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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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This commit is contained in:
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/src/Exports.Generated.cs
+119
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@@ -6,6 +6,10 @@ using QuanTAlib;
namespace QuanTAlib.Python;
[System.Diagnostics.CodeAnalysis.SuppressMessage(
"Security Hotspot",
"S6640",
Justification = "Generated NativeAOT export helpers bridge unmanaged caller-owned buffers into managed series objects. The unsafe context is required by the ABI and remains constrained to pointer-to-span copies over validated inputs.")]
public static unsafe partial class Exports
{
private static TSeries BuildSeries(double* src, int n)
@@ -1580,6 +1584,19 @@ public static unsafe partial class Exports
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_maxindex")]
public static int QtlMaxindex(double* source, double* output, int n, int period)
{
if (source == null || output == null) return StatusCodes.QTL_ERR_NULL_PTR;
if (n <= 0) return StatusCodes.QTL_ERR_INVALID_LENGTH;
try
{
Maxindex.Batch(Src(source, n), Dst(output, n), period);
return StatusCodes.QTL_OK;
}
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_mcnma")]
public static int QtlMcnma(double* source, double* output, int n, int period)
{
@@ -1697,6 +1714,57 @@ public static unsafe partial class Exports
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_minindex")]
public static int QtlMinindex(double* source, double* output, int n, int period)
{
if (source == null || output == null) return StatusCodes.QTL_ERR_NULL_PTR;
if (n <= 0) return StatusCodes.QTL_ERR_INVALID_LENGTH;
try
{
Minindex.Batch(Src(source, n), Dst(output, n), period);
return StatusCodes.QTL_OK;
}
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_minusdi")]
public static int QtlMinusDi(double* sourceOpen, double* sourceHigh, double* sourceLow, double* sourceClose, double* sourceVolume, int period, int n, double* dst)
{
if (sourceOpen == null || sourceHigh == null || sourceLow == null || sourceClose == null || sourceVolume == null || dst == null) return StatusCodes.QTL_ERR_NULL_PTR;
if (n <= 0) return StatusCodes.QTL_ERR_INVALID_LENGTH;
try
{
var sourceBars = BuildBars(sourceOpen, sourceHigh, sourceLow, sourceClose, sourceVolume, n);
var result = MinusDi.Batch(sourceBars, period);
var values = result.Values;
if (values.Length > n) return StatusCodes.QTL_ERR_INVALID_LENGTH;
var outSpan = Dst(dst, n);
outSpan.Fill(double.NaN);
values.CopyTo(outSpan);
return StatusCodes.QTL_OK;
}
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_minusdm")]
public static int QtlMinusDm(double* sourceOpen, double* sourceHigh, double* sourceLow, double* sourceClose, double* sourceVolume, int period, int n, double* dst)
{
if (sourceOpen == null || sourceHigh == null || sourceLow == null || sourceClose == null || sourceVolume == null || dst == null) return StatusCodes.QTL_ERR_NULL_PTR;
if (n <= 0) return StatusCodes.QTL_ERR_INVALID_LENGTH;
try
{
var sourceBars = BuildBars(sourceOpen, sourceHigh, sourceLow, sourceClose, sourceVolume, n);
var result = MinusDm.Batch(sourceBars, period);
var values = result.Values;
if (values.Length > n) return StatusCodes.QTL_ERR_INVALID_LENGTH;
var outSpan = Dst(dst, n);
outSpan.Fill(double.NaN);
values.CopyTo(outSpan);
return StatusCodes.QTL_OK;
}
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_mma")]
public static int QtlMma(double* source, double* output, int n, int period)
{
@@ -2067,6 +2135,44 @@ public static unsafe partial class Exports
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_plusdi")]
public static int QtlPlusDi(double* sourceOpen, double* sourceHigh, double* sourceLow, double* sourceClose, double* sourceVolume, int period, int n, double* dst)
{
if (sourceOpen == null || sourceHigh == null || sourceLow == null || sourceClose == null || sourceVolume == null || dst == null) return StatusCodes.QTL_ERR_NULL_PTR;
if (n <= 0) return StatusCodes.QTL_ERR_INVALID_LENGTH;
try
{
var sourceBars = BuildBars(sourceOpen, sourceHigh, sourceLow, sourceClose, sourceVolume, n);
var result = PlusDi.Batch(sourceBars, period);
var values = result.Values;
if (values.Length > n) return StatusCodes.QTL_ERR_INVALID_LENGTH;
var outSpan = Dst(dst, n);
outSpan.Fill(double.NaN);
values.CopyTo(outSpan);
return StatusCodes.QTL_OK;
}
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_plusdm")]
public static int QtlPlusDm(double* sourceOpen, double* sourceHigh, double* sourceLow, double* sourceClose, double* sourceVolume, int period, int n, double* dst)
{
if (sourceOpen == null || sourceHigh == null || sourceLow == null || sourceClose == null || sourceVolume == null || dst == null) return StatusCodes.QTL_ERR_NULL_PTR;
if (n <= 0) return StatusCodes.QTL_ERR_INVALID_LENGTH;
try
{
var sourceBars = BuildBars(sourceOpen, sourceHigh, sourceLow, sourceClose, sourceVolume, n);
var result = PlusDm.Batch(sourceBars, period);
var values = result.Values;
if (values.Length > n) return StatusCodes.QTL_ERR_INVALID_LENGTH;
var outSpan = Dst(dst, n);
outSpan.Fill(double.NaN);
values.CopyTo(outSpan);
return StatusCodes.QTL_OK;
}
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_pma")]
public static int QtlPma(double* source, double* pmaOutput, double* triggerOutput, int n, int period)
{
@@ -2554,6 +2660,19 @@ public static unsafe partial class Exports
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_sarext")]
public static int QtlSarext(double* open, double* high, double* low, double* close, double* output, int n, double startValue, double offsetOnReverse, double afInitLong, double afLong, double afMaxLong, double afInitShort, double afShort, double afMaxShort)
{
if (open == null || high == null || low == null || close == null || output == null) return StatusCodes.QTL_ERR_NULL_PTR;
if (n <= 0) return StatusCodes.QTL_ERR_INVALID_LENGTH;
try
{
Sarext.Batch(Src(open, n), Src(high, n), Src(low, n), Src(close, n), Dst(output, n), n, startValue, offsetOnReverse, afInitLong, afLong, afMaxLong, afInitShort, afShort, afMaxShort);
return StatusCodes.QTL_OK;
}
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
[UnmanagedCallersOnly(EntryPoint = "qtl_sdchannel")]
public static int QtlSdchannel(double* source, double* middle, double* upper, double* lower, int n, int period, double multiplier)
{