, FvgTrailingStopError> {
    if !matches!(
        kern,
        Kernel::Auto | Kernel::ScalarBatch | Kernel::Avx2Batch | Kernel::Avx512Batch
    ) {
        return Err(FvgTrailingStopError::InvalidKernelForBatch(kern));
    }

    if h.is_empty() || l.is_empty() || c.is_empty() {
        return Err(FvgTrailingStopError::EmptyInputData);
    }
    let len = h.len();
    if len != l.len() || len != c.len() {
        return Err(FvgTrailingStopError::InvalidPeriod {
            period: len,
            data_len: len,
        });
    }

    let combos = expand_grid_ts(sweep)?;
    let rows = combos.len();
    let cols = len;
    let expected = rows
        .checked_mul(4)
        .and_then(|x| x.checked_mul(cols))
        .ok_or_else(|| FvgTrailingStopError::InvalidRange {
            start: rows,
            end: cols,
            step: 4,
        })?;
    if out.len() != expected {
        return Err(FvgTrailingStopError::OutputLengthMismatch {
            expected,
            got: out.len(),
        });
    }

    let first = first_valid_ohlc(h, l, c);
    if first == usize::MAX {
        return Err(FvgTrailingStopError::AllValuesNaN);
    }

    let mut max_sm = 0usize;
    for prm in &combos {
        let look = prm.unmitigated_fvg_lookback.unwrap_or(5);
        if look == 0 {
            return Err(FvgTrailingStopError::InvalidLookback { lookback: look });
        }
        let sm = prm.smoothing_length.unwrap_or(9);
        if sm == 0 {
            return Err(FvgTrailingStopError::InvalidSmoothingLength { smoothing: sm });
        }
        if sm > max_sm {
            max_sm = sm;
        }
    }
    let need = 2 + max_sm.saturating_sub(1);
    if len - first < need {
        return Err(FvgTrailingStopError::NotEnoughValidData {
            needed: need,
            valid: len - first,
        });
    }

    let _chosen = match kern {
        Kernel::Auto => detect_best_batch_kernel(),
        k => k,
    };

    let mut bull_cand = vec![f64::NAN; len];
    let mut bear_cand = vec![f64::NAN; len];
    if len >= 3 {
        for i in 2..len {
            let hi2 = h[i - 2];
            let lo2 = l[i - 2];
            let cm1 = c[i - 1];
            let hi = h[i];
            let lo = l[i];
            if !(hi2.is_nan() || lo2.is_nan() || cm1.is_nan()) {
                if lo > hi2 && cm1 > hi2 {
                    bull_cand[i] = hi2;
                }
                if hi < lo2 && cm1 < lo2 {
                    bear_cand[i] = lo2;
                }
            }
        }
    }

    let mut pref_sum_close = vec![0.0f64; len + 1];
    let mut pref_nan_count = vec![0usize; len + 1];
    for i in 0..len {
        let is_nan = c[i].is_nan();
        pref_sum_close[i + 1] = pref_sum_close[i] + if is_nan { 0.0 } else { c[i] };
        pref_nan_count[i + 1] = pref_nan_count[i] + if is_nan { 1 } else { 0 };
    }

    let do_one = |row: usize, dst: &mut [f64]| {
        let look = combos[row].unmitigated_fvg_lookback.unwrap();
        let sm = combos[row].smoothing_length.unwrap_or(9);
        let rst = combos[row].reset_on_cross.unwrap_or(false);
        let warm = (first + 2 + sm.saturating_sub(1)).min(cols);
        let (u_block, rest) = dst.split_at_mut(cols);
        let (l_block, rest) = rest.split_at_mut(cols);
        let (uts_block, lts_block) = rest.split_at_mut(cols);

        let mut bull_buf = vec![0.0f64; look];
        let mut bear_buf = vec![0.0f64; look];
        let mut bull_len = 0usize;
        let mut bear_len = 0usize;
        let mut last_bull_non_na: Option<usize> = None;
        let mut last_bear_non_na: Option<usize> = None;

        let mut bull_ring_vals = vec![0.0f64; sm];
        let mut bull_ring_nan = vec![false; sm];
        let mut bear_ring_vals = vec![0.0f64; sm];
        let mut bear_ring_nan = vec![false; sm];
        let mut bull_sum = 0.0f64;
        let mut bear_sum = 0.0f64;
        let mut bull_nan_cnt = 0usize;
        let mut bear_nan_cnt = 0usize;
        let mut bull_ring_count = 0usize;
        let mut bear_ring_count = 0usize;
        let mut bull_ring_idx = 0usize;
        let mut bear_ring_idx = 0usize;

        let mut os: Option<i8> = None;
        let mut ts: Option<f64> = None;
        let mut ts_prev: Option<f64> = None;

        for i in 0..cols {
            let bc = bull_cand[i];
            if !bc.is_nan() {
                if bull_len < look {
                    bull_buf[bull_len] = bc;
                    bull_len += 1;
                } else {
                    for k in 1..look {
                        bull_buf[k - 1] = bull_buf[k];
                    }
                    bull_buf[look - 1] = bc;
                }
            }
            let ec = bear_cand[i];
            if !ec.is_nan() {
                if bear_len < look {
                    bear_buf[bear_len] = ec;
                    bear_len += 1;
                } else {
                    for k in 1..look {
                        bear_buf[k - 1] = bear_buf[k];
                    }
                    bear_buf[look - 1] = ec;
                }
            }

            let price = c[i];
            let mut new_bull_len = 0usize;
            let mut bull_acc = 0.0f64;
            for k in 0..bull_len {
                let v = bull_buf[k];
                if price >= v {
                    bull_buf[new_bull_len] = v;
                    new_bull_len += 1;
                    bull_acc += v;
                }
            }
            bull_len = new_bull_len;

            let mut new_bear_len = 0usize;
            let mut bear_acc = 0.0f64;
            for k in 0..bear_len {
                let v = bear_buf[k];
                if price <= v {
                    bear_buf[new_bear_len] = v;
                    new_bear_len += 1;
                    bear_acc += v;
                }
            }
            bear_len = new_bear_len;

            let bull_avg = if bull_len > 0 {
                bull_acc / (bull_len as f64)
            } else {
                f64::NAN
            };
            let bear_avg = if bear_len > 0 {
                bear_acc / (bear_len as f64)
            } else {
                f64::NAN
            };
            if !bull_avg.is_nan() {
                last_bull_non_na = Some(i);
            }
            if !bear_avg.is_nan() {
                last_bear_non_na = Some(i);
            }

            let bull_bs = if bull_avg.is_nan() {
                match last_bull_non_na {
                    Some(last) => ((i - last).max(1)).min(sm),
                    None => 1,
                }
            } else {
                1
            };
            let bear_bs = if bear_avg.is_nan() {
                match last_bear_non_na {
                    Some(last) => ((i - last).max(1)).min(sm),
                    None => 1,
                }
            } else {
                1
            };

            let bull_sma = if bull_avg.is_nan() && (i + 1) >= bull_bs {
                let s = pref_sum_close[i + 1] - pref_sum_close[i + 1 - bull_bs];
                let nans = pref_nan_count[i + 1] - pref_nan_count[i + 1 - bull_bs];
                if nans == 0 {
                    s / (bull_bs as f64)
                } else {
                    f64::NAN
                }
            } else {
                f64::NAN
            };
            let bear_sma = if bear_avg.is_nan() && (i + 1) >= bear_bs {
                let s = pref_sum_close[i + 1] - pref_sum_close[i + 1 - bear_bs];
                let nans = pref_nan_count[i + 1] - pref_nan_count[i + 1 - bear_bs];
                if nans == 0 {
                    s / (bear_bs as f64)
                } else {
                    f64::NAN
                }
            } else {
                f64::NAN
            };

            let x_bull = if !bull_avg.is_nan() {
                bull_avg
            } else {
                bull_sma
            };
            let x_bear = if !bear_avg.is_nan() {
                bear_avg
            } else {
                bear_sma
            };

            if bull_ring_count < sm {
                let is_nan = x_bull.is_nan();
                bull_ring_nan[bull_ring_count] = is_nan;
                bull_ring_vals[bull_ring_count] = if is_nan { 0.0 } else { x_bull };
                if is_nan {
                    bull_nan_cnt += 1
                } else {
                    bull_sum += x_bull
                }
                bull_ring_count += 1;
            } else {
                let idx = bull_ring_idx;
                if bull_ring_nan[idx] {
                    bull_nan_cnt -= 1
                } else {
                    bull_sum -= bull_ring_vals[idx]
                }
                let is_nan = x_bull.is_nan();
                bull_ring_nan[idx] = is_nan;
                if is_nan {
                    bull_ring_vals[idx] = 0.0;
                    bull_nan_cnt += 1
                } else {
                    bull_ring_vals[idx] = x_bull;
                    bull_sum += x_bull
                }
                bull_ring_idx = if idx + 1 == sm { 0 } else { idx + 1 };
            }

