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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
f10baa6dfb
- 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
234 lines
8.5 KiB
Python
234 lines
8.5 KiB
Python
"""quantalib momentum indicators.
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Auto-generated — DO NOT EDIT.
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"""
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from __future__ import annotations
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from ._helpers import _arr, _ptr, _out, _wrap, _wrap_multi, _check, _lib
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__all__ = [
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"bop",
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"cci",
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"macd",
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"pmo",
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"ppo",
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"prs",
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"rocp",
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"rocr",
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"sam",
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"vel",
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"rsi",
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"roc",
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"mom",
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"cmo",
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"tsi",
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"apo",
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"bias",
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"cfo",
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"cfb",
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"asi",
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]
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def bop(open: object, high: object, low: object, close: object, offset: int = 0, **kwargs) -> object:
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"""Balance of Power."""
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offset = int(offset)
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o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(o)
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destination = _out(n)
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_check(_lib.qtl_bop(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(destination), n))
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return _wrap(destination, idx, "BOP", "momentum", offset)
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def cci(open: object, high: object, low: object, close: object, volume: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Commodity Channel Index."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low)
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c, _ = _arr(close); v, _ = _arr(volume)
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n = len(o)
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dst = _out(n)
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_check(_lib.qtl_cci(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(v), period, n, _ptr(dst)))
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return _wrap(dst, idx, f"CCI_{period}", "momentum", offset)
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def macd(close: object, fastPeriod: int = 12, slowPeriod: int = 26, offset: int = 0, **kwargs) -> object:
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"""Moving Average Convergence Divergence."""
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fastPeriod = int(fastPeriod)
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slowPeriod = int(slowPeriod)
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
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destination = _out(n)
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_check(_lib.qtl_macd(_ptr(src), _ptr(destination), n, fastPeriod, slowPeriod))
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return _wrap(destination, idx, f"MACD_{fastPeriod}", "momentum", offset)
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def pmo(close: object, timePeriods: int = 14, smoothPeriods: int = 14, signalPeriods: int = 14, offset: int = 0, **kwargs) -> object:
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"""Price Momentum Oscillator."""
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timePeriods = int(timePeriods)
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smoothPeriods = int(smoothPeriods)
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signalPeriods = int(signalPeriods)
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
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output = _out(n)
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_check(_lib.qtl_pmo(_ptr(src), _ptr(output), n, timePeriods, smoothPeriods, signalPeriods))
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return _wrap(output, idx, f"PMO_{timePeriods}", "momentum", offset)
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def ppo(close: object, fastPeriod: int = 12, slowPeriod: int = 26, offset: int = 0, **kwargs) -> object:
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"""Percentage Price Oscillator."""
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fastPeriod = int(fastPeriod)
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slowPeriod = int(slowPeriod)
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
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destination = _out(n)
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_check(_lib.qtl_ppo(_ptr(src), _ptr(destination), n, fastPeriod, slowPeriod))
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return _wrap(destination, idx, f"PPO_{fastPeriod}", "momentum", offset)
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def prs(x: object, y: object, smoothPeriod: int = 5, offset: int = 0, **kwargs) -> object:
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"""Price Relative Strength."""
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smoothPeriod = int(smoothPeriod)
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offset = int(offset)
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xarr, idx = _arr(x); yarr, _ = _arr(y)
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n = len(xarr)
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output = _out(n)
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_check(_lib.qtl_prs(_ptr(xarr), _ptr(yarr), _ptr(output), n, smoothPeriod))
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return _wrap(output, idx, f"PRS_{smoothPeriod}", "momentum", offset)
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def rocp(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Rate of Change (Percentage)."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
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output = _out(n)
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_check(_lib.qtl_rocp(_ptr(src), _ptr(output), n, period))
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return _wrap(output, idx, f"ROCP_{period}", "momentum", offset)
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def rocr(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Rate of Change (Ratio)."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
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output = _out(n)
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_check(_lib.qtl_rocr(_ptr(src), _ptr(output), n, period))
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return _wrap(output, idx, f"ROCR_{period}", "momentum", offset)
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def sam(close: object, alpha: float = 0.07, cutoff: int = 8, offset: int = 0, **kwargs) -> object:
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"""Simple Alpha Momentum."""
