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fix: sync 28+ Python default params with C# constructors

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Miha Kralj
2026-03-01 22:04:30 -08:00
parent ce4416d388
commit ce04e2792b
7 changed files with 31 additions and 31 deletions
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python/quantalib/numerics.py
+7 -7
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@@ -48,7 +48,7 @@ def accel(close: object, offset: int = 0, **kwargs) -> object:
return _wrap(output, idx, "ACCEL", "numerics", offset)
def fdist(close: object, d1: int = 10, d2: int = 20, period: int = 14, offset: int = 0, **kwargs) -> object:
def fdist(close: object, d1: int = 1, d2: int = 1, period: int = 14, offset: int = 0, **kwargs) -> object:
"""F-Distribution."""
d1 = int(d1)
d2 = int(d2)
@@ -74,7 +74,7 @@ def fft(close: object, windowSize: int = 256, minPeriod: int = 6, maxPeriod: int
return _wrap(output, idx, f"FFT_{minPeriod}", "numerics", offset)
def gammadist(close: object, alpha: float = 2.0, beta: float = 2.0, period: int = 14, offset: int = 0, **kwargs) -> object:
def gammadist(close: object, alpha: float = 2.0, beta: float = 1.0, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Gamma Distribution."""
alpha = float(alpha)
beta = float(beta)
@@ -132,7 +132,7 @@ def lineartrans(close: object, slope: float = 1.0, intercept: float = 0.0, offse
return _wrap(output, idx, "LINEARTRANS", "numerics", offset)
def lognormdist(close: object, mu: float = 0.01, sigma: float = 6.0, period: int = 14, offset: int = 0, **kwargs) -> object:
def lognormdist(close: object, mu: float = 0.0, sigma: float = 1.0, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Log-Normal Distribution."""
mu = float(mu)
sigma = float(sigma)
@@ -177,7 +177,7 @@ def normalize(close: object, period: int = 14, offset: int = 0, **kwargs) -> obj
return _wrap(output, idx, f"NORMALIZE_{period}", "numerics", offset)
def normdist(close: object, mu: float = 0.01, sigma: float = 6.0, period: int = 14, offset: int = 0, **kwargs) -> object:
def normdist(close: object, mu: float = 0.0, sigma: float = 1.0, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Normal Distribution."""
mu = float(mu)
sigma = float(sigma)
@@ -190,7 +190,7 @@ def normdist(close: object, mu: float = 0.01, sigma: float = 6.0, period: int =
return _wrap(output, idx, f"NORMDIST_{period}", "numerics", offset)
def poissondist(close: object, lam: float = 1600.0, period: int = 14, threshold: int = 10, offset: int = 0, **kwargs) -> object:
def poissondist(close: object, lam: float = 1.0, period: int = 14, threshold: int = 5, offset: int = 0, **kwargs) -> object:
"""Poisson Distribution."""
lam = float(lam)
period = int(period)
@@ -213,7 +213,7 @@ def relu(close: object, offset: int = 0, **kwargs) -> object:
return _wrap(output, idx, "RELU", "numerics", offset)
def sigmoid(close: object, k: float = 2.0, x0: float = 0.0, offset: int = 0, **kwargs) -> object:
def sigmoid(close: object, k: float = 1.0, x0: float = 0.0, offset: int = 0, **kwargs) -> object:
"""Sigmoid Transform."""
k = float(k)
x0 = float(x0)
@@ -257,7 +257,7 @@ def tdist(close: object, nu: int = 10, period: int = 14, offset: int = 0, **kwar
return _wrap(output, idx, f"TDIST_{period}", "numerics", offset)
def weibulldist(close: object, k: float = 2.0, lam: float = 1600.0, period: int = 14, offset: int = 0, **kwargs) -> object:
def weibulldist(close: object, k: float = 1.5, lam: float = 1.0, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Weibull Distribution."""
k = float(k)
lam = float(lam)