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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/trends_iir.py
+40 -40
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@@ -357,12 +357,12 @@ def zltema(close: object, period: int = 14, offset: int = 0, **kwargs) -> object
_check(_lib.qtl_zltema(_ptr(src), _ptr(output), n, period))
return _wrap(output, idx, f"ZLTEMA_{period}", "trends_iir", offset)
def ema(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def ema(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Exponential Moving Average."""
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_ema(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"EMA_{length}", "trends_iir", offset)
_check(_lib.qtl_ema(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"EMA_{period}", "trends_iir", offset)
def ema_alpha(close: object, alpha: float = 0.1, offset: int = 0, **kwargs) -> object:
@@ -373,12 +373,12 @@ def ema_alpha(close: object, alpha: float = 0.1, offset: int = 0, **kwargs) -> o
return _wrap(dst, idx, f"EMA_a{alpha:.4f}", "trends_iir", offset)
def dema(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def dema(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Double Exponential Moving Average."""
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_dema(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"DEMA_{length}", "trends_iir", offset)
_check(_lib.qtl_dema(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"DEMA_{period}", "trends_iir", offset)
def dema_alpha(close: object, alpha: float = 0.1, offset: int = 0, **kwargs) -> object:
@@ -389,71 +389,71 @@ def dema_alpha(close: object, alpha: float = 0.1, offset: int = 0, **kwargs) ->
return _wrap(dst, idx, f"DEMA_a{alpha:.4f}", "trends_iir", offset)
def tema(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def tema(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Triple Exponential Moving Average."""
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_tema(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"TEMA_{length}", "trends_iir", offset)
_check(_lib.qtl_tema(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"TEMA_{period}", "trends_iir", offset)
def lema(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def lema(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Laguerre-based EMA."""
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_lema(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"LEMA_{length}", "trends_iir", offset)
_check(_lib.qtl_lema(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"LEMA_{period}", "trends_iir", offset)
def hema(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def hema(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Henderson EMA."""
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_hema(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"HEMA_{length}", "trends_iir", offset)
_check(_lib.qtl_hema(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"HEMA_{period}", "trends_iir", offset)
def ahrens(close: object, length: int = 10, offset: int = 0, **kwargs) -> object:
def ahrens(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
"""Ahrens Moving Average."""
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_ahrens(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"AHRENS_{length}", "trends_iir", offset)
_check(_lib.qtl_ahrens(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"AHRENS_{period}", "trends_iir", offset)
def decycler(close: object, length: int = 20, offset: int = 0, **kwargs) -> object:
def decycler(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
"""Simple Decycler."""
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_decycler(_ptr(src), n, _ptr(dst), length))
return _wrap(dst, idx, f"DECYCLER_{length}", "trends_iir", offset)
_check(_lib.qtl_decycler(_ptr(src), n, _ptr(dst), period))
return _wrap(dst, idx, f"DECYCLER_{period}", "trends_iir", offset)
def dsma(close: object, length: int = 10, factor: float = 0.5,
def dsma(close: object, period: int = 10, factor: float = 0.5,
offset: int = 0, **kwargs) -> object:
"""Deviation-Scaled Moving Average."""
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_dsma(_ptr(src), n, _ptr(dst), length, float(factor)))
return _wrap(dst, idx, f"DSMA_{length}", "trends_iir", offset)
_check(_lib.qtl_dsma(_ptr(src), n, _ptr(dst), period, float(factor)))
return _wrap(dst, idx, f"DSMA_{period}", "trends_iir", offset)
def gdema(close: object, length: int = 10, vfactor: float = 1.0,
def gdema(close: object, period: int = 10, vfactor: float = 1.0,
offset: int = 0, **kwargs) -> object:
"""Generalized DEMA."""
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_gdema(_ptr(src), n, _ptr(dst), length, float(vfactor)))
return _wrap(dst, idx, f"GDEMA_{length}", "trends_iir", offset)
_check(_lib.qtl_gdema(_ptr(src), n, _ptr(dst), period, float(vfactor)))
return _wrap(dst, idx, f"GDEMA_{period}", "trends_iir", offset)
def coral(close: object, length: int = 10, friction: float = 0.4,
def coral(close: object, period: int = 10, friction: float = 0.4,
offset: int = 0, **kwargs) -> object:
"""CORAL Trend."""
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_coral(_ptr(src), n, _ptr(dst), length, float(friction)))
return _wrap(dst, idx, f"CORAL_{length}", "trends_iir", offset)
_check(_lib.qtl_coral(_ptr(src), n, _ptr(dst), period, float(friction)))
return _wrap(dst, idx, f"CORAL_{period}", "trends_iir", offset)
def agc(close: object, alpha: float = 0.1, offset: int = 0, **kwargs) -> object: