"""Midpoint Price over period (MIDPRICE) adapter using TA-Lib."""
from typing import Dict, Any
import numpy as np
import talib as ta
from .base import BaseIndicator
from ..models.market_data import MarketData
from ..models.indicator_result import IndicatorResult
class MIDPRICEIndicator(BaseIndicator):
def __init__(self):
super().__init__(name="midprice", description="Midpoint Price over period")
@property
def input_schema(self) -> Dict[str, Any]:
return {
"type": "object",
"properties": {
"high_prices": {"type": "array", "items": {"type": "number"}},
"low_prices": {"type": "array", "items": {"type": "number"}},
"timeperiod": {"type": "integer", "default": 14},
},
"required": ["high_prices", "low_prices"],
}
async def calculate(self, market_data: MarketData, options: Dict[str, Any] = None) -> IndicatorResult:
if options is None:
options = {}
timeperiod = options.get("timeperiod", 14)
high = np.asarray(market_data.high or [], dtype=float)
low = np.asarray(market_data.low or [], dtype=float)
try:
out = ta.MIDPRICE(high, low, timeperiod=timeperiod)
return IndicatorResult(indicator_name=self.name, success=True, values={"midprice": out.tolist()}, metadata={"timeperiod": timeperiod, "input_points": len(high), "output_points": len(out)})
except Exception as e:
return IndicatorResult(indicator_name=self.name, success=False, values={}, error_message=str(e))