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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/momentum.py
+24 -24
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@@ -145,36 +145,36 @@ def vel(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
_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:
def rsi(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Relative Strength Index."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); 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)
_check(_lib.qtl_rsi(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"RSI_{period}", "momentum", offset)
def roc(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def roc(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Rate of Change."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); 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)
_check(_lib.qtl_roc(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"ROC_{period}", "momentum", offset)
def mom(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def mom(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Momentum."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); 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)
_check(_lib.qtl_mom(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"MOM_{period}", "momentum", offset)
def cmo(close: object, length: int = 14, offset: int = 0, **kwargs) -> object:
def cmo(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Chande Momentum Oscillator."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); 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)
_check(_lib.qtl_cmo(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"CMO_{period}", "momentum", offset)
def tsi(close: object, long_period: int = 25, short_period: int = 13,
@@ -195,20 +195,20 @@ def apo(close: object, fast: int = 12, slow: int = 26,
return _wrap(dst, idx, f"APO_{fast}_{slow}", "momentum", offset)
def bias(close: object, length: int = 26, offset: int = 0, **kwargs) -> object:
def bias(close: object, period: int = 26, offset: int = 0, **kwargs) -> object:
"""Bias."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); 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)
_check(_lib.qtl_bias(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"BIAS_{period}", "momentum", offset)
def cfo(close: object, length: int = 14, offset: int = 0, **kwargs) -> object:
def cfo(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Chande Forecast Oscillator."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); 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)
_check(_lib.qtl_cfo(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"CFO_{period}", "momentum", offset)
def cfb(close: object, lengths: list | None = None,