SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>

lib/numerics/normalize/Normalize.cs

@@ -0,0 +1,212 @@
+// NORMALIZE: Min-Max Normalization
+// Scales values to [0, 1] range using min-max scaling over a lookback period
+// Formula: (x - min) / (max - min)
+
+using System.Runtime.CompilerServices;
+using System.Runtime.InteropServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// NORMALIZE: Min-Max Normalization
+/// Scales values to the range [0, 1] using min-max normalization over a lookback period.
+/// </summary>
+/// <remarks>
+/// Key properties:
+/// - Output always between 0 and 1 (inclusive when value equals min or max)
+/// - Uses rolling window to track min and max
+/// - Division by zero (flat range) returns 0.5 as neutral value
+/// - Commonly used for feature scaling and bounded indicators
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Normalize : AbstractBase
+{
+    private readonly int _period;
+    private readonly RingBuffer _buffer;
+
+    [StructLayout(LayoutKind.Auto)]
+    private record struct State(double LastValidNorm, double Min, double Max);
+    private State _state, _p_state;
+
+    public override bool IsHot => _buffer.Count >= _period;
+
+    /// <param name="period">Lookback period for min/max calculation (default 14)</param>
+    public Normalize(int period = 14)
+    {
+        if (period < 1)
+            throw new ArgumentException("Period must be >= 1", nameof(period));
+
+        _period = period;
+        _buffer = new RingBuffer(period);
+        Name = $"Normalize({period})";
+        WarmupPeriod = period;
+        _state = new State(0.5, double.MaxValue, double.MinValue);
+        _p_state = _state;
+    }
+
+    /// <param name="source">Source indicator for chaining</param>
+    /// <param name="period">Lookback period (default 14)</param>
+    public Normalize(ITValuePublisher source, int period = 14) : this(period)
+    {
+        source.Pub += HandleUpdate;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private void HandleUpdate(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private static (double min, double max) FindMinMax(ReadOnlySpan<double> values)
+    {
+        if (values.Length == 0)
+            return (double.MaxValue, double.MinValue);
+
+        double min = values[0];
+        double max = values[0];
+
+        for (int i = 1; i < values.Length; i++)
+        {
+            double v = values[i];
+            if (v < min) min = v;
+            if (v > max) max = v;
+        }
+
+        return (min, max);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override TValue Update(TValue input, bool isNew = true)
+    {
+        if (isNew)
+            _p_state = _state;
+        else
+            _state = _p_state;
+
+        double value = input.Value;
+        double result;
+
+        if (double.IsFinite(value))
+        {
+            _buffer.Add(value, isNew);
+
+            // Find min and max in the buffer
+            var (min, max) = FindMinMax(_buffer.GetSpan());
+            double range = max - min;
+
+            if (range > 0)
+            {
+                result = (value - min) / range;
+            }
+            else
+            {
+                // Flat range: return 0.5 as neutral
+                result = 0.5;
+            }
+
+            _state = new State(result, min, max);
+        }
+        else
+        {
+            result = _state.LastValidNorm;
+        }
+
+        Last = new TValue(input.Time, result);
+        PubEvent(Last, isNew);
+        return Last;
+    }
+
+    public override TSeries Update(TSeries source)
+    {
+        var result = new TSeries(source.Count);
+        ReadOnlySpan<double> values = source.Values;
+        ReadOnlySpan<long> times = source.Times;
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            var tv = Update(new TValue(new DateTime(times[i], DateTimeKind.Utc), values[i]), true);
+            result.Add(tv, true);
+        }
+        return result;
+    }
+
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
+    {
+        TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
+        DateTime time = DateTime.UtcNow - (interval * source.Length);
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            Update(new TValue(time, source[i]), true);
+            time += interval;
+        }
+    }
+
+    public static TSeries Calculate(TSeries source, int period = 14)
+    {
+        var indicator = new Normalize(period);
+        return indicator.Update(source);
+    }
+
+    /// <summary>
+    /// Calculates Min-Max Normalization over a span of values.
+    /// </summary>
+    public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period = 14)
+    {
+        if (source.Length == 0)
+            throw new ArgumentException("Source cannot be empty", nameof(source));
+        if (output.Length < source.Length)
+            throw new ArgumentException("Output length must be >= source length", nameof(output));
+        if (period < 1)
+            throw new ArgumentException("Period must be >= 1", nameof(period));
+
+        double lastValid = 0.5;
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            double val = source[i];
+
+            if (!double.IsFinite(val))
+            {
+                output[i] = lastValid;
+                continue;
+            }
+
+            // Determine window bounds
+            int start = Math.Max(0, i - period + 1);
+
+            // Find min/max in window - initialize to infinity to handle non-finite starting values
+            double min = double.PositiveInfinity;
+            double max = double.NegativeInfinity;
+
+            for (int j = start; j <= i; j++)
+            {
+                double v = source[j];
+                if (double.IsFinite(v))
+                {
+                    if (v < min) min = v;
+                    if (v > max) max = v;
+                }
+            }
+
+            // If no finite values found in window, use neutral output
+            if (!double.IsFinite(min) || !double.IsFinite(max))
+            {
+                output[i] = lastValid;
+                continue;
+            }
+
+            double range = max - min;
+            double result = range > 0 ? (val - min) / range : 0.5;
+
+            lastValid = result;
+            output[i] = result;
+        }
+    }
+
+    public override void Reset()
+    {
+        _buffer.Clear();
+        _state = new State(0.5, double.MaxValue, double.MinValue);
+        _p_state = _state;
+        Last = default;
+    }
+}