feat: init the repo

2026-03-23 23:34:28 +05:30
commit 7a5a220dfe
344 changed files with 75728 additions and 0 deletions
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+"""
+Price Transformations — Helper functions to synthesize OHLC arrays into single arrays.
+
+Functions
+---------
+AVGPRICE — Average Price: (Open + High + Low + Close) / 4
+MEDPRICE — Median Price: (High + Low) / 2
+TYPPRICE — Typical Price: (High + Low + Close) / 3
+WCLPRICE — Weighted Close Price: (High + Low + Close * 2) / 4
+"""
+
+from __future__ import annotations
+
+import numpy as np
+from numpy.typing import ArrayLike
+
+from ferro_ta._ferro_ta import (
+    avgprice as _avgprice,
+)
+from ferro_ta._ferro_ta import (
+    medprice as _medprice,
+)
+from ferro_ta._ferro_ta import (
+    typprice as _typprice,
+)
+from ferro_ta._ferro_ta import (
+    wclprice as _wclprice,
+)
+from ferro_ta._utils import _to_f64
+from ferro_ta.core.exceptions import _normalize_rust_error
+
+
+def AVGPRICE(
+    open: ArrayLike,
+    high: ArrayLike,
+    low: ArrayLike,
+    close: ArrayLike,
+) -> np.ndarray:
+    """Average Price: (Open + High + Low + Close) / 4.
+
+    Parameters
+    ----------
+    open : array-like
+        Sequence of open prices.
+    high : array-like
+        Sequence of high prices.
+    low : array-like
+        Sequence of low prices.
+    close : array-like
+        Sequence of closing prices.
+
+    Returns
+    -------
+    numpy.ndarray
+        Array of AVGPRICE values.
+    """
+    try:
+        return _avgprice(_to_f64(open), _to_f64(high), _to_f64(low), _to_f64(close))
+    except ValueError as e:
+        _normalize_rust_error(e)
+
+
+def MEDPRICE(high: ArrayLike, low: ArrayLike) -> np.ndarray:
+    """Median Price: (High + Low) / 2.
+
+    Parameters
+    ----------
+    high : array-like
+        Sequence of high prices.
+    low : array-like
+        Sequence of low prices.
+
+    Returns
+    -------
+    numpy.ndarray
+        Array of MEDPRICE values.
+    """
+    try:
+        return _medprice(_to_f64(high), _to_f64(low))
+    except ValueError as e:
+        _normalize_rust_error(e)
+
+
+def TYPPRICE(high: ArrayLike, low: ArrayLike, close: ArrayLike) -> np.ndarray:
+    """Typical Price: (High + Low + Close) / 3.
+
+    Parameters
+    ----------
+    high : array-like
+        Sequence of high prices.
+    low : array-like
+        Sequence of low prices.
+    close : array-like
+        Sequence of closing prices.
+
+    Returns
+    -------
+    numpy.ndarray
+        Array of TYPPRICE values.
+    """
+    try:
+        return _typprice(_to_f64(high), _to_f64(low), _to_f64(close))
+    except ValueError as e:
+        _normalize_rust_error(e)
+
+
+def WCLPRICE(high: ArrayLike, low: ArrayLike, close: ArrayLike) -> np.ndarray:
+    """Weighted Close Price: (High + Low + Close * 2) / 4.
+
+    Parameters
+    ----------
+    high : array-like
+        Sequence of high prices.
+    low : array-like
+        Sequence of low prices.
+    close : array-like
+        Sequence of closing prices.
+
+    Returns
+    -------
+    numpy.ndarray
+        Array of WCLPRICE values.
+    """
+    try:
+        return _wclprice(_to_f64(high), _to_f64(low), _to_f64(close))
+    except ValueError as e:
+        _normalize_rust_error(e)
+
+
+__all__ = ["AVGPRICE", "MEDPRICE", "TYPPRICE", "WCLPRICE"]