41 lines
1.4 KiB
Rust
41 lines
1.4 KiB
Rust
use crate::validation;
|
|
use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
|
|
use pyo3::prelude::*;
|
|
|
|
/// Slow Stochastic. Returns (slowk, slowd). Matches TA-Lib: Fast %K raw, Slow %K = SMA(fast %K, slowk_period), Slow %D = SMA(slow %K, slowd_period).
|
|
/// Uses O(n) sliding max/min via monotonic deques.
|
|
#[pyfunction]
|
|
#[pyo3(signature = (high, low, close, fastk_period = 5, slowk_period = 3, slowd_period = 3))]
|
|
#[allow(clippy::type_complexity)]
|
|
pub fn stoch<'py>(
|
|
py: Python<'py>,
|
|
high: PyReadonlyArray1<'py, f64>,
|
|
low: PyReadonlyArray1<'py, f64>,
|
|
close: PyReadonlyArray1<'py, f64>,
|
|
fastk_period: usize,
|
|
slowk_period: usize,
|
|
slowd_period: usize,
|
|
) -> PyResult<(Bound<'py, PyArray1<f64>>, Bound<'py, PyArray1<f64>>)> {
|
|
validation::validate_timeperiod(fastk_period, "fastk_period", 1)?;
|
|
validation::validate_timeperiod(slowk_period, "slowk_period", 1)?;
|
|
validation::validate_timeperiod(slowd_period, "slowd_period", 1)?;
|
|
let highs = high.as_slice()?;
|
|
let lows = low.as_slice()?;
|
|
let closes = close.as_slice()?;
|
|
let n = highs.len();
|
|
validation::validate_equal_length(&[
|
|
(n, "high"),
|
|
(lows.len(), "low"),
|
|
(closes.len(), "close"),
|
|
])?;
|
|
let (slowk, slowd) = ferro_ta_core::momentum::stoch(
|
|
highs,
|
|
lows,
|
|
closes,
|
|
fastk_period,
|
|
slowk_period,
|
|
slowd_period,
|
|
);
|
|
Ok((slowk.into_pyarray(py), slowd.into_pyarray(py)))
|
|
}
|