            if bear_ring_count < sm {
                let is_nan = x_bear.is_nan();
                bear_ring_nan[bear_ring_count] = is_nan;
                bear_ring_vals[bear_ring_count] = if is_nan { 0.0 } else { x_bear };
                if is_nan {
                    bear_nan_cnt += 1
                } else {
                    bear_sum += x_bear
                }
                bear_ring_count += 1;
            } else {
                let idx = bear_ring_idx;
                if bear_ring_nan[idx] {
                    bear_nan_cnt -= 1
                } else {
                    bear_sum -= bear_ring_vals[idx]
                }
                let is_nan = x_bear.is_nan();
                bear_ring_nan[idx] = is_nan;
                if is_nan {
                    bear_ring_vals[idx] = 0.0;
                    bear_nan_cnt += 1
                } else {
                    bear_ring_vals[idx] = x_bear;
                    bear_sum += x_bear
                }
                bear_ring_idx = if idx + 1 == sm { 0 } else { idx + 1 };
            }

            let bull_disp = if bull_ring_count >= sm && bull_nan_cnt == 0 {
                bull_sum / (sm as f64)
            } else {
                f64::NAN
            };
            let bear_disp = if bear_ring_count >= sm && bear_nan_cnt == 0 {
                bear_sum / (sm as f64)
            } else {
                f64::NAN
            };

            let prev_os = os;
            let next_os = if !bear_disp.is_nan() && price > bear_disp {
                Some(1)
            } else if !bull_disp.is_nan() && price < bull_disp {
                Some(-1)
            } else {
                os
            };
            os = next_os;

            if let (Some(cur), Some(prev)) = (os, prev_os) {
                if cur == 1 && prev != 1 {
                    ts = Some(bull_disp);
                } else if cur == -1 && prev != -1 {
                    ts = Some(bear_disp);
                } else if cur == 1 {
                    if let Some(t) = ts {
                        ts = Some(bull_disp.max(t));
                    }
                } else if cur == -1 {
                    if let Some(t) = ts {
                        ts = Some(bear_disp.min(t));
                    }
                }
            } else {
                if os == Some(1) {
                    if let Some(t) = ts {
                        ts = Some(bull_disp.max(t));
                    }
                }
                if os == Some(-1) {
                    if let Some(t) = ts {
                        ts = Some(bear_disp.min(t));
                    }
                }
            }

            if rst {
                if os == Some(1) {
                    if let Some(t) = ts {
                        if price < t {
                            ts = None;
                        }
                    } else if !bear_disp.is_nan() && price > bear_disp {
                        ts = Some(bull_disp);
                    }
                } else if os == Some(-1) {
                    if let Some(t) = ts {
                        if price > t {
                            ts = None;
                        }
                    } else if !bull_disp.is_nan() && price < bull_disp {
                        ts = Some(bear_disp);
                    }
                }
            }

            let show = ts.is_some() || ts_prev.is_some();
            let ts_nz = if ts.is_some() { ts } else { ts_prev };
            if os == Some(1) && show {
                u_block[i] = f64::NAN;
                l_block[i] = bull_disp;
                uts_block[i] = f64::NAN;
                lts_block[i] = ts_nz.unwrap_or(f64::NAN);
            } else if os == Some(-1) && show {
                u_block[i] = bear_disp;
                l_block[i] = f64::NAN;
                uts_block[i] = ts_nz.unwrap_or(f64::NAN);
                lts_block[i] = f64::NAN;
            } else {
                u_block[i] = f64::NAN;
                l_block[i] = f64::NAN;
                uts_block[i] = f64::NAN;
                lts_block[i] = f64::NAN;
            }
            ts_prev = ts;
        }

        for buf in [u_block, l_block, uts_block, lts_block] {
            for v in &mut buf[..warm] {
                *v = f64::NAN;
            }
        }
    };

    #[cfg(not(target_arch = "wasm32"))]
    if parallel {
        use rayon::prelude::*;
        out.par_chunks_mut(4 * cols)
            .enumerate()
            .for_each(|(row, dst)| do_one(row, dst));
    } else {
        out.chunks_mut(4 * cols)
            .enumerate()
            .for_each(|(row, dst)| do_one(row, dst));
    }

    #[cfg(target_arch = "wasm32")]
    out.chunks_mut(4 * cols)
        .enumerate()
        .for_each(|(row, dst)| do_one(row, dst));

    Ok(combos)
}

pub fn fvg_trailing_stop_batch_with_kernel(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    sweep: &FvgTsBatchRange,
    kernel: Kernel,
) -> Result<FvgTsBatchOutput, FvgTrailingStopError> {
    if high.is_empty() || low.is_empty() || close.is_empty() {
        return Err(FvgTrailingStopError::EmptyInputData);
    }
    let len = high.len();
    if len != low.len() || len != close.len() {
        return Err(FvgTrailingStopError::InvalidPeriod {
            period: len,
            data_len: len,
        });
    }
    if !matches!(
        kernel,
        Kernel::Auto | Kernel::ScalarBatch | Kernel::Avx2Batch | Kernel::Avx512Batch
    ) {
        return Err(FvgTrailingStopError::InvalidKernelForBatch(kernel));
    }

    let combos = expand_grid_ts(sweep)?;
    let rows = combos.len();
    let cols = len;

    let first = first_valid_ohlc(high, low, close);
    if first == usize::MAX {
        return Err(FvgTrailingStopError::AllValuesNaN);
    }
    let mut max_sm = 0usize;
    let mut warms = Vec::with_capacity(4 * rows);
    for prm in &combos {
        let look = prm.unmitigated_fvg_lookback.unwrap_or(5);
        if look == 0 {
            return Err(FvgTrailingStopError::InvalidLookback { lookback: look });
        }
        let sm = prm.smoothing_length.unwrap_or(9);
        if sm == 0 {
            return Err(FvgTrailingStopError::InvalidSmoothingLength { smoothing: sm });
        }
        if sm > max_sm {
            max_sm = sm;
        }
        let w = (first + 2 + sm.saturating_sub(1)).min(cols);
        warms.extend_from_slice(&[w, w, w, w]);
    }
    let need = 2 + max_sm.saturating_sub(1);
    if cols - first < need {
        return Err(FvgTrailingStopError::NotEnoughValidData {
            needed: need,
            valid: cols - first,
        });
    }

    let rows4 = rows
        .checked_mul(4)
        .ok_or_else(|| FvgTrailingStopError::InvalidRange {
            start: rows,
            end: 4,
            step: 1,
        })?;
    let mut buf_mu = make_uninit_matrix(rows4, cols);
    init_matrix_prefixes(&mut buf_mu, cols, &warms);

    let flat: &mut [f64] =
        unsafe { core::slice::from_raw_parts_mut(buf_mu.as_mut_ptr() as *mut f64, buf_mu.len()) };
    let used = fvg_ts_batch_inner_into(high, low, close, sweep, kernel, true, flat)?;

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

    Ok(FvgTsBatchOutput {
        values,
        combos: used,
        rows,
        cols,
    })
}

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

impl FvgTsBatchBuilder {
    pub fn new() -> Self {
        Self::default()
    }

    pub fn lookback_range(mut self, start: usize, end: usize, step: usize) -> Self {
        self.range.lookback = (start, end, step);
        self
    }

    pub fn smoothing_range(mut self, start: usize, end: usize, step: usize) -> Self {
        self.range.smoothing = (start, end, step);
        self
    }

    pub fn reset_toggle(mut self, include_false: bool, include_true: bool) -> Self {
        self.range.reset_on_cross = (include_false, include_true);
        self
    }

    pub fn kernel(mut self, k: Kernel) -> Self {
        self.kernel = k;
        self
    }

    pub fn apply_candles(self, c: &Candles) -> Result<FvgTsBatchOutput, FvgTrailingStopError> {
        fvg_trailing_stop_batch_with_kernel(&c.high, &c.low, &c.close, &self.range, self.kernel)
    }

    pub fn apply_slices(
        self,
        high: &[f64],
        low: &[f64],
        close: &[f64],
    ) -> Result<FvgTsBatchOutput, FvgTrailingStopError> {
        fvg_trailing_stop_batch_with_kernel(high, low, close, &self.range, self.kernel)
    }

    pub fn with_default_candles(c: &Candles) -> Result<FvgTsBatchOutput, FvgTrailingStopError> {
        FvgTsBatchBuilder::new()
            .kernel(Kernel::Auto)
            .apply_candles(c)
    }

    pub fn with_default_slices(
        high: &[f64],
        low: &[f64],
        close: &[f64],
    ) -> Result<FvgTsBatchOutput, FvgTrailingStopError> {
        FvgTsBatchBuilder::new()
            .kernel(Kernel::Auto)
            .apply_slices(high, low, close)
    }
}

use core::cmp::Ordering;
use std::cmp::Reverse;
use std::collections::BinaryHeap;

#[inline]
fn f64_to_bits_pos(v: f64) -> u64 {
    debug_assert!(v.is_finite() && v >= 0.0);
    v.to_bits()
}

#[derive(Copy, Clone, Debug)]
struct Slot {
    val: f64,
    alive: bool,
    stamp: u32,
}

