mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 14:07:44 +00:00
fix: resolve build and test errors
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48) - Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103) - Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
This commit is contained in:
Miha Kralj
@@ -110,7 +110,7 @@ HAS_CCI = _bind("qtl_cci", [_dp, _dp, _dp, _dp, _dp, _ci, _ci, _dp])
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HAS_MACD = _bind("qtl_macd", [_dp, _dp, _ci, _ci, _ci])
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HAS_PMO = _bind("qtl_pmo", [_dp, _dp, _ci, _ci, _ci, _ci])
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HAS_PPO = _bind("qtl_ppo", [_dp, _dp, _ci, _ci, _ci])
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HAS_PRS = _bind("qtl_prs", [_dp, _dp, _dp, _ci, _ci])
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HAS_RS = _bind("qtl_rs", [_dp, _dp, _dp, _ci, _ci])
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HAS_ROCP = _bind("qtl_rocp", [_dp, _dp, _ci, _ci])
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HAS_ROCR = _bind("qtl_rocr", [_dp, _dp, _ci, _ci])
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HAS_SAM = _bind("qtl_sam", [_dp, _dp, _ci, _cd, _ci])
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@@ -168,7 +168,7 @@ HAS_RWMA = _bind("qtl_rwma", [_dp, _dp, _dp, _dp, _ci, _ci])
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HAS_ADXVMA = _bind("qtl_adxvma", [_dp, _dp, _dp, _dp, _dp, _ci, _ci, _dp])
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HAS_FRAMA = _bind("qtl_frama", [_dp, _dp, _dp, _ci, _ci])
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HAS_HOLT = _bind("qtl_holt", [_dp, _dp, _ci, _ci, _cd])
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HAS_HTIT = _bind("qtl_htit", [_dp, _dp, _ci])
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HAS_HT_TRENDLINE = _bind("qtl_httrendline", [_dp, _dp, _ci])
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HAS_HWMA = _bind("qtl_hwma", [_dp, _dp, _ci, _ci])
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HAS_JMA = _bind("qtl_jma", [_dp, _dp, _ci, _ci, _ci])
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HAS_KAMA = _bind("qtl_kama", [_dp, _dp, _ci, _ci, _ci, _ci])
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@@ -197,14 +197,14 @@ HAS_ZLTEMA = _bind("qtl_zltema", [_dp, _dp, _ci, _ci])
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# ═══════════════════════════════════════════════════════════════════════════
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HAS_ACCBANDS = _bind("qtl_accbands", [_dp, _dp, _dp, _dp, _dp, _dp, _ci, _ci, _cd])
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HAS_APZ = _bind("qtl_apz", [_dp, _dp, _dp, _dp, _dp, _ci, _cd, _ci, _dp, _dp, _dp])
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HAS_DCHANNEL = _bind("qtl_dchannel", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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HAS_DC = _bind("qtl_dc", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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HAS_DECAYCHANNEL = _bind("qtl_decaychannel", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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HAS_FCB = _bind("qtl_fcb", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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HAS_JBANDS = _bind("qtl_jbands", [_dp, _dp, _dp, _dp, _ci, _ci, _ci])
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HAS_KCHANNEL = _bind("qtl_kchannel", [_dp, _dp, _dp, _dp, _dp, _dp, _ci, _ci, _cd])
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HAS_KC = _bind("qtl_kc", [_dp, _dp, _dp, _dp, _dp, _dp, _ci, _ci, _cd])
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HAS_MAENV = _bind("qtl_maenv", [_dp, _dp, _dp, _dp, _ci, _ci, _cd, _ci])
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HAS_MMCHANNEL = _bind("qtl_mmchannel", [_dp, _dp, _dp, _dp, _ci, _ci])
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HAS_PCHANNEL = _bind("qtl_pchannel", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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HAS_PC = _bind("qtl_pc", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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HAS_REGCHANNEL = _bind("qtl_regchannel", [_dp, _dp, _dp, _dp, _ci, _ci, _cd])
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HAS_SDCHANNEL = _bind("qtl_sdchannel", [_dp, _dp, _dp, _dp, _ci, _ci, _cd])
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HAS_STARCHANNEL = _bind("qtl_starchannel", [_dp, _dp, _dp, _dp, _dp, _dp, _ci, _ci, _cd, _ci])
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@@ -239,7 +239,7 @@ HAS_YZV = _bind("qtl_yzv", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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# ═══════════════════════════════════════════════════════════════════════════
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# Volume
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# ═══════════════════════════════════════════════════════════════════════════
