using System;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
using System.Runtime.Intrinsics;
using System.Runtime.Intrinsics.X86;

namespace QuanTAlib;

/// <summary>
/// ALMA: Arnaud Legoux Moving Average
/// </summary>
/// <remarks>
/// ALMA uses a Gaussian distribution to determine weights for the moving average.
/// It allows for adjusting smoothness and responsiveness via Offset and Sigma parameters.
///
/// Formula:
/// Weights are calculated using the Gaussian function:
/// W_i = exp( - (i - offset)^2 / (2 * sigma^2) )
/// where:
/// offset = floor(period * offset_param)
/// sigma = period / sigma_param
///
/// The final ALMA is the weighted sum of the price window divided by the sum of weights.
/// </remarks>
[SkipLocalsInit]
public sealed class Alma : ITValuePublisher
{
    private readonly int _period;
    private readonly double _offset;
    private readonly double _sigma;
    private readonly double[] _weights;
    private readonly double _weightSum;
    private readonly RingBuffer _buffer;

    private record struct State(double LastValidValue);
    private State _state;
    private State _p_state;

    /// <summary>
    /// Display name for the indicator.
    /// </summary>
    public string Name { get; }

    public event Action<TValue>? Pub;

    /// <summary>
    /// Current ALMA value.
    /// </summary>
    public TValue Last { get; private set; }

    /// <summary>
    /// True if the ALMA has enough data to produce valid results (buffer is full).
    /// </summary>
    public bool IsHot => _buffer.IsFull;

    /// <summary>
    /// Creates ALMA with specified parameters.
    /// </summary>
    /// <param name="period">Window size (must be > 0)</param>
    /// <param name="offset">Gaussian offset (0-1, default 0.85). Closer to 1 makes it more responsive.</param>
    /// <param name="sigma">Standard deviation (default 6). Higher values make it sharper.</param>
    public Alma(int period, double offset = 0.85, double sigma = 6.0)
    {
        if (period <= 0)
            throw new ArgumentException("Period must be greater than 0", nameof(period));
        if (sigma <= 0)
            throw new ArgumentException("Sigma must be greater than 0", nameof(sigma));
        if (offset < 0 || offset > 1)
            throw new ArgumentOutOfRangeException(nameof(offset), "Offset must be between 0 and 1");

        _period = period;
        _offset = offset;
        _sigma = sigma;
        _buffer = new RingBuffer(period);
        _weights = new double[period];
        Name = $"Alma({period}, {offset:F2}, {sigma:F2})";

        // Precompute weights
        double m = offset * (period - 1);
        double s = period / sigma;
        double s2 = 2 * s * s;
        double sum = 0;

        for (int i = 0; i < period; i++)
        {
            double v = i - m;
            _weights[i] = Math.Exp(-(v * v) / s2);
            sum += _weights[i];
        }

        _weightSum = sum;
    }

    public Alma(ITValuePublisher source, int period, double offset = 0.85, double sigma = 6.0) 
        : this(period, offset, sigma)
    {
        source.Pub += (item) => Update(item);
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    private double GetValidValue(double input)
    {
        if (double.IsFinite(input))
        {
            _state.LastValidValue = input;
            return input;
        }
        return _state.LastValidValue;
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    public TValue Update(TValue input, bool isNew = true)
    {
        if (isNew)
        {
            _p_state = _state;
        }
        else
        {
            _state = _p_state;
        }

        double val = GetValidValue(input.Value);
        _buffer.Add(val, isNew);

        double result = 0;
        if (_buffer.Count > 0)
        {
            result = CalculateWeightedSum();
        }

        Last = new TValue(input.Time, result);
        Pub?.Invoke(Last);
        return Last;
    }

    public TSeries Update(TSeries source)
    {
        if (source.Count == 0) return new TSeries([], []);

        int len = source.Count;
        var t = new List<long>(len);
        var v = new List<double>(len);
        CollectionsMarshal.SetCount(t, len);
        CollectionsMarshal.SetCount(v, len);

        var tSpan = CollectionsMarshal.AsSpan(t);
        var vSpan = CollectionsMarshal.AsSpan(v);

        Calculate(source.Values, vSpan, _period, _offset, _sigma);
        source.Times.CopyTo(tSpan);

        // Restore state
        _buffer.Clear();
        _state = default;
        
        // Replay last part to restore buffer state
        int startIndex = Math.Max(0, len - _period);
        for (int i = startIndex; i < len; i++)
        {
            Update(source[i]);
        }

        return new TSeries(t, v);
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    private double CalculateWeightedSum()
    {
        int count = _buffer.Count;
        if (count == 0) return 0;

        if (count < _period)
        {
            // Partial buffer: align newest with newest
            // Buffer[0] (oldest) -> Weights[period - count]
            ReadOnlySpan<double> bufferSpan = _buffer.GetSpan();
            int weightOffset = _period - count;
            
