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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/oscillators.py
+59 -59
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@@ -156,9 +156,9 @@ def imi(open: object, high: object, low: object, close: object, volume: object,
return _wrap(dst, idx, f"IMI_{period}", "oscillators", offset)
def kdj(high: object, low: object, close: object, length: int = 14, signal: int = 3, offset: int = 0, **kwargs) -> object:
def kdj(high: object, low: object, close: object, period: int = 14, signal: int = 3, offset: int = 0, **kwargs) -> object:
"""KDJ Indicator."""
length = int(length)
period = int(kwargs.get("length", period))
signal = int(signal)
offset = int(offset)
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
@@ -166,7 +166,7 @@ def kdj(high: object, low: object, close: object, length: int = 14, signal: int
kOut = _out(n)
dOut = _out(n)
jOut = _out(n)
_check(_lib.qtl_kdj(_ptr(h), _ptr(l), _ptr(c), _ptr(kOut), _ptr(dOut), _ptr(jOut), n, length, signal))
_check(_lib.qtl_kdj(_ptr(h), _ptr(l), _ptr(c), _ptr(kOut), _ptr(dOut), _ptr(jOut), n, period, signal))
return _wrap_multi({"kOut": kOut, "dOut": dOut, "jOut": jOut}, idx, "oscillators", offset)
@@ -377,100 +377,100 @@ def willr(high: object, low: object, close: object, period: int = 14, offset: in
_check(_lib.qtl_willr(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, period))
return _wrap(output, idx, f"WILLR_{period}", "oscillators", offset)
def fisher(close: object, length: int = 9, offset: int = 0, **kwargs) -> object:
def fisher(close: object, period: int = 9, offset: int = 0, **kwargs) -> object:
"""Fisher Transform."""
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_fisher(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"FISHER_{length}", "oscillators", offset)
_check(_lib.qtl_fisher(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"FISHER_{period}", "oscillators", offset)
def fisher04(close: object, length: int = 9, offset: int = 0, **kwargs) -> object:
def fisher04(close: object, period: int = 9, offset: int = 0, **kwargs) -> object:
"""Fisher Transform (0.4 variant)."""
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_fisher04(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"FISHER04_{length}", "oscillators", offset)
_check(_lib.qtl_fisher04(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"FISHER04_{period}", "oscillators", offset)
def dpo(close: object, length: int = 20, offset: int = 0, **kwargs) -> object:
def dpo(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
"""Detrended Price 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_dpo(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"DPO_{length}", "oscillators", offset)
_check(_lib.qtl_dpo(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"DPO_{period}", "oscillators", offset)
def trix(close: object, length: int = 18, offset: int = 0, **kwargs) -> object:
def trix(close: object, period: int = 18, offset: int = 0, **kwargs) -> object:
"""Triple EMA 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_trix(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"TRIX_{length}", "oscillators", offset)
_check(_lib.qtl_trix(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"TRIX_{period}", "oscillators", offset)
def inertia(close: object, length: int = 20, offset: int = 0, **kwargs) -> object:
def inertia(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
"""Inertia."""
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_inertia(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"INERTIA_{length}", "oscillators", offset)
_check(_lib.qtl_inertia(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"INERTIA_{period}", "oscillators", offset)
def rsx(close: object, length: int = 14, offset: int = 0, **kwargs) -> object:
def rsx(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
"""Relative Strength Xtra."""
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_rsx(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"RSX_{length}", "oscillators", offset)
_check(_lib.qtl_rsx(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"RSX_{period}", "oscillators", offset)
def er(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def er(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Efficiency Ratio."""
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_er(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"ER_{length}", "oscillators", offset)
_check(_lib.qtl_er(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"ER_{period}", "oscillators", offset)
def cti(close: object, length: int = 12, offset: int = 0, **kwargs) -> object:
def cti(close: object, period: int = 12, offset: int = 0, **kwargs) -> object:
"""Correlation Trend Indicator."""
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_cti(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"CTI_{length}", "oscillators", offset)
_check(_lib.qtl_cti(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"CTI_{period}", "oscillators", offset)
def reflex(close: object, length: int = 20, offset: int = 0, **kwargs) -> object:
def reflex(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
"""Reflex."""
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_reflex(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"REFLEX_{length}", "oscillators", offset)
_check(_lib.qtl_reflex(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"REFLEX_{period}", "oscillators", offset)
def trendflex(close: object, length: int = 20, offset: int = 0, **kwargs) -> object:
def trendflex(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
"""Trendflex."""
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_trendflex(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"TRENDFLEX_{length}", "oscillators", offset)
_check(_lib.qtl_trendflex(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"TRENDFLEX_{period}", "oscillators", offset)
def kri(close: object, length: int = 20, offset: int = 0, **kwargs) -> object:
def kri(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
"""Kairi Relative 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_kri(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"KRI_{length}", "oscillators", offset)
_check(_lib.qtl_kri(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"KRI_{period}", "oscillators", offset)
def psl(close: object, length: int = 12, offset: int = 0, **kwargs) -> object:
def psl(close: object, period: int = 12, offset: int = 0, **kwargs) -> object:
"""Psychological Line."""
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_psl(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"PSL_{length}", "oscillators", offset)
_check(_lib.qtl_psl(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"PSL_{period}", "oscillators", offset)
def deco(close: object, short_period: int = 30, long_period: int = 60,
@@ -515,13 +515,13 @@ def crsi(close: object, rsi_period: int = 3, streak_period: int = 2,
return _wrap(dst, idx, f"CRSI_{rsi_period}", "oscillators", offset)
def bbb(close: object, length: int = 20, mult: float = 2.0,
def bbb(close: object, period: int = 20, mult: float = 2.0,
offset: int = 0, **kwargs) -> object:
"""Bollinger Band Bounce."""
length = int(length); mult = float(mult); offset = int(offset)
period = int(kwargs.get("length", period)); mult = float(mult); offset = int(offset)
src, idx = _arr(close); n = len(src); dst = _out(n)
_check(_lib.qtl_bbb(_ptr(src), n, _ptr(dst), length, mult))
return _wrap(dst, idx, f"BBB_{length}", "oscillators", offset)
_check(_lib.qtl_bbb(_ptr(src), n, _ptr(dst), period, mult))
return _wrap(dst, idx, f"BBB_{period}", "oscillators", offset)
def bbi(close: object, p1: int = 3, p2: int = 6, p3: int = 12, p4: int = 24,
@@ -533,14 +533,14 @@ def bbi(close: object, p1: int = 3, p2: int = 6, p3: int = 12, p4: int = 24,
return _wrap(dst, idx, "BBI", "oscillators", offset)
def dem(high: object, low: object, length: int = 14,
def dem(high: object, low: object, period: int = 14,
offset: int = 0, **kwargs) -> object:
"""DeMarker."""
length = int(length)
period = int(kwargs.get("length", period))
h, idx = _arr(high); l, _ = _arr(low)
n = len(h); dst = _out(n)
_check(_lib.qtl_dem(_ptr(h), _ptr(l), n, _ptr(dst), length))
return _wrap(dst, idx, f"DEM_{length}", "oscillators", int(offset))
_check(_lib.qtl_dem(_ptr(h), _ptr(l), n, _ptr(dst), period))
return _wrap(dst, idx, f"DEM_{period}", "oscillators", int(offset))
def brar(open: object, high: object, low: object, close: object,