ta_lib_in_rust/indicators/cycle/
ht_dcperiod.rs

1use polars::prelude::*;
2
3/// Placeholder for Hilbert Transform - Dominant Cycle Period
4///
5/// # Arguments
6///
7/// * `df` - DataFrame containing the price data
8/// * `column` - Column name to use for calculations (default "close")
9///
10/// # Returns
11///
12/// Returns a PolarsResult containing the dominant cycle period Series
13pub fn calculate_ht_dcperiod(df: &DataFrame, column: &str) -> PolarsResult<Series> {
14    // Note: This is a complex indicator that requires the full Hilbert Transform
15    // implementation. For now, we'll return a placeholder.
16    let series = df.column(column)?.f64()?.clone();
17    let mut result = Vec::with_capacity(series.len());
18
19    // Just return NaN values for all points as placeholder
20    for _ in 0..series.len() {
21        result.push(f64::NAN);
22    }
23
24    Ok(Series::new("ht_dcperiod".into(), result))
25}