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Miha Kralj
2026-02-28 16:05:11 -08:00
parent 83e9511261
commit 768123d056
7 changed files with 307 additions and 150 deletions
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python/quantalib/indicators.py
+21 -9
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@@ -213,7 +213,7 @@ def cfb(close: object, lengths: list[int] | None = None,
return _wrap(dst, idx, "CFB", "momentum", offset)
def asi(open: object, high: object, low: object, close: object,
limit: float = 0.0, offset: int = 0, **kwargs) -> object:
limit: float = 3.0, offset: int = 0, **kwargs) -> object:
"""Accumulative Swing Index."""
o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
n = len(o); dst = _out(n)
@@ -338,12 +338,14 @@ def bbi(close: object, p1: int = 3, p2: int = 6, p3: int = 12, p4: int = 24,
_check(_lib.qtl_bbi(_ptr(src), n, _ptr(dst), int(p1), int(p2), int(p3), int(p4)))
return _wrap(dst, idx, "BBI", "oscillator", offset)
def dem(high: object, low: object, offset: int = 0, **kwargs) -> object:
def dem(high: object, low: object, length: int = 14,
offset: int = 0, **kwargs) -> object:
"""DeMarker."""
length = int(length) if length is not None else 14
h, idx = _arr(high); l, _ = _arr(low)
n = len(h); dst = _out(n)
_check(_lib.qtl_dem(_ptr(h), _ptr(l), n, _ptr(dst)))
return _wrap(dst, idx, "DEM", "oscillator", int(offset) if offset is not None else 0)
_check(_lib.qtl_dem(_ptr(h), _ptr(l), n, _ptr(dst), length))
return _wrap(dst, idx, f"DEM_{length}", "oscillator", int(offset) if offset is not None else 0)
def brar(open: object, high: object, low: object, close: object,
length: int = 26, offset: int = 0, **kwargs) -> object:
@@ -391,9 +393,17 @@ def blma(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
"""Blackman Moving Average."""
return _pa("qtl_blma", close, length, offset, 10, "BLMA", "trend")
def alma(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def alma(close: object, length: int = 10, offset: int = 0,
alma_offset: float = 0.85, sigma: float = 6.0, **kwargs) -> object:
"""Arnaud Legoux Moving Average."""
return _pa("qtl_alma", close, length, offset, 10, "ALMA", "trend")
length = int(length) if length is not None else 10
offset = int(offset) if offset is not None else 0
alma_offset = float(alma_offset) if alma_offset is not None else 0.85
sigma = float(sigma) if sigma is not None else 6.0
src, idx = _arr(close)
n = len(src); dst = _out(n)
_check(_lib.qtl_alma(_ptr(src), n, _ptr(dst), length, alma_offset, sigma))
return _wrap(dst, idx, f"ALMA_{length}", "trend", offset)
def lsma(close: object, length: int = 25, offset: int = 0, **kwargs) -> object:
"""Least Squares Moving Average."""
@@ -701,12 +711,14 @@ def variance(close: object, length: int = 20, offset: int = 0, **kwargs) -> obje
"""Variance."""
return _pa("qtl_variance", close, length, offset, 20, "VARIANCE", "volatility")
def etherm(high: object, low: object, offset: int = 0, **kwargs) -> object:
def etherm(high: object, low: object, length: int = 14,
offset: int = 0, **kwargs) -> object:
"""Elder Thermometer."""
length = int(length) if length is not None else 14
h, idx = _arr(high); l, _ = _arr(low)
n = len(h); dst = _out(n)
_check(_lib.qtl_etherm(_ptr(h), _ptr(l), n, _ptr(dst)))
return _wrap(dst, idx, "ETHERM", "volatility", int(offset) if offset is not None else 0)
_check(_lib.qtl_etherm(_ptr(h), _ptr(l), n, _ptr(dst), length))
return _wrap(dst, idx, f"ETHERM_{length}", "volatility", int(offset) if offset is not None else 0)
def ccv(close: object, short_period: int = 20, long_period: int = 1,
offset: int = 0, **kwargs) -> object: