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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/quantalib/_bridge.py
+1
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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
View File
@@ -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: