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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/numerics.py
+20 -20
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@@ -269,12 +269,12 @@ def weibulldist(close: object, k: float = 1.5, lam: float = 1.0, period: int = 1
_check(_lib.qtl_weibulldist(_ptr(src), _ptr(output), n, k, lam, period))
return _wrap(output, idx, f"WEIBULLDIST_{period}", "numerics", offset)
def change(close: object, length: int = 1, offset: int = 0, **kwargs) -> object:
def change(close: object, period: int = 1, offset: int = 0, **kwargs) -> object:
"""Price 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_change(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"CHANGE_{length}", "numerics", offset)
_check(_lib.qtl_change(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"CHANGE_{period}", "numerics", offset)
def exptrans(close: object, offset: int = 0, **kwargs) -> object:
@@ -285,31 +285,31 @@ def exptrans(close: object, offset: int = 0, **kwargs) -> object:
return _wrap(dst, idx, "EXPTRANS", "numerics", offset)
def betadist(close: object, length: int = 50, alpha: float = 2.0,
def betadist(close: object, period: int = 50, alpha: float = 2.0,
beta: float = 2.0, offset: int = 0, **kwargs) -> object:
"""Beta Distribution."""
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_betadist(_ptr(src), n, _ptr(dst), length, float(alpha), float(beta)))
return _wrap(dst, idx, f"BETADIST_{length}", "numerics", offset)
_check(_lib.qtl_betadist(_ptr(src), n, _ptr(dst), period, float(alpha), float(beta)))
return _wrap(dst, idx, f"BETADIST_{period}", "numerics", offset)
def expdist(close: object, length: int = 50, lam: float = 3.0,
def expdist(close: object, period: int = 50, lam: float = 3.0,
offset: int = 0, **kwargs) -> object:
"""Exponential Distribution."""
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_expdist(_ptr(src), n, _ptr(dst), length, float(lam)))
return _wrap(dst, idx, f"EXPDIST_{length}", "numerics", offset)
_check(_lib.qtl_expdist(_ptr(src), n, _ptr(dst), period, float(lam)))
return _wrap(dst, idx, f"EXPDIST_{period}", "numerics", offset)
def binomdist(close: object, length: int = 50, trials: int = 20,
def binomdist(close: object, period: int = 50, trials: int = 20,
threshold: int = 10, offset: int = 0, **kwargs) -> object:
"""Binomial Distribution."""
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_binomdist(_ptr(src), n, _ptr(dst), length, int(trials), int(threshold)))
return _wrap(dst, idx, f"BINOMDIST_{length}", "numerics", offset)
_check(_lib.qtl_binomdist(_ptr(src), n, _ptr(dst), period, int(trials), int(threshold)))
return _wrap(dst, idx, f"BINOMDIST_{period}", "numerics", offset)
def cwt(close: object, scale: float = 10.0, omega: float = 6.0,
@@ -321,10 +321,10 @@ def cwt(close: object, scale: float = 10.0, omega: float = 6.0,
return _wrap(dst, idx, "CWT", "numerics", offset)
def dwt(close: object, length: int = 4, levels: int = 0,
def dwt(close: object, period: int = 4, levels: int = 0,
offset: int = 0, **kwargs) -> object:
"""Discrete Wavelet Transform."""
length = int(length); levels = int(levels); offset = int(offset)
period = int(kwargs.get("length", period)); levels = int(levels); offset = int(offset)
src, idx = _arr(close); n = len(src); dst = _out(n)
_check(_lib.qtl_dwt(_ptr(src), n, _ptr(dst), length, levels))
return _wrap(dst, idx, f"DWT_{length}", "numerics", offset)
_check(_lib.qtl_dwt(_ptr(src), n, _ptr(dst), period, levels))
return _wrap(dst, idx, f"DWT_{period}", "numerics", offset)