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https://github.com/mihakralj/QuanTAlib.git
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feat(oscillators): add DSO - Ehlers Deviation-Scaled Oscillator
Implement DSO (TASC Oct 2018) with SSF 2-pole filter, RMS normalization, and Fisher Transform (±0.99 clamp). Sealed class, O(1) streaming RMS via RingBuffer, precomputed SSF coefficients. New files: Dso.cs, Dso.Quantower.cs, Dso.md, dso.pine, Dso.Tests.cs (27), Dso.Validation.Tests.cs (7), Dso.Quantower.Tests.cs (11) Updated: Exports.cs, _bridge.py, oscillators.py, SPEC.md, _sidebar.md, lib/_index.md, oscillators/_index.md, docs/indicators.md, docs/pinescript.md All 19,565 tests pass, 0 warnings.
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@@ -652,6 +652,7 @@ packages = ["quantalib"]
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| dpo | `Dpo` | A | period |
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| dstoch | `Dstoch` | E (HLC) | period |
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| dosc | `Dosc` | A | rsiPeriod, ema1Period, ema2Period, sigPeriod |
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| dso | `Dso` | A | period |
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| dymi | `Dymi` | A | basePeriod, shortPeriod, longPeriod... |
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| er | `Er` | A | period |
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| fisher | `Fisher` | A | period, alpha |
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@@ -447,6 +447,7 @@ 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_DSO = _bind("qtl_dso", [_dp, _ci, _dp, _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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@@ -49,6 +49,7 @@ __all__ = [
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"psl",
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"deco",
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"dosc",
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"dso",
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"dymi",
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"crsi",
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"bbb",
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@@ -547,6 +548,14 @@ 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 dso(close: object, period: int = 40, offset: int = 0, **kwargs) -> object:
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"""Ehlers Deviation-Scaled Oscillator."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_dso(_ptr(src), n, _ptr(dst), period))
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return _wrap(dst, idx, f"DSO_{period}", "oscillators", offset)
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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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@@ -418,6 +418,16 @@ public static unsafe partial class Exports
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catch { return StatusCodes.QTL_ERR_INTERNAL; }
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}
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// Dso: Pattern A (src, out, int period)
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[UnmanagedCallersOnly(EntryPoint = "qtl_dso")]
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public static int QtlDso(double* src, int n, double* dst, int period)
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{
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int v = Chk1(src, dst, n); if (v != 0) return v;
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v = ChkPeriod(period); if (v != 0) return v;
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try { Dso.Batch(Src(src, n), Dst(dst, n), period); return StatusCodes.QTL_OK; }
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catch { return StatusCodes.QTL_ERR_INTERNAL; }
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}
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// Dymi: Pattern A (src, out, int p1..p5)
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[UnmanagedCallersOnly(EntryPoint = "qtl_dymi")]
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public static int QtlDymi(double* src, int n, double* dst, int p1, int p2, int p3, int p4, int p5)
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