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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/statistics.py
+25
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@@ -41,6 +41,7 @@ __all__ = [
"correl",
"covariance",
"cointegration",
"convexity",
]
@@ -406,3 +407,27 @@ def cointegration(x: object, y: object, period: int = 20,
n = len(xarr); dst = _out(n)
_check(_lib.qtl_cointegration(_ptr(xarr), _ptr(yarr), n, _ptr(dst), period))
return _wrap(dst, idx, f"COINT_{period}", "statistics", offset)
def convexity(x: object, y: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Beta Convexity (up/down beta asymmetry).
Returns dict with keys: beta_std, beta_up, beta_down, ratio, convexity.
"""
period = int(kwargs.get("length", period)); offset = int(offset)
xarr, idx = _arr(x); yarr, _ = _arr(y)
n = len(xarr)
d_std = _out(n); d_up = _out(n); d_down = _out(n)
d_ratio = _out(n); d_cvx = _out(n)
_check(_lib.qtl_convexity(
_ptr(xarr), _ptr(yarr), n,
_ptr(d_std), _ptr(d_up), _ptr(d_down),
_ptr(d_ratio), _ptr(d_cvx), period))
return {
"beta_std": _wrap(d_std, idx, f"BETA_STD_{period}", "statistics", offset),
"beta_up": _wrap(d_up, idx, f"BETA_UP_{period}", "statistics", offset),
"beta_down": _wrap(d_down, idx, f"BETA_DOWN_{period}", "statistics", offset),
"ratio": _wrap(d_ratio, idx, f"RATIO_{period}", "statistics", offset),
"convexity": _wrap(d_cvx, idx, f"CONVEXITY_{period}", "statistics", offset),
}