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docs: add license rationale, Python/PineScript guides, API updates

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- Add docs/license.md with Apache 2.0 rationale and patent protection analysis
- Add docs/python.md and docs/pinescript.md platform guides
- Expand README license section with disclosure and link to rationale
- Update docs/api.md and docs/architecture.md
- Update Python bindings: helpers, all indicator modules, pyproject.toml
- Add Python tests for Arrow and Polars integration
- Update TValue core type and documentation
- Add fix_length_to_period tooling script
This commit is contained in:
Miha Kralj
2026-03-03 22:11:35 -08:00
parent 6f4e083811
commit f10baa6dfb
28 changed files with 2050 additions and 542 deletions
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python/quantalib/errors.py
+16 -16
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@@ -282,41 +282,41 @@ def wrmse(actual: object, predicted: object, period: int = 14, offset: int = 0,
_check(_lib.qtl_wrmse(_ptr(a), _ptr(p), _ptr(output), n, period))
return _wrap(output, idx, f"WRMSE_{period}", "errors", offset)
def mse(actual: object, predicted: object, length: int = 20,
def mse(actual: object, predicted: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Mean Squared Error."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
a, idx = _arr(actual); p, _ = _arr(predicted)
n = len(a); dst = _out(n)
_check(_lib.qtl_mse(_ptr(a), _ptr(p), n, _ptr(dst), length))
return _wrap(dst, idx, f"MSE_{length}", "errors", offset)
_check(_lib.qtl_mse(_ptr(a), _ptr(p), n, _ptr(dst), period))
return _wrap(dst, idx, f"MSE_{period}", "errors", offset)
def rmse(actual: object, predicted: object, length: int = 20,
def rmse(actual: object, predicted: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Root Mean Squared Error."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
a, idx = _arr(actual); p, _ = _arr(predicted)
n = len(a); dst = _out(n)
_check(_lib.qtl_rmse(_ptr(a), _ptr(p), n, _ptr(dst), length))
return _wrap(dst, idx, f"RMSE_{length}", "errors", offset)
_check(_lib.qtl_rmse(_ptr(a), _ptr(p), n, _ptr(dst), period))
return _wrap(dst, idx, f"RMSE_{period}", "errors", offset)
def mae(actual: object, predicted: object, length: int = 20,
def mae(actual: object, predicted: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Mean Absolute Error."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
a, idx = _arr(actual); p, _ = _arr(predicted)
n = len(a); dst = _out(n)
_check(_lib.qtl_mae(_ptr(a), _ptr(p), n, _ptr(dst), length))
return _wrap(dst, idx, f"MAE_{length}", "errors", offset)
_check(_lib.qtl_mae(_ptr(a), _ptr(p), n, _ptr(dst), period))
return _wrap(dst, idx, f"MAE_{period}", "errors", offset)
def mape(actual: object, predicted: object, length: int = 20,
def mape(actual: object, predicted: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Mean Absolute Percentage Error."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
a, idx = _arr(actual); p, _ = _arr(predicted)
n = len(a); dst = _out(n)
_check(_lib.qtl_mape(_ptr(a), _ptr(p), n, _ptr(dst), length))
return _wrap(dst, idx, f"MAPE_{length}", "errors", offset)
_check(_lib.qtl_mape(_ptr(a), _ptr(p), n, _ptr(dst), period))
return _wrap(dst, idx, f"MAPE_{period}", "errors", offset)