58 lines
1.8 KiB
Rust
58 lines
1.8 KiB
Rust
use crate::validation;
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use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
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use pyo3::exceptions::PyValueError;
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use pyo3::prelude::*;
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/// MACD (EMA-based). Returns (macd_line, signal_line, histogram).
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#[pyfunction]
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#[pyo3(signature = (close, fastperiod = 12, slowperiod = 26, signalperiod = 9))]
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#[allow(clippy::type_complexity)]
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pub fn macd<'py>(
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py: Python<'py>,
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close: PyReadonlyArray1<'py, f64>,
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fastperiod: usize,
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slowperiod: usize,
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signalperiod: usize,
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) -> PyResult<(
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Bound<'py, PyArray1<f64>>,
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Bound<'py, PyArray1<f64>>,
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Bound<'py, PyArray1<f64>>,
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)> {
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validation::validate_timeperiod(fastperiod, "fastperiod", 1)?;
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validation::validate_timeperiod(slowperiod, "slowperiod", 1)?;
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validation::validate_timeperiod(signalperiod, "signalperiod", 1)?;
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if fastperiod >= slowperiod {
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return Err(PyValueError::new_err(
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"fastperiod must be less than slowperiod",
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));
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}
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let prices = close.as_slice()?;
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log::debug!(
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"MACD: fast={fastperiod}, slow={slowperiod}, signal={signalperiod}, n={}",
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prices.len()
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);
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let (macd_line, signal_line, histogram) =
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ferro_ta_core::overlap::macd(prices, fastperiod, slowperiod, signalperiod);
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Ok((
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macd_line.into_pyarray(py),
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signal_line.into_pyarray(py),
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histogram.into_pyarray(py),
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))
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}
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/// MACD with fixed 12/26 periods. Returns (macd_line, signal_line, histogram).
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#[pyfunction]
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#[pyo3(signature = (close, signalperiod = 9))]
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#[allow(clippy::type_complexity)]
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pub fn macdfix<'py>(
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py: Python<'py>,
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close: PyReadonlyArray1<'py, f64>,
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signalperiod: usize,
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) -> PyResult<(
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Bound<'py, PyArray1<f64>>,
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Bound<'py, PyArray1<f64>>,
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Bound<'py, PyArray1<f64>>,
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)> {
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macd(py, close, 12, 26, signalperiod)
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}
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