♻️ core dense adapter 제거

core/src/indicators/cv.rs

@@ -1,15 +1,22 @@
-use crate::indicators::ema::ema_dense;
+use crate::indicators::ema::ema;
 
-pub fn cv(highs: &[f64], lows: &[f64], period: usize) -> Vec<Option<f64>> {
+pub fn cv(highs: &[Option<f64>], lows: &[Option<f64>], period: usize) -> Vec<Option<f64>> {
     let mut cv = vec![None; highs.len()];
     let len = highs.len();
 
     if len != lows.len() || len < period * 2 || period <= 1 {
         return cv;
     }
 
-    let high_low_diffs: Vec<f64> = highs.iter().zip(lows.iter()).map(|(h, l)| h - l).collect();
-    let ema_high_low_diffs = ema_dense(&high_low_diffs, period);
+    let high_low_diffs = highs
+        .iter()
+        .zip(lows.iter())
+        .map(|(&high, &low)| match (high, low) {
+            (Some(high), Some(low)) => Some(high - low),
+            _ => None,
+        })
+        .collect::<Vec<_>>();
+    let ema_high_low_diffs = ema(&high_low_diffs, period);
 
     for i in period * 2 - 1..len {
         if let (Some(current_ema), Some(previous_ema)) =
@@ -33,8 +40,8 @@ mod tests {
     fn test_cv() {
         let test_cases = vec!["005930", "TSLA"];
         for symbol in test_cases {
-            let high = testutils::load_data(&format!("../data/{}.json", symbol), "h");
-            let low = testutils::load_data(&format!("../data/{}.json", symbol), "l");
+            let high = testutils::load_data_nullable(&format!("../data/{}.json", symbol), "h");
+            let low = testutils::load_data_nullable(&format!("../data/{}.json", symbol), "l");
             let result = cv(&high, &low, 10);
             let expected = testutils::load_expected::<Option<f64>>(&format!(
                 "../data/expected/cv_{}.json",
@@ -49,4 +56,17 @@ mod tests {
             );
         }
     }
+
+    #[test]
+    fn test_cv_gap_invalidates_until_shifted_ema_is_available() {
+        let highs = vec![Some(3.0), Some(5.0), None, Some(9.0), Some(11.0)];
+        let lows = vec![Some(1.0), Some(1.0), None, Some(3.0), Some(5.0)];
+
+        let result = round_vec(cv(&highs, &lows, 2), 8);
+
+        assert_eq!(
+            result,
+            round_vec(vec![None, None, None, Some(66.66666666666667), None], 8)
+        );
+    }
 }

core/src/indicators/ema.rs

@@ -1,8 +1,3 @@
-pub(crate) fn ema_dense(data: &[f64], period: usize) -> Vec<Option<f64>> {
-    let nullable = data.iter().copied().map(Some).collect::<Vec<_>>();
-    ema(&nullable, period)
-}
-
 /// Computes an exponential moving average over an aligned nullable series.
 ///
 /// The returned vector keeps the same length as the input and emits `None`

core/src/indicators/erbear.rs

@@ -1,17 +1,17 @@
-use crate::indicators::ema::ema_dense;
+use crate::indicators::ema::ema;
 
-pub fn erbear(lows: &[f64], closes: &[f64], period: usize) -> Vec<Option<f64>> {
+pub fn erbear(lows: &[Option<f64>], closes: &[Option<f64>], period: usize) -> Vec<Option<f64>> {
     let mut erbear = vec![None; lows.len()];
 
-    if lows.len() < period {
+    if lows.len() != closes.len() || lows.len() < period || period == 0 {
         return erbear;
     }
 
-    let ema_values = ema_dense(closes, period);
+    let ema_values = ema(closes, period);
 
     for i in (period - 1)..lows.len() {
-        if let Some(ema_value) = ema_values[i] {
-            let bear_power = lows[i] - ema_value;
+        if let (Some(low), Some(ema_value)) = (lows[i], ema_values[i]) {
+            let bear_power = low - ema_value;
             erbear[i] = Some(bear_power);
         }
     }
@@ -29,8 +29,8 @@ mod tests {
     fn test_erbear() {
         let test_cases = vec!["005930", "TSLA"];
         for symbol in test_cases {
-            let lows = testutils::load_data(&format!("../data/{}.json", symbol), "l");
-            let closes = testutils::load_data(&format!("../data/{}.json", symbol), "c");
+            let lows = testutils::load_data_nullable(&format!("../data/{}.json", symbol), "l");
+            let closes = testutils::load_data_nullable(&format!("../data/{}.json", symbol), "c");
             let result = erbear(&lows, &closes, 13);
             let expected = testutils::load_expected::<Option<f64>>(&format!(
                 "../data/expected/erbear_{}.json",
@@ -45,4 +45,26 @@ mod tests {
             );
         }
     }
+
+    #[test]
+    fn test_erbear_gap_propagates_low_nulls_and_resumes_ema_state() {
+        let lows = vec![Some(0.0), Some(1.0), None, Some(3.0), Some(4.0)];
+        let closes = vec![Some(1.0), Some(2.0), None, Some(4.0), Some(5.0)];
+
+        let result = round_vec(erbear(&lows, &closes, 2), 8);
+
+        assert_eq!(
+            result,
+            round_vec(
+                vec![
+                    None,
+                    Some(-0.5),
+                    None,
+                    Some(-0.16666666666666652),
+                    Some(-0.3888888888888884),
+                ],
+                8
+            )
+        );
+    }
 }

core/src/indicators/erbull.rs

@@ -1,17 +1,17 @@
-use crate::indicators::ema::ema_dense;
+use crate::indicators::ema::ema;
 
