rustalib 1.0.9

A library of technical indicators for financial analysis, similar to TA-Lib
Documentation 
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use super::minus_dm::calculate_minus_dm;
use crate::util::dataframe_utils::check_window_size;
use polars::prelude::*;

/// Calculates Minus Directional Indicator (-DI)
///
/// # Arguments
///
/// * `df` - DataFrame containing the price data with high, low, close columns
/// * `window` - Window size for calculation (typically 14)
///
/// # Returns
///
/// Returns a PolarsResult containing the -DI Series
pub fn calculate_minus_di(df: &DataFrame, window: usize) -> PolarsResult<Series> {
    check_window_size(df, window, "-DI")?;

    // Calculate -DM
    let minus_dm = calculate_minus_dm(df, window)?;

    // Calculate the true range (TR)
    let high = df.column("high")?.f64()?;
    let low = df.column("low")?.f64()?;
    let close_prev = df.column("close")?.f64()?.shift(1);

    let mut tr_values = Vec::with_capacity(df.height());

    // First TR value
    tr_values.push(high.get(0).unwrap_or(0.0) - low.get(0).unwrap_or(0.0));

    for i in 1..df.height() {
        let h = high.get(i).unwrap_or(0.0);
        let l = low.get(i).unwrap_or(0.0);
        let cp = close_prev.get(i).unwrap_or(0.0);

        let tr = (h - l).max((h - cp).abs()).max((l - cp).abs());
        tr_values.push(tr);
    }

    let tr_series = Series::new("tr".into(), tr_values);

    // Calculate smoothed TR
    let atr = tr_series.rolling_mean(RollingOptionsFixedWindow {
        window_size: window,
        min_periods: window,
        center: false,
        weights: None,
        fn_params: None,
    })?;

    // Calculate -DI as (100 * smoothed -DM) / ATR
    let mut minus_di_values = Vec::with_capacity(df.height());

    for i in 0..df.height() {
        let minus_dm_val = minus_dm.f64()?.get(i).unwrap_or(0.0);
        let atr_val = atr.f64()?.get(i).unwrap_or(1.0); // Avoid division by zero

        if atr_val > 0.0 {
            minus_di_values.push((100.0 * minus_dm_val) / atr_val);
        } else {
            minus_di_values.push(0.0);
        }
    }

    Ok(Series::new("minus_di".into(), minus_di_values))
}