Pratik Bhadane
392 lines
7.6 KiB
Python
392 lines
7.6 KiB
Python
"""
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ferro_ta.raw — Zero-overhead access to the compiled Rust extension.
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Importing from this module gives you direct access to the PyO3-compiled
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indicator functions **without** the pandas/polars wrapping, Python validation,
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or ``_to_f64`` conversion overhead applied by the standard public API.
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When to use
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-----------
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Use ``ferro_ta.raw`` when:
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- You have benchmarked and confirmed that wrapper overhead is your bottleneck.
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- Your inputs are already 1-D C-contiguous ``float64`` NumPy arrays.
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- You do not need ``pandas.Series`` or ``polars.Series`` output.
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- You understand the trade-off: no nice error messages, no index preservation.
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Stability
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---------
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The raw API is **not guaranteed to be stable** across minor versions.
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Function signatures follow the compiled Rust extension directly and may
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change when the Rust layer changes. For a stable API use the public
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``ferro_ta.*`` functions.
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Usage
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-----
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>>> import numpy as np
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>>> from ferro_ta.core.raw import sma, ema, rsi
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>>>
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>>> close = np.random.rand(1000).astype(np.float64)
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>>> result = sma(close, 20) # returns numpy.ndarray directly
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>>> result2 = rsi(close, 14)
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>>> result3 = ema(close, 20)
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Batch (Rust loop, 2-D input):
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>>> data = np.random.rand(252, 100).astype(np.float64)
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>>> sma_out = batch_sma(data, 20) # shape (252, 100) — Rust inner loop
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Available names
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---------------
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All functions registered by the ``_ferro_ta`` extension module are accessible
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from this namespace. In addition to the canonical imports below, you can
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use the ``_ferro_ta`` module directly::
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from ferro_ta._ferro_ta import sma # identical to ferro_ta.raw.sma
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"""
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from __future__ import annotations
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# ---------------------------------------------------------------------------
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# Re-export everything from the compiled extension.
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# The ``noqa: F401`` silences "imported but unused" warnings — these are
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# intentional re-exports.
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# ---------------------------------------------------------------------------
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from ferro_ta._ferro_ta import ( # noqa: F401
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# Streaming classes (PyO3 classes)
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StreamingATR,
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StreamingBBands,
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StreamingEMA,
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StreamingMACD,
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StreamingRSI,
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StreamingSMA,
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StreamingStoch,
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StreamingSupertrend,
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StreamingVWAP,
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ad,
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adosc,
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adx,
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adxr,
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apo,
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aroon,
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aroonosc,
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atr,
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avgprice,
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batch_ema,
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batch_rsi,
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batch_sma,
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bbands,
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beta,
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bop,
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cci,
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cdl2crows,
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cdl3blackcrows,
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cdl3inside,
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cdl3linestrike,
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cdl3outside,
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cdl3starsinsouth,
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cdl3whitesoldiers,
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cdlabandonedbaby,
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cdladvanceblock,
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cdlbelthold,
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cdlbreakaway,
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cdlclosingmarubozu,
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cdlconcealbabyswall,
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cdlcounterattack,
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cdldarkcloudcover,
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cdldoji,
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cdldojistar,
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cdldragonflydoji,
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cdlengulfing,
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cdleveningdojistar,
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cdleveningstar,
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cdlgapsidesidewhite,
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cdlgravestonedoji,
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cdlhammer,
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cdlhangingman,
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cdlharami,
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cdlharamicross,
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cdlhighwave,
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cdlhikkake,
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cdlhikkakemod,
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cdlhomingpigeon,
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cdlidentical3crows,
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cdlinneck,
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cdlinvertedhammer,
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cdlkicking,
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cdlkickingbylength,
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cdlladderbottom,
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cdllongleggeddoji,
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cdllongline,
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cdlmarubozu,
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cdlmatchinglow,
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cdlmathold,
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cdlmorningdojistar,
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cdlmorningstar,
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cdlonneck,
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cdlpiercing,
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cdlrickshawman,
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cdlrisefall3methods,
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cdlseparatinglines,
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cdlshootingstar,
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cdlshortline,
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cdlspinningtop,
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cdlstalledpattern,
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cdlsticksandwich,
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cdltakuri,
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cdltasukigap,
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cdlthrusting,
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cdltristar,
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cdlunique3river,
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cdlupsidegap2crows,
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cdlxsidegap3methods,
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# Extended indicators
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chandelier_exit,
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choppiness_index,
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cmo,
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correl,
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dema,
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donchian,
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dx,
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ema,
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ht_dcperiod,
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ht_dcphase,
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ht_phasor,
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ht_sine,
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ht_trendline,
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ht_trendmode,
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hull_ma,
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ichimoku,
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kama,
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keltner_channels,
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linearreg,
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linearreg_angle,
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linearreg_intercept,
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linearreg_slope,
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ma,
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macd,
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macdext,
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macdfix,
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mama,
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mavp,
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medprice,
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mfi,
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midpoint,
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midprice,
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minus_di,
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minus_dm,
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mom,
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natr,
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obv,
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pivot_points,
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plus_di,
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plus_dm,
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ppo,
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roc,
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rocp,
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rocr,
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rocr100,
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# Rolling math operators
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rolling_max,
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rolling_maxindex,
