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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/volume.py
+20 -20
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@@ -216,54 +216,54 @@ def pvi(close: object, volume: object, offset: int = 0, **kwargs) -> object:
return _wrap(dst, idx, "PVI", "volume", offset)
def tvi(close: object, volume: object, length: int = 14,
def tvi(close: object, volume: object, period: int = 14,
offset: int = 0, **kwargs) -> object:
"""Trade Volume Index."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
c, idx = _arr(close); v, _ = _arr(volume)
n = len(c); dst = _out(n)
_check(_lib.qtl_tvi(_ptr(c), _ptr(v), n, _ptr(dst), length))
return _wrap(dst, idx, f"TVI_{length}", "volume", offset)
_check(_lib.qtl_tvi(_ptr(c), _ptr(v), n, _ptr(dst), period))
return _wrap(dst, idx, f"TVI_{period}", "volume", offset)
def pvd(close: object, volume: object, length: int = 14,
def pvd(close: object, volume: object, period: int = 14,
offset: int = 0, **kwargs) -> object:
"""Price Volume Divergence."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
c, idx = _arr(close); v, _ = _arr(volume)
n = len(c); dst = _out(n)
_check(_lib.qtl_pvd(_ptr(c), _ptr(v), n, _ptr(dst), length))
return _wrap(dst, idx, f"PVD_{length}", "volume", offset)
_check(_lib.qtl_pvd(_ptr(c), _ptr(v), n, _ptr(dst), period))
return _wrap(dst, idx, f"PVD_{period}", "volume", offset)
def vwma(close: object, volume: object, length: int = 20,
def vwma(close: object, volume: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Volume Weighted Moving Average."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
c, idx = _arr(close); v, _ = _arr(volume)
n = len(c); dst = _out(n)
_check(_lib.qtl_vwma(_ptr(c), _ptr(v), n, _ptr(dst), length))
return _wrap(dst, idx, f"VWMA_{length}", "volume", offset)
_check(_lib.qtl_vwma(_ptr(c), _ptr(v), n, _ptr(dst), period))
return _wrap(dst, idx, f"VWMA_{period}", "volume", offset)
def evwma(close: object, volume: object, length: int = 20,
def evwma(close: object, volume: object, period: int = 20,
offset: int = 0, **kwargs) -> object:
"""Elastic Volume Weighted Moving Average."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
c, idx = _arr(close); v, _ = _arr(volume)
n = len(c); dst = _out(n)
_check(_lib.qtl_evwma(_ptr(c), _ptr(v), n, _ptr(dst), length))
return _wrap(dst, idx, f"EVWMA_{length}", "volume", offset)
_check(_lib.qtl_evwma(_ptr(c), _ptr(v), n, _ptr(dst), period))
return _wrap(dst, idx, f"EVWMA_{period}", "volume", offset)
def efi(close: object, volume: object, length: int = 13,
def efi(close: object, volume: object, period: int = 13,
offset: int = 0, **kwargs) -> object:
"""Elder Force Index."""
length = int(length); offset = int(offset)
period = int(kwargs.get("length", period)); offset = int(offset)
c, idx = _arr(close); v, _ = _arr(volume)
n = len(c); dst = _out(n)
_check(_lib.qtl_efi(_ptr(c), _ptr(v), n, _ptr(dst), length))
return _wrap(dst, idx, f"EFI_{length}", "volume", offset)
_check(_lib.qtl_efi(_ptr(c), _ptr(v), n, _ptr(dst), period))
return _wrap(dst, idx, f"EFI_{period}", "volume", offset)
def aobv(close: object, volume: object, offset: int = 0, **kwargs) -> object: