feat: init the repo

src/overlap/macd.rs

@@ -0,0 +1,57 @@
+use crate::validation;
+use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
+use pyo3::exceptions::PyValueError;
+use pyo3::prelude::*;
+
+/// MACD (EMA-based). Returns (macd_line, signal_line, histogram).
+#[pyfunction]
+#[pyo3(signature = (close, fastperiod = 12, slowperiod = 26, signalperiod = 9))]
+#[allow(clippy::type_complexity)]
+pub fn macd<'py>(
+    py: Python<'py>,
+    close: PyReadonlyArray1<'py, f64>,
+    fastperiod: usize,
+    slowperiod: usize,
+    signalperiod: usize,
+) -> PyResult<(
+    Bound<'py, PyArray1<f64>>,
+    Bound<'py, PyArray1<f64>>,
+    Bound<'py, PyArray1<f64>>,
+)> {
+    validation::validate_timeperiod(fastperiod, "fastperiod", 1)?;
+    validation::validate_timeperiod(slowperiod, "slowperiod", 1)?;
+    validation::validate_timeperiod(signalperiod, "signalperiod", 1)?;
+    if fastperiod >= slowperiod {
+        return Err(PyValueError::new_err(
+            "fastperiod must be less than slowperiod",
+        ));
+    }
+    let prices = close.as_slice()?;
+    log::debug!(
+        "MACD: fast={fastperiod}, slow={slowperiod}, signal={signalperiod}, n={}",
+        prices.len()
+    );
+    let (macd_line, signal_line, histogram) =
+        ferro_ta_core::overlap::macd(prices, fastperiod, slowperiod, signalperiod);
+    Ok((
+        macd_line.into_pyarray(py),
+        signal_line.into_pyarray(py),
+        histogram.into_pyarray(py),
+    ))
+}
+
+/// MACD with fixed 12/26 periods. Returns (macd_line, signal_line, histogram).
+#[pyfunction]
+#[pyo3(signature = (close, signalperiod = 9))]
+#[allow(clippy::type_complexity)]
+pub fn macdfix<'py>(
+    py: Python<'py>,
+    close: PyReadonlyArray1<'py, f64>,
+    signalperiod: usize,
+) -> PyResult<(
+    Bound<'py, PyArray1<f64>>,
+    Bound<'py, PyArray1<f64>>,
+    Bound<'py, PyArray1<f64>>,
+)> {
+    macd(py, close, 12, 26, signalperiod)
+}