mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-30 18:47:42 +00:00
42 lines
9.3 KiB
Plaintext
42 lines
9.3 KiB
Plaintext
|
ó
|
|||
|
|
ÛK£iõ ã ! óÄ • S r SSKJr SSKrSSKr/ SQrSS/rSSS S
|
|||
|
|
.4S S S
|
|||
|
|
S.4SSSS.4SSSSSS.4SSSSSSS.4S SS S S .4S S!S"S#.4S$SS%S S&S'.4S(SSS).4S*SS+S,.4S-SS.S/.4S0SS+S1.4S2SS3S4.4S5S!S"S6S7.4S8S!S"S6S7.4S9S!S:S.4S;S!S<S=S>.4S?SSS@.4SAS!S:S6SB.4SCS!SS).4SDSS.S+SE.4SFS S%SGSH.4SIS%SGSJ.4SKSLSSM.4SNSOSPSS:SQ.4SRSSS"S"ST.4SUSSSVSW.4SXSSS!SSY.4SZS[S\S].4S^SS_S`.4/ rSar \R R Sb5 r \ R \ 5 R 5 Sc- r\R " SdSe9Sf 5 r\R$ R' Sg\5 SuSh j5 r\R$ R' Sg\5 SuSi j5 r\R$ R' Sj\\ V s/ s H o S PM sn Sk9SvSl j5 rSwSm jrSwSn jrSwSo jrSwSp jrSwSq jrSwSr jr SwSs jr SwSt jr gs sn f )xu¦ test_shapes.py — Verify len(output) == len(input) for all single-output indicators.
|
|||
|
|
|
|||
|
|
Requires the native library to be published first:
|
|||
|
|
pwsh python/publish.ps1
|
|||
|
|
é )Ú annotationsN);ÚrsiÚrocÚmomÚcmoÚbiasÚcfoÚfisherÚfisher04ÚdpoÚtrixÚinertiaÚrsxÚerÚctiÚreflexÚ trendflexÚkriÚpslÚsmaÚwmaÚhmaÚtrimaÚswmaÚdwmaÚblmaÚalmaÚlsmaÚsgmaÚsinemaÚhanmaÚparzenÚtsfÚsp15Útukey_wÚrainÚemaÚdemaÚtemaÚlemaÚhemaÚahrensÚdecyclerÚbbwÚstddevÚvarianceÚzscoreÚentropyÚbesselÚbutter2Úbutter3Úcheby1Úcheby2ÚellipticÚedcfÚbpfÚcgÚdspÚccorÚchangeÚcmaÚexptransÚtsié é
|
|||
|
|
)Ú long_periodÚ short_periodÚapoé é )ÚfastÚslowÚdecoé é< )rE rD Údoscé é é é )Ú
|
|||
|
|
rsi_periodÚ ema1_periodÚ ema2_periodÚ
|
|||
|
|
signal_periodÚdymoié
|
|||
|
|
)Ú base_periodrE rD Ú
|
|||
|
|
min_periodÚ
|
|||
|
|
max_periodÚcrsié éd )rS Ú
|
|||
|
|
streak_periodÚ rank_periodÚbbbé ç @)ÚlengthÚmultÚbbié é )Úp1Úp2Úp3Úp4Úbwma)rd ÚorderÚcrmag ð?)rd Ú
|
|||
|
|
volume_factorÚdsmaç à?)rd ÚfactorÚgdema)rd ÚvfactorÚcoralgš™™™™™Ù?)rd ÚfrictionÚbbwnéü )rd re ÚlookbackÚbbwpÚccvé Úcvgš™™™™™É?gffffffæ?)rd Úmin_volÚmax_volÚcvi)Ú
|
|||
|
|
ema_periodÚ
|
|||
|
|
roc_periodÚewma)rd Úis_popÚ
|
|||
|
|
ann_factorÚ alaguerreÚ bilateral)rd Úsigma_sÚsigma_rÚ
