feat: init the repo

This commit is contained in:
Pratik Bhadane
2026-03-23 23:34:28 +05:30
commit 7a5a220dfe
344 changed files with 75728 additions and 0 deletions
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use super::common::{compute_ht_core, HT_LOOKBACK};
use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
use pyo3::prelude::*;
use std::f64::consts::PI;
/// Hilbert Transform SineWave. Returns (sine, leadsine) where leadsine leads sine by 45°.
#[pyfunction]
#[allow(clippy::type_complexity)]
pub fn ht_sine<'py>(
py: Python<'py>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<(Bound<'py, PyArray1<f64>>, Bound<'py, PyArray1<f64>>)> {
let prices = close.as_slice()?;
let n = prices.len();
let core = compute_ht_core(prices);
let mut sine = vec![f64::NAN; n];
let mut lead_sine = vec![f64::NAN; n];
for i in HT_LOOKBACK..n {
if !core.dc_phase[i].is_nan() {
let phase_rad = core.dc_phase[i] * PI / 180.0;
sine[i] = phase_rad.sin();
lead_sine[i] = (phase_rad + PI / 4.0).sin(); // 45-degree lead
}
}
Ok((sine.into_pyarray(py), lead_sine.into_pyarray(py)))
}