feat: init the repo

src/pattern/cdl2crows.rs

@@ -0,0 +1,43 @@
+use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
+use pyo3::prelude::*;
+
+use super::common::*;
+
+#[pyfunction]
+pub fn cdl2crows<'py>(
+    py: Python<'py>,
+    open: PyReadonlyArray1<'py, f64>,
+    high: PyReadonlyArray1<'py, f64>,
+    low: PyReadonlyArray1<'py, f64>,
+    close: PyReadonlyArray1<'py, f64>,
+) -> PyResult<Bound<'py, PyArray1<i32>>> {
+    let opens = open.as_slice()?;
+    let highs = high.as_slice()?;
+    let lows = low.as_slice()?;
+    let closes = close.as_slice()?;
+    let n = opens.len();
+    super::common::validate_ohlc_length(n, highs.len(), lows.len(), closes.len())?;
+    let mut result = vec![0i32; n];
+    for i in 2..n {
+        let (o1, _h1, _l1, c1) = (opens[i - 2], highs[i - 2], lows[i - 2], closes[i - 2]);
+        let (o2, _h2, _l2, c2) = (opens[i - 1], highs[i - 1], lows[i - 1], closes[i - 1]);
+        let (o3, _h3, _l3, c3) = (opens[i], highs[i], lows[i], closes[i]);
+
+        // Two Crows:
+        // 1. First candle is a long white (bullish) candle
+        // 2. Second candle gaps up (opens above first close) and closes lower but still above first close
+        // 3. Third candle opens within second body and closes within first body
+        if is_bullish(o1, c1)
+            && is_bearish(o2, c2)
+            && o2 > c1   // gap up
+            && c2 > c1   // second still closes above first close
+            && is_bearish(o3, c3)
+            && o3 < o2 && o3 > c2   // opens within second body
+            && c3 > o1 && c3 < c1
+        // closes within first body
+        {
+            result[i] = -100;
+        }
+    }
+    Ok(result.into_pyarray(py))
+}