fix(python): critical bug fixes across Python wrapper

2026-08-19 11:08:05 +00:00 · 2026-03-01 21:35:19 -08:00
parent 9c03a5bbbe
commit ce4416d388
40 changed files with 9592 additions and 1397 deletions
@@ -0,0 +1,233 @@
+"""quantalib momentum indicators.
+
+Auto-generated — DO NOT EDIT.
+"""
+from __future__ import annotations
+
+from ._helpers import _arr, _ptr, _out, _wrap, _wrap_multi, _check, _lib
+
+
+__all__ = [
+    "bop",
+    "cci",
+    "macd",
+    "pmo",
+    "ppo",
+    "prs",
+    "rocp",
+    "rocr",
+    "sam",
+    "vel",
+    "rsi",
+    "roc",
+    "mom",
+    "cmo",
+    "tsi",
+    "apo",
+    "bias",
+    "cfo",
+    "cfb",
+    "asi",
+]
+
+
+def bop(open: object, high: object, low: object, close: object, offset: int = 0, **kwargs) -> object:
+    """Balance of Power."""
+    offset = int(offset)
+    o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
+    n = len(o)
+    destination = _out(n)
+    _check(_lib.qtl_bop(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(destination), n))
+    return _wrap(destination, idx, "BOP", "momentum", offset)
+
+
+def cci(open: object, high: object, low: object, close: object, volume: object, period: int = 14, offset: int = 0, **kwargs) -> object:
+    """Commodity Channel Index."""
+    period = int(period)
+    offset = int(offset)
+    o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low)
+    c, _ = _arr(close); v, _ = _arr(volume)
+    n = len(o)
+    dst = _out(n)
+    _check(_lib.qtl_cci(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(v), period, n, _ptr(dst)))
+    return _wrap(dst, idx, f"CCI_{period}", "momentum", offset)
+
+
+def macd(close: object, fastPeriod: int = 12, slowPeriod: int = 26, offset: int = 0, **kwargs) -> object:
+    """Moving Average Convergence Divergence."""
+    fastPeriod = int(fastPeriod)
+    slowPeriod = int(slowPeriod)
+    offset = int(offset)
+    src, idx = _arr(close)
+    n = len(src)
+    destination = _out(n)
+    _check(_lib.qtl_macd(_ptr(src), _ptr(destination), n, fastPeriod, slowPeriod))
+    return _wrap(destination, idx, f"MACD_{fastPeriod}", "momentum", offset)
+
+
+def pmo(close: object, timePeriods: int = 14, smoothPeriods: int = 14, signalPeriods: int = 14, offset: int = 0, **kwargs) -> object:
+    """Price Momentum Oscillator."""
+    timePeriods = int(timePeriods)
+    smoothPeriods = int(smoothPeriods)
+    signalPeriods = int(signalPeriods)
+    offset = int(offset)
+    src, idx = _arr(close)
+    n = len(src)
+    output = _out(n)
+    _check(_lib.qtl_pmo(_ptr(src), _ptr(output), n, timePeriods, smoothPeriods, signalPeriods))
+    return _wrap(output, idx, f"PMO_{timePeriods}", "momentum", offset)
+
+
+def ppo(close: object, fastPeriod: int = 12, slowPeriod: int = 26, offset: int = 0, **kwargs) -> object:
+    """Percentage Price Oscillator."""
+    fastPeriod = int(fastPeriod)
+    slowPeriod = int(slowPeriod)
+    offset = int(offset)
+    src, idx = _arr(close)
+    n = len(src)
+    destination = _out(n)
+    _check(_lib.qtl_ppo(_ptr(src), _ptr(destination), n, fastPeriod, slowPeriod))
+    return _wrap(destination, idx, f"PPO_{fastPeriod}", "momentum", offset)
+
+
+def prs(x: object, y: object, smoothPeriod: int = 5, offset: int = 0, **kwargs) -> object:
+    """Price Relative Strength."""
+    smoothPeriod = int(smoothPeriod)
+    offset = int(offset)
+    xarr, idx = _arr(x); yarr, _ = _arr(y)
+    n = len(xarr)
+    output = _out(n)
+    _check(_lib.qtl_prs(_ptr(xarr), _ptr(yarr), _ptr(output), n, smoothPeriod))
+    return _wrap(output, idx, f"PRS_{smoothPeriod}", "momentum", offset)
+
+
+def rocp(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
+    """Rate of Change (Percentage)."""
+    period = int(period)
+    offset = int(offset)
+    src, idx = _arr(close)
+    n = len(src)
+    output = _out(n)
+    _check(_lib.qtl_rocp(_ptr(src), _ptr(output), n, period))
+    return _wrap(output, idx, f"ROCP_{period}", "momentum", offset)
+
+
+def rocr(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
+    """Rate of Change (Ratio)."""
