mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
eb9e41fc2e
Algorithm: SuperSmoother-filtered momentum → Ehlers RSI → Fisher Transform - 2-pole Butterworth IIR pre-filter removes noise - Ehlers RSI (raw summation, not Wilder) outputs [-1,1] - arctanh produces Gaussian-distributed zero-mean oscillator Files: Rrsi.cs, Rrsi.Quantower.cs, Rrsi.md, 31+7 tests Integration: sidebar, indices, Python bridge (Exports, _bridge, oscillators, SPEC) Build: 0 warnings, 0 errors | Tests: 15,963 passed, 0 failed
608 lines
24 KiB
Python
608 lines
24 KiB
Python
"""quantalib oscillators 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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"ac",
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"ao",
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"bbs",
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"bw_mfi",
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"coppock",
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"eri",
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"fi",
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"gator",
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"imi",
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"kdj",
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"kst",
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"marketfi",
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"mstoch",
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"pgo",
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"qqe",
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"reverseema",
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"rvgi",
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"rrsi",
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"smi",
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"squeeze",
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"stc",
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"stoch",
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"stochf",
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"stochrsi",
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"ttm_wave",
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"ultosc",
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"willr",
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"fisher",
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"fisher04",
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"dpo",
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"trix",
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"inertia",
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"rsx",
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"er",
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"cti",
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"reflex",
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"trendflex",
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"kri",
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"psl",
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"deco",
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"dosc",
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"dymi",
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"crsi",
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"bbb",
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"bbi",
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"dem",
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"brar",
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]
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def ac(high: object, low: object, fastPeriod: int = 12, slowPeriod: int = 26, acPeriod: int = 5, offset: int = 0, **kwargs) -> object:
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"""Accelerator Oscillator."""
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fastPeriod = int(fastPeriod)
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slowPeriod = int(slowPeriod)
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acPeriod = int(acPeriod)
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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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destination = _out(n)
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_check(_lib.qtl_ac(_ptr(h), _ptr(l), _ptr(destination), n, fastPeriod, slowPeriod, acPeriod))
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return _wrap(destination, idx, f"AC_{fastPeriod}", "oscillators", offset)
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def ao(high: object, low: object, fastPeriod: int = 12, slowPeriod: int = 26, offset: int = 0, **kwargs) -> object:
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"""Awesome 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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h, idx = _arr(high); l, _ = _arr(low)
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n = len(h)
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destination = _out(n)
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_check(_lib.qtl_ao(_ptr(h), _ptr(l), _ptr(destination), n, fastPeriod, slowPeriod))
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return _wrap(destination, idx, f"AO_{fastPeriod}", "oscillators", offset)
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def bbs(high: object, low: object, close: object, bbPeriod: int = 20, bbMult: float = 2.0, offset: int = 0, **kwargs) -> object:
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"""Bollinger Band Squeeze."""
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bbPeriod = int(bbPeriod)
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bbMult = float(bbMult)
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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_bbs(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, bbPeriod, bbMult))
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return _wrap(output, idx, f"BBS_{bbPeriod}", "oscillators", offset)
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def coppock(close: object, longRoc: int = 14, shortRoc: int = 11, wmaPeriod: int = 10, offset: int = 0, **kwargs) -> object:
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"""Coppock Curve."""
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longRoc = int(longRoc)
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shortRoc = int(shortRoc)
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wmaPeriod = int(wmaPeriod)
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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_coppock(_ptr(src), _ptr(output), n, longRoc, shortRoc, wmaPeriod))
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return _wrap(output, idx, f"COPPOCK_{wmaPeriod}", "oscillators", offset)
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def eri(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Elder Ray Index."""
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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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dst = _out(n)
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_check(_lib.qtl_eri(_ptr(src), period, n, _ptr(dst)))
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return _wrap(dst, idx, f"ERI_{period}", "oscillators", offset)
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def fi(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Force Index."""
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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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dst = _out(n)
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_check(_lib.qtl_fi(_ptr(src), period, n, _ptr(dst)))
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return _wrap(dst, idx, f"FI_{period}", "oscillators", offset)
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def gator(close: object, jawPeriod: int = 13, jawShift: int = 8, teethPeriod: int = 8, teethShift: int = 5, lipsPeriod: int = 5, lipsShift: int = 3, offset: int = 0, **kwargs) -> object:
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"""Gator Oscillator."""
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jawPeriod = int(jawPeriod)
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jawShift = int(jawShift)
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teethPeriod = int(teethPeriod)
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teethShift = int(teethShift)
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lipsPeriod = int(lipsPeriod)
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lipsShift = int(lipsShift)
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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_gator(_ptr(src), _ptr(output), n, jawPeriod, jawShift, teethPeriod, teethShift, lipsPeriod, lipsShift))
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return _wrap(output, idx, f"GATOR_{jawPeriod}", "oscillators", offset)
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def imi(open: object, high: object, low: object, close: object, volume: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Intraday Momentum 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_imi(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(v), period, n, _ptr(dst)))
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return _wrap(dst, idx, f"IMI_{period}", "oscillators", offset)
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def kdj(high: object, low: object, close: object, period: int = 14, signal: int = 3, offset: int = 0, **kwargs) -> object:
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"""KDJ Indicator."""
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period = int(kwargs.get("length", period))
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signal = int(signal)
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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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kOut = _out(n)
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dOut = _out(n)
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jOut = _out(n)
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_check(_lib.qtl_kdj(_ptr(h), _ptr(l), _ptr(c), _ptr(kOut), _ptr(dOut), _ptr(jOut), n, period, signal))
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return _wrap_multi({"kOut": kOut, "dOut": dOut, "jOut": jOut}, idx, "oscillators", offset)
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def kst(close: object, r1: int = 10, r2: int = 15, r3: int = 20, r4: int = 30, s1: int = 10, s2: int = 10, s3: int = 10, s4: int = 15, sigPeriod: int = 9, offset: int = 0, **kwargs) -> object:
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"""Know Sure Thing."""
