扩展指标

2026-07-09 05:08:16 +08:00
commit 308c46ab9a
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+"""
+Volume Indicators — Require volume data to measure buying and selling pressure.
+
+Functions
+---------
+AD    — Chaikin A/D Line
+ADOSC — Chaikin A/D Oscillator
+OBV   — On Balance Volume
+"""
+
+from __future__ import annotations
+
+import numpy as np
+from numpy.typing import ArrayLike
+
+from ferro_ta._ferro_ta import (
+    ad as _ad,
+)
+from ferro_ta._ferro_ta import (
+    adosc as _adosc,
+)
+from ferro_ta._ferro_ta import (
+    obv as _obv,
+)
+from ferro_ta._utils import _to_f64
+from ferro_ta.core.exceptions import _normalize_rust_error
+
+
+def AD(
+    high: ArrayLike,
+    low: ArrayLike,
+    close: ArrayLike,
+    volume: ArrayLike,
+) -> np.ndarray:
+    """Chaikin A/D Line.
+
+    Parameters
+    ----------
+    high : array-like
+        Sequence of high prices.
+    low : array-like
+        Sequence of low prices.
+    close : array-like
+        Sequence of closing prices.
+    volume : array-like
+        Sequence of volume values.
+
+    Returns
+    -------
+    numpy.ndarray
+        Cumulative A/D Line values.
+    """
+    try:
+        return _ad(_to_f64(high), _to_f64(low), _to_f64(close), _to_f64(volume))
+    except ValueError as e:
+        _normalize_rust_error(e)
+
+
+def ADOSC(
+    high: ArrayLike,
+    low: ArrayLike,
+    close: ArrayLike,
+    volume: ArrayLike,
+    fastperiod: int = 3,
+    slowperiod: int = 10,
+) -> np.ndarray:
+    """Chaikin A/D Oscillator.
+
+    Parameters
+    ----------
+    high : array-like
+        Sequence of high prices.
+    low : array-like
+        Sequence of low prices.
+    close : array-like
+        Sequence of closing prices.
+    volume : array-like
+        Sequence of volume values.
+    fastperiod : int, optional
+        Fast EMA period (default 3).
+    slowperiod : int, optional
+        Slow EMA period (default 10).
+
+    Returns
+    -------
+    numpy.ndarray
+        Array of ADOSC values; leading ``slowperiod - 1`` entries are ``NaN``.
+    """
+    try:
+        return _adosc(
+            _to_f64(high),
+            _to_f64(low),
+            _to_f64(close),
+            _to_f64(volume),
+            fastperiod,
+            slowperiod,
+        )
+    except ValueError as e:
+        _normalize_rust_error(e)
+
+
+def OBV(close: ArrayLike, volume: ArrayLike) -> np.ndarray:
+    """On Balance Volume.
+
+    Parameters
+    ----------
+    close : array-like
+        Sequence of closing prices.
+    volume : array-like
+        Sequence of volume values.
+
+    Returns
+    -------
+    numpy.ndarray
+        Cumulative OBV values.
+    """
+    try:
+        return _obv(_to_f64(close), _to_f64(volume))
+    except ValueError as e:
+        _normalize_rust_error(e)
+
+
+__all__ = ["AD", "ADOSC", "OBV"]