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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
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python/quantalib/reversals.py
+26
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@@ -8,6 +8,7 @@ from ._helpers import _arr, _ptr, _out, _wrap, _wrap_multi, _check, _lib
__all__ = [
"atrstop",
"chandelier",
"ckstop",
"fractals",
@@ -21,9 +22,22 @@ __all__ = [
"sarext",
"swings",
"ttm_scalper",
"vstop",
]
def atrstop(high: object, low: object, close: object, period: int = 21, multiplier: float = 3.0, offset: int = 0, **kwargs) -> object:
"""ATR Trailing Stop."""
period = int(kwargs.get("length", period))
multiplier = float(multiplier)
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
output = _out(n)
_check(_lib.qtl_atrstop(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, period, multiplier))
return _wrap(output, idx, f"ATRSTOP_{period}", "reversals", offset)
def chandelier(open: object, high: object, low: object, close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
"""Chandelier Exit."""
period = int(kwargs.get("length", period))
@@ -173,3 +187,15 @@ def ttm_scalper(high: object, low: object, close: object, useCloses: int = 0, of
lowOutput = _out(n)
_check(_lib.qtl_ttmscalper(_ptr(h), _ptr(l), _ptr(c), _ptr(highOutput), _ptr(lowOutput), n, useCloses))
return _wrap_multi({"highOutput": highOutput, "lowOutput": lowOutput}, idx, "reversals", offset)
def vstop(high: object, low: object, close: object, period: int = 7, multiplier: float = 3.0, offset: int = 0, **kwargs) -> object:
"""Volatility Stop."""
period = int(kwargs.get("length", period))
multiplier = float(multiplier)
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
output = _out(n)
_check(_lib.qtl_vstop(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, period, multiplier))
return _wrap(output, idx, f"VSTOP_{period}", "reversals", offset)