py-alpha-lib 0.2.0__tar.gz → 0.2.2__tar.gz

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/CHANGELOG.md

@@ -1,5 +1,20 @@
 # ChangeLog
 
+## [0.2.2] - 2026-04-11
+
+### Added
+
+- QUANTILE
+
+## [0.2.1] - 2026-04-06
+
+### Fix
+
+- Fixed an internal logic bug in `Context::end` where `_end == 0` incorrectly returned `0` instead of yielding the expected `total` array dimension.
+- Changed Context data truncation (`end` limit) to execute within the closure of each parallel grouped chunk (via `ctx.end()`) rather than globally shrinking arrays ahead of time (`align_end()`). This prevents group size corruption and misaligned cross-sectional indexing when `groups > 1`.
+- Bound internal algorithm iterations and `SkipNanWindow` initializations dynamically to the `end` limit on a per-chunk basis while preserving absolute `start` index zero-alignments.
+- Deprecated and removed legacy `align_end` and `align_end_mut` functions entirely to enforce correct boundary lifecycle patterns across algorithms.
+
 
 ## [0.2.0] - 2026-02-26
 

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/Cargo.lock

@@ -4,7 +4,7 @@ version = 4
 
 [[package]]
 name = "alpha"
-version = "0.2.0"
+version = "0.2.2"
 dependencies = [
  "anyhow",
  "log",
@@ -74,15 +74,6 @@ version = "0.5.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "2304e00983f87ffb38b55b444b5e3b60a884b5d30c0fca7d82fe33449bbe55ea"
 
-[[package]]
-name = "indoc"
-version = "2.0.7"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "79cf5c93f93228cf8efb3ba362535fb11199ac548a09ce117c9b1adc3030d706"
-dependencies = [
- "rustversion",
-]
-
 [[package]]
 name = "libc"
 version = "0.2.180"
@@ -105,15 +96,6 @@ dependencies = [
  "rawpointer",
 ]
 
-[[package]]
-name = "memoffset"
-version = "0.9.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "488016bfae457b036d996092f6cb448677611ce4449e970ceaf42695203f218a"
-dependencies = [
- "autocfg",
-]
-
 [[package]]
 name = "ndarray"
 version = "0.17.2"
@@ -158,9 +140,9 @@ dependencies = [
 
 [[package]]
 name = "numpy"
-version = "0.27.1"
+version = "0.28.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "7aac2e6a6e4468ffa092ad43c39b81c79196c2bb773b8db4085f695efe3bba17"
+checksum = "778da78c64ddc928ebf5ad9df5edf0789410ff3bdbf3619aed51cd789a6af1e2"
 dependencies = [
  "libc",
  "ndarray",
@@ -204,35 +186,32 @@ dependencies = [
 
 [[package]]
 name = "pyo3"
-version = "0.27.2"
+version = "0.28.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "ab53c047fcd1a1d2a8820fe84f05d6be69e9526be40cb03b73f86b6b03e6d87d"
+checksum = "cf85e27e86080aafd5a22eae58a162e133a589551542b3e5cee4beb27e54f8e1"
 dependencies = [
- "indoc",
  "libc",
- "memoffset",
  "once_cell",
  "portable-atomic",
  "pyo3-build-config",
  "pyo3-ffi",
  "pyo3-macros",
- "unindent",
 ]
 
 [[package]]
 name = "pyo3-build-config"
-version = "0.27.2"
+version = "0.28.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "b455933107de8642b4487ed26d912c2d899dec6114884214a0b3bb3be9261ea6"
+checksum = "8bf94ee265674bf76c09fa430b0e99c26e319c945d96ca0d5a8215f31bf81cf7"
 dependencies = [
  "target-lexicon",
 ]
 
