feat: init the repo

src/volume/obv.rs

@@ -0,0 +1,27 @@
+use crate::validation;
+use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
+use pyo3::prelude::*;
+
+/// On Balance Volume: cumulates volume * sign(close - prev_close); bar 0 uses volume.
+#[pyfunction]
+pub fn obv<'py>(
+    py: Python<'py>,
+    close: PyReadonlyArray1<'py, f64>,
+    volume: PyReadonlyArray1<'py, f64>,
+) -> PyResult<Bound<'py, PyArray1<f64>>> {
+    let closes = close.as_slice()?;
+    let vols = volume.as_slice()?;
+    let n = closes.len();
+    validation::validate_equal_length(&[(n, "close"), (vols.len(), "volume")])?;
+    let mut result = vec![0.0_f64; n];
+    let mut obv_val = 0.0_f64;
+    for i in 1..n {
+        if closes[i] > closes[i - 1] {
+            obv_val += vols[i];
+        } else if closes[i] < closes[i - 1] {
+            obv_val -= vols[i];
+        }
+        result[i] = obv_val;
+    }
+    Ok(result.into_pyarray(py))
+}