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feat(filters): add NET - Ehlers Noise Elimination Technology (TASC Dec 2020)

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Miha Kralj
2026-03-17 14:38:31 -07:00
parent f7dcc20f7c
commit 8112009b32
14 changed files with 1092 additions and 0 deletions
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python/quantalib/filters.py
+9
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@@ -38,6 +38,7 @@ __all__ = [
"cheby2",
"elliptic",
"edcf",
"net",
"bpf",
"alaguerre",
"bilateral",
@@ -377,6 +378,14 @@ def edcf(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
return _wrap(dst, idx, f"EDCF_{period}", "filters", offset)
def net(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Ehlers Noise Elimination Technology."""
period = int(kwargs.get("length", period)); offset = int(offset)
src, idx = _arr(close); n = len(src); dst = _out(n)
_check(_lib.qtl_net(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"NET_{period}", "filters", offset)
def bpf(close: object, period: int = 14, bandwidth: int = 5,
offset: int = 0, **kwargs) -> object:
"""Bandpass Filter."""