 [[package]]
 name = "pyo3-ffi"
-version = "0.27.2"
+version = "0.28.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "1c85c9cbfaddf651b1221594209aed57e9e5cff63c4d11d1feead529b872a089"
+checksum = "491aa5fc66d8059dd44a75f4580a2962c1862a1c2945359db36f6c2818b748dc"
 dependencies = [
  "libc",
  "pyo3-build-config",
@@ -240,9 +219,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3-log"
-version = "0.13.2"
+version = "0.13.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "2f8bae9ad5ba08b0b0ed2bb9c2bdbaeccc69cafca96d78cf0fbcea0d45d122bb"
+checksum = "26c2ec80932c5c3b2d4fbc578c9b56b2d4502098587edb8bef5b6bfcad43682e"
 dependencies = [
  "arc-swap",
  "log",
@@ -251,9 +230,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3-macros"
-version = "0.27.2"
+version = "0.28.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0a5b10c9bf9888125d917fb4d2ca2d25c8df94c7ab5a52e13313a07e050a3b02"
+checksum = "f5d671734e9d7a43449f8480f8b38115df67bef8d21f76837fa75ee7aaa5e52e"
 dependencies = [
  "proc-macro2",
  "pyo3-macros-backend",
@@ -263,9 +242,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3-macros-backend"
-version = "0.27.2"
+version = "0.28.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "03b51720d314836e53327f5871d4c0cfb4fb37cc2c4a11cc71907a86342c40f9"
+checksum = "22faaa1ce6c430a1f71658760497291065e6450d7b5dc2bcf254d49f66ee700a"
 dependencies = [
  "heck",
  "proc-macro2",
@@ -363,9 +342,3 @@ name = "unicode-ident"
 version = "1.0.22"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "9312f7c4f6ff9069b165498234ce8be658059c6728633667c526e27dc2cf1df5"
-
-[[package]]
-name = "unindent"
-version = "0.2.4"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "7264e107f553ccae879d21fbea1d6724ac785e8c3bfc762137959b5802826ef3"

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "alpha"
-version = "0.2.0"
+version = "0.2.2"
 edition = "2024"
 authors = ["ElseJJ"]
 readme = "README.md"
@@ -11,10 +11,10 @@ name = "alpha"
 crate-type = ["cdylib", "rlib"]
 
 [dependencies]
-pyo3 = { version = "0.27.0", features = ["abi3"] }
+pyo3 = { version = "0.28", features = ["abi3"] }
 pyo3-log = "0.13"
 thiserror = "2"
-numpy = "0.27.0"
+numpy = "0.28"
 num-traits = "0.2"
 rayon = "1.11"
 log = "0.4"

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: py-alpha-lib
-Version: 0.2.0
+Version: 0.2.2
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy
@@ -71,7 +71,7 @@ Control computation behavior via `alpha.set_ctx()`:
   alpha.set_ctx(flags=alpha.FLAG_SKIP_NAN)
   data_nan = np.array([1, 2, np.nan, 4, 5, 6, 7, 8, 9, 10], dtype=np.float64)
   result = alpha.MA(data_nan, 3)
-  # [1.  1.5 nan 3.  4.5 5.  6.  7.  8.  9.]
+  #[1.    1.5     nan 2.333 3.667 5.    6.    7.    8.    9.   ]
   ```
 
 
@@ -203,6 +203,7 @@ Naming Rules:
 | MOMENT | Calculate rolling k-th central moment over a moving window |
 | NEUTRALIZE | Neutralize the effect of a categorical variable on a numeric variable |
 | PRODUCT | Calculate product of values in preceding `periods` window |
+| QUANTILE | Calculate rolling quantile over a moving window |
 | RANK | Calculate rank in a sliding window with size `periods` |
 | RCROSS | For 2 arrays A and B, return true if A[i-1] > B[i-1] and A[i] <= B[i] alias: death_cross, cross_le |
 | REF | Right shift input array by `periods`, r[i] = input[i - periods] |

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/README.md

@@ -56,7 +56,7 @@ Control computation behavior via `alpha.set_ctx()`:
   alpha.set_ctx(flags=alpha.FLAG_SKIP_NAN)
   data_nan = np.array([1, 2, np.nan, 4, 5, 6, 7, 8, 9, 10], dtype=np.float64)
   result = alpha.MA(data_nan, 3)
-  # [1.  1.5 nan 3.  4.5 5.  6.  7.  8.  9.]
+  #[1.    1.5     nan 2.333 3.667 5.    6.    7.    8.    9.   ]
   ```
 
