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feat: add length->period kwargs alias across all 168 indicator functions for pandas-ta compat

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Miha Kralj
2026-03-02 10:00:29 -08:00
parent ae7207c3d8
commit 18694e337e
16 changed files with 211 additions and 168 deletions
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python/quantalib/filters.py
+11 -11
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@@ -127,7 +127,7 @@ def lms(close: object, order: int = 16, mu: float = 0.5, offset: int = 0, **kwar
def loess(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""LOESS Smoother."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -138,7 +138,7 @@ def loess(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def modf(close: object, period: int = 14, beta: float = 0.8, feedback: int = 0, fbWeight: float = 0.5, offset: int = 0, **kwargs) -> object:
"""Modified Filter."""
period = int(period)
period = int(kwargs.get("length", period))
beta = float(beta)
feedback = int(feedback)
fbWeight = float(fbWeight)
@@ -152,7 +152,7 @@ def modf(close: object, period: int = 14, beta: float = 0.8, feedback: int = 0,
def notch(close: object, period: int = 14, q: float = 1.0, offset: int = 0, **kwargs) -> object:
"""Notch Filter."""
period = int(period)
period = int(kwargs.get("length", period))
q = float(q)
offset = int(offset)
src, idx = _arr(close)
@@ -164,7 +164,7 @@ def notch(close: object, period: int = 14, q: float = 1.0, offset: int = 0, **kw
def nw(close: object, period: int = 64, bandwidth: float = 8.0, offset: int = 0, **kwargs) -> object:
"""Nadaraya-Watson Filter."""
period = int(period)
period = int(kwargs.get("length", period))
bandwidth = float(bandwidth)
offset = int(offset)
src, idx = _arr(close)
@@ -201,7 +201,7 @@ def rls(close: object, order: int = 16, lam: float = 0.99, offset: int = 0, **kw
def rmed(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Running Median Filter."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -224,7 +224,7 @@ def roofing(close: object, hpLength: int = 48, ssLength: int = 10, offset: int =
def sgf(close: object, period: int = 14, polyOrder: int = 2, offset: int = 0, **kwargs) -> object:
"""Savitzky-Golay Filter."""
period = int(period)
period = int(kwargs.get("length", period))
polyOrder = int(polyOrder)
offset = int(offset)
src, idx = _arr(close)
@@ -249,7 +249,7 @@ def spbf(close: object, shortPeriod: int = 40, longPeriod: int = 60, rmsPeriod:
def ssf2(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Super Smoother (2-pole)."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -260,7 +260,7 @@ def ssf2(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def ssf3(close: object, period: int = 14, initialLast: float = 0.0, offset: int = 0, **kwargs) -> object:
"""Super Smoother (3-pole)."""
period = int(period)
period = int(kwargs.get("length", period))
initialLast = float(initialLast)
offset = int(offset)
src, idx = _arr(close)
@@ -272,7 +272,7 @@ def ssf3(close: object, period: int = 14, initialLast: float = 0.0, offset: int
def usf(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Universal Smoother Filter."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -283,7 +283,7 @@ def usf(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def voss(close: object, period: int = 14, predict: int = 3, bandwidth: float = 0.25, offset: int = 0, **kwargs) -> object:
"""Voss Predictor."""
period = int(period)
period = int(kwargs.get("length", period))
predict = int(predict)
bandwidth = float(bandwidth)
offset = int(offset)
@@ -308,7 +308,7 @@ def wavelet(close: object, levels: int = 4, threshMult: float = 1.0, offset: int
def wiener(close: object, period: int = 14, smoothPeriod: int = 10, offset: int = 0, **kwargs) -> object:
"""Wiener Filter."""
period = int(period)
period = int(kwargs.get("length", period))
smoothPeriod = int(smoothPeriod)
offset = int(offset)
src, idx = _arr(close)