From fd3065e7b9743140433a6cd1743228acdc5f94ff Mon Sep 17 00:00:00 2001
From: Miha Kralj <miha.kralj@outlook.com>
Date: Sat, 13 Dec 2025 22:51:26 -0800
Subject: [PATCH] fix: add validation for empty span in MinScalar and MaxScalar
 methods; ensure valid OHLC values in GBM calculations

---
 lib/core/simd/SimdExtensions.cs   |  6 ++++++
 lib/feeds/gbm/ValidationHelper.cs | 21 +++++++++------------
 lib/feeds/gbm/gbm.cs              | 22 ++++++++++++++++++----
 3 files changed, 33 insertions(+), 16 deletions(-)

diff --git a/lib/core/simd/SimdExtensions.cs b/lib/core/simd/SimdExtensions.cs
index c5acede7..63674ed8 100644
--- a/lib/core/simd/SimdExtensions.cs
+++ b/lib/core/simd/SimdExtensions.cs
@@ -37,6 +37,9 @@ public static class SimdExtensions
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     internal static double MinScalar(ReadOnlySpan<double> span)
     {
+        if (span.Length == 0)
+            throw new ArgumentException("Span must not be empty", nameof(span));
+
         double min = span[0];
         for (int i = 1; i < span.Length; i++)
         {
@@ -49,6 +52,9 @@ public static class SimdExtensions
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     internal static double MaxScalar(ReadOnlySpan<double> span)
     {
+        if (span.Length == 0)
+            throw new ArgumentException("Span must not be empty", nameof(span));
+
         double max = span[0];
         for (int i = 1; i < span.Length; i++)
         {
diff --git a/lib/feeds/gbm/ValidationHelper.cs b/lib/feeds/gbm/ValidationHelper.cs
index db635aaa..80a78f10 100644
--- a/lib/feeds/gbm/ValidationHelper.cs
+++ b/lib/feeds/gbm/ValidationHelper.cs
@@ -124,8 +124,7 @@ public static class ValidationHelper
     {
         int count = qSeries.Count;
         int start = Math.Max(0, count - skip);
-        var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
-        int validCount = length;
+        var (offset, length) = outRange.GetOffsetAndLength(tOutput.Length);
 
         for (int i = start; i < count; i++)
         {
@@ -133,8 +132,8 @@ public static class ValidationHelper
 
             if (i < lookback) continue;
 
-            int tIndex = i - lookback;
-            if (tIndex >= validCount) continue;
+            int tIndex = i - offset;
+            if (tIndex < 0 || tIndex >= length) continue;
 
             double tValue = tOutput[tIndex];
 
@@ -146,8 +145,7 @@ public static class ValidationHelper
     {
         int count = qResults.Count;
         int start = Math.Max(0, count - skip);
-        var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
-        int validCount = length;
+        var (offset, length) = outRange.GetOffsetAndLength(tOutput.Length);
 
         for (int i = start; i < count; i++)
         {
@@ -155,8 +153,8 @@ public static class ValidationHelper
 
             if (i < lookback) continue;
 
-            int tIndex = i - lookback;
-            if (tIndex >= validCount) continue;
+            int tIndex = i - offset;
+            if (tIndex < 0 || tIndex >= length) continue;
 
             double tValue = tOutput[tIndex];
 
@@ -168,8 +166,7 @@ public static class ValidationHelper
     {
         int count = qOutput.Length;
         int start = Math.Max(0, count - skip);
-        var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
-        int validCount = length;
+        var (offset, length) = outRange.GetOffsetAndLength(tOutput.Length);
 
         for (int i = start; i < count; i++)
         {
@@ -177,8 +174,8 @@ public static class ValidationHelper
 
             if (i < lookback) continue;
 
-            int tIndex = i - lookback;
-            if (tIndex >= validCount) continue;
+            int tIndex = i - offset;
+            if (tIndex < 0 || tIndex >= length) continue;
 
             double tValue = tOutput[tIndex];
 
diff --git a/lib/feeds/gbm/gbm.cs b/lib/feeds/gbm/gbm.cs
index 755e1ad4..7799bae6 100644
--- a/lib/feeds/gbm/gbm.cs
+++ b/lib/feeds/gbm/gbm.cs
@@ -132,8 +132,13 @@ public class GBM : IFeed
 
             double open = _lastPrice;
             double close = price;
-            double high = Math.Max(open, close) * (1.0 + NextDouble() * 0.01);
-            double low = Math.Min(open, close) * (1.0 - NextDouble() * 0.01);
+            double high = Math.Max(open, close) * (1.0 + Math.Abs(NextDouble()) * 0.01);
+            double low = Math.Min(open, close) * (1.0 - Math.Abs(NextDouble()) * 0.01);
+
+            // Ensure valid OHLC
+            high = Math.Max(high, Math.Max(open, close));
+            low = Math.Min(low, Math.Min(open, close));
+            low = Math.Max(0.0, low);
 
             _currentBar = new TBar(currentTime, open, high, low, close, volume);
             _hasCurrentBar = true;
@@ -215,8 +220,17 @@ public class GBM : IFeed
             t[i] = currentTime;
             o[i] = open;
             c[i] = close;
-            h[i] = Math.Max(open, close) * (1.0 + rnd1 * 0.01);
-            l[i] = Math.Min(open, close) * (1.0 - rnd2 * 0.01);
+
+            double high = Math.Max(open, close) * (1.0 + Math.Abs(rnd1) * 0.01);
+            double low = Math.Min(open, close) * (1.0 - Math.Abs(rnd2) * 0.01);
+
+            // Ensure valid OHLC
+            high = Math.Max(high, Math.Max(open, close));
+            low = Math.Min(low, Math.Min(open, close));
+            low = Math.Max(0.0, low);
+
+            h[i] = high;
+            l[i] = low;
             v[i] = 1000 + rnd3 * 1000;
 
             currentPrice = price;