#[derive(Copy, Clone, Eq, PartialEq, Debug)]
struct HeapItem {
    bits: u64,
    slot: u32,
    stamp: u32,
    seq: u32,
}
impl Ord for HeapItem {
    #[inline]
    fn cmp(&self, other: &Self) -> Ordering {
        self.bits
            .cmp(&other.bits)
            .then(self.seq.cmp(&other.seq))
            .then(self.slot.cmp(&other.slot))
    }
}
impl PartialOrd for HeapItem {
    #[inline]
    fn partial_cmp(&self, other: &Self) -> Option<Ordering> {
        Some(self.cmp(other))
    }
}

pub struct FvgTrailingStopStream {
    lookback: usize,
    smoothing_len: usize,
    reset_on_cross: bool,

    bull_slots: Vec<Slot>,
    bull_head: usize,
    bull_occ: usize,
    bull_sum: f64,
    bull_cnt: u32,
    bull_heap: BinaryHeap<HeapItem>,
    bull_seq: u32,

    bear_slots: Vec<Slot>,
    bear_head: usize,
    bear_occ: usize,
    bear_sum: f64,
    bear_cnt: u32,
    bear_heap: BinaryHeap<Reverse<HeapItem>>,
    bear_seq: u32,

    last_bull_non_na: Option<usize>,
    last_bear_non_na: Option<usize>,

    xbull_vals: Vec<f64>,
    xbull_idx: usize,
    xbull_filled: usize,
    xbull_sum: f64,
    xbull_nan: u32,

    xbear_vals: Vec<f64>,
    xbear_idx: usize,
    xbear_filled: usize,
    xbear_sum: f64,
    xbear_nan: u32,

    pref_sum_ring: Vec<f64>,
    pref_nan_ring: Vec<u32>,
    pref_idx: usize,
    pref_sum_total: f64,
    pref_nan_total: u32,

    os: Option<i8>,
    ts: Option<f64>,
    ts_prev: Option<f64>,
    bar_count: usize,

    hi_m2: f64,
    hi_m1: f64,
    lo_m2: f64,
    lo_m1: f64,
    cl_m1: f64,

    inv_w: f64,
}

impl FvgTrailingStopStream {
    pub fn try_new(params: FvgTrailingStopParams) -> Result<Self, FvgTrailingStopError> {
        let lookback = params.unmitigated_fvg_lookback.unwrap_or(5);
        let smoothing_len = params.smoothing_length.unwrap_or(9);
        if lookback == 0 {
            return Err(FvgTrailingStopError::InvalidLookback { lookback });
        }
        if smoothing_len == 0 {
            return Err(FvgTrailingStopError::InvalidSmoothingLength {
                smoothing: smoothing_len,
            });
        }

        let mut bull_slots = Vec::with_capacity(lookback);
        bull_slots.resize(
            lookback,
            Slot {
                val: f64::NAN,
                alive: false,
                stamp: 0,
            },
        );
        let mut bear_slots = Vec::with_capacity(lookback);
        bear_slots.resize(
            lookback,
            Slot {
                val: f64::NAN,
                alive: false,
                stamp: 0,
            },
        );

        let mut xbull_vals = Vec::with_capacity(smoothing_len);
        xbull_vals.resize(smoothing_len, f64::NAN);
        let mut xbear_vals = Vec::with_capacity(smoothing_len);
        xbear_vals.resize(smoothing_len, f64::NAN);

        let mut pref_sum_ring = Vec::with_capacity(smoothing_len + 1);
        pref_sum_ring.resize(smoothing_len + 1, 0.0);
        let mut pref_nan_ring = Vec::with_capacity(smoothing_len + 1);
        pref_nan_ring.resize(smoothing_len + 1, 0);

        Ok(Self {
            lookback,
            smoothing_len,
            reset_on_cross: params.reset_on_cross.unwrap_or(false),

            bull_slots,
            bull_head: 0,
            bull_occ: 0,
            bull_sum: 0.0,
            bull_cnt: 0,
            bull_heap: BinaryHeap::new(),
            bull_seq: 0,

            bear_slots,
            bear_head: 0,
            bear_occ: 0,
            bear_sum: 0.0,
            bear_cnt: 0,
            bear_heap: BinaryHeap::new(),
            bear_seq: 0,

            last_bull_non_na: None,
            last_bear_non_na: None,

            xbull_vals,
            xbull_idx: 0,
            xbull_filled: 0,
            xbull_sum: 0.0,
            xbull_nan: 0,

            xbear_vals,
            xbear_idx: 0,
            xbear_filled: 0,
            xbear_sum: 0.0,
            xbear_nan: 0,

            pref_sum_ring,
            pref_nan_ring,
            pref_idx: 0,
            pref_sum_total: 0.0,
            pref_nan_total: 0,

            os: None,
            ts: None,
            ts_prev: None,
            bar_count: 0,

            hi_m2: f64::NAN,
            hi_m1: f64::NAN,
            lo_m2: f64::NAN,
            lo_m1: f64::NAN,
            cl_m1: f64::NAN,

            inv_w: 1.0 / (smoothing_len as f64),
        })
    }

    #[inline(always)]
    fn bull_push(&mut self, v: f64) {
        if v.is_nan() {
            return;
        }
        let idx = self.bull_head;
        if self.bull_occ == self.lookback {
            let s = &mut self.bull_slots[idx];
            if s.alive {
                self.bull_sum -= s.val;
                self.bull_cnt -= 1;
                s.alive = false;
            }
        } else {
            self.bull_occ += 1;
        }
        self.bull_seq = self.bull_seq.wrapping_add(1);
        let stamp = self.bull_seq;

        self.bull_slots[idx] = Slot {
            val: v,
            alive: true,
            stamp,
        };
        self.bull_sum += v;
        self.bull_cnt += 1;

        self.bull_heap.push(HeapItem {
            bits: f64_to_bits_pos(v),
            slot: idx as u32,
            stamp,
            seq: stamp,
        });

        self.bull_head = if idx + 1 == self.lookback { 0 } else { idx + 1 };
    }

    #[inline(always)]
    fn bear_push(&mut self, v: f64) {
        if v.is_nan() {
            return;
        }
        let idx = self.bear_head;
        if self.bear_occ == self.lookback {
            let s = &mut self.bear_slots[idx];
            if s.alive {
                self.bear_sum -= s.val;
                self.bear_cnt -= 1;
                s.alive = false;
            }
        } else {
            self.bear_occ += 1;
        }
        self.bear_seq = self.bear_seq.wrapping_add(1);
        let stamp = self.bear_seq;

        self.bear_slots[idx] = Slot {
            val: v,
            alive: true,
            stamp,
        };
        self.bear_sum += v;
        self.bear_cnt += 1;

        let item = HeapItem {
            bits: f64_to_bits_pos(v),
            slot: idx as u32,
            stamp,
            seq: stamp,
        };
        self.bear_heap.push(Reverse(item));

        self.bear_head = if idx + 1 == self.lookback { 0 } else { idx + 1 };
    }

    #[inline(always)]
    fn bull_sweep(&mut self, close: f64) {
        while let Some(top) = self.bull_heap.peek().copied() {
            let v = f64::from_bits(top.bits);
            if !(v > close) {
                break;
            }
            self.bull_heap.pop();
            let idx = top.slot as usize;
            if idx < self.bull_slots.len() {
                let s = &mut self.bull_slots[idx];
                if s.alive && s.stamp == top.stamp {
                    s.alive = false;
                    self.bull_sum -= s.val;
                    self.bull_cnt -= 1;
                }
            }
        }
    }

    #[inline(always)]
    fn bear_sweep(&mut self, close: f64) {
        while let Some(Reverse(top)) = self.bear_heap.peek().copied() {
            let v = f64::from_bits(top.bits);
            if !(v < close) {
                break;
            }
            self.bear_heap.pop();
            let idx = top.slot as usize;
            if idx < self.bear_slots.len() {
                let s = &mut self.bear_slots[idx];
                if s.alive && s.stamp == top.stamp {
                    s.alive = false;
                    self.bear_sum -= s.val;
                    self.bear_cnt -= 1;
                }
            }
        }
    }

    #[inline(always)]
    fn push_x_and_smooth(
        vals: &mut [f64],
        idx: &mut usize,
        filled: &mut usize,
        sum: &mut f64,
        nan: &mut u32,
        w: usize,
        inv_w: f64,
        x: f64,
    ) -> f64 {
        let pos = *idx;

        if *filled == w {
            let old = vals[pos];
            if old.is_nan() {
                *nan -= 1;
            } else {
                *sum -= old;
            }
        } else {
            *filled += 1;
        }

        vals[pos] = x;
        if x.is_nan() {
            *nan += 1;
        } else {
            *sum += x;
        }

        *idx = if pos + 1 == w { 0 } else { pos + 1 };

        if *filled == w && *nan == 0 {
            *sum * inv_w
        } else {
            f64::NAN
        }
    }

