math.hpp

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#pragma once
#include "na.hpp"
#include "window_sum.hpp"
#include <cstdint>
#include <deque>
 
namespace pineforge {
 
inline double deterministic_random(double lo, uint32_t call_site, double hi, uint32_t seed, int bar_index) {
    // SplitMix64-style deterministic mixer. This is a PineForge PRNG contract:
    // stable across platforms/runs, intentionally not a TradingView PRNG clone.
    uint64_t x = static_cast<uint64_t>(seed);
    x ^= (static_cast<uint64_t>(call_site) + 0x9e3779b97f4a7c15ULL);
    x ^= (static_cast<uint64_t>(bar_index) + 1ULL) * 0xbf58476d1ce4e5b9ULL;
    x += 0x9e3779b97f4a7c15ULL;
    x = (x ^ (x >> 30)) * 0xbf58476d1ce4e5b9ULL;
    x = (x ^ (x >> 27)) * 0x94d049bb133111ebULL;
    x ^= (x >> 31);
    double u = static_cast<double>(x >> 11) * (1.0 / 9007199254740992.0);
    return lo + u * (hi - lo);
}
 
// Deprecated spelling of deterministic_random, kept for generated code.
inline double pine_random(double lo, uint32_t call_site, double hi, uint32_t seed,
                          int bar_index) {
    return deterministic_random(lo, call_site, hi, seed, bar_index);
}
 
namespace math {
 
/// Rolling sum over the last `length` non-na sources for PineScript
/// `math.sum(source, length)` (not one of the `ta` builtins). Returns na
/// until seeded, then holds the seeded sum on na-input bars.
class Sum {
    KahanWindowSum window_;   // TradingView's sliding-window arithmetic (window_sum.hpp)
    int length_;
 
public:
    explicit Sum(int length);
    double compute(double src);
    double recompute(double src);
};
 
} // namespace math
 
} // namespace pineforge