52 lines
1.6 KiB
Rust
52 lines
1.6 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::ExponentialMovingAverage;
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use ta::Next;
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/// TRIX: 1-period rate of change of triple-smoothed EMA.
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#[pyfunction]
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#[pyo3(signature = (close, timeperiod = 30))]
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pub fn trix<'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 ema1 = ExponentialMovingAverage::new(timeperiod)
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.map_err(|e| PyValueError::new_err(e.to_string()))?;
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let mut ema2 = ExponentialMovingAverage::new(timeperiod)
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.map_err(|e| PyValueError::new_err(e.to_string()))?;
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let mut ema3 = ExponentialMovingAverage::new(timeperiod)
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.map_err(|e| PyValueError::new_err(e.to_string()))?;
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let warmup = 3 * (timeperiod - 1);
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let mut ema3_vals = vec![f64::NAN; n];
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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 v1 = ema1.next(price);
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if i >= timeperiod - 1 {
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let v2 = ema2.next(v1);
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if i >= 2 * (timeperiod - 1) {
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let v3 = ema3.next(v2);
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if i >= warmup {
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ema3_vals[i] = v3;
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}
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}
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}
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}
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for i in (warmup + 1)..n {
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let prev = ema3_vals[i - 1];
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if !ema3_vals[i].is_nan() && !prev.is_nan() && prev != 0.0 {
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result[i] = (ema3_vals[i] - prev) / prev * 100.0;
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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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