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alpha = float(alpha)
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cutoff = int(cutoff)
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
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output = _out(n)
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_check(_lib.qtl_sam(_ptr(src), _ptr(output), n, alpha, cutoff))
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return _wrap(output, idx, "SAM", "momentum", offset)
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def vel(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Velocity."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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src, idx = _arr(close)
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n = len(src)
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output = _out(n)
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_check(_lib.qtl_vel(_ptr(src), _ptr(output), n, period))
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return _wrap(output, idx, f"VEL_{period}", "momentum", offset)
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def rsi(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Relative Strength Index."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_rsi(_ptr(src), n, _ptr(dst), period))
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return _wrap(dst, idx, f"RSI_{period}", "momentum", offset)
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def roc(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
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"""Rate of Change."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_roc(_ptr(src), n, _ptr(dst), period))
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return _wrap(dst, idx, f"ROC_{period}", "momentum", offset)
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def mom(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
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"""Momentum."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_mom(_ptr(src), n, _ptr(dst), period))
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return _wrap(dst, idx, f"MOM_{period}", "momentum", offset)
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def cmo(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Chande Momentum Oscillator."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_cmo(_ptr(src), n, _ptr(dst), period))
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return _wrap(dst, idx, f"CMO_{period}", "momentum", offset)
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def tsi(close: object, long_period: int = 25, short_period: int = 13,
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offset: int = 0, **kwargs) -> object:
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"""True Strength Index."""
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long_period = int(long_period); short_period = int(short_period); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_tsi(_ptr(src), n, _ptr(dst), long_period, short_period))
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return _wrap(dst, idx, f"TSI_{long_period}_{short_period}", "momentum", offset)
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def apo(close: object, fast: int = 12, slow: int = 26,
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offset: int = 0, **kwargs) -> object:
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"""Absolute Price Oscillator."""
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fast = int(fast); slow = int(slow); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_apo(_ptr(src), n, _ptr(dst), fast, slow))
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return _wrap(dst, idx, f"APO_{fast}_{slow}", "momentum", offset)
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def bias(close: object, period: int = 26, offset: int = 0, **kwargs) -> object:
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"""Bias."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_bias(_ptr(src), n, _ptr(dst), period))
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return _wrap(dst, idx, f"BIAS_{period}", "momentum", offset)
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def cfo(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Chande Forecast Oscillator."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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_check(_lib.qtl_cfo(_ptr(src), n, _ptr(dst), period))
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return _wrap(dst, idx, f"CFO_{period}", "momentum", offset)
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def cfb(close: object, lengths: list | None = None,
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offset: int = 0, **kwargs) -> object:
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"""Composite Fractal Behavior."""
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offset = int(offset)
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src, idx = _arr(close); n = len(src); dst = _out(n)
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if lengths:
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arr_t = (ctypes.c_int * len(lengths))(*lengths)
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_check(_lib.qtl_cfb(_ptr(src), n, _ptr(dst), arr_t, len(lengths)))
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else:
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_check(_lib.qtl_cfb(_ptr(src), n, _ptr(dst), None, 0))
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return _wrap(dst, idx, "CFB", "momentum", offset)
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def asi(open: object, high: object, low: object, close: object,
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limit: float = 3.0, offset: int = 0, **kwargs) -> object:
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"""Accumulative Swing Index."""
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o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(o); dst = _out(n)
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_check(_lib.qtl_asi(_ptr(o), _ptr(h), _ptr(l), _ptr(c), n, _ptr(dst), float(limit)))
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return _wrap(dst, idx, "ASI", "momentum", int(offset))
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