feat: init the repo

src/lib.rs

@@ -0,0 +1,70 @@
+pub mod aggregation;
+pub mod alerts;
+pub mod attribution;
+pub mod batch;
+pub mod chunked;
+pub mod crypto;
+pub mod cycle;
+pub mod extended;
+pub mod math_ops;
+pub mod momentum;
+pub mod overlap;
+pub mod pattern;
+pub mod portfolio;
+pub mod price_transform;
+pub mod regime;
+pub mod resampling;
+pub mod signals;
+pub mod statistic;
+pub mod streaming;
+pub mod validation;
+pub mod volatility;
+pub mod volume;
+
+use pyo3::prelude::*;
+
+/// ferro_ta — A fast Technical Analysis library powered by Rust.
+///
+/// Indicators are organized into modules matching the TA-Lib category structure:
+/// - **overlap**        : Overlap Studies (SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, T3, MACD, BBANDS, SAR, MA, MAVP, MAMA, SAREXT, MACDEXT, …)
+/// - **momentum**       : Momentum Indicators (RSI, STOCH, ADX, CCI, WILLR, AROON, MFI, …)
+/// - **volume**         : Volume Indicators (AD, ADOSC, OBV)
+/// - **volatility**     : Volatility Indicators (ATR, NATR, TRANGE)
+/// - **statistic**      : Statistic Functions (STDDEV, VAR, LINEARREG, BETA, CORREL, …)
+/// - **price_transform**: Price Transformations (AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE)
+/// - **pattern**        : Pattern Recognition (CDLDOJI, CDLENGULFING, CDLHAMMER, …)
+/// - **cycle**          : Cycle Indicators (HT_TRENDLINE, HT_DCPERIOD, HT_DCPHASE, HT_PHASOR, HT_SINE, HT_TRENDMODE)
+/// - **batch**          : Batch Execution (batch_sma, batch_ema, batch_rsi — 2-D array input)
+/// - **streaming**      : Streaming Indicators (StreamingSMA, StreamingEMA, … — bar-by-bar PyO3 classes)
+/// - **extended**       : Extended Indicators (VWAP, SUPERTREND, DONCHIAN, ICHIMOKU, …)
+/// - **math_ops**       : Rolling Math Operators (rolling_sum, rolling_max, rolling_min, …)
+/// - **resampling**     : OHLCV resampling helpers (volume_bars, ohlcv_agg)
+/// - **aggregation**    : Tick/trade aggregation pipeline (aggregate_tick_bars, aggregate_volume_bars_ticks, aggregate_time_bars)
+/// - **portfolio**      : Portfolio analytics (portfolio_volatility, beta_full, rolling_beta, drawdown_series, correlation_matrix, relative_strength, spread, zscore_series, compose_weighted)
+/// - **signals**        : Signal helpers (rank_series, top_n_indices, bottom_n_indices)
+#[pymodule]
+fn _ferro_ta(m: &Bound<'_, PyModule>) -> PyResult<()> {
+    pyo3_log::init();
+    overlap::register(m)?;
+    momentum::register(m)?;
+    volume::register(m)?;
+    volatility::register(m)?;
+    statistic::register(m)?;
+    price_transform::register(m)?;
+    pattern::register(m)?;
+    cycle::register(m)?;
+    batch::register(m)?;
+    streaming::register(m)?;
+    extended::register(m)?;
+    math_ops::register(m)?;
+    resampling::register(m)?;
+    aggregation::register(m)?;
+    portfolio::register(m)?;
+    signals::register(m)?;
+    alerts::register(m)?;
+    crypto::register(m)?;
+    chunked::register(m)?;
+    regime::register(m)?;
+    attribution::register(m)?;
+    Ok(())
+}