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HAS_ADL = _bind("qtl_adl", [_dp, _dp, _dp, _dp, _dp, _ci])
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HAS_AD = _bind("qtl_ad", [_dp, _dp, _dp, _dp, _dp, _ci])
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HAS_ADOSC = _bind("qtl_adosc", [_dp, _dp, _dp, _dp, _dp, _ci, _ci, _ci])
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HAS_III = _bind("qtl_iii", [_dp, _dp, _dp, _dp, _dp, _ci, _ci, _ci])
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HAS_KVO = _bind("qtl_kvo", [_dp, _dp, _dp, _dp, _dp, _dp, _ci, _ci, _ci, _ci])
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@@ -408,7 +408,7 @@ HAS_PIVOTDEM = _bind("qtl_pivotdem", [_dp, _dp, _dp, _dp, _dp, _ci])
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HAS_PIVOTEXT = _bind("qtl_pivotext", [_dp, _dp, _dp, _dp, _ci])
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HAS_PIVOTFIB = _bind("qtl_pivotfib", [_dp, _dp, _dp, _dp, _ci])
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HAS_PIVOTWOOD = _bind("qtl_pivotwood", [_dp, _dp, _dp, _dp, _ci])
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HAS_PSAR = _bind("qtl_psar", [_dp, _dp, _dp, _dp, _dp, _ci, _cd, _cd, _cd])
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HAS_SAR = _bind("qtl_sar", [_dp, _dp, _dp, _dp, _dp, _ci, _cd, _cd, _cd])
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HAS_SWINGS = _bind("qtl_swings", [_dp, _dp, _dp, _dp, _ci, _ci])
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HAS_TTMSCALPER = _bind("qtl_ttmscalper", [_dp, _dp, _dp, _dp, _dp, _ci, _ci])
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@@ -440,7 +440,7 @@ HAS_KRI = _bind("qtl_kri", [_dp, _ci, _dp, _ci])
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HAS_PSL = _bind("qtl_psl", [_dp, _ci, _dp, _ci])
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HAS_DECO = _bind("qtl_deco", [_dp, _ci, _dp, _ci, _ci])
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HAS_DOSC = _bind("qtl_dosc", [_dp, _ci, _dp, _ci, _ci, _ci, _ci])
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HAS_DYMOI = _bind("qtl_dymoi", [_dp, _ci, _dp, _ci, _ci, _ci, _ci, _ci])
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HAS_DYMI = _bind("qtl_dymi", [_dp, _ci, _dp, _ci, _ci, _ci, _ci, _ci])
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HAS_CRSI = _bind("qtl_crsi", [_dp, _ci, _dp, _ci, _ci, _ci])
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HAS_BBB = _bind("qtl_bbb", [_dp, _ci, _dp, _ci, _cd])
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HAS_BBI = _bind("qtl_bbi", [_dp, _ci, _dp, _ci, _ci, _ci, _ci])
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@@ -526,7 +526,7 @@ HAS_PVO = _bind("qtl_pvo", [_dp, _ci, _dp, _dp, _dp, _ci, _ci, _ci])
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HAS_ZSCORE = _bind("qtl_zscore", [_dp, _ci, _dp, _ci])
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HAS_CMA = _bind("qtl_cma", [_dp, _ci, _dp])
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HAS_ENTROPY = _bind("qtl_entropy", [_dp, _ci, _dp, _ci])
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HAS_CORRELATION = _bind("qtl_correlation", [_dp, _dp, _ci, _dp, _ci])
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HAS_CORREL = _bind("qtl_correl", [_dp, _dp, _ci, _dp, _ci])
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HAS_COVARIANCE = _bind("qtl_covariance", [_dp, _dp, _ci, _dp, _ci, _ci])
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HAS_COINTEGRATION = _bind("qtl_cointegration", [_dp, _dp, _ci, _dp, _ci])
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@@ -14,14 +14,14 @@ __all__ = [
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"apz",
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"atrbands",
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"bbands",
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"dchannel",
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"dc",
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"decaychannel",
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"fcb",
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"jbands",
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"kchannel",
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"kc",
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"maenv",
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"mmchannel",
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"pchannel",
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"pc",
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"regchannel",
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"sdchannel",
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"starchannel",
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@@ -77,7 +77,7 @@ def apz(open: object, high: object, low: object, close: object, volume: object,
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return _wrap_multi({"dstMiddle": dstMiddle, "dstUpper": dstUpper, "dstLower": dstLower}, idx, "channels", offset)
