fidc-backtest-engine/crates/fidc-core/src/series_columns.rs

use std::ops::Index;

use super::prefix_sums;

#[derive(Debug, Clone)]
pub(super) enum ReferenceMatchedValues {
    Identical,
    Owned(Vec<f64>),
}

impl ReferenceMatchedValues {
    pub(super) fn push(&mut self, value: f64, reference: &[f64], capacity: usize) {
        let previous_len = reference.len().checked_sub(1).expect("reference row is missing");
        match self {
            Self::Identical if value.to_bits() == reference[previous_len].to_bits() => {}
            Self::Identical => {
                let mut values = Vec::with_capacity(capacity);
                values.extend_from_slice(&reference[..previous_len]);
                values.push(value);
                *self = Self::Owned(values);
            }
            Self::Owned(values) => {
                debug_assert_eq!(values.len(), previous_len);
                values.push(value);
            }
        }
    }

    pub(super) fn values<'a>(&'a self, reference: &'a [f64]) -> &'a [f64] {
        match self {
            Self::Identical => reference,
            Self::Owned(values) => {
                debug_assert_eq!(values.len(), reference.len());
                values
            }
        }
    }

    pub(super) fn set(&mut self, index: usize, value: f64, reference: &[f64]) {
        assert!(index < reference.len(), "series index out of bounds");
        match self {
            Self::Owned(values) => values[index] = value,
            Self::Identical if value.to_bits() == reference[index].to_bits() => {}
            Self::Identical => {
                let mut values = reference.to_vec();
                values[index] = value;
                *self = Self::Owned(values);
            }
        }
    }

    pub(super) fn prefix(&self) -> Self {
        match self {
            Self::Identical => Self::Identical,
            Self::Owned(values) => Self::Owned(prefix_sums(values)),
        }
    }
}

#[derive(Debug, Clone)]
pub(super) struct RepeatedValues<T> {
    repeated: T,
    values: Option<Vec<T>>,
    len: usize,
}

impl<T: Default + Clone + Eq> RepeatedValues<T> {
    pub(super) fn new() -> Self {
        Self { repeated: T::default(), values: None, len: 0 }
    }

    pub(super) fn push(&mut self, value: &T, capacity: usize) {
        if let Some(values) = &mut self.values {
            values.push(value.clone());
        } else if self.len == 0 {
            self.repeated = value.clone();
        } else if *value != self.repeated {
            let mut values = Vec::with_capacity(capacity);
            values.resize(self.len, std::mem::take(&mut self.repeated));
            values.push(value.clone());
            self.values = Some(values);
        }
        self.len += 1;
    }

    pub(super) fn set(&mut self, index: usize, value: T) {
        assert!(index < self.len, "series index out of bounds");
        if let Some(values) = &mut self.values {
            values[index] = value;
        } else if value != self.repeated {
            let mut values = vec![std::mem::take(&mut self.repeated); self.len];
            values[index] = value;
            self.values = Some(values);
        }
    }
}

impl<T> Index<usize> for RepeatedValues<T> {
    type Output = T;

    fn index(&self, index: usize) -> &T {
        assert!(index < self.len, "series index out of bounds");
        match &self.values {
            Some(values) => &values[index],
            None => &self.repeated,
        }
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    fn bits(values: &[f64]) -> Vec<u64> {
        values.iter().map(|value| value.to_bits()).collect()
    }

    #[test]
    fn identical_prices_share_only_after_exact_bit_comparison() {
        let reference = [10., -0., f64::from_bits(0x7ff8_0000_0000_0042), f64::INFINITY];
        let mut column = ReferenceMatchedValues::Identical;
        for (index, value) in reference.iter().copied().enumerate() {
            column.push(value, &reference[..=index], reference.len());
        }
        assert!(matches!(column, ReferenceMatchedValues::Identical));
        assert_eq!(column.values(&reference).as_ptr(), reference.as_ptr());
        let prefix = prefix_sums(&reference);
        assert_eq!(bits(column.prefix().values(&prefix)), bits(&prefix));

        let original = column.clone();
        column.set(1, 0., &reference);
        assert!(matches!(column, ReferenceMatchedValues::Owned(_)));
        assert_eq!(column.values(&reference)[1].to_bits(), 0_f64.to_bits());
        assert_eq!(bits(original.values(&reference)), bits(&reference));
        assert_eq!(bits(column.prefix().values(&prefix)), bits(&prefix_sums(column.values(&reference))));
    }

    #[test]
    fn differing_prices_preserve_zero_nan_payloads_and_prior_rows() {
        let reference = [10., 11., f64::from_bits(0x7ff8_0000_0000_0042), 13.];
        for actual in [
            [10., 0., reference[2], 13.],
            [10., 11., f64::from_bits(0x7ff8_0000_0000_0043), 13.],
        ] {
            let mut column = ReferenceMatchedValues::Identical;
            for (index, value) in actual.iter().copied().enumerate() {
                column.push(value, &reference[..=index], actual.len());
            }
            assert!(matches!(column, ReferenceMatchedValues::Owned(_)));
            assert_eq!(bits(column.values(&reference)), bits(&actual));
        }
    }

    #[test]
    fn repeated_values_preserve_nonzero_values_and_copy_on_change() {
        let mut column = RepeatedValues::new();
        for _ in 0..128 { column.push(&7_u64, 128); }
        assert!(column.values.is_none());
        assert_eq!(column[127], 7);
        column.set(0, 7);
        assert!(column.values.is_none());
        let mut changed = column.clone();
        changed.set(64, 9);
        assert_eq!(changed[64], 9);
        assert_eq!(changed[63], 7);
        assert_eq!(column[64], 7);
    }

    #[test]
    fn optional_values_keep_none_distinct_from_empty_and_repeated_text() {
        for repeated in [None, Some(String::new()), Some("continuous".to_string())] {
            let mut column = RepeatedValues::new();
            for _ in 0..12 { column.push(&repeated, 16); }
            assert!(column.values.is_none());
            assert_eq!(column[0], repeated);
            column.push(&Some("closing".to_string()), 16);
            assert_eq!(column[11], repeated);
            assert_eq!(column[12].as_deref(), Some("closing"));
            column.set(5, None);
            assert_eq!(column[5], None);
            assert_eq!(column[4], repeated);
        }
    }

    #[test]
    #[should_panic(expected = "series index out of bounds")]
    fn repeated_values_reject_out_of_range_access() {
        let column = RepeatedValues::<u64>::new();
        let _ = column[0];
    }
}