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rolling_min,
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rolling_minindex,
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rolling_sum,
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rsi,
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sar,
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sarext,
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sma,
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stddev,
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stoch,
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stochf,
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stochrsi,
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supertrend,
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t3,
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tema,
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trange,
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trima,
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trix,
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tsf,
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typprice,
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ultosc,
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var,
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vwap,
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vwma,
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wclprice,
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willr,
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wma,
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)
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__all__ = [
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# Overlap
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"sma",
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"ema",
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"wma",
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"dema",
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"tema",
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"trima",
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"kama",
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"t3",
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"bbands",
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"macd",
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"macdfix",
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"macdext",
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"sar",
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"sarext",
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"ma",
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"mavp",
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"mama",
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"midpoint",
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"midprice",
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# Momentum
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"rsi",
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"mom",
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"roc",
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"rocp",
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"rocr",
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"rocr100",
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"mfi",
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"willr",
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"adx",
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"adxr",
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"apo",
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"ppo",
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"cci",
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"cmo",
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"aroon",
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"aroonosc",
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"bop",
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"stoch",
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"stochf",
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"stochrsi",
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"ultosc",
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"dx",
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"plus_di",
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"minus_di",
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"plus_dm",
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"minus_dm",
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"trix",
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# Volume
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"ad",
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"adosc",
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"obv",
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# Volatility
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"atr",
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"natr",
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"trange",
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# Statistics
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"stddev",
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"var",
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"beta",
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"correl",
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"linearreg",
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"linearreg_slope",
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"linearreg_intercept",
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"linearreg_angle",
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"tsf",
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# Price transforms
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"avgprice",
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"medprice",
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"typprice",
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"wclprice",
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# Cycle
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"ht_trendline",
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"ht_dcperiod",
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"ht_dcphase",
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"ht_phasor",
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"ht_sine",
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"ht_trendmode",
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# Pattern recognition (all 61 CDL functions)
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"cdl2crows",
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"cdl3blackcrows",
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"cdl3inside",
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"cdl3linestrike",
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"cdl3outside",
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"cdl3starsinsouth",
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"cdl3whitesoldiers",
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"cdlabandonedbaby",
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"cdladvanceblock",
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"cdlbelthold",
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"cdlbreakaway",
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"cdlclosingmarubozu",
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"cdlconcealbabyswall",
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"cdlcounterattack",
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"cdldarkcloudcover",
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"cdldoji",
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"cdldojistar",
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"cdldragonflydoji",
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"cdlengulfing",
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"cdleveningdojistar",
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"cdleveningstar",
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"cdlgapsidesidewhite",
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"cdlgravestonedoji",
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"cdlhammer",
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"cdlhangingman",
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"cdlharami",
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"cdlharamicross",
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"cdlhighwave",
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"cdlhikkake",
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"cdlhikkakemod",
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"cdlhomingpigeon",
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"cdlidentical3crows",
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"cdlinneck",
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"cdlinvertedhammer",
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"cdlkicking",
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"cdlkickingbylength",
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"cdlladderbottom",
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"cdllongleggeddoji",
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"cdllongline",
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"cdlmarubozu",
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"cdlmatchinglow",
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"cdlmathold",
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"cdlmorningdojistar",
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"cdlmorningstar",
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"cdlonneck",
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"cdlpiercing",
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"cdlrickshawman",
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"cdlrisefall3methods",
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"cdlseparatinglines",
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"cdlshootingstar",
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"cdlshortline",
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"cdlspinningtop",
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"cdlstalledpattern",
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"cdlsticksandwich",
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"cdltakuri",
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"cdltasukigap",
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"cdlthrusting",
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"cdltristar",
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"cdlunique3river",
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"cdlupsidegap2crows",
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"cdlxsidegap3methods",
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# Batch (Rust-side 2-D loops — single GIL release)
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"batch_sma",
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"batch_ema",
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"batch_rsi",
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# Extended indicators (Rust)
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"vwap",
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"vwma",
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"supertrend",
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"donchian",
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"choppiness_index",
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"keltner_channels",
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"hull_ma",
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"chandelier_exit",
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"ichimoku",
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"pivot_points",
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# Rolling math operators (Rust)
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"rolling_sum",
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"rolling_max",
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"rolling_min",
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"rolling_maxindex",
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"rolling_minindex",
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# Streaming classes (Rust PyO3)
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"StreamingSMA",
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"StreamingEMA",
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"StreamingRSI",
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"StreamingATR",
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"StreamingBBands",
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"StreamingMACD",
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"StreamingStoch",
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"StreamingVWAP",
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"StreamingSupertrend",
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]
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