            // Use DotProduct for partial sum
            double sum = bufferSpan.DotProduct(_weights.AsSpan(weightOffset, count));
            
            // Calculate weightSum for this subset
            double wSum = 0;
            for (int i = 0; i < count; i++)
            {
                wSum += _weights[weightOffset + i];
            }
            
            return wSum > 0 ? sum / wSum : 0;
        }

        // Full buffer: use precomputed _weightSum and SIMD DotProduct
        // We use InternalBuffer and StartIndex to avoid allocation and handle wrapping
        ReadOnlySpan<double> internalBuf = _buffer.InternalBuffer;
        int head = _buffer.StartIndex;
        
        // Part 1: Oldest to End of Buffer -> InternalBuffer[Head ... Cap-1]
        //         Matches Weights[0 ... Cap-Head-1]
        int part1Len = _period - head;
        double sum1 = internalBuf.Slice(head, part1Len).DotProduct(_weights.AsSpan(0, part1Len));
        
        // Part 2: Start of Buffer to Newest -> InternalBuffer[0 ... Head-1]
        //         Matches Weights[Cap-Head ... Cap-1]
        double sum2 = internalBuf.Slice(0, head).DotProduct(_weights.AsSpan(part1Len));
        
        return (sum1 + sum2) / _weightSum;
    }

    public static TSeries Calculate(TSeries source, int period, double offset = 0.85, double sigma = 6.0)
    {
        var alma = new Alma(period, offset, sigma);
        return alma.Update(source);
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period, double offset = 0.85, double sigma = 6.0)
    {
        if (period <= 0)
            throw new ArgumentException("Period must be greater than 0", nameof(period));
        if (source.Length != output.Length)
            throw new ArgumentException("Source and output must have the same length");

        // Precompute weights
        // Use stackalloc for small periods to avoid heap allocation
        Span<double> weights = period <= 256 ? stackalloc double[period] : new double[period];
        double m = offset * (period - 1);
        double s = period / sigma;
        double s2 = 2 * s * s;
        double weightSum = 0;

        for (int i = 0; i < period; i++)
        {
            double v = i - m;
            weights[i] = Math.Exp(-(v * v) / s2);
            weightSum += weights[i];
        }

        // Buffer for sliding window
        Span<double> buffer = period <= 256 ? stackalloc double[period] : new double[period];
        int bufferIdx = 0;
        int count = 0;
        double lastValid = 0;

        for (int i = 0; i < source.Length; i++)
        {
            double val = source[i];
            if (double.IsFinite(val))
                lastValid = val;
            else
                val = lastValid;

            // Add to circular buffer
            buffer[bufferIdx] = val;
            bufferIdx = (bufferIdx + 1) % period;
            if (count < period) count++;

            // Calculate weighted sum
            // We need to iterate buffer from oldest to newest to match weights[0..period-1]
            // Oldest is at: (bufferIdx - count + period) % period
            // But wait, the buffer wraps.
            // Let's just iterate 0..count-1 and map to buffer index.
            
            double sum = 0;
            double currentWeightSum = 0;
            
            int startIdx = (bufferIdx - count + period) % period;
            int weightOffset = period - count; // Align weights to end
            
            // Optimization: If full, we can use SIMD if we unwrap the buffer or handle wrapping.
            // For simplicity in static method (and since we can't easily unwrap stackalloc),
            // we'll use scalar loop with modulo.
            // Or better: copy to a temporary linear buffer? No, that's too much copying.
            
            // Actually, for full period, we can do two loops (part1, part2) to avoid modulo in loop.
            
            if (count == period)
            {
                // Buffer is full. startIdx is bufferIdx (which is the oldest, since we just wrote to bufferIdx-1)
                // Wait, bufferIdx points to the NEXT write position.
                // So bufferIdx is the Oldest.
                
                // Part 1: bufferIdx to End
                int part1Len = period - bufferIdx;
                for (int j = 0; j < part1Len; j++)
                {
                    sum += buffer[bufferIdx + j] * weights[j];
                }
                
                // Part 2: 0 to bufferIdx
                for (int j = 0; j < bufferIdx; j++)
                {
                    sum += buffer[j] * weights[part1Len + j];
                }
                
                output[i] = sum / weightSum;
            }
            else
            {
                // Partial buffer
                for (int j = 0; j < count; j++)
                {
                    int idx = (startIdx + j) % period;
                    double w = weights[weightOffset + j];
                    sum += buffer[idx] * w;
                    currentWeightSum += w;
                }
                output[i] = currentWeightSum > 0 ? sum / currentWeightSum : 0;
            }
        }
    }

    public void Reset()
    {
        _buffer.Clear();
        _state = default;
        _p_state = default;
        Last = default;
    }
}