polars-ta 0.1.0

Polars Series interface for technical indicators — native Polars integration, aligned with ta-lib
Documentation 
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use polars_core::prelude::*;
use polars_ta_core::oscillator::stochrsi as stochrsi_core;

fn series_to_f64(s: &Series) -> PolarsResult<Vec<f64>> {
    Ok(s.cast(&DataType::Float64)?
        .f64()?
        .into_iter()
        .map(|v| v.unwrap_or(f64::NAN))
        .collect())
}

pub struct StochRsiSeriesOutput {
    pub fastk: Series,
    pub fastd: Series,
}

pub fn stochrsi_series(
    close: &Series,
    period: usize,
    fastk_period: usize,
    fastd_period: usize,
) -> PolarsResult<StochRsiSeriesOutput> {
    let data = series_to_f64(close)?;
    let out = stochrsi_core(&data, period, fastk_period, fastd_period);
    Ok(StochRsiSeriesOutput {
        fastk: Float64Chunked::from_vec("stochrsi_fastk".into(), out.fastk).into_series(),
        fastd: Float64Chunked::from_vec("stochrsi_fastd".into(), out.fastd).into_series(),
    })
}