mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 09:47:43 +00:00
Miha Kralj
ce654ca670
New indicators: - HWC (Holt-Winters Channel) — channels, 27 tests - VWMACD (Volume-Weighted MACD) — momentum, 38 tests - Squeeze Pro — oscillators, 69 tests - BW_MFI (Bill Williams MFI) — oscillators - DSTOCH (Double Stochastic) — oscillators - ATRSTOP (ATR Trailing Stop) — reversals - VSTOP (Volatility Stop) — reversals - Convexity (Beta Convexity) — statistics, 23 tests Integration: - Python bridge: Exports.cs, _bridge.py, wrapper modules - Documentation: _sidebar.md, _index.md pages, SPEC.md - All analyzer warnings fixed (MA0074, xUnit2013, S2699) Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
368 lines
14 KiB
Python
368 lines
14 KiB
Python
"""quantalib channels 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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"aberr",
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"accbands",
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"apchannel",
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"apz",
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"atrbands",
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"bbands",
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"dc",
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"decaychannel",
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"fcb",
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"hwc",
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"jbands",
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"kc",
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"maenv",
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"mmchannel",
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"pc",
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"regchannel",
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"sdchannel",
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"starchannel",
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"stbands",
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"ttm_lrc",
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"ubands",
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"uchannel",
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"vwapbands",
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"vwapsd",
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]
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def aberr(close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Aberration Bands."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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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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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_abber(_ptr(src), _ptr(middle), _ptr(upper), _ptr(lower), n, period, multiplier))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def accbands(high: object, low: object, close: object, period: int = 14, factor: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Acceleration Bands."""
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period = int(kwargs.get("length", period))
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factor = float(factor)
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(h)
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_accbands(_ptr(h), _ptr(l), _ptr(c), _ptr(middle), _ptr(upper), _ptr(lower), n, period, factor))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def apz(open: object, high: object, low: object, close: object, volume: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Adaptive Price Zone."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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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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dstMiddle = _out(n)
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dstUpper = _out(n)
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dstLower = _out(n)
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_check(_lib.qtl_apz(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(v), period, multiplier, n, _ptr(dstMiddle), _ptr(dstUpper), _ptr(dstLower)))
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return _wrap_multi({"dstMiddle": dstMiddle, "dstUpper": dstUpper, "dstLower": dstLower}, idx, "channels", offset)
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def dc(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Donchian Channel."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h)
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_dc(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def decaychannel(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Decay Channel."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h)
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_decaychannel(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def fcb(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Fractal Chaos Bands."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h)
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_fcb(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def jbands(close: object, period: int = 14, phase: int = 0, offset: int = 0, **kwargs) -> object:
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"""J-Line Bands."""
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period = int(kwargs.get("length", period))
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phase = int(phase)
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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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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_jbands(_ptr(src), _ptr(middle), _ptr(upper), _ptr(lower), n, period, phase))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def kc(high: object, low: object, close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Keltner Channel."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(h)
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_kc(_ptr(h), _ptr(l), _ptr(c), _ptr(middle), _ptr(upper), _ptr(lower), n, period, multiplier))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def maenv(close: object, period: int = 14, percentage: float = 2.5, maType: int = 0, offset: int = 0, **kwargs) -> object:
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"""Moving Average Envelope."""
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period = int(kwargs.get("length", period))
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percentage = float(percentage)
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maType = int(maType)
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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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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_maenv(_ptr(src), _ptr(middle), _ptr(upper), _ptr(lower), n, period, percentage, maType))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def mmchannel(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Min-Max Channel."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_mmchannel(_ptr(h), _ptr(l), _ptr(upper), _ptr(lower), n, period))
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return _wrap_multi({"upper": upper, "lower": lower}, idx, "channels", offset)
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def pc(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Price Channel."""
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period = int(kwargs.get("length", period))
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h)
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_pc(_ptr(h), _ptr(l), _ptr(middle), _ptr(upper), _ptr(lower), n, period))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def regchannel(close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Regression Channel."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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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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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_regchannel(_ptr(src), _ptr(middle), _ptr(upper), _ptr(lower), n, period, multiplier))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def sdchannel(close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Standard Deviation Channel."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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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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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_sdchannel(_ptr(src), _ptr(middle), _ptr(upper), _ptr(lower), n, period, multiplier))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def starchannel(high: object, low: object, close: object, period: int = 14, multiplier: float = 2.0, atrPeriod: int = 22, offset: int = 0, **kwargs) -> object:
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"""Stoller Average Range Channel (STARC)."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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atrPeriod = int(atrPeriod)
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(h)
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middle = _out(n)
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upper = _out(n)
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lower = _out(n)
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_check(_lib.qtl_starchannel(_ptr(h), _ptr(l), _ptr(c), _ptr(middle), _ptr(upper), _ptr(lower), n, period, multiplier, atrPeriod))
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return _wrap_multi({"middle": middle, "upper": upper, "lower": lower}, idx, "channels", offset)
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def stbands(high: object, low: object, close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""SuperTrend Bands."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(h)
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upper = _out(n)
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lower = _out(n)
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trend = _out(n)
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_check(_lib.qtl_stbands(_ptr(h), _ptr(l), _ptr(c), _ptr(upper), _ptr(lower), _ptr(trend), n, period, multiplier))
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return _wrap_multi({"upper": upper, "lower": lower, "trend": trend}, idx, "channels", offset)
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def ttm_lrc(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""TTM Linear Regression Channel."""
