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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/volatility.py
+14 -14
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@@ -41,7 +41,7 @@ __all__ = [
def adr(open: object, high: object, low: object, close: object, volume: object, period: int = 14, method: int = 0, offset: int = 0, **kwargs) -> object:
"""Average Daily Range."""
period = int(period)
period = int(kwargs.get("length", period))
method = int(method)
offset = int(offset)
o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low)
@@ -54,7 +54,7 @@ def adr(open: object, high: object, low: object, close: object, volume: object,
def atr(open: object, high: object, low: object, close: object, volume: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Average True Range."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low)
c, _ = _arr(close); v, _ = _arr(volume)
@@ -66,7 +66,7 @@ def atr(open: object, high: object, low: object, close: object, volume: object,
def atrn(open: object, high: object, low: object, close: object, volume: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Normalized ATR."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low)
c, _ = _arr(close); v, _ = _arr(volume)
@@ -78,7 +78,7 @@ def atrn(open: object, high: object, low: object, close: object, volume: object,
def gkv(open: object, high: object, low: object, close: object, period: int = 14, annualize: int = 1, annualPeriods: int = 252, offset: int = 0, **kwargs) -> object:
"""Garman-Klass Volatility."""
period = int(period)
period = int(kwargs.get("length", period))
annualize = int(annualize)
annualPeriods = int(annualPeriods)
offset = int(offset)
@@ -91,7 +91,7 @@ def gkv(open: object, high: object, low: object, close: object, period: int = 14
def hlv(high: object, low: object, period: int = 14, annualize: int = 1, annualPeriods: int = 252, offset: int = 0, **kwargs) -> object:
"""High-Low Volatility."""
period = int(period)
period = int(kwargs.get("length", period))
annualize = int(annualize)
annualPeriods = int(annualPeriods)
offset = int(offset)
@@ -104,7 +104,7 @@ def hlv(high: object, low: object, period: int = 14, annualize: int = 1, annualP
def hv(close: object, period: int = 14, annualize: int = 1, annualPeriods: int = 252, offset: int = 0, **kwargs) -> object:
"""Historical Volatility."""
period = int(period)
period = int(kwargs.get("length", period))
annualize = int(annualize)
annualPeriods = int(annualPeriods)
offset = int(offset)
@@ -117,7 +117,7 @@ def hv(close: object, period: int = 14, annualize: int = 1, annualPeriods: int =
def jvolty(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Jurik Volatility."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -128,7 +128,7 @@ def jvolty(close: object, period: int = 14, offset: int = 0, **kwargs) -> object
def jvoltyn(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Jurik Volatility Normalized."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -151,7 +151,7 @@ def massi(close: object, emaLength: int = 9, sumLength: int = 25, offset: int =
def natr(open: object, high: object, low: object, close: object, volume: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Normalized ATR."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low)
c, _ = _arr(close); v, _ = _arr(volume)
@@ -163,7 +163,7 @@ def natr(open: object, high: object, low: object, close: object, volume: object,
def rsv(open: object, high: object, low: object, close: object, period: int = 14, annualize: int = 1, annualPeriods: int = 252, offset: int = 0, **kwargs) -> object:
"""Rogers-Satchell Volatility."""
period = int(period)
period = int(kwargs.get("length", period))
annualize = int(annualize)
annualPeriods = int(annualPeriods)
offset = int(offset)
@@ -176,7 +176,7 @@ def rsv(open: object, high: object, low: object, close: object, period: int = 14
def rv(close: object, period: int = 14, smoothingPeriod: int = 14, annualize: int = 1, annualPeriods: int = 252, offset: int = 0, **kwargs) -> object:
"""Realized Volatility."""
period = int(period)
period = int(kwargs.get("length", period))
smoothingPeriod = int(smoothingPeriod)
annualize = int(annualize)
annualPeriods = int(annualPeriods)
@@ -202,7 +202,7 @@ def rvi(close: object, stdevLength: int = 10, rmaLength: int = 14, offset: int =
def ui(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Ulcer Index."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
src, idx = _arr(close)
n = len(src)
@@ -225,7 +225,7 @@ def vov(close: object, volatilityPeriod: int = 20, vovPeriod: int = 20, offset:
def vr(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Volatility Ratio."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(h)
@@ -236,7 +236,7 @@ def vr(high: object, low: object, close: object, period: int = 14, offset: int =
def yzv(open: object, high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Yang-Zhang Volatility."""
period = int(period)
period = int(kwargs.get("length", period))
offset = int(offset)
o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(o)