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/volatility/bbwp/bbwp.pine

@@ -0,0 +1,64 @@
+// The MIT License (MIT)
+// © mihakralj
+//@version=6
+indicator("Bollinger Band Width Percentile (BBWP)", "BBWP", overlay=false, format=format.percent)
+
+//@function Calculates Bollinger Band Width Percentile relative to historical range
+//@param source Series to calculate Bollinger Bands from
+//@param period Lookback period for BB calculations
+//@param multiplier Standard deviation multiplier for band width
+//@param lookback Historical lookback period for percentile calculation
+//@returns BBWP value representing current BBW percentile in historical range
+//@optimized for performance and dirty data
+bbwp(series float source, simple int period, simple float multiplier, simple int lookback) =>
+    if period <= 0 or multiplier <= 0.0 or lookback <= 0
+        runtime.error("Period, multiplier, and lookback must be greater than 0")
+    var int p = math.max(1, period), var int head = 0, var int count = 0
+    var array<float> buffer = array.new_float(p, na)
+    var float sum = 0.0, var float sumSq = 0.0
+    float oldest = array.get(buffer, head)
+    if not na(oldest)
+        sum -= oldest
+        sumSq -= oldest * oldest
+        count -= 1
+    float current_val = nz(source)
+    sum += current_val
+    sumSq += current_val * current_val
+    count += 1
+    array.set(buffer, head, current_val)
+    head := (head + 1) % p
+    float basis = nz(sum / count, source)
+    float dev = count > 1 ? multiplier * math.sqrt(math.max(0.0, sumSq / count - basis * basis)) : 0.0
+    float bbw = 2 * dev
+    var int l = math.max(1, lookback), var int hist_head = 0, var int hist_count = 0
+    var array<float> hist_buffer = array.new_float(l, na)
+    float hist_oldest = array.get(hist_buffer, hist_head)
+    if not na(hist_oldest)
+        hist_count -= 1
+    if not na(bbw)
+        hist_count += 1
+    array.set(hist_buffer, hist_head, bbw)
+    hist_head := (hist_head + 1) % l
+    if hist_count < 2
+        0.5
+    else
+        int below_count = 0
+        for i = 0 to hist_count - 1
+            float val = array.get(hist_buffer, i)
+            if not na(val) and val < bbw
+                below_count += 1
+        below_count / hist_count
+
+// ---------- Main loop ----------
+
+// Inputs
+i_period = input.int(20, "Period", minval=1)
+i_source = input.source(close, "Source")
+i_multiplier = input.float(2.0, "StdDev Multiplier", minval=0.001)
+i_lookback = input.int(252, "Lookback Period", minval=1)
+
+// Calculation
+bbwp_value = bbwp(i_source, i_period, i_multiplier, i_lookback)
+
+// Plot
+plot(bbwp_value, "BBWP", color=color.yellow, linewidth=2)