    #[inline(always)]
    fn prefix_add_close(
        pref_sum_ring: &mut [f64],
        pref_nan_ring: &mut [u32],
        pref_idx: &mut usize,
        pref_sum_total: &mut f64,
        pref_nan_total: &mut u32,
        w: usize,
        close: f64,
    ) {
        let add = if close.is_nan() { 0.0 } else { close };
        let add_nan = if close.is_nan() { 1 } else { 0 };
        *pref_sum_total += add;
        *pref_nan_total += add_nan;

        let ring_len = w + 1;
        let next = if *pref_idx + 1 == ring_len {
            0
        } else {
            *pref_idx + 1
        };
        pref_sum_ring[next] = *pref_sum_total;
        pref_nan_ring[next] = *pref_nan_total;
        *pref_idx = next;
    }

    #[inline(always)]
    fn prefix_last_bs(
        pref_sum_ring: &[f64],
        pref_nan_ring: &[u32],
        pref_idx: usize,
        w: usize,
        bs: usize,
    ) -> (f64, u32) {
        debug_assert!(bs >= 1 && bs <= w);
        let ring_len = w + 1;
        let prev = (pref_idx + ring_len - bs) % ring_len;
        let s = pref_sum_ring[pref_idx] - pref_sum_ring[prev];
        let nans = pref_nan_ring[pref_idx] - pref_nan_ring[prev];
        (s, nans)
    }

    pub fn update(&mut self, high: f64, low: f64, close: f64) -> Option<(f64, f64, f64, f64)> {
        Self::prefix_add_close(
            &mut self.pref_sum_ring,
            &mut self.pref_nan_ring,
            &mut self.pref_idx,
            &mut self.pref_sum_total,
            &mut self.pref_nan_total,
            self.smoothing_len,
            close,
        );

        if self.bar_count >= 2
            && self.hi_m2.is_finite()
            && self.lo_m2.is_finite()
            && self.cl_m1.is_finite()
        {
            if low > self.hi_m2 && self.cl_m1 > self.hi_m2 {
                self.bull_push(self.hi_m2);
            }
            if high < self.lo_m2 && self.cl_m1 < self.lo_m2 {
                self.bear_push(self.lo_m2);
            }
        }

        self.bull_sweep(close);
        self.bear_sweep(close);

        let bull_avg = if self.bull_cnt > 0 {
            self.bull_sum / (self.bull_cnt as f64)
        } else {
            f64::NAN
        };
        let bear_avg = if self.bear_cnt > 0 {
            self.bear_sum / (self.bear_cnt as f64)
        } else {
            f64::NAN
        };
        if !bull_avg.is_nan() {
            self.last_bull_non_na = Some(self.bar_count);
        }
        if !bear_avg.is_nan() {
            self.last_bear_non_na = Some(self.bar_count);
        }

        let bull_bs = if bull_avg.is_nan() {
            match self.last_bull_non_na {
                Some(last) => ((self.bar_count - last).max(1)).min(self.smoothing_len),
                None => 1,
            }
        } else {
            1
        };
        let bear_bs = if bear_avg.is_nan() {
            match self.last_bear_non_na {
                Some(last) => ((self.bar_count - last).max(1)).min(self.smoothing_len),
                None => 1,
            }
        } else {
            1
        };

        let bull_sma = if bull_avg.is_nan() {
            let (s, nans) = Self::prefix_last_bs(
                &self.pref_sum_ring,
                &self.pref_nan_ring,
                self.pref_idx,
                self.smoothing_len,
                bull_bs,
            );
            if nans == 0 {
                s / (bull_bs as f64)
            } else {
                f64::NAN
            }
        } else {
            f64::NAN
        };
        let bear_sma = if bear_avg.is_nan() {
            let (s, nans) = Self::prefix_last_bs(
                &self.pref_sum_ring,
                &self.pref_nan_ring,
                self.pref_idx,
                self.smoothing_len,
                bear_bs,
            );
            if nans == 0 {
                s / (bear_bs as f64)
            } else {
                f64::NAN
            }
        } else {
            f64::NAN
        };

        let x_bull = if !bull_avg.is_nan() {
            bull_avg
        } else {
            bull_sma
        };
        let x_bear = if !bear_avg.is_nan() {
            bear_avg
        } else {
            bear_sma
        };

        let bull_disp = Self::push_x_and_smooth(
            &mut self.xbull_vals,
            &mut self.xbull_idx,
            &mut self.xbull_filled,
            &mut self.xbull_sum,
            &mut self.xbull_nan,
            self.smoothing_len,
            self.inv_w,
            x_bull,
        );
        let bear_disp = Self::push_x_and_smooth(
            &mut self.xbear_vals,
            &mut self.xbear_idx,
            &mut self.xbear_filled,
            &mut self.xbear_sum,
            &mut self.xbear_nan,
            self.smoothing_len,
            self.inv_w,
            x_bear,
        );

        let prev_os = self.os;
        let next_os = if !bear_disp.is_nan() && close > bear_disp {
            Some(1)
        } else if !bull_disp.is_nan() && close < bull_disp {
            Some(-1)
        } else {
            self.os
        };
        self.os = next_os;

        if let (Some(cur), Some(prev)) = (self.os, prev_os) {
            if cur == 1 && prev != 1 {
                self.ts = Some(bull_disp);
            } else if cur == -1 && prev != -1 {
                self.ts = Some(bear_disp);
            } else if cur == 1 {
                if let Some(t) = self.ts {
                    self.ts = Some(bull_disp.max(t));
                }
            } else if cur == -1 {
                if let Some(t) = self.ts {
                    self.ts = Some(bear_disp.min(t));
                }
            }
        } else {
            if self.os == Some(1) {
                if let Some(t) = self.ts {
                    self.ts = Some(bull_disp.max(t));
                }
            }
            if self.os == Some(-1) {
                if let Some(t) = self.ts {
                    self.ts = Some(bear_disp.min(t));
                }
            }
        }

        if self.reset_on_cross {
            if self.os == Some(1) {
                if let Some(t) = self.ts {
                    if close < t {
                        self.ts = None;
                    }
                } else if !bear_disp.is_nan() && close > bear_disp {
                    self.ts = Some(bull_disp);
                }
            } else if self.os == Some(-1) {
                if let Some(t) = self.ts {
                    if close > t {
                        self.ts = None;
                    }
                } else if !bull_disp.is_nan() && close < bull_disp {
                    self.ts = Some(bear_disp);
                }
            }
        }

        let show = self.ts.is_some() || self.ts_prev.is_some();
        let ts_nz = self.ts.or(self.ts_prev);

        let (mut upper, mut lower, mut upper_ts, mut lower_ts) =
            (f64::NAN, f64::NAN, f64::NAN, f64::NAN);

        if self.os == Some(1) && show {
            lower = bull_disp;
            lower_ts = ts_nz.unwrap_or(f64::NAN);
        } else if self.os == Some(-1) && show {
            upper = bear_disp;
            upper_ts = ts_nz.unwrap_or(f64::NAN);
        }

        self.ts_prev = self.ts;

        self.hi_m2 = self.hi_m1;
        self.hi_m1 = high;
        self.lo_m2 = self.lo_m1;
        self.lo_m1 = low;
        self.cl_m1 = close;

        self.bar_count += 1;

        if self.bar_count >= self.smoothing_len + 2 {
            Some((upper, lower, upper_ts, lower_ts))
        } else {
            None
        }
    }
}

#[cfg(feature = "python")]
#[pyfunction(name = "fvg_trailing_stop")]
#[pyo3(signature = (high, low, close, unmitigated_fvg_lookback, smoothing_length, reset_on_cross, kernel=None))]
pub fn fvg_trailing_stop_py<'py>(
    py: Python<'py>,
    high: PyReadonlyArray1<'py, f64>,
    low: PyReadonlyArray1<'py, f64>,
    close: PyReadonlyArray1<'py, f64>,
    unmitigated_fvg_lookback: usize,
    smoothing_length: usize,
    reset_on_cross: bool,
    kernel: Option<&str>,
) -> PyResult<(
    Bound<'py, PyArray1<f64>>,
    Bound<'py, PyArray1<f64>>,
    Bound<'py, PyArray1<f64>>,
    Bound<'py, PyArray1<f64>>,
)> {
    use numpy::IntoPyArray;
    let (h, l, c) = (high.as_slice()?, low.as_slice()?, close.as_slice()?);
    let kern = validate_kernel(kernel, false)?;
    let params = FvgTrailingStopParams {
        unmitigated_fvg_lookback: Some(unmitigated_fvg_lookback),
        smoothing_length: Some(smoothing_length),
        reset_on_cross: Some(reset_on_cross),
    };
    let input = FvgTrailingStopInput::from_slices(h, l, c, params);
    let out = py
        .allow_threads(|| fvg_trailing_stop_with_kernel(&input, kern))
        .map_err(|e| PyValueError::new_err(e.to_string()))?;
    Ok((
        out.upper.into_pyarray(py),
        out.lower.into_pyarray(py),
        out.upper_ts.into_pyarray(py),
        out.lower_ts.into_pyarray(py),
    ))
}

