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feat: add RSIH (Ehlers Hann-Windowed RSI) indicator

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Miha Kralj
2026-03-17 12:40:55 -07:00
parent 7db48e2418
commit 4552d8529d
16 changed files with 1386 additions and 0 deletions
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python/SPEC.md
+1
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@@ -653,6 +653,7 @@ packages = ["quantalib"]
| dstoch | `Dstoch` | E (HLC) | period |
| dosc | `Dosc` | A | rsiPeriod, ema1Period, ema2Period, sigPeriod |
| dso | `Dso` | A | period |
| rsih | `Rsih` | A | period |
| dymi | `Dymi` | A | basePeriod, shortPeriod, longPeriod... |
| er | `Er` | A | period |
| fisher | `Fisher` | A | period, alpha |
python/quantalib/_bridge.py
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@@ -448,6 +448,7 @@ HAS_PSL = _bind("qtl_psl", [_dp, _ci, _dp, _ci])
HAS_DECO = _bind("qtl_deco", [_dp, _ci, _dp, _ci, _ci])
HAS_DOSC = _bind("qtl_dosc", [_dp, _ci, _dp, _ci, _ci, _ci, _ci])
HAS_DSO = _bind("qtl_dso", [_dp, _ci, _dp, _ci])
HAS_RSIH = _bind("qtl_rsih", [_dp, _ci, _dp, _ci])
HAS_DYMI = _bind("qtl_dymi", [_dp, _ci, _dp, _ci, _ci, _ci, _ci, _ci])
HAS_CRSI = _bind("qtl_crsi", [_dp, _ci, _dp, _ci, _ci, _ci])
HAS_BBB = _bind("qtl_bbb", [_dp, _ci, _dp, _ci, _cd])
python/quantalib/oscillators.py
+9
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@@ -50,6 +50,7 @@ __all__ = [
"deco",
"dosc",
"dso",
"rsih",
"dymi",
"crsi",
"bbb",
@@ -556,6 +557,14 @@ def dso(close: object, period: int = 40, offset: int = 0, **kwargs) -> object:
return _wrap(dst, idx, f"DSO_{period}", "oscillators", offset)
def rsih(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Ehlers Hann-Windowed RSI."""
period = int(kwargs.get("length", period)); offset = int(offset)
src, idx = _arr(close); n = len(src); dst = _out(n)
_check(_lib.qtl_rsih(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"RSIH_{period}", "oscillators", offset)
def dymi(close: object, base_period: int = 14, short_period: int = 5,
long_period: int = 10, min_period: int = 3, max_period: int = 30,
offset: int = 0, **kwargs) -> object:
python/src/Exports.cs
+10
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@@ -428,6 +428,16 @@ public static unsafe partial class Exports
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
// Rsih: Pattern A (src, out, int period)
[UnmanagedCallersOnly(EntryPoint = "qtl_rsih")]
public static int QtlRsih(double* src, int n, double* dst, int period)
{
int v = Chk1(src, dst, n); if (v != 0) return v;
v = ChkPeriod(period); if (v != 0) return v;
try { Rsih.Batch(Src(src, n), Dst(dst, n), period); return StatusCodes.QTL_OK; }
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
// Dymi: Pattern A (src, out, int p1..p5)
[UnmanagedCallersOnly(EntryPoint = "qtl_dymi")]
public static int QtlDymi(double* src, int n, double* dst, int p1, int p2, int p3, int p4, int p5)