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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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midline = _out(n)
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upper1 = _out(n)
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lower1 = _out(n)
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upper2 = _out(n)
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lower2 = _out(n)
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_check(_lib.qtl_ttmlrc(_ptr(src), _ptr(midline), _ptr(upper1), _ptr(lower1), _ptr(upper2), _ptr(lower2), n, period))
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return _wrap_multi({"midline": midline, "upper1": upper1, "lower1": lower1, "upper2": upper2, "lower2": lower2}, idx, "channels", offset)
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def ubands(close: object, period: int = 14, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Upper/Lower Bands."""
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period = int(kwargs.get("length", period))
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multiplier = float(multiplier)
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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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upper = _out(n)
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middle = _out(n)
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lower = _out(n)
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_check(_lib.qtl_ubands(_ptr(src), _ptr(upper), _ptr(middle), _ptr(lower), n, period, multiplier))
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return _wrap_multi({"upper": upper, "middle": middle, "lower": lower}, idx, "channels", offset)
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def uchannel(high: object, low: object, close: object, strPeriod: int = 14, centerPeriod: int = 20, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Ulcer Channel."""
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strPeriod = int(strPeriod)
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centerPeriod = int(centerPeriod)
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multiplier = float(multiplier)
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(h)
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upper = _out(n)
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middle = _out(n)
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lower = _out(n)
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_check(_lib.qtl_uchannel(_ptr(h), _ptr(l), _ptr(c), _ptr(upper), _ptr(middle), _ptr(lower), n, strPeriod, centerPeriod, multiplier))
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return _wrap_multi({"upper": upper, "middle": middle, "lower": lower}, idx, "channels", offset)
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def vwapbands(price: object, volume: object, multiplier: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""VWAP Bands."""
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multiplier = float(multiplier)
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offset = int(offset)
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pr, idx = _arr(price); v, _ = _arr(volume)
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n = len(pr)
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upper1 = _out(n)
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lower1 = _out(n)
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upper2 = _out(n)
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lower2 = _out(n)
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vwap = _out(n)
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stdDev = _out(n)
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_check(_lib.qtl_vwapbands(_ptr(pr), _ptr(v), _ptr(upper1), _ptr(lower1), _ptr(upper2), _ptr(lower2), _ptr(vwap), _ptr(stdDev), n, multiplier))
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return _wrap_multi({"upper1": upper1, "lower1": lower1, "upper2": upper2, "lower2": lower2, "vwap": vwap, "stdDev": stdDev}, idx, "channels", offset)
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def vwapsd(price: object, volume: object, numDevs: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""VWAP Standard Deviation."""
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numDevs = float(numDevs)
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offset = int(offset)
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pr, idx = _arr(price); v, _ = _arr(volume)
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n = len(pr)
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upper = _out(n)
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lower = _out(n)
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vwap = _out(n)
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stdDev = _out(n)
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_check(_lib.qtl_vwapsd(_ptr(pr), _ptr(v), _ptr(upper), _ptr(lower), _ptr(vwap), _ptr(stdDev), n, numDevs))
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return _wrap_multi({"upper": upper, "lower": lower, "vwap": vwap, "stdDev": stdDev}, idx, "channels", offset)
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def bbands(close: object, period: int = 20, std: float = 2.0,
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offset: int = 0, **kwargs) -> object:
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"""Bollinger Bands -> (upper, mid, lower) or DataFrame."""
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period = int(kwargs.get("length", period)); std = float(std); offset = int(offset)
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src, idx = _arr(close); n = len(src)
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upper = _out(n); mid = _out(n); lower = _out(n)
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_check(_lib.qtl_bbands(_ptr(src), n, _ptr(upper), _ptr(mid), _ptr(lower), period, std))
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return _wrap_multi(
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{f"BBU_{period}_{std}": upper, f"BBM_{period}_{std}": mid, f"BBL_{period}_{std}": lower},
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idx, "channels", offset)
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def atrbands(high: object, low: object, close: object,
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length: int = 14, mult: float = 2.0,
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offset: int = 0, **kwargs) -> object:
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"""ATR Bands -> (upper, mid, lower) or DataFrame."""
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length = int(length); mult = float(mult); offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
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n = len(h)
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upper = _out(n); mid = _out(n); lower = _out(n)
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_check(_lib.qtl_atrbands(_ptr(h), _ptr(l), _ptr(c), n, _ptr(upper), _ptr(mid), _ptr(lower), length, mult))
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return _wrap_multi(
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{f"ATRBU_{length}_{mult}": upper, f"ATRBM_{length}_{mult}": mid, f"ATRBL_{length}_{mult}": lower},
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idx, "channels", offset)
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def apchannel(high: object, low: object, period: int = 20,
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offset: int = 0, **kwargs) -> object:
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"""Average Price Channel -> (upper, lower) or DataFrame."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h)
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upper = _out(n); lower = _out(n)
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_check(_lib.qtl_apchannel(_ptr(h), _ptr(l), n, _ptr(upper), _ptr(lower), float(period)))
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return _wrap_multi({f"APCU_{period}": upper, f"APCL_{period}": lower}, idx, "channels", offset)
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def hwc(close: object, period: int = 20, multiplier: float = 1.0,
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offset: int = 0, **kwargs) -> object:
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"""Holt-Winters Channel -> (upper, middle, lower) or DataFrame."""
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period = int(kwargs.get("length", period)); offset = int(offset)
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multiplier = float(kwargs.get("mult", multiplier))
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arr, idx = _arr(close)
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n = len(arr)
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upper = _out(n); middle = _out(n); lower = _out(n)
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_check(_lib.qtl_hwc(_ptr(arr), n, _ptr(upper), _ptr(middle), _ptr(lower), period, multiplier))
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return _wrap_multi(
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{f"HWCU_{period}": upper, f"HWCM_{period}": middle, f"HWCL_{period}": lower},
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idx, "channels", offset)
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