feat: add EPA (Ehlers Phasor Analysis) indicator - TASC Nov 2022

python/quantalib/_bridge.py

@@ -577,6 +577,7 @@ 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])
+HAS_EPA = _bind("qtl_epa", [_dp, _ci, _dp, _ci])
 
 # ── Numerics  (Exports.cs — manual) ──
 HAS_CHANGE = _bind("qtl_change", [_dp, _ci, _dp, _ci])

python/quantalib/cycles.py

@@ -24,6 +24,7 @@ __all__ = [
     "acp",
     "amfm",
     "fsi",
+    "epa",
 ]
 
 
@@ -182,3 +183,12 @@ def fsi(close: object, period: int = 20, bandwidth: float = 0.1,
     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)
+
+
+def epa(close: object, period: int = 28,
+        offset: int = 0, **kwargs) -> object:
+    """Ehlers Phasor Analysis."""
+    period = int(kwargs.get("length", period)); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_epa(_ptr(src), n, _ptr(dst), period))
+    return _wrap(dst, idx, f"EPA_{period}", "cycles", offset)

python/src/Exports.cs

@@ -1566,6 +1566,16 @@ public static unsafe partial class Exports
         catch { return StatusCodes.QTL_ERR_INTERNAL; }
     }
 
+    // Epa: Pattern A (src → dst, int period)
+    [UnmanagedCallersOnly(EntryPoint = "qtl_epa")]
+    public static int QtlEpa(double* src, int n, double* dst, int period)
+    {
+        int v = Chk1(src, dst, n); if (v != 0) return v;
+        v = ChkPeriod(period); if (v != 0) return v;
+        try { Epa.Batch(Src(src, n), Dst(dst, n), period); return StatusCodes.QTL_OK; }
+        catch { return StatusCodes.QTL_ERR_INTERNAL; }
+    }
+
     // ═══════════════════════════════════════════════════════════════════════
     //  §8.14  Numerics / transforms
     // ═══════════════════════════════════════════════════════════════════════