gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-09 14:30:56 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat: add 8 new indicators with full integration

Browse Source 
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
Download Patch File Download Diff File Expand all files Collapse all files
python/quantalib/oscillators.py
+42
View File
@@ -11,6 +11,7 @@ __all__ = [
"ac",
"ao",
"bbs",
"bw_mfi",
"coppock",
"eri",
"fi",
@@ -200,6 +201,28 @@ def marketfi(high: object, low: object, volume: object, offset: int = 0, **kwarg
return _wrap(output, idx, "MARKETFI", "oscillators", offset)
def bw_mfi(high: object, low: object, volume: object, offset: int = 0, **kwargs) -> object:
"""Bill Williams Market Facilitation Index with 4-zone classification."""
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); v, _ = _arr(volume)
n = len(h)
mfiOut = _out(n)
zoneOut = _out(n)
_check(_lib.qtl_bwmfi(_ptr(h), _ptr(l), _ptr(v), _ptr(mfiOut), _ptr(zoneOut), n))
return _wrap_multi({"mfiOut": mfiOut, "zoneOut": zoneOut}, idx, "oscillators", offset)
def dstoch(high: object, low: object, close: object, period: int = 21, offset: int = 0, **kwargs) -> object:
"""Double Stochastic (Bressert DSS)."""
period = int(kwargs.get("length", period))
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
output = _out(n)
_check(_lib.qtl_dstoch(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, period))
return _wrap(output, idx, f"DSTOCH_{period}", "oscillators", offset)
def mstoch(close: object, stochLength: int = 20, hpLength: int = 48, ssLength: int = 10, offset: int = 0, **kwargs) -> object:
"""Modified Stochastic."""
stochLength = int(stochLength)
@@ -289,6 +312,25 @@ def squeeze(high: object, low: object, close: object, period: int = 14, bbMult:
return _wrap_multi({"momOut": momOut, "sqOut": sqOut}, idx, "oscillators", offset)
def squeeze_pro(high: object, low: object, close: object, period: int = 20, bbMult: float = 2.0, kcMultWide: float = 2.0, kcMultNormal: float = 1.5, kcMultNarrow: float = 1.0, momLength: int = 12, momSmooth: int = 6, useSma: bool = True, offset: int = 0, **kwargs) -> object:
"""Squeeze Pro (LazyBear enhanced TTM Squeeze with 3 KC widths)."""
period = int(kwargs.get("length", period))
bbMult = float(bbMult)
kcMultWide = float(kcMultWide)
kcMultNormal = float(kcMultNormal)
kcMultNarrow = float(kcMultNarrow)
momLength = int(momLength)
momSmooth = int(momSmooth)
useSmaInt = int(bool(useSma))
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
momOut = _out(n)
sqOut = _out(n)
_check(_lib.qtl_squeeze_pro(_ptr(h), _ptr(l), _ptr(c), _ptr(momOut), _ptr(sqOut), n, period, bbMult, kcMultWide, kcMultNormal, kcMultNarrow, momLength, momSmooth, useSmaInt))
return _wrap_multi({"momOut": momOut, "sqOut": sqOut}, idx, "oscillators", offset)
def stc(close: object, kPeriod: int = 14, dPeriod: int = 3, fastLength: int = 23, slowLength: int = 50, smoothing: int = 10, offset: int = 0, **kwargs) -> object:
"""Schaff Trend Cycle."""
kPeriod = int(kPeriod)