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def dchannel(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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def dc(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Donchian Channel."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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@@ -86,7 +86,7 @@ def dchannel(high: object, low: object, period: int = 14, offset: int = 0, **kwa
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_dchannel(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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_check(_lib.qtl_dc(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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@@ -130,7 +130,7 @@ def jbands(close: object, period: int = 14, phase: int = 0, offset: int = 0, **k
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def kchannel(high: object, low: object, close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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def kc(high: object, low: object, close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Keltner Channel."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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@@ -140,7 +140,7 @@ def kchannel(high: object, low: object, close: object, period: int = 14, multipl
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_kchannel(_ptr(h), _ptr(l), _ptr(c), _ptr(middle), _ptr(upper), _ptr(lower), n, period, multiplier))
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_check(_lib.qtl_kc(_ptr(h), _ptr(l), _ptr(c), _ptr(middle), _ptr(upper), _ptr(lower), n, period, multiplier))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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@@ -171,7 +171,7 @@ def mmchannel(high: object, low: object, period: int = 14, offset: int = 0, **kw
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return _wrap_multi({"upper": upper, "lower": lower}, idx, "channels", offset)
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def pchannel(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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def pc(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Price Channel."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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@@ -180,7 +180,7 @@ def pchannel(high: object, low: object, period: int = 14, offset: int = 0, **kwa
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_pchannel(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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_check(_lib.qtl_pc(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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@@ -14,8 +14,8 @@ Category submodules:
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quantalib.momentum — RSI, MACD, ROC, MOM, etc.
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quantalib.numerics — FFT, sigmoid, slope, distributions, etc.
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quantalib.oscillators — Stochastic, Fisher, Williams %R, etc.
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quantalib.reversals — Pivot points, PSAR, fractals, etc.
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quantalib.statistics — Z-score, correlation, linreg, etc.
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quantalib.reversals — Pivot points, SAR, fractals, etc.
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quantalib.statistics — Z-score, correl, linreg, etc.
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quantalib.trends_fir — SMA, WMA, HMA, ALMA, etc.
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quantalib.trends_iir — EMA, DEMA, TEMA, JMA, KAMA, etc.
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quantalib.volatility — ATR, TR, Bollinger Width, etc.
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@@ -13,7 +13,7 @@ __all__ = [
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"macd",
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"pmo",
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"ppo",
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"prs",
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"rs",
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"rocp",
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"rocr",
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"sam",
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@@ -90,15 +90,15 @@ def ppo(close: object, fastPeriod: int = 12, slowPeriod: int = 26, offset: int =
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return _wrap(destination, idx, f"PPO_{fastPeriod}", "momentum", offset)
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def prs(x: object, y: object, smoothPeriod: int = 5, offset: int = 0, **kwargs) -> object:
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def rs(x: object, y: object, smoothPeriod: int = 5, offset: int = 0, **kwargs) -> object:
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"""Price Relative Strength."""