 
@@ -188,6 +188,7 @@ Naming Rules:
 | MOMENT | Calculate rolling k-th central moment over a moving window |
 | NEUTRALIZE | Neutralize the effect of a categorical variable on a numeric variable |
 | PRODUCT | Calculate product of values in preceding `periods` window |
+| QUANTILE | Calculate rolling quantile over a moving window |
 | RANK | Calculate rank in a sliding window with size `periods` |
 | RCROSS | For 2 arrays A and B, return true if A[i-1] > B[i-1] and A[i] <= B[i] alias: death_cross, cross_le |
 | REF | Right shift input array by `periods`, r[i] = input[i - periods] |

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/python/alpha/algo/algo_gen.py

@@ -623,6 +623,30 @@ def PRODUCT(
     _algo.product(r, input, periods)
     return r
 
+def QUANTILE(
+  input: np.ndarray | list[np.ndarray], periods: int, q: float
+) -> np.ndarray | list[np.ndarray]:
+  """
+  Calculate rolling quantile over a moving window
+  
+  QUANTILE(x, d, q) returns the q-th quantile (0 <= q <= 1) of values
+  in the preceding d periods. Uses linear interpolation between data points
+  (matching numpy/pandas percentile with interpolation='linear').
+  NaN values are excluded from the computation. Requires at least 1 valid value.
+  
+  Ref: https://numpy.org/doc/stable/reference/generated/numpy.quantile.html
+  """
+  if isinstance(input, list):
+    input = [_to_f64(x) for x in input]
+    r = [np.empty_like(x) for x in input]
+    _algo.quantile(r, input, periods, q)
+    return r
+  else:
+    input = _to_f64(input)
+    r = np.empty_like(input)
+    _algo.quantile(r, input, periods, q)
+    return r
+
 def RANK(
   input: np.ndarray | list[np.ndarray], periods: int
 ) -> np.ndarray | list[np.ndarray]:

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/python/alpha/algo.md

@@ -33,6 +33,7 @@ the `np.ndarray` is `ndarray` type in `numpy` package
 - MOMENT(input: np.ndarray[float], periods: int, k: int): Calculate rolling k-th central moment over a moving window  MOMENT(x, d, k) = mean((x - mean)^k) over window of d periods. This is the raw (non-adjusted) sample moment. k=2 gives variance (population), k=3 gives raw third moment, etc.
 - NEUTRALIZE(category: np.ndarray[float], input: np.ndarray[float]): Neutralize the effect of a categorical variable on a numeric variable
 - PRODUCT(input: np.ndarray[float], periods: int): Calculate product of values in preceding `periods` window  If periods is 0, it calculates the cumulative product from the first valid value.
+- QUANTILE(input: np.ndarray[float], periods: int, q: float): Calculate rolling quantile over a moving window  QUANTILE(x, d, q) returns the q-th quantile (0 <= q <= 1) of values in the preceding d periods. Uses linear interpolation between data points (matching numpy/pandas percentile with interpolation='linear'). NaN values are excluded from the computation. Requires at least 1 valid value.
 - RANK(input: np.ndarray[float], periods: int): Calculate rank in a sliding window with size `periods`  Uses min-rank method for ties (same as pandas rankdata method='min'). NaN values are treated as larger than all non-NaN values.
 - RCROSS(a: np.ndarray[float], b: np.ndarray[float]): For 2 arrays A and B, return true if A[i-1] > B[i-1] and A[i] <= B[i] alias: death_cross, cross_le
 - REF(input: np.ndarray[float], periods: int): Right shift input array by `periods`, r[i] = input[i - periods]

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/src/algo/backfill.rs

@@ -19,18 +19,17 @@ pub fn ta_backfill<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let input = ctx.align_end(input);
 
   r.par_chunks_mut(ctx.chunk_size(r.len()))
     .zip(input.par_chunks(ctx.chunk_size(input.len())))
     .for_each(|(r, x)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r[..start].fill(NumT::nan());
 
       let mut last_valid = NumT::nan();
 
