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docs: add license rationale, Python/PineScript guides, API updates
- 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
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#!/usr/bin/env python3
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"""Transform new-style functions from `length` → `period` (primary) with `length` as kwargs alias.
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Target: all category module .py files in python/quantalib/ that have functions
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using bare `length` as a parameter name.
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Rules:
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1. `def foo(close, length: int = X, ...)` → `def foo(close, period: int = X, ...)`
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2. `length = int(length)` (standalone assignment) → `period = int(kwargs.get("length", period))`
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3. Any remaining standalone `length` in the function body → `period`
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4. Compound names like hpLength, ssLength, minLength, etc. are NOT touched.
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5. `lengths` (plural) is NOT touched.
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6. `default_length` in _helpers.py pattern helpers is NOT touched (separate ticket).
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Also fixes _helpers.py pattern helpers (_pa, _pf, _pg2, _ph) the same way.
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"""
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from __future__ import annotations
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import re
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import sys
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from pathlib import Path
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QUANTALIB = Path(__file__).resolve().parent.parent / "quantalib"
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# Files to process (category modules + _helpers.py)
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TARGET_FILES = [
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"channels.py",
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"core.py",
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"cycles.py",
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"dynamics.py",
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"errors.py",
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"filters.py",
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"momentum.py",
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"numerics.py",
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"oscillators.py",
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"reversals.py",
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"statistics.py",
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"trends_fir.py",
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"trends_iir.py",
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"volatility.py",
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"volume.py",
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"_helpers.py",
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]
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# Pattern: standalone `length` as a word — NOT preceded or followed by
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# alphanumeric or underscore (i.e., not part of hpLength, minLength, etc.)
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# Also NOT `lengths` (plural).
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STANDALONE_LENGTH = re.compile(r'(?<![a-zA-Z0-9_])length(?![a-zA-Z0-9_])')
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# Pattern for the signature line: `length: int = <default>`
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SIG_PATTERN = re.compile(r'(?<![a-zA-Z0-9_])length(\s*:\s*int\s*=\s*\d+)')
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# Pattern for the assignment line: `length = int(length)` possibly with `;`
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ASSIGN_PATTERN = re.compile(
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r'^(\s*)length\s*=\s*int\(length\)\s*;?\s*'
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)
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# Pattern for assignment in _helpers.py: `length = int(length) if length is not None else default_length`
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HELPERS_ASSIGN = re.compile(
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r'^(\s*)length\s*=\s*int\(length\)\s+if\s+length\s+is\s+not\s+None\s+else\s+default_length'
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)
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def has_standalone_length_param(line: str) -> bool:
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"""Check if a def line has standalone `length` as a parameter."""
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if not line.lstrip().startswith("def "):
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return False
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# Must have `length` as standalone word (not part of compound)
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return bool(STANDALONE_LENGTH.search(line))
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def transform_file(filepath: Path) -> tuple[int, int]:
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"""Transform a single file. Returns (functions_changed, lines_changed)."""
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text = filepath.read_text(encoding="utf-8")
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lines = text.split("\n")
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new_lines: list[str] = []
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in_target_func = False
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func_indent = ""
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funcs_changed = 0
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lines_changed = 0
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assignment_done = False
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i = 0
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while i < len(lines):
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line = lines[i]
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stripped = line.lstrip()
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# Detect start of a function with `length` parameter
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if stripped.startswith("def ") and has_standalone_length_param(line):
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in_target_func = True
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func_indent = line[: len(line) - len(stripped)]
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assignment_done = False
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funcs_changed += 1
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# Handle multi-line def (continuation lines)
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full_def = line
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while i < len(lines) - 1 and line.rstrip().endswith(","):
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# Replace standalone length in this line
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new_line = STANDALONE_LENGTH.sub("period", line)
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if new_line != line:
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lines_changed += 1
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new_lines.append(new_line)
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i += 1
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line = lines[i]
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# Last line of def (or single-line def)
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new_line = STANDALONE_LENGTH.sub("period", line)
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if new_line != line:
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lines_changed += 1
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new_lines.append(new_line)
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i += 1
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continue
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# Inside a target function?
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if in_target_func:
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# Detect end of function: non-empty line at or less than func indent,
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# or a new def/class
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if stripped and not line.startswith(func_indent + " ") and not line.startswith(func_indent + "\t"):
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if not stripped.startswith('"""') and not stripped.startswith("'"):
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# Could be the docstring continuation; check differently
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if stripped.startswith("def ") or stripped.startswith("class ") or (len(line) - len(stripped) <= len(func_indent) and stripped and not stripped.startswith('#')):
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in_target_func = False
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if in_target_func:
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# Check for _helpers.py style assignment:
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# `length = int(length) if length is not None else default_length`
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m_helpers = HELPERS_ASSIGN.match(line)
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if m_helpers and not assignment_done:
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indent = m_helpers.group(1)
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new_line = f"{indent}period = int(kwargs.get(\"length\", period)) if period is not None else default_length"
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new_lines.append(new_line)
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lines_changed += 1
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assignment_done = True
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i += 1
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continue
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# Check for standard assignment: `length = int(length);`
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m_assign = ASSIGN_PATTERN.match(line)
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if m_assign and not assignment_done:
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indent = m_assign.group(1)
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# Preserve anything after the semicolon on the same line
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rest_of_line = ASSIGN_PATTERN.sub("", line)
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# Check if there's more after (e.g., "; offset = int(offset)")
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remaining = line[m_assign.end():]
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new_assignment = f'{indent}period = int(kwargs.get("length", period))'
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if remaining.strip():
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new_assignment += "; " + remaining.strip()
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new_lines.append(new_assignment)
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lines_changed += 1
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assignment_done = True
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i += 1
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continue
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# Replace any remaining standalone `length` references
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new_line = STANDALONE_LENGTH.sub("period", line)
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if new_line != line:
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lines_changed += 1
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new_lines.append(new_line)
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i += 1
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continue
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new_lines.append(line)
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i += 1
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new_text = "\n".join(new_lines)
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if new_text != text:
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filepath.write_text(new_text, encoding="utf-8")
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return funcs_changed, lines_changed
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def main() -> None:
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total_funcs = 0
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total_lines = 0
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for fname in TARGET_FILES:
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fpath = QUANTALIB / fname
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if not fpath.exists():
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print(f" SKIP {fname} (not found)")
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continue
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funcs, lines = transform_file(fpath)
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if funcs > 0:
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print(f" {fname}: {funcs} functions, {lines} lines changed")
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total_funcs += funcs
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total_lines += lines
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else:
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print(f" {fname}: no changes")
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print(f"\nTotal: {total_funcs} functions, {total_lines} lines changed")
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if __name__ == "__main__":
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main()
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