feat: init the repo

src/pattern/cdlharamicross.rs

@@ -0,0 +1,51 @@
+use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
+use pyo3::prelude::*;
+
+use super::common::*;
+
+#[pyfunction]
+pub fn cdlharamicross<'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 1..n {
+        let (o1, h1, l1, c1) = (opens[i - 1], highs[i - 1], lows[i - 1], closes[i - 1]);
+        let (o2, h2, l2, c2) = (opens[i], highs[i], lows[i], closes[i]);
+
+        let body1 = body_size(o1, c1);
+        let body2 = body_size(o2, c2);
+        let range1 = candle_range(h1, l1);
+        let range2 = candle_range(h2, l2);
+
+        let large_body1 = range1 > 0.0 && body1 >= range1 * 0.5;
+
+        // Second candle must be a doji
+        let is_doji2 = range2 > 0.0 && body2 / range2 <= 0.1;
+
+        // Doji body must be inside prior body
+        let body1_high = o1.max(c1);
+        let body1_low = o1.min(c1);
+        let doji_mid = (o2 + c2) / 2.0;
+        let inside = doji_mid <= body1_high && doji_mid >= body1_low;
+
+        // Bullish Harami Cross: prior bearish large candle, doji inside
+        if is_bearish(o1, c1) && large_body1 && is_doji2 && inside {
+            result[i] = 100;
+        }
+        // Bearish Harami Cross: prior bullish large candle, doji inside
+        else if is_bullish(o1, c1) && large_body1 && is_doji2 && inside {
+            result[i] = -100;
+        }
+    }
+    Ok(result.into_pyarray(py))
+}