|
|||
|
|
baxterkingé )rd rZ r[ Úcfitz)rd Ú bw_periodÚebswé( )Ú hp_lengthÚ
|
|||
|
|
ssf_lengthÚeacpé é0 )rZ r[ Ú
|
|||
|
|
avg_lengthÚenhanceÚbetadisté2 )rd ÚalphaÚbetaÚexpdistg @)rd ÚlamÚ binomdist)rd ÚtrialsÚ thresholdÚcwtg $@g @)ÚscaleÚomegaÚdwté )rd ÚlevelséÈ é* g Y@Úmodule)Úscopec ó| • SSK n U $ ! [ [ 4 a# n[ R " SU 35 SnAgSnAff = f)z3Import quantalib; skip if native lib not available.r Nz$quantalib native lib not available: )Ú quantalibÚOSErrorÚ ImportErrorÚpytestÚskip)Ú_qtlÚes Úpython/tests/test_shapes.pyÚqtlr´ H s> € ð@Û Øˆ øÜ ”[Ð !ó @Ü� Š Ð:¸1¸#Ð>×?Ñ?ûð@ús ‚ ˆ;˜6¶;Únamec ó0 • [ U R US 5 nUc [ R " U S35 U" [ SS9n[ U[ R 5 ( d
|
|||
|
|
U S35 e[ U5 [ :X d U S[ S[ U5 35 eg )Nú not availablerO ©rd ú did not return ndarrayú : expected ú, got ©
|
|||
|
|
ÚgetattrÚ
|
|||
|
|
indicatorsr¯ r° ÚCLOSEÚ
|
|||
|
|
isinstanceÚnpÚndarrayÚlenÚN©r´ rµ ÚfnÚresults r³ Útest_pattern_a_shaperÈ R sˆ € ä �— ‘ tÓ ,€BØ �zÜ� Š �t�f˜NÐ+Ô,Ù
|
|||
|
|
”˜bÑ
|
|||
|
|
!€FÜ �fœbŸj™j× )Ñ )ÐK¨d¨VÐ3JÐ+KÓKÐ )Ü ˆv‹;œ!Ó ÐG ˜v [´°°6¼#¸f»+¸ Ð GÓGÑ ó c óî • [ U R US 5 nUc [ R " U S35 U" [ 5 n[ U[ R 5 ( d e[ U5 [ :X d eg )Nr· r¼ rÅ s r³ Útest_no_param_shaperË \ s^ € ä �— ‘ tÓ ,€BØ �zÜ� Š �t�f˜NÐ+Ô,Ù
|
|||
|
|
”‹Y€FÜ �fœbŸj™j× )Ñ )Ð)Ð )Ü ˆv‹;œ!Ó ÐÑ rÉ z name,kwargs)Úidsc ó4 • [ U R US 5 nUc [ R " U S35 U" [ 40 UD6n[ U[ R 5 ( d
|
|||
|
|
U S35 e[ U5 [ :X d U S[ S[ U5 35 eg )Nr· r¹ rº r» r¼ )r´ rµ ÚkwargsrÆ rÇ s r³ Útest_multi_param_shaperÏ f s‹ € ä �— ‘ tÓ ,€BØ �zÜ� Š �t�f˜NÐ+Ô,Ù
|
|||
|
|
ӄ
|
|||
|
|
˜Ñ
|
|||
|
|
€FÜ �fœbŸj™j× )Ñ )ÐK¨d¨VÐ3JÐ+KÓKÐ )Ü ˆv‹;œ!Ó ÐG ˜v [´°°6¼#¸f»+¸ Ð GÓGÑ rÉ c óì • [ [ R SS[ 5 - n[ [ R SS[ 5 -
|
|||
|
|
nU R R X5 n[
|
|||
|
|
U5 [ :X d eg ©Nr r] )r¿ ÚRNGÚuniformrÄ r¾ Úmedpricerà ©r´ ÚhÚlrÇ s r³ Útest_medprice_shaperØ p sV € Ü
|
|||
|
|
”— ‘ ˜A˜q¤!Ó$Ñ$€AÜ
|
|||
|
|
”— ‘ ˜A˜q¤!Ó$Ñ$€AØ
|
|||
|
|
�^‰^×
|
|||
|
|
$Ñ
|
|||
|
|
$ QÓ
|
|||
|
|
*€FÜ ˆv‹;œ!Ó ÐÑ rÉ c óö • [ [ R SS[ 5 - n[ [ R SS[ 5 -
|
|||
|
|
nU R R X[ 5 n[
|