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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/statistics.py
+20 -20
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@@ -340,12 +340,12 @@ def ztest(close: object, period: int = 14, mu0: float = 0.0, offset: int = 0, **
_check(_lib.qtl_ztest(_ptr(src), _ptr(output), n, period, mu0))
return _wrap(output, idx, f"ZTEST_{period}", "statistics", offset)
def zscore(close: object, length: int = 20, offset: int = 0, **kwargs) -> object:
def zscore(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
"""Z-Score."""
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_zscore(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"ZSCORE_{length}", "statistics", offset)
_check(_lib.qtl_zscore(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"ZSCORE_{period}", "statistics", offset)
def cma(close: object, offset: int = 0, **kwargs) -> object:
@@ -356,39 +356,39 @@ def cma(close: object, offset: int = 0, **kwargs) -> object:
return _wrap(dst, idx, "CMA", "statistics", offset)
def entropy(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def entropy(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Shannon Entropy."""
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_entropy(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"ENTROPY_{length}", "statistics", offset)
_check(_lib.qtl_entropy(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"ENTROPY_{period}", "statistics", offset)
def correlation(x: object, y: object, length: int = 20,
def correlation(x: object, y: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Pearson Correlation."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
xarr, idx = _arr(x); yarr, _ = _arr(y)
n = len(xarr); dst = _out(n)
_check(_lib.qtl_correlation(_ptr(xarr), _ptr(yarr), n, _ptr(dst), length))
return _wrap(dst, idx, f"CORR_{length}", "statistics", offset)
_check(_lib.qtl_correlation(_ptr(xarr), _ptr(yarr), n, _ptr(dst), period))
return _wrap(dst, idx, f"CORR_{period}", "statistics", offset)
def covariance(x: object, y: object, length: int = 20,
def covariance(x: object, y: object, period: int = 20,
is_sample: bool = True, offset: int = 0, **kwargs) -> object:
"""Covariance."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
xarr, idx = _arr(x); yarr, _ = _arr(y)
n = len(xarr); dst = _out(n)
_check(_lib.qtl_covariance(_ptr(xarr), _ptr(yarr), n, _ptr(dst), length, int(is_sample)))
return _wrap(dst, idx, f"COV_{length}", "statistics", offset)
_check(_lib.qtl_covariance(_ptr(xarr), _ptr(yarr), n, _ptr(dst), period, int(is_sample)))
return _wrap(dst, idx, f"COV_{period}", "statistics", offset)
def cointegration(x: object, y: object, length: int = 20,
def cointegration(x: object, y: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Cointegration."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
xarr, idx = _arr(x); yarr, _ = _arr(y)
n = len(xarr); dst = _out(n)
_check(_lib.qtl_cointegration(_ptr(xarr), _ptr(yarr), n, _ptr(dst), length))
return _wrap(dst, idx, f"COINT_{length}", "statistics", offset)
_check(_lib.qtl_cointegration(_ptr(xarr), _ptr(yarr), n, _ptr(dst), period))
return _wrap(dst, idx, f"COINT_{period}", "statistics", offset)