Dtw algo (#9)

* feat: implement Dynamic Time Warping (DTW) functionality

- Added DTW distance computation and optimal warping path functions in Rust.
- Introduced corresponding Python bindings for DTW, DTW_DISTANCE, and BATCH_DTW.
- Enhanced WASM support with a new dtw_distance function.
- Included comprehensive unit tests for DTW functionality, validating against the dtaidistance library and ensuring mathematical properties.

* chore: update ferro-ta version to 1.1.4

- Bumped version number of ferro-ta to 1.1.4 in uv.lock and Cargo.lock files.
- Ensured consistency across package dependencies for the updated version.

wasm/Cargo.lock

@@ -49,11 +49,11 @@ checksum = "9330f8b2ff13f34540b44e946ef35111825727b38d33286ef986142615121801"
 
 [[package]]
 name = "ferro_ta_core"
-version = "1.1.3"
+version = "1.1.4"
 
 [[package]]
 name = "ferro_ta_wasm"
-version = "1.1.3"
+version = "1.1.4"
 dependencies = [
  "ferro_ta_core",
  "js-sys",

wasm/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "ferro_ta_wasm"
-version = "1.1.3"
+version = "1.1.4"
 edition = "2021"
 description = "WebAssembly bindings for ferro-ta technical analysis indicators"
 license = "MIT"

wasm/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ferro-ta-wasm",
-  "version": "1.1.3",
+  "version": "1.1.4",
   "description": "WebAssembly bindings for ferro-ta technical analysis indicators",
   "main": "node/ferro_ta_wasm.js",
   "module": "web/ferro_ta_wasm.js",

wasm/src/lib.rs

@@ -1653,6 +1653,18 @@ pub fn correl(real0: &Float64Array, real1: &Float64Array, timeperiod: usize) ->
     from_vec(ferro_ta_core::statistic::correl(&to_vec(real0), &to_vec(real1), timeperiod))
 }
 
+/// Dynamic Time Warping distance between two series.
+///
+/// Returns the accumulated Euclidean cost along the optimal warping path.
+/// Pass `window` as `0` for unconstrained (no Sakoe-Chiba band).
+#[wasm_bindgen]
+pub fn dtw_distance(series1: &Float64Array, series2: &Float64Array, window: usize) -> f64 {
+    let s1 = to_vec(series1);
+    let s2 = to_vec(series2);
+    let w = if window == 0 { None } else { Some(window) };
+    ferro_ta_core::statistic::dtw_distance(&s1, &s2, w)
+}
+
 // ===========================================================================
 // Streaming / Stateful API
 // ===========================================================================