feat: init the repo

src/overlap/ma_mavp.rs

@@ -0,0 +1,58 @@
+use crate::validation;
+use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
+use pyo3::exceptions::PyValueError;
+use pyo3::prelude::*;
+
+use super::{dema, ema, kama, sma, t3, tema, trima, wma};
+
+/// Generic Moving Average. matype: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=T3.
+#[pyfunction]
+#[pyo3(signature = (close, timeperiod = 30, matype = 0))]
+pub fn ma<'py>(
+    py: Python<'py>,
+    close: PyReadonlyArray1<'py, f64>,
+    timeperiod: usize,
+    matype: u8,
+) -> PyResult<Bound<'py, PyArray1<f64>>> {
+    validation::validate_timeperiod(timeperiod, "timeperiod", 1)?;
+    match matype {
+        0 => sma::sma_inner(py, close, timeperiod),
+        1 => ema::ema(py, close, timeperiod),
+        2 => wma::wma(py, close, timeperiod),
+        3 => dema::dema(py, close, timeperiod),
+        4 => tema::tema(py, close, timeperiod),
+        5 => trima::trima(py, close, timeperiod),
+        6 => kama::kama(py, close, timeperiod),
+        7 => t3::t3(py, close, timeperiod, 0.7),
+        _ => Err(PyValueError::new_err(
+            "matype must be 0–7 (SMA/EMA/WMA/DEMA/TEMA/TRIMA/KAMA/T3)",
+        )),
+    }
+}
+
+/// Moving Average with variable period per bar (SMA over period from periods array).
+#[pyfunction]
+#[pyo3(signature = (close, periods, minperiod = 2, maxperiod = 30))]
+pub fn mavp<'py>(
+    py: Python<'py>,
+    close: PyReadonlyArray1<'py, f64>,
+    periods: PyReadonlyArray1<'py, f64>,
+    minperiod: usize,
+    maxperiod: usize,
+) -> PyResult<Bound<'py, PyArray1<f64>>> {
+    let prices = close.as_slice()?;
+    let per = periods.as_slice()?;
+    let n = prices.len();
+    validation::validate_equal_length(&[(n, "close"), (per.len(), "periods")])?;
+    validation::validate_timeperiod(minperiod, "minperiod", 1)?;
+    validation::validate_timeperiod(maxperiod, "maxperiod", minperiod)?;
+    let mut result = vec![f64::NAN; n];
+    for i in 0..n {
+        let p = (per[i].round() as usize).clamp(minperiod, maxperiod);
+        if i + 1 >= p {
+            let sum: f64 = prices[(i + 1 - p)..=i].iter().sum();
+            result[i] = sum / p as f64;
+        }
+    }
+    Ok(result.into_pyarray(py))
+}