feat: add 8 new indicators with full integration

New indicators:
- HWC (Holt-Winters Channel) — channels, 27 tests
- VWMACD (Volume-Weighted MACD) — momentum, 38 tests
- Squeeze Pro — oscillators, 69 tests
- BW_MFI (Bill Williams MFI) — oscillators
- DSTOCH (Double Stochastic) — oscillators
- ATRSTOP (ATR Trailing Stop) — reversals
- VSTOP (Volatility Stop) — reversals
- Convexity (Beta Convexity) — statistics, 23 tests

Integration:
- Python bridge: Exports.cs, _bridge.py, wrapper modules
- Documentation: _sidebar.md, _index.md pages, SPEC.md
- All analyzer warnings fixed (MA0074, xUnit2013, S2699)

Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
This commit is contained in:
Miha Kralj
2026-03-17 08:35:29 -07:00
parent 6f0a339c9b
commit 15f4bb90f3
71 changed files with 10194 additions and 44 deletions
+23
View File
@@ -28,6 +28,7 @@ __all__ = [
"cfo",
"cfb",
"asi",
"vwmacd",
]
@@ -231,3 +232,25 @@ def asi(open: object, high: object, low: object, close: object,
n = len(o); dst = _out(n)
_check(_lib.qtl_asi(_ptr(o), _ptr(h), _ptr(l), _ptr(c), n, _ptr(dst), float(limit)))
return _wrap(dst, idx, "ASI", "momentum", int(offset))
def vwmacd(close: object, volume: object, fastPeriod: int = 12,
slowPeriod: int = 26, signalPeriod: int = 9,
offset: int = 0, **kwargs) -> object:
"""Volume-Weighted MACD -> (vwmacd, signal, histogram) or DataFrame."""
fastPeriod = int(kwargs.get("fast", fastPeriod))
slowPeriod = int(kwargs.get("slow", slowPeriod))
signalPeriod = int(kwargs.get("signal", signalPeriod))
offset = int(offset)
c, idx = _arr(close); v, _ = _arr(volume)
n = len(c)
d_vwmacd = _out(n); d_signal = _out(n); d_hist = _out(n)
_check(_lib.qtl_vwmacd(
_ptr(c), _ptr(v), n,
_ptr(d_vwmacd), _ptr(d_signal), _ptr(d_hist),
fastPeriod, slowPeriod, signalPeriod))
return _wrap_multi(
{f"VWMACD_{fastPeriod}_{slowPeriod}": d_vwmacd,
f"VWMACDs_{signalPeriod}": d_signal,
f"VWMACDh_{fastPeriod}_{slowPeriod}": d_hist},
idx, "momentum", offset)