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

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This commit is contained in:
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/statistics.py
+26 -26
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@@ -45,7 +45,7 @@ __all__ = [
def acf(close: object, period: int = 14, lag: int = 10, offset: int = 0, **kwargs) -> object:
"""Autocorrelation Function."""
period = int(period)
period = int(kwargs.get("length", period))
lag = int(lag)
offset = int(offset)
src, idx = _arr(close)
@@ -57,7 +57,7 @@ def acf(close: object, period: int = 14, lag: int = 10, offset: int = 0, **kwarg
def geomean(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Geometric Mean."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -68,7 +68,7 @@ def geomean(close: object, period: int = 14, offset: int = 0, **kwargs) -> objec
def granger(x: object, y: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Granger Causality."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
xarr, idx = _arr(x); yarr, _ = _arr(y)
n = len(xarr)
@@ -79,7 +79,7 @@ def granger(x: object, y: object, period: int = 14, offset: int = 0, **kwargs) -
def harmean(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Harmonic Mean."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -90,7 +90,7 @@ def harmean(close: object, period: int = 14, offset: int = 0, **kwargs) -> objec
def hurst(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Hurst Exponent."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -101,7 +101,7 @@ def hurst(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def iqr(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Interquartile Range."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -112,7 +112,7 @@ def iqr(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def jb(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Jarque-Bera Test."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -123,7 +123,7 @@ def jb(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def kendall(x: object, y: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Kendall Rank Correlation."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
xarr, idx = _arr(x); yarr, _ = _arr(y)
n = len(xarr)
@@ -134,7 +134,7 @@ def kendall(x: object, y: object, period: int = 14, offset: int = 0, **kwargs) -
def kurtosis(close: object, period: int = 14, isPopulation: int = 0, offset: int = 0, **kwargs) -> object:
"""Kurtosis."""
period = int(period)
period = int(kwargs.get("length", period))
isPopulation = int(isPopulation)
offset = int(offset)
src, idx = _arr(close)
@@ -146,7 +146,7 @@ def kurtosis(close: object, period: int = 14, isPopulation: int = 0, offset: int
def linreg(close: object, period: int = 14, initialLastValid: float = 0.0, offset: int = 0, **kwargs) -> object:
"""Linear Regression."""
period = int(period)
period = int(kwargs.get("length", period))
initialLastValid = float(initialLastValid)
offset = int(offset)
src, idx = _arr(close)
@@ -158,7 +158,7 @@ def linreg(close: object, period: int = 14, initialLastValid: float = 0.0, offse
def meandev(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Mean Deviation."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -169,7 +169,7 @@ def meandev(close: object, period: int = 14, offset: int = 0, **kwargs) -> objec
def median(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Rolling Median."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -180,7 +180,7 @@ def median(close: object, period: int = 14, offset: int = 0, **kwargs) -> object
def mode(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Rolling Mode."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -191,7 +191,7 @@ def mode(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def pacf(close: object, period: int = 14, lag: int = 10, offset: int = 0, **kwargs) -> object:
"""Partial Autocorrelation Function."""
period = int(period)
period = int(kwargs.get("length", period))
lag = int(lag)
offset = int(offset)
src, idx = _arr(close)
@@ -203,7 +203,7 @@ def pacf(close: object, period: int = 14, lag: int = 10, offset: int = 0, **kwar
def percentile(close: object, period: int = 14, percent: float = 50.0, offset: int = 0, **kwargs) -> object:
"""Rolling Percentile."""
period = int(period)
period = int(kwargs.get("length", period))
percent = float(percent)
offset = int(offset)
src, idx = _arr(close)
@@ -215,7 +215,7 @@ def percentile(close: object, period: int = 14, percent: float = 50.0, offset: i
def polyfit(close: object, period: int = 14, degree: int = 2, initialLastValid: float = 0.0, offset: int = 0, **kwargs) -> object:
"""Polynomial Fit."""
period = int(period)
period = int(kwargs.get("length", period))
degree = int(degree)
initialLastValid = float(initialLastValid)
offset = int(offset)
@@ -228,7 +228,7 @@ def polyfit(close: object, period: int = 14, degree: int = 2, initialLastValid:
def quantile(close: object, period: int = 14, quantileLevel: float = 0.5, offset: int = 0, **kwargs) -> object:
"""Rolling Quantile."""
period = int(period)
period = int(kwargs.get("length", period))
quantileLevel = float(quantileLevel)
offset = int(offset)
src, idx = _arr(close)
@@ -240,7 +240,7 @@ def quantile(close: object, period: int = 14, quantileLevel: float = 0.5, offset
def skew(close: object, period: int = 14, isPopulation: int = 0, offset: int = 0, **kwargs) -> object:
"""Skewness."""
period = int(period)
period = int(kwargs.get("length", period))
isPopulation = int(isPopulation)
offset = int(offset)
src, idx = _arr(close)
@@ -252,7 +252,7 @@ def skew(close: object, period: int = 14, isPopulation: int = 0, offset: int = 0
def spearman(x: object, y: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Spearman Rank Correlation."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
xarr, idx = _arr(x); yarr, _ = _arr(y)
n = len(xarr)
@@ -263,7 +263,7 @@ def spearman(x: object, y: object, period: int = 14, offset: int = 0, **kwargs)
def stderr(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Standard Error."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -274,7 +274,7 @@ def stderr(close: object, period: int = 14, offset: int = 0, **kwargs) -> object
def sum(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Rolling Sum."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -285,7 +285,7 @@ def sum(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def theil(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Theil U Statistic."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -296,7 +296,7 @@ def theil(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def trim(close: object, period: int = 14, trimPct: float = 0.1, offset: int = 0, **kwargs) -> object:
"""Trimmed Mean."""
period = int(period)
period = int(kwargs.get("length", period))
trimPct = float(trimPct)
offset = int(offset)
src, idx = _arr(close)
@@ -308,7 +308,7 @@ def trim(close: object, period: int = 14, trimPct: float = 0.1, offset: int = 0,
def wavg(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Weighted Average."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -319,7 +319,7 @@ def wavg(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
def wins(close: object, period: int = 14, winPct: float = 0.05, offset: int = 0, **kwargs) -> object:
"""Winsorized Mean."""
period = int(period)
period = int(kwargs.get("length", period))
winPct = float(winPct)
offset = int(offset)
src, idx = _arr(close)
@@ -331,7 +331,7 @@ def wins(close: object, period: int = 14, winPct: float = 0.05, offset: int = 0,
def ztest(close: object, period: int = 14, mu0: float = 0.0, offset: int = 0, **kwargs) -> object:
"""Z-Test."""
period = int(period)
period = int(kwargs.get("length", period))
mu0 = float(mu0)
offset = int(offset)
src, idx = _arr(close)