31 lines
1.1 KiB
Rust
31 lines
1.1 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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use ta::indicators::{Maximum, Minimum};
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use ta::Next;
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/// Midpoint: (max(close) + min(close)) / 2 over the rolling window.
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#[pyfunction]
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#[pyo3(signature = (close, timeperiod = 14))]
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pub fn midpoint<'py>(
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py: Python<'py>,
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close: PyReadonlyArray1<'py, f64>,
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timeperiod: usize,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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validation::validate_timeperiod(timeperiod, "timeperiod", 1)?;
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let prices = close.as_slice()?;
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let n = prices.len();
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let mut max_ind = Maximum::new(timeperiod).map_err(|e| PyValueError::new_err(e.to_string()))?;
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let mut min_ind = Minimum::new(timeperiod).map_err(|e| PyValueError::new_err(e.to_string()))?;
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let mut result = vec![f64::NAN; n];
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for (i, &price) in prices.iter().enumerate() {
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let mx = max_ind.next(price);
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let mn = min_ind.next(price);
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if i + 1 >= timeperiod {
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result[i] = (mx + mn) / 2.0;
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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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