59 lines
2.1 KiB
Rust
59 lines
2.1 KiB
Rust
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use crate::validation;
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use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
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use pyo3::exceptions::PyValueError;
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use pyo3::prelude::*;
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use super::{dema, ema, kama, sma, t3, tema, trima, wma};
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/// Generic Moving Average. matype: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=T3.
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#[pyfunction]
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#[pyo3(signature = (close, timeperiod = 30, matype = 0))]
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pub fn ma<'py>(
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py: Python<'py>,
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close: PyReadonlyArray1<'py, f64>,
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timeperiod: usize,
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matype: u8,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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validation::validate_timeperiod(timeperiod, "timeperiod", 1)?;
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match matype {
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0 => sma::sma_inner(py, close, timeperiod),
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1 => ema::ema(py, close, timeperiod),
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2 => wma::wma(py, close, timeperiod),
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3 => dema::dema(py, close, timeperiod),
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4 => tema::tema(py, close, timeperiod),
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5 => trima::trima(py, close, timeperiod),
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6 => kama::kama(py, close, timeperiod),
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7 => t3::t3(py, close, timeperiod, 0.7),
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_ => Err(PyValueError::new_err(
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"matype must be 0–7 (SMA/EMA/WMA/DEMA/TEMA/TRIMA/KAMA/T3)",
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)),
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}
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}
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/// Moving Average with variable period per bar (SMA over period from periods array).
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#[pyfunction]
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#[pyo3(signature = (close, periods, minperiod = 2, maxperiod = 30))]
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pub fn mavp<'py>(
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py: Python<'py>,
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close: PyReadonlyArray1<'py, f64>,
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periods: PyReadonlyArray1<'py, f64>,
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minperiod: usize,
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maxperiod: usize,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let prices = close.as_slice()?;
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let per = periods.as_slice()?;
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let n = prices.len();
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validation::validate_equal_length(&[(n, "close"), (per.len(), "periods")])?;
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validation::validate_timeperiod(minperiod, "minperiod", 1)?;
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validation::validate_timeperiod(maxperiod, "maxperiod", minperiod)?;
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let mut result = vec![f64::NAN; n];
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for i in 0..n {
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let p = (per[i].round() as usize).clamp(minperiod, maxperiod);
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if i + 1 >= p {
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let sum: f64 = prices[(i + 1 - p)..=i].iter().sum();
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result[i] = sum / p as f64;
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}
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}
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Ok(result.into_pyarray(py))
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}
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