feat: init the repo

src/overlap/midpoint.rs

@@ -0,0 +1,30 @@
+use crate::validation;
+use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
+use pyo3::exceptions::PyValueError;
+use pyo3::prelude::*;
+use ta::indicators::{Maximum, Minimum};
+use ta::Next;
+
+/// Midpoint: (max(close) + min(close)) / 2 over the rolling window.
+#[pyfunction]
+#[pyo3(signature = (close, timeperiod = 14))]
+pub fn midpoint<'py>(
+    py: Python<'py>,
+    close: PyReadonlyArray1<'py, f64>,
+    timeperiod: usize,
+) -> PyResult<Bound<'py, PyArray1<f64>>> {
+    validation::validate_timeperiod(timeperiod, "timeperiod", 1)?;
+    let prices = close.as_slice()?;
+    let n = prices.len();
+    let mut max_ind = Maximum::new(timeperiod).map_err(|e| PyValueError::new_err(e.to_string()))?;
+    let mut min_ind = Minimum::new(timeperiod).map_err(|e| PyValueError::new_err(e.to_string()))?;
+    let mut result = vec![f64::NAN; n];
+    for (i, &price) in prices.iter().enumerate() {
+        let mx = max_ind.next(price);
+        let mn = min_ind.next(price);
+        if i + 1 >= timeperiod {
+            result[i] = (mx + mn) / 2.0;
+        }
+    }
+    Ok(result.into_pyarray(py))
+}