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smoothPeriod = int(smoothPeriod)
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offset = int(offset)
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xarr, idx = _arr(x); yarr, _ = _arr(y)
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n = len(xarr)
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output = _out(n)
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_check(_lib.qtl_prs(_ptr(xarr), _ptr(yarr), _ptr(output), n, smoothPeriod))
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return _wrap(output, idx, f"PRS_{smoothPeriod}", "momentum", offset)
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_check(_lib.qtl_rs(_ptr(xarr), _ptr(yarr), _ptr(output), n, smoothPeriod))
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return _wrap(output, idx, f"RS_{smoothPeriod}", "momentum", offset)
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def rocp(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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@@ -47,7 +47,7 @@ __all__ = [
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"psl",
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"deco",
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"dosc",
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"dymoi",
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"dymi",
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"crsi",
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"bbb",
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"bbi",
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@@ -493,16 +493,16 @@ def dosc(close: object, rsi_period: int = 14, ema1_period: int = 5,
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return _wrap(dst, idx, f"DOSC_{rsi_period}", "oscillators", offset)
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def dymoi(close: object, base_period: int = 14, short_period: int = 5,
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long_period: int = 10, min_period: int = 3, max_period: int = 30,
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offset: int = 0, **kwargs) -> object:
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def dymi(close: object, base_period: int = 14, short_period: int = 5,
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long_period: int = 10, min_period: int = 3, max_period: int = 30,
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offset: int = 0, **kwargs) -> object:
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"""Dynamic Momentum Index."""
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offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_dymoi(_ptr(src), n, _ptr(dst),
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int(base_period), int(short_period), int(long_period),
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int(min_period), int(max_period)))
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return _wrap(dst, idx, "DYMOI", "oscillators", offset)
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_check(_lib.qtl_dymi(_ptr(src), n, _ptr(dst),
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int(base_period), int(short_period), int(long_period),
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int(min_period), int(max_period)))
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return _wrap(dst, idx, "DYMI", "oscillators", offset)
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def crsi(close: object, rsi_period: int = 3, streak_period: int = 2,
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@@ -17,7 +17,7 @@ __all__ = [
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"pivotext",
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"pivotfib",
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"pivotwood",
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"psar",
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"sar",
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"sarext",
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"swings",
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"ttm_scalper",
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@@ -120,7 +120,7 @@ def pivotwood(high: object, low: object, close: object, offset: int = 0, **kwarg
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return _wrap(ppOutput, idx, "PIVOTWOOD", "reversals", offset)
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def psar(open: object, high: object, low: object, close: object, afStart: float = 0.02, afIncrement: float = 0.02, afMax: float = 0.2, offset: int = 0, **kwargs) -> object:
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def sar(open: object, high: object, low: object, close: object, afStart: float = 0.02, afIncrement: float = 0.02, afMax: float = 0.2, offset: int = 0, **kwargs) -> object:
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"""Parabolic SAR."""
