Pratik Bhadane
436954138f
Update version numbers across Rust, Python, and documentation files to 1.1.0. Enhance the .gitignore to include macOS dSYM files and plans directory. Introduce new dependencies in the Rust core library and update the README to reflect recent performance benchmarks and backtesting engine capabilities. Add new artifacts to the benchmarks manifest and improve documentation for the backtesting engine API.
74 lines
2.2 KiB
Rust
74 lines
2.2 KiB
Rust
//! Alerts — condition evaluation helpers (thin PyO3 wrapper over ferro_ta_core::alerts).
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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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/// Fire an alert when *series* crosses a threshold level.
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///
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/// Parameters
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/// ----------
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/// series : 1-D float64 array
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/// level : float — threshold value
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/// direction : int — ``1`` (cross above) or ``-1`` (cross below)
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///
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/// Returns
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/// -------
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/// 1-D int8 array — 1 at crossing bars, 0 elsewhere.
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#[pyfunction]
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pub fn check_threshold<'py>(
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py: Python<'py>,
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series: PyReadonlyArray1<'py, f64>,
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level: f64,
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direction: i32,
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) -> PyResult<Bound<'py, PyArray1<i8>>> {
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if direction != 1 && direction != -1 {
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return Err(PyValueError::new_err(
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"direction must be 1 (cross above) or -1 (cross below)",
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));
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}
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let s = series.as_slice()?;
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let result = ferro_ta_core::alerts::check_threshold(s, level, direction);
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Ok(result.into_pyarray(py))
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}
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/// Detect cross-over / cross-under events between two series.
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///
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/// Returns
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/// -------
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/// 1-D int8 array: ``1`` = bullish, ``-1`` = bearish, ``0`` = none.
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#[pyfunction]
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pub fn check_cross<'py>(
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py: Python<'py>,
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fast: PyReadonlyArray1<'py, f64>,
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slow: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<i8>>> {
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let f = fast.as_slice()?;
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let s = slow.as_slice()?;
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if f.len() != s.len() {
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return Err(PyValueError::new_err(
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"fast and slow must have the same length",
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));
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}
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let result = ferro_ta_core::alerts::check_cross(f, s);
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Ok(result.into_pyarray(py))
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}
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/// Collect bar indices where *mask* is non-zero.
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#[pyfunction]
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pub fn collect_alert_bars<'py>(
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py: Python<'py>,
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mask: PyReadonlyArray1<'py, i8>,
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) -> PyResult<Bound<'py, PyArray1<i64>>> {
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let m = mask.as_slice()?;
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let result = ferro_ta_core::alerts::collect_alert_bars(m);
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Ok(result.into_pyarray(py))
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}
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pub fn register(m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_function(wrap_pyfunction!(check_threshold, m)?)?;
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m.add_function(wrap_pyfunction!(check_cross, m)?)?;
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m.add_function(wrap_pyfunction!(collect_alert_bars, m)?)?;
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Ok(())
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}
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