#[cfg(all(feature = "python", feature = "cuda"))]
use crate::utilities::dlpack_cuda::{make_device_array_py, DeviceArrayF32Py};
#[cfg(all(feature = "python", feature = "cuda"))]
#[cfg(all(feature = "python", feature = "cuda"))]
#[pyfunction(name = "fvg_trailing_stop_cuda_batch_dev")]
#[pyo3(signature = (high, low, close, lookback_range, smoothing_range, reset_toggle, device_id=0))]
pub fn fvg_trailing_stop_cuda_batch_dev_py(
    py: Python<'_>,
    high: PyReadonlyArray1<'_, f32>,
    low: PyReadonlyArray1<'_, f32>,
    close: PyReadonlyArray1<'_, f32>,
    lookback_range: (usize, usize, usize),
    smoothing_range: (usize, usize, usize),
    reset_toggle: (bool, bool),
    device_id: usize,
) -> PyResult<(
    DeviceArrayF32Py,
    DeviceArrayF32Py,
    DeviceArrayF32Py,
    DeviceArrayF32Py,
)> {
    use crate::cuda::cuda_available;
    if !cuda_available() {
        return Err(PyValueError::new_err("CUDA not available"));
    }
    let (h, l, c) = (high.as_slice()?, low.as_slice()?, close.as_slice()?);
    let sweep = FvgTsBatchRange {
        lookback: lookback_range,
        smoothing: smoothing_range,
        reset_on_cross: reset_toggle,
    };
    let (u, lwr, uts, lts) = py.allow_threads(|| {
        let cuda = crate::cuda::fvg_trailing_stop_wrapper::CudaFvgTs::new(device_id)
            .map_err(|e| PyValueError::new_err(e.to_string()))?;
        let batch = cuda
            .fvg_ts_batch_dev(h, l, c, &sweep)
            .map_err(|e| PyValueError::new_err(e.to_string()))?;
        Ok::<_, PyErr>((batch.upper, batch.lower, batch.upper_ts, batch.lower_ts))
    })?;
    let upper_dev = make_device_array_py(device_id, u)?;
    let lower_dev = make_device_array_py(device_id, lwr)?;
    let upper_ts_dev = make_device_array_py(device_id, uts)?;
    let lower_ts_dev = make_device_array_py(device_id, lts)?;
    Ok((upper_dev, lower_dev, upper_ts_dev, lower_ts_dev))
}

#[cfg(all(feature = "python", feature = "cuda"))]
#[pyfunction(name = "fvg_trailing_stop_cuda_many_series_one_param_dev")]
#[pyo3(signature = (high_tm, low_tm, close_tm, cols, rows, unmitigated_fvg_lookback, smoothing_length, reset_on_cross, device_id=0))]
pub fn fvg_trailing_stop_cuda_many_series_one_param_dev_py(
    py: Python<'_>,
    high_tm: PyReadonlyArray1<'_, f32>,
    low_tm: PyReadonlyArray1<'_, f32>,
    close_tm: PyReadonlyArray1<'_, f32>,
    cols: usize,
    rows: usize,
    unmitigated_fvg_lookback: usize,
    smoothing_length: usize,
    reset_on_cross: bool,
    device_id: usize,
) -> PyResult<(
    DeviceArrayF32Py,
    DeviceArrayF32Py,
    DeviceArrayF32Py,
    DeviceArrayF32Py,
)> {
    use crate::cuda::cuda_available;
    if !cuda_available() {
        return Err(PyValueError::new_err("CUDA not available"));
    }
    let (h, l, c) = (
        high_tm.as_slice()?,
        low_tm.as_slice()?,
        close_tm.as_slice()?,
    );
    if h.len() != l.len() || h.len() != c.len() || h.len() != cols * rows {
        return Err(PyValueError::new_err(
            "time-major arrays must match cols*rows",
        ));
    }
    let params = FvgTrailingStopParams {
        unmitigated_fvg_lookback: Some(unmitigated_fvg_lookback),
        smoothing_length: Some(smoothing_length),
        reset_on_cross: Some(reset_on_cross),
    };
    let (u, lw, uts, lts) = py.allow_threads(|| {
        let cuda = crate::cuda::fvg_trailing_stop_wrapper::CudaFvgTs::new(device_id)
            .map_err(|e| PyValueError::new_err(e.to_string()))?;
        cuda.fvg_ts_many_series_one_param_time_major_dev(h, l, c, cols, rows, &params)
            .map_err(|e| PyValueError::new_err(e.to_string()))
    })?;
    let upper_dev = make_device_array_py(device_id, u)?;
    let lower_dev = make_device_array_py(device_id, lw)?;
    let upper_ts_dev = make_device_array_py(device_id, uts)?;
    let lower_ts_dev = make_device_array_py(device_id, lts)?;
    Ok((upper_dev, lower_dev, upper_ts_dev, lower_ts_dev))
}

#[cfg(feature = "python")]
#[pyfunction(name = "fvg_trailing_stop_batch")]
#[pyo3(signature = (high, low, close, lookback_range, smoothing_range, reset_toggle, kernel=None))]
pub fn fvg_trailing_stop_batch_py<'py>(
    py: Python<'py>,
    high: PyReadonlyArray1<'py, f64>,
    low: PyReadonlyArray1<'py, f64>,
    close: PyReadonlyArray1<'py, f64>,
    lookback_range: (usize, usize, usize),
    smoothing_range: (usize, usize, usize),
    reset_toggle: (bool, bool),
    kernel: Option<&str>,
) -> PyResult<Bound<'py, PyDict>> {
    use numpy::{IntoPyArray, PyArray1, PyArrayMethods};

    let (h, l, c) = (high.as_slice()?, low.as_slice()?, close.as_slice()?);
    let sweep = FvgTsBatchRange {
        lookback: lookback_range,
        smoothing: smoothing_range,
        reset_on_cross: reset_toggle,
    };
    let kern = validate_kernel(kernel, true)?;

    let combos = expand_grid_ts(&sweep).map_err(|e| PyValueError::new_err(e.to_string()))?;
    let rows = combos.len();
    let cols = h.len();
    let rows4 = rows
        .checked_mul(4)
        .ok_or_else(|| PyValueError::new_err("rows*4 overflow"))?;
    let total = rows4
        .checked_mul(cols)
        .ok_or_else(|| PyValueError::new_err("rows*4*cols overflow"))?;

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

    py.allow_threads(|| fvg_ts_batch_inner_into(h, l, c, &sweep, kern, true, flat_mut))
        .map_err(|e| PyValueError::new_err(e.to_string()))?;

    let dict = PyDict::new(py);

    dict.set_item("values", flat.reshape((rows4, cols))?)?;
    dict.set_item(
        "lookbacks",
        combos
            .iter()
            .map(|p| p.unmitigated_fvg_lookback.unwrap() as u64)
            .collect::<Vec<_>>()
            .into_pyarray(py),
    )?;
    dict.set_item(
        "smoothings",
        combos
            .iter()
            .map(|p| p.smoothing_length.unwrap() as u64)
            .collect::<Vec<_>>()
            .into_pyarray(py),
    )?;
    dict.set_item(
        "resets",
        combos
            .iter()
            .map(|p| p.reset_on_cross.unwrap_or(false))
            .collect::<Vec<_>>()
            .into_pyarray(py),
    )?;
    Ok(dict)
}

#[cfg(feature = "python")]
#[pyclass]
pub struct FvgTrailingStopStreamPy {
    stream: FvgTrailingStopStream,
}

#[cfg(feature = "python")]
#[pymethods]
impl FvgTrailingStopStreamPy {
    #[new]
    fn new(
        unmitigated_fvg_lookback: usize,
        smoothing_length: usize,
        reset_on_cross: bool,
    ) -> PyResult<Self> {
        let params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: Some(unmitigated_fvg_lookback),
            smoothing_length: Some(smoothing_length),
            reset_on_cross: Some(reset_on_cross),
        };
        let stream = FvgTrailingStopStream::try_new(params)
            .map_err(|e| PyValueError::new_err(e.to_string()))?;
        Ok(FvgTrailingStopStreamPy { stream })
    }