+    period = int(period)
+    offset = int(offset)
+    src, idx = _arr(close)
+    n = len(src)
+    output = _out(n)
+    _check(_lib.qtl_rocr(_ptr(src), _ptr(output), n, period))
+    return _wrap(output, idx, f"ROCR_{period}", "momentum", offset)
+
+
+def sam(close: object, alpha: float = 2.0, cutoff: int = 10, offset: int = 0, **kwargs) -> object:
+    """Simple Alpha Momentum."""
+    alpha = float(alpha)
+    cutoff = int(cutoff)
+    offset = int(offset)
+    src, idx = _arr(close)
+    n = len(src)
+    output = _out(n)
+    _check(_lib.qtl_sam(_ptr(src), _ptr(output), n, alpha, cutoff))
+    return _wrap(output, idx, "SAM", "momentum", offset)
+
+
+def vel(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
+    """Velocity."""
+    period = int(period)
+    offset = int(offset)
+    src, idx = _arr(close)
+    n = len(src)
+    output = _out(n)
+    _check(_lib.qtl_vel(_ptr(src), _ptr(output), n, period))
+    return _wrap(output, idx, f"VEL_{period}", "momentum", offset)
+
+def rsi(close: object, length: int = 14, offset: int = 0, **kwargs) -> object:
+    """Relative Strength Index."""
+    length = int(length); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_rsi(_ptr(src), n, _ptr(dst), length))
+    return _wrap(dst, idx, f"RSI_{length}", "momentum", offset)
+
+
+def roc(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
+    """Rate of Change."""
+    length = int(length); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_roc(_ptr(src), n, _ptr(dst), length))
+    return _wrap(dst, idx, f"ROC_{length}", "momentum", offset)
+
+
+def mom(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
+    """Momentum."""
+    length = int(length); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_mom(_ptr(src), n, _ptr(dst), length))
+    return _wrap(dst, idx, f"MOM_{length}", "momentum", offset)
+
+
+def cmo(close: object, length: int = 14, offset: int = 0, **kwargs) -> object:
+    """Chande Momentum Oscillator."""
+    length = int(length); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_cmo(_ptr(src), n, _ptr(dst), length))
+    return _wrap(dst, idx, f"CMO_{length}", "momentum", offset)
+
+
+def tsi(close: object, long_period: int = 25, short_period: int = 13,
+        offset: int = 0, **kwargs) -> object:
+    """True Strength Index."""
+    long_period = int(long_period); short_period = int(short_period); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_tsi(_ptr(src), n, _ptr(dst), long_period, short_period))
+    return _wrap(dst, idx, f"TSI_{long_period}_{short_period}", "momentum", offset)
+
+
+def apo(close: object, fast: int = 12, slow: int = 26,
+        offset: int = 0, **kwargs) -> object:
+    """Absolute Price Oscillator."""
+    fast = int(fast); slow = int(slow); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_apo(_ptr(src), n, _ptr(dst), fast, slow))
+    return _wrap(dst, idx, f"APO_{fast}_{slow}", "momentum", offset)
+
+
+def bias(close: object, length: int = 26, offset: int = 0, **kwargs) -> object:
+    """Bias."""
+    length = int(length); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_bias(_ptr(src), n, _ptr(dst), length))
+    return _wrap(dst, idx, f"BIAS_{length}", "momentum", offset)
+
+
+def cfo(close: object, length: int = 14, offset: int = 0, **kwargs) -> object:
+    """Chande Forecast Oscillator."""
+    length = int(length); offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    _check(_lib.qtl_cfo(_ptr(src), n, _ptr(dst), length))
+    return _wrap(dst, idx, f"CFO_{length}", "momentum", offset)
+
+
+def cfb(close: object, lengths: list | None = None,
+        offset: int = 0, **kwargs) -> object:
+    """Composite Fractal Behavior."""
+    offset = int(offset)
+    src, idx = _arr(close); n = len(src); dst = _out(n)
+    if lengths:
+        arr_t = (ctypes.c_int * len(lengths))(*lengths)
+        _check(_lib.qtl_cfb(_ptr(src), n, _ptr(dst), arr_t, len(lengths)))
+    else:
+        _check(_lib.qtl_cfb(_ptr(src), n, _ptr(dst), None, 0))
+    return _wrap(dst, idx, "CFB", "momentum", offset)
+
+
+def asi(open: object, high: object, low: object, close: object,
+        limit: float = 3.0, offset: int = 0, **kwargs) -> object:
+    """Accumulative Swing Index."""
+    o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
+    n = len(o); dst = _out(n)
+    _check(_lib.qtl_asi(_ptr(o), _ptr(h), _ptr(l), _ptr(c), n, _ptr(dst), float(limit)))
+    return _wrap(dst, idx, "ASI", "momentum", int(offset))