chore: release v1.0.2
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@@ -52,6 +52,13 @@ from ferro_ta._ferro_ta import (
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from ferro_ta._ferro_ta import (
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batch_stoch as _rust_batch_stoch,
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)
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from ferro_ta._ferro_ta import (
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run_close_indicators as _rust_run_close_indicators,
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)
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from ferro_ta._ferro_ta import (
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run_hlc_indicators as _rust_run_hlc_indicators,
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)
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from ferro_ta.core.registry import run as _registry_run
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from ferro_ta.indicators.momentum import RSI
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from ferro_ta.indicators.overlap import EMA, SMA
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@@ -60,8 +67,154 @@ __all__ = [
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"batch_ema",
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"batch_rsi",
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"batch_apply",
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"compute_many",
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]
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_CLOSE_FASTPATH_DEFAULTS: dict[str, int] = {
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"SMA": 30,
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"EMA": 30,
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"RSI": 14,
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"STDDEV": 5,
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"VAR": 5,
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"LINEARREG": 14,
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"LINEARREG_SLOPE": 14,
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"LINEARREG_INTERCEPT": 14,
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"LINEARREG_ANGLE": 14,
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"TSF": 14,
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}
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_HLC_FASTPATH_DEFAULTS: dict[str, int] = {
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"ATR": 14,
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"NATR": 14,
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"ADX": 14,
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"ADXR": 14,
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"CCI": 14,
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"WILLR": 14,
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}
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def _normalize_indicator_spec(
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spec: str | tuple[str, dict[str, object]] | tuple[str, dict[str, object], object],
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) -> tuple[str, dict[str, object], object | None]:
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if isinstance(spec, str):
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return spec, {}, None
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if len(spec) == 2:
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name, kwargs = spec
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return name, kwargs, None
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name, kwargs, out_key = spec
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return name, kwargs, out_key
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def _extract_timeperiod(
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name: str, kwargs: dict[str, object], defaults: dict[str, int]
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) -> int | None:
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if name not in defaults:
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return None
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extra_keys = set(kwargs) - {"timeperiod"}
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if extra_keys:
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return None
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raw_value = kwargs.get("timeperiod", defaults[name])
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if not isinstance(raw_value, int):
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return None
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return raw_value
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def compute_many(
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indicators: list[str | tuple[str, dict[str, object]] | tuple[str, dict[str, object], object]],
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*,
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close: ArrayLike,
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high: ArrayLike | None = None,
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low: ArrayLike | None = None,
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volume: ArrayLike | None = None,
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parallel: bool = True,
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) -> list[object]:
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"""Compute multiple indicators over the same arrays with grouped Rust calls.
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Supported single-output indicators are grouped into one Rust boundary crossing
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per input-shape family (`close` only or `high/low/close`). Unsupported specs
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fall back to the regular registry path, preserving behavior.
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"""
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close_arr = np.ascontiguousarray(close, dtype=np.float64)
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high_arr = None if high is None else np.ascontiguousarray(high, dtype=np.float64)
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low_arr = None if low is None else np.ascontiguousarray(low, dtype=np.float64)
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volume_arr = None if volume is None else np.ascontiguousarray(volume, dtype=np.float64)
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normalized = [_normalize_indicator_spec(spec) for spec in indicators]
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results: list[object | None] = [None] * len(normalized)
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close_indices: list[int] = []
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close_names: list[str] = []
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close_periods: list[int] = []
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hlc_indices: list[int] = []
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hlc_names: list[str] = []
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hlc_periods: list[int] = []
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for idx, (name, kwargs, out_key) in enumerate(normalized):
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if out_key is None:
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close_period = _extract_timeperiod(name, kwargs, _CLOSE_FASTPATH_DEFAULTS)
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if close_period is not None:
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close_indices.append(idx)
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close_names.append(name)
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close_periods.append(close_period)
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continue
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hlc_period = _extract_timeperiod(name, kwargs, _HLC_FASTPATH_DEFAULTS)
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if (
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hlc_period is not None
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and high_arr is not None
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and low_arr is not None
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):
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hlc_indices.append(idx)
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hlc_names.append(name)
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hlc_periods.append(hlc_period)
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continue
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if close_names:
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grouped = _rust_run_close_indicators(
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close_arr, close_names, close_periods, parallel
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)
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for idx, value in zip(close_indices, grouped):
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results[idx] = np.asarray(value, dtype=np.float64)
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if hlc_names and high_arr is not None and low_arr is not None:
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grouped = _rust_run_hlc_indicators(
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high_arr, low_arr, close_arr, hlc_names, hlc_periods, parallel
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)
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for idx, value in zip(hlc_indices, grouped):
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results[idx] = np.asarray(value, dtype=np.float64)
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for idx, (name, kwargs, _) in enumerate(normalized):
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if results[idx] is not None:
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continue
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try:
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results[idx] = _registry_run(name, close_arr, **kwargs)
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continue
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except (TypeError, Exception):
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pass
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if high_arr is not None and low_arr is not None:
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try:
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results[idx] = _registry_run(name, high_arr, low_arr, close_arr, **kwargs)
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continue
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except Exception:
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pass
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if volume_arr is not None:
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try:
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results[idx] = _registry_run(
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name, high_arr, low_arr, close_arr, volume_arr, **kwargs
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)
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continue
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except Exception:
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pass
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raise ValueError(
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f"Cannot call indicator '{name}': insufficient data columns or incompatible parameters."
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)
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return [result for result in results]
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def batch_apply(
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data: ArrayLike,
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