rustalib 1.0.9

A library of technical indicators for financial analysis, similar to TA-Lib
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

use polars::prelude::*;

/// Calculate Detrended Price Oscillator (DPO)
///
/// Returns a Series with DPO values
pub fn calculate_dpo(df: &DataFrame, close_col: &str, period: usize) -> PolarsResult<Series> {
    let close = df.column(close_col)?.f64()?;
    let len = df.height();
    let mut dpo = vec![f64::NAN; len];
    let shift = period / 2 + 1;

    for (i, _) in (0..len).enumerate() {
        if i + 1 >= period {
            let sma: f64 = close
                .slice((i + 1 - period) as i64, period)
                .mean()
                .unwrap_or(f64::NAN);
            if i >= shift {
                dpo[i] = close.get(i - shift).unwrap_or(f64::NAN) - sma;
            }
        }
    }
    Ok(Series::new("dpo".into(), dpo))
}