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

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

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

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

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

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen(js_name = "fvgTrailingStop")]
pub fn fvg_trailing_stop_js(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    unmitigated_fvg_lookback: usize,
    smoothing_length: usize,
    reset_on_cross: bool,
) -> Result<JsValue, JsValue> {
    if high.is_empty() || low.is_empty() || close.is_empty() {
        return Err(JsValue::from_str(
            "fvg_trailing_stop: Input data slice is empty.",
        ));
    }

    let params = FvgTrailingStopParams {
        unmitigated_fvg_lookback: Some(unmitigated_fvg_lookback),
        smoothing_length: Some(smoothing_length),
        reset_on_cross: Some(reset_on_cross),
    };
    let input = FvgTrailingStopInput::from_slices(high, low, close, params);

    let (h, low_in, c, lookback, smoothing_len, reset, first) =
        fvg_ts_prepare(&input).map_err(|e| JsValue::from_str(&e.to_string()))?;
    let len = h.len();
    let warm = (first + 2 + smoothing_len.saturating_sub(1)).min(len);

    let mut buf_mu = make_uninit_matrix(4, len);
    init_matrix_prefixes(&mut buf_mu, len, &[warm, warm, warm, warm]);
    let out: &mut [f64] =
        unsafe { core::slice::from_raw_parts_mut(buf_mu.as_mut_ptr() as *mut f64, buf_mu.len()) };
    let (first_half, second_half) = out.split_at_mut(2 * len);
    let (u, l) = first_half.split_at_mut(len);
    let (uts, lts) = second_half.split_at_mut(len);

    let chosen = Kernel::Scalar;
    fvg_ts_compute_into(
        h,
        low_in,
        c,
        lookback,
        smoothing_len,
        reset,
        u,
        l,
        uts,
        lts,
        chosen,
    );
    for v in &mut u[..warm] {
        *v = f64::NAN;
    }
    for v in &mut l[..warm] {
        *v = f64::NAN;
    }
    for v in &mut uts[..warm] {
        *v = f64::NAN;
    }
    for v in &mut lts[..warm] {
        *v = f64::NAN;
    }

    let obj = js_sys::Object::new();
    let upper_arr = js_sys::Array::from_iter(u.iter().map(|&v| JsValue::from_f64(v)));
    let lower_arr = js_sys::Array::from_iter(l.iter().map(|&v| JsValue::from_f64(v)));
    let upper_ts_arr = js_sys::Array::from_iter(uts.iter().map(|&v| JsValue::from_f64(v)));
    let lower_ts_arr = js_sys::Array::from_iter(lts.iter().map(|&v| JsValue::from_f64(v)));

    js_sys::Reflect::set(&obj, &JsValue::from_str("upper"), &upper_arr)?;
    js_sys::Reflect::set(&obj, &JsValue::from_str("lower"), &lower_arr)?;
    js_sys::Reflect::set(&obj, &JsValue::from_str("upperTs"), &upper_ts_arr)?;
    js_sys::Reflect::set(&obj, &JsValue::from_str("lowerTs"), &lower_ts_arr)?;

    Ok(obj.into())
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen]
pub fn fvg_trailing_stop_into_flat(
    high_ptr: *const f64,
    low_ptr: *const f64,
    close_ptr: *const f64,
    out_ptr: *mut f64,
    len: usize,
    unmitigated_fvg_lookback: usize,
    smoothing_length: usize,
    reset_on_cross: bool,
) -> Result<(), JsValue> {
    if [
        high_ptr as usize,
        low_ptr as usize,
        close_ptr as usize,
        out_ptr as usize,
    ]
    .iter()
    .any(|&p| p == 0)
    {
        return Err(JsValue::from_str("null pointer"));
    }
    unsafe {
        let h = core::slice::from_raw_parts(high_ptr, len);
        let l = core::slice::from_raw_parts(low_ptr, len);
        let c = core::slice::from_raw_parts(close_ptr, len);
        let out = core::slice::from_raw_parts_mut(out_ptr, 4 * len);
        let (first_half, second_half) = out.split_at_mut(2 * len);
        let (u, lw) = first_half.split_at_mut(len);
        let (uts, lts) = second_half.split_at_mut(len);
        let params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: Some(unmitigated_fvg_lookback),
            smoothing_length: Some(smoothing_length),
            reset_on_cross: Some(reset_on_cross),
        };
        let input = FvgTrailingStopInput::from_slices(h, l, c, params);
        fvg_trailing_stop_into_slices(u, lw, uts, lts, &input, Kernel::Auto)
            .map_err(|e| JsValue::from_str(&e.to_string()))?;
    }
    Ok(())
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen(js_name = "fvgTrailingStopBatch")]
pub fn fvg_trailing_stop_batch_js(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    lookback_start: usize,
    lookback_end: usize,
    lookback_step: usize,
    smoothing_start: usize,
    smoothing_end: usize,
    smoothing_step: usize,
    reset_include_false: bool,
    reset_include_true: bool,
) -> Result<JsValue, JsValue> {
    if high.is_empty() || low.is_empty() || close.is_empty() {
        return Err(JsValue::from_str(
            "fvg_trailing_stop: Input data slice is empty.",
        ));
    }
    let cols = high.len();
    if cols != low.len() || cols != close.len() {
        let e = FvgTrailingStopError::InvalidPeriod {
            period: cols,
            data_len: cols,
        };
        return Err(JsValue::from_str(&e.to_string()));
    }
    let sweep = FvgTsBatchRange {
        lookback: (lookback_start, lookback_end, lookback_step),
        smoothing: (smoothing_start, smoothing_end, smoothing_step),
        reset_on_cross: (reset_include_false, reset_include_true),
    };
    let combos = expand_grid_ts(&sweep).map_err(|e| JsValue::from_str(&e.to_string()))?;
    let rows = combos.len();

    let first = first_valid_ohlc(high, low, close);
    if first == usize::MAX {
        let e = FvgTrailingStopError::AllValuesNaN;
        return Err(JsValue::from_str(&e.to_string()));
    }
    let mut max_sm = 0usize;
    let rows4 = rows
        .checked_mul(4)
        .ok_or_else(|| JsValue::from_str("rows*4 overflow"))?;
    let mut buf_mu = make_uninit_matrix(rows4, cols);
    let mut warms = Vec::with_capacity(rows4);
    for prm in &combos {
        let look = prm.unmitigated_fvg_lookback.unwrap_or(5);
        if look == 0 {
            let e = FvgTrailingStopError::InvalidLookback { lookback: look };
            return Err(JsValue::from_str(&e.to_string()));
        }
        let sm = prm.smoothing_length.unwrap_or(9);
        if sm == 0 {
            let e = FvgTrailingStopError::InvalidSmoothingLength { smoothing: sm };
            return Err(JsValue::from_str(&e.to_string()));
        }
        if sm > max_sm {
            max_sm = sm;
        }
        let w = (first + 2 + sm.saturating_sub(1)).min(cols);
        warms.extend_from_slice(&[w, w, w, w]);
    }
    let need = 2 + max_sm.saturating_sub(1);
    if cols - first < need {
        let e = FvgTrailingStopError::NotEnoughValidData {
            needed: need,
            valid: cols - first,
        };
        return Err(JsValue::from_str(&e.to_string()));
    }
    init_matrix_prefixes(&mut buf_mu, cols, &warms);

    let flat: &mut [f64] =
        unsafe { core::slice::from_raw_parts_mut(buf_mu.as_mut_ptr() as *mut f64, buf_mu.len()) };
    fvg_ts_batch_inner_into(
        high,
        low,
        close,
        &sweep,
        detect_best_batch_kernel(),
        false,
        flat,
    )
    .map_err(|e| JsValue::from_str(&e.to_string()))?;

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

    let out = FvgTsBatchJsOutput {
        values,
        combos,
        rows,
        cols,
    };
    serde_wasm_bindgen::to_value(&out)
        .map_err(|e| JsValue::from_str(&format!("Serialization error: {}", e)))
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen(js_name = "fvgTrailingStopAlloc")]
pub fn fvg_trailing_stop_alloc_js(size: usize) -> *mut f64 {
    let mut vec = Vec::<f64>::with_capacity(size * 4);
    let ptr = vec.as_mut_ptr();
    std::mem::forget(vec);
    ptr
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen(js_name = "fvgTrailingStopFree")]
pub fn fvg_trailing_stop_free_js(ptr: *mut f64, size: usize) {
    unsafe {
        let _ = Vec::from_raw_parts(ptr, size * 4, size * 4);
    }
}

#[cfg(all(target_arch = "wasm32", feature = "wasm"))]
#[wasm_bindgen(js_name = "fvgTrailingStopZeroCopy")]
pub fn fvg_trailing_stop_zero_copy_js(
    high: &[f64],
    low: &[f64],
    close: &[f64],
    unmitigated_fvg_lookback: usize,
    smoothing_length: usize,
    reset_on_cross: bool,
    ptr: *mut f64,
) -> Result<JsValue, JsValue> {
    if ptr.is_null() {
        return Err(JsValue::from_str("null pointer"));
    }
    let len = high.len();

    let (upper, lower, upper_ts, lower_ts) = unsafe {
        (
            std::slice::from_raw_parts_mut(ptr, len),
            std::slice::from_raw_parts_mut(ptr.add(len), len),
            std::slice::from_raw_parts_mut(ptr.add(len * 2), len),
            std::slice::from_raw_parts_mut(ptr.add(len * 3), len),
        )
    };

    for i in 0..len {
        upper[i] = f64::NAN;
        lower[i] = f64::NAN;
        upper_ts[i] = f64::NAN;
        lower_ts[i] = f64::NAN;
    }

    let params = FvgTrailingStopParams {
        unmitigated_fvg_lookback: Some(unmitigated_fvg_lookback),
        smoothing_length: Some(smoothing_length),
        reset_on_cross: Some(reset_on_cross),
    };

    let input = FvgTrailingStopInput {
        data: FvgTrailingStopData::Slices { high, low, close },
        params,
    };

    fvg_trailing_stop_into_slices(upper, lower, upper_ts, lower_ts, &input, Kernel::Auto)
        .map_err(|e| JsValue::from_str(&e.to_string()))?;

    let obj = js_sys::Object::new();
    let upper_arr = unsafe { js_sys::Float64Array::view(upper) };
    let lower_arr = unsafe { js_sys::Float64Array::view(lower) };
    let upper_ts_arr = unsafe { js_sys::Float64Array::view(upper_ts) };
    let lower_ts_arr = unsafe { js_sys::Float64Array::view(lower_ts) };

    js_sys::Reflect::set(&obj, &JsValue::from_str("upper"), &upper_arr)?;
    js_sys::Reflect::set(&obj, &JsValue::from_str("lower"), &lower_arr)?;
    js_sys::Reflect::set(&obj, &JsValue::from_str("upperTs"), &upper_ts_arr)?;
    js_sys::Reflect::set(&obj, &JsValue::from_str("lowerTs"), &lower_ts_arr)?;

