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feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings

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Miha Kralj
2026-03-09 13:45:46 -07:00
parent 8e43d62cbb
commit 031f1b5fe6
491 changed files with 6156 additions and 5590 deletions
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python/quantalib/dynamics.py
+48
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@@ -17,11 +17,15 @@ __all__ = [
"chop",
"dmx",
"dx",
"minus_di",
"minus_dm",
"ghla",
"ht_trendmode",
"ichimoku",
"impulse",
"pfe",
"plus_di",
"plus_dm",
"qstick",
"ravi",
"supertrend",
@@ -140,6 +144,28 @@ def dx(high: object, low: object, close: object, period: int = 14, offset: int =
return _wrap(destination, idx, f"DX_{period}", "dynamics", offset)
def minus_di(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Minus Directional Indicator."""
period = int(kwargs.get("length", period))
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
destination = _out(n)
_check(_lib.qtl_minusdi(_ptr(h), _ptr(h), _ptr(l), _ptr(c), _ptr(destination), period, n, _ptr(destination)))
return _wrap(destination, idx, f"MINUS_DI_{period}", "dynamics", offset)
def minus_dm(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Minus Directional Movement."""
period = int(kwargs.get("length", period))
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
destination = _out(n)
_check(_lib.qtl_minusdm(_ptr(h), _ptr(h), _ptr(l), _ptr(c), _ptr(destination), period, n, _ptr(destination)))
return _wrap(destination, idx, f"MINUS_DM_{period}", "dynamics", offset)
def ghla(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Gann Hi-Lo Activator."""
period = int(kwargs.get("length", period))
@@ -206,6 +232,28 @@ def pfe(close: object, period: int = 14, smoothPeriod: int = 5, offset: int = 0,
return _wrap(output, idx, f"PFE_{period}", "dynamics", offset)
def plus_di(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Plus Directional Indicator."""
period = int(kwargs.get("length", period))
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
destination = _out(n)
_check(_lib.qtl_plusdi(_ptr(h), _ptr(h), _ptr(l), _ptr(c), _ptr(destination), period, n, _ptr(destination)))
return _wrap(destination, idx, f"PLUS_DI_{period}", "dynamics", offset)
def plus_dm(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Plus Directional Movement."""
period = int(kwargs.get("length", period))
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
destination = _out(n)
_check(_lib.qtl_plusdm(_ptr(h), _ptr(h), _ptr(l), _ptr(c), _ptr(destination), period, n, _ptr(destination)))
return _wrap(destination, idx, f"PLUS_DM_{period}", "dynamics", offset)
def qstick(open: object, high: object, low: object, close: object, volume: object, period: int = 14, useEma: int = 0, offset: int = 0, **kwargs) -> object:
"""QStick."""
period = int(kwargs.get("length", period))