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afStart = float(afStart)
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afIncrement = float(afIncrement)
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@@ -129,8 +129,8 @@ def psar(open: object, high: object, low: object, close: object, afStart: float
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o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(o)
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output = _out(n)
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_check(_lib.qtl_psar(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(output), n, afStart, afIncrement, afMax))
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return _wrap(output, idx, "PSAR", "reversals", offset)
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_check(_lib.qtl_sar(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(output), n, afStart, afIncrement, afMax))
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return _wrap(output, idx, "SAR", "reversals", offset)
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def sarext(open: object, high: object, low: object, close: object, startValue: float = 0.0, offsetOnReverse: float = 0.0, afInitLong: float = 0.02, afLong: float = 0.02, afMaxLong: float = 0.2, afInitShort: float = 0.02, afShort: float = 0.02, afMaxShort: float = 0.2, offset: int = 0, **kwargs) -> object:
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@@ -38,7 +38,7 @@ __all__ = [
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"zscore",
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"cma",
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"entropy",
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"correlation",
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"correl",
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"covariance",
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"cointegration",
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]
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@@ -378,13 +378,13 @@ def entropy(close: object, period: int = 10, offset: int = 0, **kwargs) -> objec
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return _wrap(dst, idx, f"ENTROPY_{period}", "statistics", offset)
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def correlation(x: object, y: object, period: int = 20,
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offset: int = 0, **kwargs) -> object:
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def correl(x: object, y: object, period: int = 20,
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offset: int = 0, **kwargs) -> object:
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"""Pearson Correlation."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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xarr, idx = _arr(x); yarr, _ = _arr(y)
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n = len(xarr); dst = _out(n)
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_check(_lib.qtl_correlation(_ptr(xarr), _ptr(yarr), n, _ptr(dst), period))
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_check(_lib.qtl_correl(_ptr(xarr), _ptr(yarr), n, _ptr(dst), period))
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return _wrap(dst, idx, f"CORR_{period}", "statistics", offset)
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@@ -11,7 +11,7 @@ __all__ = [
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"adxvma",
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"frama",
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"holt",
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"htit",
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"ht_trendline",
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"hwma",
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"jma",
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"kama",
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@@ -86,14 +86,14 @@ def holt(close: object, period: int = 14, gamma: float = 0.0, offset: int = 0, *
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return _wrap(output, idx, f"HOLT_{period}", "trends_iir", offset)
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def htit(close: object, offset: int = 0, **kwargs) -> object:
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def ht_trendline(close: object, offset: int = 0, **kwargs) -> object:
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"""Hilbert Transform Instantaneous Trendline."""
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
|
||||
output = _out(n)
|
||||
_check(_lib.qtl_htit(_ptr(src), _ptr(output), n))
|
||||
return _wrap(output, idx, "HTIT", "trends_iir", offset)
|
||||
_check(_lib.qtl_httrendline(_ptr(src), _ptr(output), n))
|
||||
return _wrap(output, idx, "HT_TRENDLINE", "trends_iir", offset)
|
||||
|
||||
|
||||
def hwma(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
|
||||
|
||||
@@ -8,7 +8,7 @@ from ._helpers import _arr, _ptr, _out, _wrap, _wrap_multi, _check, _lib
|
||||
|
||||
|
||||
__all__ = [
|
||||
"adl",
|
||||
"ad",
|
||||
"adosc",
|
||||
"iii",
|
||||
"kvo",
|
||||
@@ -38,14 +38,14 @@ __all__ = [
|
||||
]
|
||||
|
||||
|
||||
def adl(high: object, low: object, close: object, volume: object, offset: int = 0, **kwargs) -> object:
|
||||
def ad(high: object, low: object, close: object, volume: object, offset: int = 0, **kwargs) -> object:
|
||||
"""Accumulation/Distribution Line."""
|
||||
offset = int(offset)
|
||||
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close); v, _ = _arr(volume)
|
||||
n = len(h)
|
||||
output = _out(n)
|
||||
_check(_lib.qtl_adl(_ptr(h), _ptr(l), _ptr(c), _ptr(v), _ptr(output), n))
|
||||
return _wrap(output, idx, "ADL", "volume", offset)
|
||||
_check(_lib.qtl_ad(_ptr(h), _ptr(l), _ptr(c), _ptr(v), _ptr(output), n))
|
||||
return _wrap(output, idx, "AD", "volume", offset)
|
||||
|
||||
|
||||
def adosc(high: object, low: object, close: object, volume: object, fastPeriod: int = 12, slowPeriod: int = 26, offset: int = 0, **kwargs) -> object:
|
||||
|
||||
Reference in New Issue
Block a user