replace none by zero

ta_lib/utils/src/lib.rs

@@ -1,5 +1,6 @@
 pub mod highest;
 pub mod lowest;
+pub mod nz;
 pub mod stddev;
 pub mod stoch;
 pub mod tr;

ta_lib/utils/src/nz.rs

@@ -0,0 +1,30 @@
+pub fn nz(source: &[Option<f64>], replacement: Option<f64>) -> Vec<f64> {
+    let replacement = replacement.unwrap_or(0.0);
+    source.iter().map(|&x| x.unwrap_or(replacement)).collect()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_nz_with_replacement() {
+        let source = vec![Some(1.0), None, Some(2.0), None];
+        let replacement = Some(3.0);
+        let expected = vec![1.0, 3.0, 2.0, 3.0];
+
+        let result = nz(&source, replacement);
+
+        assert_eq!(result, expected);
+    }
+
+    #[test]
+    fn test_nz_with_default_replacement() {
+        let source = vec![Some(1.0), None, Some(2.0), None];
+        let expected = vec![1.0, 0.0, 2.0, 0.0];
+
+        let result = nz(&source, None);
+
+        assert_eq!(result, expected);
+    }
+}