-      for i in start..x.len() {
+      for i in start..end {
         let val = x[i];
         if is_normal(&val) {
           last_valid = val;
@@ -59,13 +58,12 @@ pub fn ta_count_nans<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let input = ctx.align_end(input);
 
   r.par_chunks_mut(ctx.chunk_size(r.len()))
     .zip(input.par_chunks(ctx.chunk_size(input.len())))
     .for_each(|(r, x)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(NumT::nan());
 
       let mut nan_count: usize = 0;
@@ -78,7 +76,7 @@ pub fn ta_count_nans<NumT: Float + Send + Sync>(
         }
       }
 
-      for i in start..x.len() {
+      for i in start..end {
         let val = x[i];
         if !is_normal(&val) {
           nan_count += 1;

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/src/algo/context.rs

@@ -40,27 +40,14 @@ impl Context {
     }
   }
 
-  pub fn align_end_mut<'a, T>(&'a self, r: &'a mut [T]) -> &'a mut [T] {
-    if self._end == 0 {
-      return r;
-    }
-    let end = self.end(r.len());
-    &mut r[..end]
-  }
-
-  pub fn align_end<'a, T>(&'a self, r: &'a [T]) -> &'a [T] {
-    if self._end == 0 {
-      return r;
-    }
-    let end = self.end(r.len());
-    &r[..end]
-  }
-
   pub fn end(&self, total: usize) -> usize {
     if total == 0 {
       return 0;
     }
-    if self._end >= 0 {
+    if self._end == 0 {
+      return total;
+    }
+    if self._end > 0 {
       (total).min(self._end as usize)
     } else {
       0.max(total as i32 + self._end) as usize

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/src/algo/cross.rs

@@ -19,15 +19,12 @@ pub fn ta_cross<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), a.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let a = ctx.align_end(a);
-  let b = ctx.align_end(b);
-
   r.par_chunks_mut(ctx.chunk_size(r.len()))
     .zip(a.par_chunks(ctx.chunk_size(a.len())))
     .zip(b.par_chunks(ctx.chunk_size(b.len())))
     .for_each(|((r, a), b)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(false);
 
       if ctx.is_skip_nan() {
@@ -41,7 +38,7 @@ pub fn ta_cross<NumT: Float + Send + Sync>(
 
         let mut was_less: Option<bool> = None;
 
-        for i in start..a.len() {
+        for i in start..end {
           let val_a = a[i];
           let val_b = b[i];
 
@@ -60,7 +57,7 @@ pub fn ta_cross<NumT: Float + Send + Sync>(
         }
       } else {
         // Normal logic (look at i-1)
-        for i in start..a.len() {
+        for i in start..end {
           if i == 0 {
             continue;
           }
@@ -94,21 +91,18 @@ pub fn ta_rcross<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), a.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let a = ctx.align_end(a);
-  let b = ctx.align_end(b);
-
   r.par_chunks_mut(ctx.chunk_size(r.len()))
     .zip(a.par_chunks(ctx.chunk_size(a.len())))
     .zip(b.par_chunks(ctx.chunk_size(b.len())))
     .for_each(|((r, a), b)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(false);
 
       if ctx.is_skip_nan() {
         let mut was_greater: Option<bool> = None;
 
-        for i in start..a.len() {
+        for i in start..end {
           let val_a = a[i];
           let val_b = b[i];
 
@@ -126,7 +120,7 @@ pub fn ta_rcross<NumT: Float + Send + Sync>(
           }
         }
       } else {
-        for i in start..a.len() {
+        for i in start..end {
           if i == 0 {
             continue;
           }
@@ -160,15 +154,12 @@ pub fn ta_longcross<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), a.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let a = ctx.align_end(a);
-  let b = ctx.align_end(b);
-
   r.par_chunks_mut(ctx.chunk_size(r.len()))
     .zip(a.par_chunks(ctx.chunk_size(a.len())))
     .zip(b.par_chunks(ctx.chunk_size(b.len())))
     .for_each(|((r, a), b)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(false);
 
       if n == 0 {
@@ -180,7 +171,7 @@ pub fn ta_longcross<NumT: Float + Send + Sync>(
         // Let's assume if N=0 it requires at least 1 previous period?
         // Usually N >= 1 for such funcs.
         // If N=0, let's treat as just A >= B
-        for i in start..a.len() {
+        for i in start..end {
           if is_normal(&a[i]) && is_normal(&b[i]) {
             if a[i] >= b[i] {
               r[i] = true;
@@ -205,7 +196,7 @@ pub fn ta_longcross<NumT: Float + Send + Sync>(
 
         let mut less_count = 0;
 
