From 6b5d57675ef7add8e5e7d88e31767237e481d913 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 5 Sep 2026 12:40:40 +0800
Subject: [PATCH] perf: reuse rolling window boundaries

---
 crates/fidc-core/src/data.rs | 52 ++++++++++++++++++++++++++++++------
 1 file changed, 44 insertions(+), 8 deletions(-)

diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index 65dbcd2..dde45cb 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -686,7 +686,15 @@ impl AdjustedCloseSeries {
         end: usize,
         lookbacks: &[usize; N],
     ) -> [Option<f64>; N] {
-        std::array::from_fn(|index| self.moving_average_at_end(end, lookbacks[index]))
+        let Some(base_factor) = end
+            .checked_sub(1)
+            .and_then(|index| self.backward_factors.get(index).copied().flatten())
+        else {
+            return [None; N];
+        };
+        std::array::from_fn(|index| {
+            self.moving_average_at_end_with_base_factor(end, lookbacks[index], base_factor)
+        })
     }
 
     fn moving_average_at_end(&self, end: usize, lookback: usize) -> Option<f64> {
@@ -694,6 +702,18 @@ impl AdjustedCloseSeries {
             return None;
         }
         let base_factor = self.backward_factors.get(end - 1).copied().flatten()?;
+        self.moving_average_at_end_with_base_factor(end, lookback, base_factor)
+    }
+
+    fn moving_average_at_end_with_base_factor(
+        &self,
+        end: usize,
+        lookback: usize,
+        base_factor: f64,
+    ) -> Option<f64> {
+        if lookback == 0 || end < lookback {
+            return None;
+        }
         let start = end - lookback;
         if self.missing_back_adjusted_close_prefix[end]
             != self.missing_back_adjusted_close_prefix[start]
@@ -1022,15 +1042,19 @@ impl SymbolPriceSeries {
         end: usize,
         lookbacks: &[usize; N],
     ) -> [Option<f64>; N] {
+        let Some(valid_count) = self.valid_volume_count_prefix.get(end).copied() else {
+            return [None; N];
+        };
         std::array::from_fn(|index| {
             let lookback = lookbacks[index];
-            self.valid_volume_window(end, lookback).map(|(start, end)| {
-                normalize_rolling_factor(
-                    (self.valid_volume_sum_prefix[end] - self.valid_volume_sum_prefix[start])
-                        / lookback as f64,
-                    12,
-                )
-            })
+            self.valid_volume_window_with_count(end, lookback, valid_count)
+                .map(|(start, end)| {
+                    normalize_rolling_factor(
+                        (self.valid_volume_sum_prefix[end] - self.valid_volume_sum_prefix[start])
+                            / lookback as f64,
+                        12,
+                    )
+                })
         })
     }
 
@@ -1049,6 +1073,18 @@ impl SymbolPriceSeries {
             return None;
         }
         let valid_count = *self.valid_volume_count_prefix.get(end)?;
+        self.valid_volume_window_with_count(end, lookback, valid_count)
+    }
+
+    fn valid_volume_window_with_count(
+        &self,
+        end: usize,
+        lookback: usize,
+        valid_count: usize,
+    ) -> Option<(usize, usize)> {
+        if lookback == 0 || end > self.volumes.len() {
+            return None;
+        }
         if valid_count < lookback {
             return None;
         }