mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 09:47:43 +00:00
Miha Kralj
99 lines
3.5 KiB
Python
99 lines
3.5 KiB
Python
"""quantalib core 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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"ha",
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"midpoint",
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"midprice",
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"wclprice",
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"avgprice",
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"medprice",
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"typprice",
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"midbody",
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]
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def ha(open: object, high: object, low: object, close: object, offset: int = 0, **kwargs) -> object:
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"""Heikin-Ashi Candles."""
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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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haOpenOut = _out(n)
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haHighOut = _out(n)
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haLowOut = _out(n)
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haCloseOut = _out(n)
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_check(_lib.qtl_ha(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(haOpenOut), _ptr(haHighOut), _ptr(haLowOut), _ptr(haCloseOut), n))
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return _wrap_multi({"haOpenOut": haOpenOut, "haHighOut": haHighOut, "haLowOut": haLowOut, "haCloseOut": haCloseOut}, idx, "core", offset)
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def midpoint(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Midpoint = src[i] over period."""
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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_midpoint(_ptr(src), _ptr(output), n, period))
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return _wrap(output, idx, f"MIDPOINT_{period}", "core", offset)
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def midprice(high: object, low: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Mid Price = (High+Low)/2 over period."""
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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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output = _out(n)
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_check(_lib.qtl_midprice(_ptr(h), _ptr(l), _ptr(output), n, period))
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return _wrap(output, idx, f"MIDPRICE_{period}", "core", offset)
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def wclprice(high: object, low: object, close: object, offset: int = 0, **kwargs) -> object:
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"""Weighted Close Price = (H+L+2*C)/4."""
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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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output = _out(n)
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_check(_lib.qtl_wclprice(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n))
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return _wrap(output, idx, "WCLPRICE", "core", offset)
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def avgprice(open: object, high: object, low: object, close: object,
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offset: int = 0, **kwargs) -> object:
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"""Average Price = (O+H+L+C)/4."""
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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); dst = _out(n)
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_check(_lib.qtl_avgprice(_ptr(o), _ptr(h), _ptr(l), _ptr(c), n, _ptr(dst)))
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return _wrap(dst, idx, "AVGPRICE", "core", offset)
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def medprice(high: object, low: object, offset: int = 0, **kwargs) -> object:
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"""Median Price = (H+L)/2."""
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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h); dst = _out(n)
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_check(_lib.qtl_medprice(_ptr(h), _ptr(l), n, _ptr(dst)))
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return _wrap(dst, idx, "MEDPRICE", "core", int(offset))
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def typprice(open: object, high: object, low: object,
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offset: int = 0, **kwargs) -> object:
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"""Typical Price = (O+H+L)/3 (QuanTAlib variant)."""
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o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low)
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n = len(o); dst = _out(n)
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_check(_lib.qtl_typprice(_ptr(o), _ptr(h), _ptr(l), n, _ptr(dst)))
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return _wrap(dst, idx, "TYPPRICE", "core", int(offset))
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def midbody(open: object, close: object, offset: int = 0, **kwargs) -> object:
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"""Mid Body = (O+C)/2."""
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o, idx = _arr(open); c, _ = _arr(close)
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n = len(o); dst = _out(n)
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_check(_lib.qtl_midbody(_ptr(o), _ptr(c), n, _ptr(dst)))
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return _wrap(dst, idx, "MIDBODY", "core", int(offset))
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