    Ok(obj.into())
}

#[derive(Copy, Clone, Debug)]
pub struct FvgTrailingStopBuilder {
    unmitigated_fvg_lookback: Option<usize>,
    smoothing_length: Option<usize>,
    reset_on_cross: Option<bool>,
    kernel: Kernel,
}

impl Default for FvgTrailingStopBuilder {
    fn default() -> Self {
        Self {
            unmitigated_fvg_lookback: None,
            smoothing_length: None,
            reset_on_cross: None,
            kernel: Kernel::Auto,
        }
    }
}

impl FvgTrailingStopBuilder {
    pub fn new() -> Self {
        Self::default()
    }

    pub fn lookback(mut self, n: usize) -> Self {
        self.unmitigated_fvg_lookback = Some(n);
        self
    }

    pub fn smoothing(mut self, n: usize) -> Self {
        self.smoothing_length = Some(n);
        self
    }

    pub fn reset_on_cross(mut self, reset: bool) -> Self {
        self.reset_on_cross = Some(reset);
        self
    }

    pub fn kernel(mut self, k: Kernel) -> Self {
        self.kernel = k;
        self
    }

    pub fn apply(&self, candles: &Candles) -> Result<FvgTrailingStopOutput, FvgTrailingStopError> {
        let params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: self.unmitigated_fvg_lookback,
            smoothing_length: self.smoothing_length,
            reset_on_cross: self.reset_on_cross,
        };
        let input = FvgTrailingStopInput::from_candles(candles, params);
        fvg_trailing_stop_with_kernel(&input, self.kernel)
    }

    pub fn apply_slice(
        &self,
        high: &[f64],
        low: &[f64],
        close: &[f64],
    ) -> Result<FvgTrailingStopOutput, FvgTrailingStopError> {
        let params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: self.unmitigated_fvg_lookback,
            smoothing_length: self.smoothing_length,
            reset_on_cross: self.reset_on_cross,
        };
        let input = FvgTrailingStopInput::from_slices(high, low, close, params);
        fvg_trailing_stop_with_kernel(&input, self.kernel)
    }

    pub fn into_stream(self) -> Result<FvgTrailingStopStream, FvgTrailingStopError> {
        let params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: self.unmitigated_fvg_lookback,
            smoothing_length: self.smoothing_length,
            reset_on_cross: self.reset_on_cross,
        };
        FvgTrailingStopStream::try_new(params)
    }
}

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

    macro_rules! skip_if_unsupported {
        ($kernel:expr, $test_name:expr) => {
            #[cfg(not(all(feature = "nightly-avx", target_arch = "x86_64")))]
            if matches!(
                $kernel,
                Kernel::Avx2 | Kernel::Avx512 | Kernel::Avx2Batch | Kernel::Avx512Batch
            ) {
                eprintln!("Skipping {} - AVX not available", $test_name);
                return Ok(());
            }
        };
    }

    fn check_fvg_ts_accuracy(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn 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 params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: Some(5),
            smoothing_length: Some(9),
            reset_on_cross: Some(false),
        };
        let input = FvgTrailingStopInput::from_candles(&candles, params);
        let result = fvg_trailing_stop_with_kernel(&input, kernel)?;

        let expected_lower = 55643.00;
        let expected_lower_ts = 60223.33333333;
        let tolerance = 0.01;

        let n = result.lower.len();
        if n >= 5 {
            for i in (n - 5)..n {
                if !result.lower[i].is_nan() {
                    let diff = (result.lower[i] - expected_lower).abs();
                    assert!(
                        diff < tolerance,
                        "[{}] Lower value mismatch at {}: expected {}, got {}, diff {}",
                        test_name,
                        i,
                        expected_lower,
                        result.lower[i],
                        diff
                    );
                }
                if !result.lower_ts[i].is_nan() {
                    let diff = (result.lower_ts[i] - expected_lower_ts).abs();
                    assert!(
                        diff < tolerance,
                        "[{}] Lower TS value mismatch at {}: expected {}, got {}, diff {}",
                        test_name,
                        i,
                        expected_lower_ts,
                        result.lower_ts[i],
                        diff
                    );
                }
            }
        }
        Ok(())
    }

    fn check_fvg_ts_default_candles(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn 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 input = FvgTrailingStopInput::with_default_candles(&candles);
        let output = fvg_trailing_stop_with_kernel(&input, kernel)?;
        assert_eq!(output.upper.len(), candles.close.len());
        assert_eq!(output.lower.len(), candles.close.len());
        assert_eq!(output.upper_ts.len(), candles.close.len());
        assert_eq!(output.lower_ts.len(), candles.close.len());

        Ok(())
    }

    fn check_fvg_ts_empty_input(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let empty: [f64; 0] = [];
        let params = FvgTrailingStopParams::default();
        let input = FvgTrailingStopInput::from_slices(&empty, &empty, &empty, params);
        let res = fvg_trailing_stop_with_kernel(&input, kernel);
        assert!(
            matches!(res, Err(FvgTrailingStopError::EmptyInputData)),
            "[{}] Should fail with empty input",
            test_name
        );
        Ok(())
    }

    fn check_fvg_ts_all_nan(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let nan_data = vec![f64::NAN; 100];
        let params = FvgTrailingStopParams::default();
        let input = FvgTrailingStopInput::from_slices(&nan_data, &nan_data, &nan_data, params);
        let res = fvg_trailing_stop_with_kernel(&input, kernel);
        assert!(
            matches!(res, Err(FvgTrailingStopError::AllValuesNaN)),
            "[{}] Should fail with all NaN",
            test_name
        );
        Ok(())
    }

    fn check_fvg_ts_partial_nan(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let mut high = vec![100.0; 50];
        let mut low = vec![95.0; 50];
        let mut close = vec![97.0; 50];

        for i in 10..20 {
            high[i] = f64::NAN;
            low[i] = f64::NAN;
            close[i] = f64::NAN;
        }

        let params = FvgTrailingStopParams::default();
        let input = FvgTrailingStopInput::from_slices(&high, &low, &close, params);
        let result = fvg_trailing_stop_with_kernel(&input, kernel)?;

        assert_eq!(result.upper.len(), 50);
        assert_eq!(result.lower.len(), 50);
        Ok(())
    }

    fn check_fvg_ts_streaming(test_name: &str, _kernel: Kernel) -> Result<(), Box<dyn Error>> {
        let params = FvgTrailingStopParams::default();
        let mut stream = FvgTrailingStopStream::try_new(params)?;

        let test_data = vec![
            (100.0, 95.0, 97.0),
            (101.0, 96.0, 98.0),
            (102.0, 97.0, 99.0),
            (103.0, 98.0, 100.0),
            (104.0, 99.0, 101.0),
            (105.0, 100.0, 102.0),
            (106.0, 101.0, 103.0),
            (107.0, 102.0, 104.0),
            (108.0, 103.0, 105.0),
            (109.0, 104.0, 106.0),
            (110.0, 105.0, 107.0),
            (111.0, 106.0, 108.0),
        ];

        for (h, l, c) in test_data {
            stream.update(h, l, c);
        }

        Ok(())
    }

    fn check_fvg_ts_no_poison(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        #[cfg(debug_assertions)]
        {
            let file_path = "src/data/2018-09-01-2024-Bitfinex_Spot-4h.csv";
            let candles = read_candles_from_csv(file_path)?;

            let params = FvgTrailingStopParams::default();
            let input = FvgTrailingStopInput::from_candles(&candles, params);
            let out = fvg_trailing_stop_with_kernel(&input, kernel)?;

            for (name, row) in [
                ("upper", &out.upper),
                ("lower", &out.lower),
                ("upper_ts", &out.upper_ts),
                ("lower_ts", &out.lower_ts),
            ] {
                for (i, &v) in row.iter().enumerate() {
                    if v.is_nan() {
                        continue;
                    }
                    let b = v.to_bits();
                    assert_ne!(
                        b, 0x1111_1111_1111_1111,
                        "[{}] alloc poison in {} at {}",
                        test_name, name, i
                    );
                    assert_ne!(
                        b, 0x2222_2222_2222_2222,
                        "[{}] matrix poison in {} at {}",
                        test_name, name, i
                    );
                    assert_ne!(
                        b, 0x3333_3333_3333_3333,
                        "[{}] uninit poison in {} at {}",
                        test_name, name, i
                    );
                }
            }
        }
        Ok(())
    }

    fn check_fvg_ts_batch_default(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn 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 output = FvgTsBatchBuilder::new()
            .kernel(kernel)
            .apply_candles(&candles)?;

        assert_eq!(output.combos.len(), 1);
        assert_eq!(output.rows, 1);
        assert_eq!(output.cols, candles.close.len());