-        for i in start..a.len() {
+        for i in start..end {
           let val_a = a[i];
           let val_b = b[i];
 
@@ -240,7 +231,7 @@ pub fn ta_longcross<NumT: Float + Send + Sync>(
           }
         }
 
-        for i in start..a.len() {
+        for i in start..end {
           let curr_a = a[i];
           let curr_b = b[i];
 
@@ -276,19 +267,16 @@ pub fn ta_rlongcross<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), a.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let a = ctx.align_end(a);
-  let b = ctx.align_end(b);
-
   r.par_chunks_mut(ctx.chunk_size(r.len()))
     .zip(a.par_chunks(ctx.chunk_size(a.len())))
     .zip(b.par_chunks(ctx.chunk_size(b.len())))
     .for_each(|((r, a), b)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(false);
 
       if n == 0 {
-        for i in start..a.len() {
+        for i in start..end {
           if is_normal(&a[i]) && is_normal(&b[i]) {
             if a[i] <= b[i] {
               r[i] = true;
@@ -301,7 +289,7 @@ pub fn ta_rlongcross<NumT: Float + Send + Sync>(
       if ctx.is_skip_nan() {
         let mut greater_count = 0;
 
-        for i in start..a.len() {
+        for i in start..end {
           let val_a = a[i];
           let val_b = b[i];
 
@@ -329,7 +317,7 @@ pub fn ta_rlongcross<NumT: Float + Send + Sync>(
           }
         }
 
-        for i in start..a.len() {
+        for i in start..end {
           let curr_a = a[i];
           let curr_b = b[i];
 
@@ -425,4 +413,27 @@ mod tests {
 
     assert_vec_eq_bool(&r, &vec![false, false, false, true]);
   }
+
+  #[test]
+  fn test_longcross_end_boundary() {
+    let a = vec![1.0, 2.0, 3.0, 6.0, 7.0, 1.0, 2.0, 3.0, 6.0, 7.0];
+    let b = vec![5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0];
+
+    let mut r = vec![false; 10];
+    let mut ctx = Context::new(0, 2, 0);
+    for i in 4..=5 {
+      ctx._end = i;
+      ta_longcross(&ctx, &mut r, &a, &b, 2).unwrap();
+      // 0: cnt=1
+      // 1: cnt=2
+      // 2: 3<5. cnt=3 >= 2. -> T. cnt=0.
+
+      assert_vec_eq_bool(
+        &r,
+        &vec![
+          false, false, false, true, false, false, false, false, true, false,
+        ],
+      );
+    }
+  }
 }

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/src/algo/ema.rs

@@ -64,8 +64,6 @@ pub fn ta_lwma<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let input = ctx.align_end(input);
 
   if periods == 1 {
     r.copy_from_slice(input);
@@ -79,10 +77,11 @@ pub fn ta_lwma<NumT: Float + Send + Sync>(
     .zip(input.par_chunks(ctx.chunk_size(input.len())))
     .for_each(|(r, x)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(NumT::nan());
 
       if ctx.is_skip_nan() {
-        let iter = SkipNanWindow::new(x, periods, start);
+        let iter = SkipNanWindow::new(&x[..end], periods, start);
         let mut simple_sum = NumT::zero();
         let mut weighted_sum = NumT::zero();
 
@@ -155,7 +154,7 @@ pub fn ta_lwma<NumT: Float + Send + Sync>(
           }
         }
 
-        for i in start..x.len() {
+        for i in start..end {
           let val = x[i];
 
