// Returns from prices / bars. Session-aware: by default no return is computed across a session boundary
// (the first bar of each session has no intraday return); overnight returns are optional and explicit.
#pragma once
#include <vector>
#include <span>
#include "raid/core/types.hpp"
#include "raid/data/bar_series.hpp"

namespace raid::data {

enum class ReturnKind { log, arithmetic };

/// Plain returns of a price vector (r_t = log(p_t/p_{t-1}) or p_t/p_{t-1} − 1), size n−1.
std::vector<f64> returns(std::span<const f64> prices, ReturnKind kind = ReturnKind::log);

struct IntradayReturns {
  std::vector<f64> r;               // concatenated intraday returns, session by session
  std::vector<i64> session_offsets; // per session: offsets into r (n_sessions + 1)
  std::vector<Date> session_dates;
  std::vector<f64> overnight;       // close(prev session) → first price of session (NaN for the first session), one per session
  std::vector<f64> open_to_close;   // open-to-close daily return (from first bar open to last bar close)
  std::vector<f64> close_to_close;  // daily close-to-close return (NaN for first)
  std::span<const f64> session(usize k) const { return std::span<const f64>(r).subspan(static_cast<usize>(session_offsets[k]), static_cast<usize>(session_offsets[k + 1] - session_offsets[k])); }
};
/// Intraday close-to-close bar returns within each session, plus daily summaries. `use_open_first` makes the first
/// return of a session open→close of the first bar instead of skipping it (not the default; documented in the registry).
IntradayReturns intraday_returns(const BarSeries& bars, ReturnKind kind = ReturnKind::log, bool use_open_first = false);

}  // namespace raid::data