gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-09 14:30:56 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat: add FSI (Ehlers Fourier Series Indicator, TASC June 2019)

Browse Source
This commit is contained in:
Miha Kralj
2026-03-18 19:58:53 -07:00
parent b79b56dc65
commit b1302a4761
15 changed files with 1344 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
python/quantalib/_bridge.py
+1
View File
@@ -576,6 +576,7 @@ HAS_EBSW = _bind("qtl_ebsw", [_dp, _ci, _dp, _ci, _ci])
HAS_ACP = _bind("qtl_acp", [_dp, _ci, _dp, _ci, _ci, _ci, _ci])
HAS_LPF = _bind("qtl_lpf", [_dp, _ci, _dp, _ci, _ci, _ci])
HAS_AMFM = _bind("qtl_amfm", [_dp, _dp, _ci, _dp, _dp, _ci])
HAS_FSI = _bind("qtl_fsi", [_dp, _ci, _dp, _ci, _cd])
# ── Numerics (Exports.cs — manual) ──
HAS_CHANGE = _bind("qtl_change", [_dp, _ci, _dp, _ci])
python/quantalib/cycles.py
+10
View File
@@ -23,6 +23,7 @@ __all__ = [
"ebsw",
"acp",
"amfm",
"fsi",
]
@@ -172,3 +173,12 @@ def amfm(open: object, close: object, period: int = 30,
n = len(o); fm = _out(n); am = _out(n)
_check(_lib.qtl_amfm(_ptr(o), _ptr(c), n, _ptr(fm), _ptr(am), period))
return _wrap_multi({f"FM_{period}": fm, f"AM_{period}": am}, idx, "cycles", offset)
def fsi(close: object, period: int = 20, bandwidth: float = 0.1,
offset: int = 0, **kwargs) -> object:
"""Ehlers Fourier Series Indicator."""
period = int(kwargs.get("length", period)); offset = int(offset)
src, idx = _arr(close); n = len(src); dst = _out(n)
_check(_lib.qtl_fsi(_ptr(src), n, _ptr(dst), period, float(bandwidth)))
return _wrap(dst, idx, f"FSI_{period}", "cycles", offset)