-pub fn erbull(highs: &[f64], closes: &[f64], period: usize) -> Vec<Option<f64>> {
+pub fn erbull(highs: &[Option<f64>], closes: &[Option<f64>], period: usize) -> Vec<Option<f64>> {
     let mut erbull = vec![None; highs.len()];
 
-    if highs.len() < period {
+    if highs.len() != closes.len() || highs.len() < period || period == 0 {
         return erbull;
     }
 
-    let ema_values = ema_dense(closes, period);
+    let ema_values = ema(closes, period);
 
     for i in (period - 1)..highs.len() {
-        if let Some(ema_value) = ema_values[i] {
-            let bull_power = highs[i] - ema_value;
+        if let (Some(high), Some(ema_value)) = (highs[i], ema_values[i]) {
+            let bull_power = high - ema_value;
             erbull[i] = Some(bull_power);
         }
     }
@@ -29,8 +29,8 @@ mod tests {
     fn test_erbull() {
         let test_cases = vec!["005930", "TSLA"];
         for symbol in test_cases {
-            let highs = testutils::load_data(&format!("../data/{}.json", symbol), "h");
-            let closes = testutils::load_data(&format!("../data/{}.json", symbol), "c");
+            let highs = testutils::load_data_nullable(&format!("../data/{}.json", symbol), "h");
+            let closes = testutils::load_data_nullable(&format!("../data/{}.json", symbol), "c");
             let result = erbull(&highs, &closes, 13);
             let expected = testutils::load_expected::<Option<f64>>(&format!(
                 "../data/expected/erbull_{}.json",
@@ -45,4 +45,26 @@ mod tests {
             );
         }
     }
+
+    #[test]
+    fn test_erbull_gap_propagates_high_nulls_and_resumes_ema_state() {
+        let highs = vec![Some(3.0), Some(4.0), None, Some(6.0), Some(7.0)];
+        let closes = vec![Some(1.0), Some(2.0), None, Some(4.0), Some(5.0)];
+
+        let result = round_vec(erbull(&highs, &closes, 2), 8);
+
+        assert_eq!(
+            result,
+            round_vec(
+                vec![
+                    None,
+                    Some(2.5),
+                    None,
+                    Some(2.8333333333333335),
+                    Some(2.6111111111111116),
+                ],
+                8
+            )
+        );
+    }
 }

core/src/indicators/rsi.rs

@@ -1,8 +1,3 @@
-pub(crate) fn rsi_dense(data: &[f64], period: usize) -> Vec<Option<f64>> {
-    let nullable = data.iter().copied().map(Some).collect::<Vec<_>>();
-    rsi(&nullable, period)
-}
-
 pub fn rsi(data: &[Option<f64>], period: usize) -> Vec<Option<f64>> {
     let mut rsi = vec![None; data.len()];
 

core/src/indicators/stochrsi.rs

@@ -1,8 +1,8 @@
-use crate::indicators::rsi::rsi_dense;
+use crate::indicators::rsi::rsi;
 use crate::utils::{rolling_max_min, rolling_mean_strict};
 
 pub fn stochrsi(
-    closes: &[f64],
+    closes: &[Option<f64>],
     period_rsi: usize,
     period_k: usize,
     period_d: usize,
@@ -14,7 +14,7 @@ pub fn stochrsi(
         return (percent_k, vec![None; len]);
     }
 
-    let rsi_values = rsi_dense(closes, period_rsi);
+    let rsi_values = rsi(closes, period_rsi);
     let rsi_values_with_nan: Vec<f64> = rsi_values
         .iter()
         .map(|value| value.unwrap_or(f64::NAN))
@@ -64,7 +64,7 @@ mod tests {
     fn test_stochrsi() {
         let test_cases = vec!["005930", "TSLA"];
         for symbol in test_cases {
-            let closes = testutils::load_data(&format!("../data/{}.json", symbol), "c");
+            let closes = testutils::load_data_nullable(&format!("../data/{}.json", symbol), "c");
 
             let (percent_k, percent_d) = stochrsi(&closes, 14, 14, 3);
 
@@ -91,4 +91,46 @@ mod tests {
             );
         }
     }
+
+    #[test]
+    fn test_stochrsi_gap_requires_full_valid_rsi_windows_to_resume() {
+        let closes = vec![
+            Some(1.0),
+            Some(2.0),
+            Some(3.0),
+            Some(2.0),
+            None,
+            Some(4.0),
+            Some(5.0),
+            Some(6.0),
+            Some(7.0),
+        ];
+
+        let (percent_k, percent_d) = stochrsi(&closes, 3, 2, 2);
+
+        assert_eq!(
+            round_vec(percent_k, 8),
+            round_vec(
+                vec![
+                    None,
+                    None,
+                    None,
+                    None,
+                    None,
+                    None,
+                    None,
+                    Some(100.0),
+                    Some(100.0)
+                ],
+                8
+            )
+        );
+        assert_eq!(
+            round_vec(percent_d, 8),
+            round_vec(
+                vec![None, None, None, None, None, None, None, None, Some(100.0)],
+                8
+            )
+        );
+    }
 }