feat: init the repo

crates/ferro_ta_core/src/statistic.rs

@@ -0,0 +1,31 @@
+//! Statistic functions.
+
+/// Standard deviation — population (`ddof = 0`).
+pub fn stddev(real: &[f64], timeperiod: usize, nbdev: f64) -> Vec<f64> {
+    let n = real.len();
+    let mut result = vec![f64::NAN; n];
+    if timeperiod < 1 || n < timeperiod {
+        return result;
+    }
+    for i in (timeperiod - 1)..n {
+        let window = &real[i + 1 - timeperiod..=i];
+        let mean: f64 = window.iter().sum::<f64>() / timeperiod as f64;
+        let var: f64 = window.iter().map(|&x| (x - mean).powi(2)).sum::<f64>() / timeperiod as f64;
+        result[i] = var.sqrt() * nbdev;
+    }
+    result
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn stddev_constant() {
+        let prices = vec![5.0; 5];
+        let result = stddev(&prices, 3, 1.0);
+        for v in result.iter().filter(|v| !v.is_nan()) {
+            assert!(v.abs() < 1e-10);
+        }
+    }
+}