rustalib 1.0.9

A library of technical indicators for financial analysis, similar to TA-Lib
Documentation 
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use polars::prelude::*;

/// Placeholder for Hilbert Transform - Dominant Cycle Period
///
/// # Arguments
///
/// * `df` - DataFrame containing the price data
/// * `column` - Column name to use for calculations (default "close")
///
/// # Returns
///
/// Returns a PolarsResult containing the dominant cycle period Series
pub fn calculate_ht_dcperiod(df: &DataFrame, column: &str) -> PolarsResult<Series> {
    // Note: This is a complex indicator that requires the full Hilbert Transform
    // implementation. For now, we'll return a placeholder.
    let series = df.column(column)?.f64()?.clone();
    let mut result = Vec::with_capacity(series.len());

    // Just return NaN values for all points as placeholder
    for _ in 0..series.len() {
        result.push(f64::NAN);
    }

    Ok(Series::new("ht_dcperiod".into(), result))
}