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feat: add RRSI (Rocket RSI) — Ehlers TASC May 2018
Algorithm: SuperSmoother-filtered momentum → Ehlers RSI → Fisher Transform - 2-pole Butterworth IIR pre-filter removes noise - Ehlers RSI (raw summation, not Wilder) outputs [-1,1] - arctanh produces Gaussian-distributed zero-mean oscillator Files: Rrsi.cs, Rrsi.Quantower.cs, Rrsi.md, 31+7 tests Integration: sidebar, indices, Python bridge (Exports, _bridge, oscillators, SPEC) Build: 0 warnings, 0 errors | Tests: 15,963 passed, 0 failed
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@@ -671,6 +671,7 @@ packages = ["quantalib"]
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| reflex | `Reflex` | A | period |
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| reverseema | `ReverseEma` | A | period |
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| rvgi | `Rvgi` | C (OHLC) | period |
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| rrsi | `Rrsi` | A | smoothLength, rsiLength |
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| smi | `Smi` | I (HLC→2+) | period, smoothK, smoothD |
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| squeeze | `Squeeze` | I (HLC→multi) | bbPeriod, kcPeriod... |
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| squeeze_pro | `SqueezePro` | I (HLC→multi) | period, bbMult, kcMultWide/Normal/Narrow |
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@@ -438,6 +438,7 @@ HAS_DPO = _bind("qtl_dpo", [_dp, _ci, _dp, _ci])
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HAS_TRIX = _bind("qtl_trix", [_dp, _ci, _dp, _ci])
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HAS_INERTIA = _bind("qtl_inertia", [_dp, _ci, _dp, _ci])
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HAS_RSX = _bind("qtl_rsx", [_dp, _ci, _dp, _ci])
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HAS_RRSI = _bind("qtl_rrsi", [_dp, _ci, _dp, _ci, _ci])
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HAS_ER = _bind("qtl_er", [_dp, _ci, _dp, _ci])
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HAS_CTI = _bind("qtl_cti", [_dp, _ci, _dp, _ci])
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HAS_REFLEX = _bind("qtl_reflex", [_dp, _ci, _dp, _ci])
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@@ -25,6 +25,7 @@ __all__ = [
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"qqe",
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"reverseema",
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"rvgi",
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"rrsi",
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"smi",
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"squeeze",
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"stc",
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@@ -283,6 +284,17 @@ def rvgi(open: object, high: object, low: object, close: object, period: int = 1
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return _wrap_multi({"rvgiOutput": rvgiOutput, "signalOutput": signalOutput}, idx, "oscillators", offset)
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def rrsi(close: object, smoothLength: int = 10, rsiLength: int = 10, offset: int = 0, **kwargs) -> object:
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"""Rocket RSI (Ehlers) — Fisher Transform of Super Smoother–filtered RSI."""
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src = _to_np(close)
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n = len(src)
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out = _np.empty(n, dtype=_np.float64)
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_bridge._check(_bridge._lib.qtl_rrsi(
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src.ctypes.data_as(_bridge._dp), n,
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out.ctypes.data_as(_bridge._dp), smoothLength, rsiLength))
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return _shift(out, offset)
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def smi(high: object, low: object, close: object, kPeriod: int = 14, kSmooth: int = 3, dSmooth: int = 3, blau: int = 3, offset: int = 0, **kwargs) -> object:
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"""Stochastic Momentum Index."""
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kPeriod = int(kPeriod)
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@@ -327,6 +327,17 @@ public static unsafe partial class Exports
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catch { return StatusCodes.QTL_ERR_INTERNAL; }
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}
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// Rrsi: Pattern A (dual period params)
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[UnmanagedCallersOnly(EntryPoint = "qtl_rrsi")]
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public static int QtlRrsi(double* src, int n, double* dst, int smoothLength, int rsiLength)
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{
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int v = Chk1(src, dst, n); if (v != 0) return v;
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v = ChkPeriod(smoothLength); if (v != 0) return v;
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v = ChkPeriod(rsiLength); if (v != 0) return v;
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try { Rrsi.Batch(Src(src, n), Dst(dst, n), smoothLength, rsiLength); return StatusCodes.QTL_OK; }
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catch { return StatusCodes.QTL_ERR_INTERNAL; }
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}
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// Er: Pattern A
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[UnmanagedCallersOnly(EntryPoint = "qtl_er")]
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public static int QtlEr(double* src, int n, double* dst, int period)
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