        Ok(())
    }

    fn check_fvg_ts_batch_sweep(test_name: &str, kernel: Kernel) -> Result<(), Box<dyn 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 output = FvgTsBatchBuilder::new()
            .kernel(kernel)
            .lookback_range(3, 7, 2)
            .smoothing_range(5, 10, 5)
            .reset_toggle(true, true)
            .apply_candles(&candles)?;

        assert_eq!(output.combos.len(), 12);
        assert_eq!(output.rows, 12);
        assert_eq!(output.cols, candles.close.len());

        Ok(())
    }

    fn check_fvg_ts_builder_apply_slice(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let high = vec![100.0, 102.0, 103.0, 105.0, 104.0];
        let low = vec![98.0, 99.0, 101.0, 102.0, 103.0];
        let close = vec![99.0, 101.0, 102.0, 104.0, 103.5];

        let result = FvgTrailingStopBuilder::new()
            .lookback(3)
            .smoothing(5)
            .kernel(kernel)
            .apply_slice(&high, &low, &close)?;

        assert_eq!(result.upper.len(), 5);
        assert_eq!(result.lower.len(), 5);

        Ok(())
    }

    fn check_fvg_ts_into_slices_warm_nan(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let h = vec![
            100.0, 101.0, 102.0, 103.0, 104.0, 105.0, 106.0, 107.0, 108.0, 109.0,
        ];
        let l = vec![
            99.0, 99.5, 100.0, 101.0, 102.0, 103.0, 104.0, 105.0, 106.0, 107.0,
        ];
        let c = vec![
            99.5, 100.5, 101.5, 102.5, 103.5, 104.5, 105.5, 106.5, 107.5, 108.5,
        ];
        let params = FvgTrailingStopParams::default();
        let input = FvgTrailingStopInput::from_slices(&h, &l, &c, params);

        let mut u = vec![0.0; h.len()];
        let mut d = u.clone();
        let mut uts = u.clone();
        let mut lts = u.clone();

        let smoothing_len = input.get_smoothing();

        fvg_trailing_stop_into_slices(&mut u, &mut d, &mut uts, &mut lts, &input, kernel)?;

        let expected_warm = 2 + smoothing_len - 1;
        for v in [&u, &d, &uts, &lts] {
            for i in 0..expected_warm.min(h.len()) {
                assert!(
                    v[i].is_nan(),
                    "[{}] Expected NaN at index {} but got {}",
                    test_name,
                    i,
                    v[i]
                );
            }
        }
        Ok(())
    }

    fn check_fvg_ts_invalid_smoothing(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let h = vec![1.0; 20];
        let l = vec![0.0; 20];
        let c = vec![0.5; 20];
        let params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: Some(5),
            smoothing_length: Some(0),
            reset_on_cross: Some(false),
        };
        let input = FvgTrailingStopInput::from_slices(&h, &l, &c, params);
        let res = fvg_trailing_stop_with_kernel(&input, kernel);
        assert!(
            matches!(
                res,
                Err(FvgTrailingStopError::InvalidSmoothingLength { .. })
            ),
            "[{}] expected InvalidSmoothingLength",
            test_name
        );
        Ok(())
    }

    fn check_fvg_ts_invalid_lookback(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let h = vec![1.0; 20];
        let l = vec![0.0; 20];
        let c = vec![0.5; 20];
        let params = FvgTrailingStopParams {
            unmitigated_fvg_lookback: Some(0),
            smoothing_length: Some(9),
            reset_on_cross: Some(false),
        };
        let input = FvgTrailingStopInput::from_slices(&h, &l, &c, params);
        let res = fvg_trailing_stop_with_kernel(&input, kernel);
        assert!(
            matches!(res, Err(FvgTrailingStopError::InvalidLookback { .. })),
            "[{}] expected InvalidLookback",
            test_name
        );
        Ok(())
    }

    fn check_fvg_ts_batch_values_for(
        test_name: &str,
        kernel: Kernel,
    ) -> Result<(), Box<dyn Error>> {
        skip_if_unsupported!(kernel, test_name);
        let h = vec![100.0; 64];
        let l = vec![90.0; 64];
        let c = vec![95.0; 64];
        let sweep = FvgTsBatchRange::default();
        let out = fvg_trailing_stop_batch_with_kernel(&h, &l, &c, &sweep, kernel)?;
        let p = FvgTrailingStopParams::default();
        let (u, d, uts, lts) = out.values_for(&p).expect("missing row");
        assert_eq!(u.len(), out.cols);
        assert_eq!(d.len(), out.cols);
        assert_eq!(uts.len(), out.cols);
        assert_eq!(lts.len(), out.cols);
        Ok(())
    }

    macro_rules! generate_all_fvg_ts_tests {
        ($($test_fn:ident),*) => {
            paste::paste! {
                $(
                    #[test]
                    fn [<$test_fn _scalar>]() {
                        let _ = $test_fn(stringify!([<$test_fn _scalar>]), Kernel::Scalar);
                    }
                )*
                #[cfg(all(feature = "nightly-avx", target_arch = "x86_64"))]
                $(
                    #[test]
                    fn [<$test_fn _avx2>]() {
                        let _ = $test_fn(stringify!([<$test_fn _avx2>]), Kernel::Avx2);
                    }
                    #[test]
                    fn [<$test_fn _avx512>]() {
                        let _ = $test_fn(stringify!([<$test_fn _avx512>]), Kernel::Avx512);
                    }
                )*
                #[cfg(all(target_arch = "wasm32", target_feature = "simd128"))]
                $(
                    #[test]
                    fn [<$test_fn _simd128>]() {
                        let _ = $test_fn(stringify!([<$test_fn _simd128>]), Kernel::Scalar);
                    }
                )*
            }
        }
    }

    generate_all_fvg_ts_tests!(
        check_fvg_ts_accuracy,
        check_fvg_ts_default_candles,
        check_fvg_ts_empty_input,
        check_fvg_ts_all_nan,
        check_fvg_ts_partial_nan,
        check_fvg_ts_streaming,
        check_fvg_ts_no_poison,
        check_fvg_ts_batch_default,
        check_fvg_ts_batch_sweep,
        check_fvg_ts_builder_apply_slice,
        check_fvg_ts_into_slices_warm_nan,
        check_fvg_ts_invalid_smoothing,
        check_fvg_ts_invalid_lookback,
        check_fvg_ts_batch_values_for
    );

    #[test]
    fn test_fvg_trailing_stop_into_matches_api() -> Result<(), Box<dyn Error>> {
        let n = 128usize;
        let mut high = Vec::with_capacity(n);
        let mut low = Vec::with_capacity(n);
        let mut close = Vec::with_capacity(n);
        for i in 0..n {
            let base = 100.0 + i as f64 * 0.5;
            high.push(base + 1.0 + (i % 3) as f64 * 0.1);
            low.push(base - 1.0 - (i % 2) as f64 * 0.1);
            close.push(base + ((i % 5) as f64 - 2.0) * 0.05);
        }

        let params = FvgTrailingStopParams::default();
        let input = FvgTrailingStopInput::from_slices(&high, &low, &close, params);

        let base = fvg_trailing_stop(&input)?;

        let mut u = vec![0.0; n];
        let mut d = vec![0.0; n];
        let mut uts = vec![0.0; n];
        let mut lts = vec![0.0; n];
        fvg_trailing_stop_into(&input, &mut u, &mut d, &mut uts, &mut lts)?;

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

        assert_eq!(u.len(), base.upper.len());
        assert_eq!(d.len(), base.lower.len());
        assert_eq!(uts.len(), base.upper_ts.len());
        assert_eq!(lts.len(), base.lower_ts.len());

        for i in 0..n {
            assert!(
                eq_or_both_nan(u[i], base.upper[i]),
                "upper mismatch at {}: {} vs {}",
                i,
                u[i],
                base.upper[i]
            );
            assert!(
                eq_or_both_nan(d[i], base.lower[i]),
                "lower mismatch at {}: {} vs {}",
                i,
                d[i],
                base.lower[i]
            );
            assert!(
                eq_or_both_nan(uts[i], base.upper_ts[i]),
                "upper_ts mismatch at {}: {} vs {}",
                i,
                uts[i],
                base.upper_ts[i]
            );
            assert!(
                eq_or_both_nan(lts[i], base.lower_ts[i]),
                "lower_ts mismatch at {}: {} vs {}",
                i,
                lts[i],
                base.lower_ts[i]
            );
        }

        Ok(())
    }
}