36 lines
1.0 KiB
Rust
36 lines
1.0 KiB
Rust
use crate::validation;
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use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
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use pyo3::prelude::*;
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/// Balance Of Power: (close - open) / (high - low). Zero when range is zero.
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#[pyfunction]
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pub fn bop<'py>(
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py: Python<'py>,
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open: PyReadonlyArray1<'py, f64>,
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high: PyReadonlyArray1<'py, f64>,
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low: PyReadonlyArray1<'py, f64>,
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close: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let opens = open.as_slice()?;
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let highs = high.as_slice()?;
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let lows = low.as_slice()?;
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let closes = close.as_slice()?;
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let n = opens.len();
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validation::validate_equal_length(&[
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(n, "open"),
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(highs.len(), "high"),
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(lows.len(), "low"),
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(closes.len(), "close"),
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])?;
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let mut result = vec![f64::NAN; n];
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for i in 0..n {
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let range = highs[i] - lows[i];
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if range != 0.0 {
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result[i] = (closes[i] - opens[i]) / range;
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} else {
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result[i] = 0.0;
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}
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}
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Ok(result.into_pyarray(py))
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}
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