           // Add new
@@ -220,8 +219,6 @@ pub fn ema_impl<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let input = ctx.align_end(input);
 
   if weight < NumT::zero() || weight > NumT::one() {
     return Err(Error::InvalidParameter(

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/src/algo/entropy.rs

@@ -23,8 +23,6 @@ pub fn ta_entropy<NumT: Float + Send + Sync>(
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let input = ctx.align_end(input);
 
   let bins = if bins == 0 { 10 } else { bins };
 
@@ -32,13 +30,14 @@ pub fn ta_entropy<NumT: Float + Send + Sync>(
     .zip(input.par_chunks(ctx.chunk_size(input.len())))
     .for_each(|(r, x)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(NumT::nan());
 
       // We need to collect window values to compute entropy,
       // since we need min/max for binning.
       let mut window: Vec<NumT> = Vec::with_capacity(periods);
 
-      for i in start..x.len() {
+      for i in start..end {
         let val = x[i];
 
         // Add new value

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/src/algo/extremum.rs

@@ -87,13 +87,12 @@ where
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let input = ctx.align_end(input);
 
   r.par_chunks_mut(ctx.chunk_size(r.len()))
     .zip(input.par_chunks(ctx.chunk_size(input.len())))
     .for_each(|(r, x)| {
       let start = ctx.start(r.len());
+      let end = ctx.end(r.len());
       r.fill(NumT::nan());
 
       if periods == 0 {
@@ -102,7 +101,7 @@ where
         let mut best_idx: usize = 0;
         let mut has_nan_poison = false;
 
-        for i in start..x.len() {
+        for i in start..end {
           let val = x[i];
           if !is_normal(&val) {
             if !ctx.is_skip_nan() {
@@ -141,7 +140,7 @@ where
         let mut deque: VecDeque<usize> = VecDeque::new();
 
         if ctx.is_skip_nan() {
-          let iter = SkipNanWindow::new(x, periods, start);
+          let iter = SkipNanWindow::new(&x[..end], periods, start);
           for i in iter {
             let curr_val = x[i.end];
             if is_normal(&curr_val) {
@@ -205,7 +204,7 @@ where
             }
           }
 
-          for i in pre_fill_start..x.len() {
+          for i in pre_fill_start..end {
             let val = x[i];
             let is_valid = is_normal(&val);
 

{py_alpha_lib-0.2.0 → py_alpha_lib-0.2.2}/src/algo/group.rs

@@ -78,9 +78,6 @@ pub fn ta_group_rank<NumT: Float + Send + Sync + Debug>(
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let category = ctx.align_end(category);
-  let input = ctx.align_end(input);
 
   let group_size = ctx.chunk_size(r.len()) as usize;
   let groups = ctx.groups() as usize;
@@ -89,9 +86,6 @@ pub fn ta_group_rank<NumT: Float + Send + Sync + Debug>(
     return Err(Error::LengthMismatch(r.len(), group_size * groups));
   }
 
-  let r = ctx.align_end_mut(r);
-  let category = ctx.align_end(category);
-  let input = ctx.align_end(input);
 
   let r_ptr = UnsafePtr::new(r.as_mut_ptr(), r.len());
   (0..group_size).into_par_iter().for_each(|j| {
@@ -178,9 +172,6 @@ pub fn ta_group_zscore<NumT: Float + Send + Sync + Debug>(
     return Err(Error::LengthMismatch(r.len(), input.len()));
   }
 
-  let r = ctx.align_end_mut(r);
-  let category = ctx.align_end(category);
-  let input = ctx.align_end(input);
 
   let group_size = ctx.chunk_size(r.len()) as usize;
   let groups = ctx.groups() as usize;
@@ -189,9 +180,6 @@ pub fn ta_group_zscore<NumT: Float + Send + Sync + Debug>(
     return Err(Error::LengthMismatch(r.len(), group_size * groups));
   }
 
-  let r = ctx.align_end_mut(r);
-  let category = ctx.align_end(category);
-  let input = ctx.align_end(input);
 
   let r_ptr = UnsafePtr::new(r.as_mut_ptr(), r.len());
   (0..group_size).into_par_iter().for_each(|j| {