Function sb_get_sadf

crates/pyopenquant/src/structural_breaks.rs:23–38

(
    series: Vec<f64>,
    model: String,
    add_const: bool,
    min_length: usize,
    lags: usize,
)

#[pyfunction(name = "get_sadf")]
#[pyo3(signature = (series, model, add_const, min_length, lags))]
fn sb_get_sadf(
    series: Vec<f64>,
    model: String,
    add_const: bool,
    min_length: usize,
    lags: usize,
) -> PyResult<Vec<f64>> {
    openquant::structural_breaks::get_sadf(
        &series,
        &model,
        add_const,
        min_length,
        openquant::structural_breaks::SadfLags::Fixed(lags),
    )
    .map_err(to_py_err)
}

pub fn register(py: Python<'_>, parent: &Bound<'_, PyModule>) -> PyResult<()> {
    let m = PyModule::new(py, "structural_breaks")?;