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r1 = int(r1)
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r2 = int(r2)
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r3 = int(r3)
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r4 = int(r4)
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s1 = int(s1)
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s2 = int(s2)
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s3 = int(s3)
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s4 = int(s4)
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sigPeriod = int(sigPeriod)
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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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kstOut = _out(n)
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sigOut = _out(n)
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_check(_lib.qtl_kst(_ptr(src), _ptr(kstOut), _ptr(sigOut), n, r1, r2, r3, r4, s1, s2, s3, s4, sigPeriod))
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return _wrap_multi({"kstOut": kstOut, "sigOut": sigOut}, idx, "oscillators", offset)
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def marketfi(high: object, low: object, volume: object, offset: int = 0, **kwargs) -> object:
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"""Market Facilitation Index."""
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); v, _ = _arr(volume)
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n = len(h)
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output = _out(n)
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_check(_lib.qtl_marketfi(_ptr(h), _ptr(l), _ptr(v), _ptr(output), n))
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return _wrap(output, idx, "MARKETFI", "oscillators", offset)
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def bw_mfi(high: object, low: object, volume: object, offset: int = 0, **kwargs) -> object:
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"""Bill Williams Market Facilitation Index with 4-zone classification."""
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offset = int(offset)
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h, idx = _arr(high); l, _ = _arr(low); v, _ = _arr(volume)
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n = len(h)
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mfiOut = _out(n)
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zoneOut = _out(n)
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_check(_lib.qtl_bwmfi(_ptr(h), _ptr(l), _ptr(v), _ptr(mfiOut), _ptr(zoneOut), n))
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return _wrap_multi({"mfiOut": mfiOut, "zoneOut": zoneOut}, idx, "oscillators", offset)
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def dstoch(high: object, low: object, close: object, period: int = 21, offset: int = 0, **kwargs) -> object:
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"""Double Stochastic (Bressert DSS)."""
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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); c, _ = _arr(close)
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n = len(h)
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output = _out(n)
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_check(_lib.qtl_dstoch(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, period))
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return _wrap(output, idx, f"DSTOCH_{period}", "oscillators", offset)
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def mstoch(close: object, stochLength: int = 20, hpLength: int = 48, ssLength: int = 10, offset: int = 0, **kwargs) -> object:
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"""Modified Stochastic."""
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stochLength = int(stochLength)
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hpLength = int(hpLength)
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ssLength = int(ssLength)
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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_mstoch(_ptr(src), _ptr(output), n, stochLength, hpLength, ssLength))
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return _wrap(output, idx, f"MSTOCH_{stochLength}", "oscillators", offset)
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def pgo(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Pretty Good Oscillator."""
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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); c, _ = _arr(close)
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n = len(h)
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destination = _out(n)
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_check(_lib.qtl_pgo(_ptr(h), _ptr(l), _ptr(c), _ptr(destination), n, period))
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return _wrap(destination, idx, f"PGO_{period}", "oscillators", offset)
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def qqe(close: object, rsiPeriod: int = 14, smoothFactor: int = 5, qqeFactor: float = 4.236, offset: int = 0, **kwargs) -> object:
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"""Quantitative Qualitative Estimation."""
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rsiPeriod = int(rsiPeriod)
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smoothFactor = int(smoothFactor)
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qqeFactor = float(qqeFactor)
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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_qqe(_ptr(src), _ptr(output), n, rsiPeriod, smoothFactor, qqeFactor))
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return _wrap(output, idx, f"QQE_{rsiPeriod}", "oscillators", offset)
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def reverseema(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Reverse EMA."""
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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_reverseema(_ptr(src), _ptr(output), n, period))
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return _wrap(output, idx, f"REVERSEEMA_{period}", "oscillators", offset)
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def rvgi(open: object, high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
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"""Relative Vigor 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); c, _ = _arr(close)
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n = len(o)
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rvgiOutput = _out(n)
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signalOutput = _out(n)
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_check(_lib.qtl_rvgi(_ptr(o), _ptr(h), _ptr(l), _ptr(c), _ptr(rvgiOutput), _ptr(signalOutput), n, period))
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return _wrap_multi({"rvgiOutput": rvgiOutput, "signalOutput": signalOutput}, idx, "oscillators", offset)
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def rrsi(close: object, smoothLength: int = 10, rsiLength: int = 10, offset: int = 0, **kwargs) -> object:
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"""Rocket RSI (Ehlers) — Fisher Transform of Super Smoother–filtered RSI."""
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src = _to_np(close)
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n = len(src)
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out = _np.empty(n, dtype=_np.float64)
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_bridge._check(_bridge._lib.qtl_rrsi(
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src.ctypes.data_as(_bridge._dp), n,
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out.ctypes.data_as(_bridge._dp), smoothLength, rsiLength))
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return _shift(out, offset)
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def smi(high: object, low: object, close: object, kPeriod: int = 14, kSmooth: int = 3, dSmooth: int = 3, blau: int = 3, offset: int = 0, **kwargs) -> object:
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"""Stochastic Momentum Index."""
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kPeriod = int(kPeriod)
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kSmooth = int(kSmooth)
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dSmooth = int(dSmooth)
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blau = int(blau)
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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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kOut = _out(n)
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dOut = _out(n)
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_check(_lib.qtl_smi(_ptr(h), _ptr(l), _ptr(c), _ptr(kOut), _ptr(dOut), n, kPeriod, kSmooth, dSmooth, blau))
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return _wrap_multi({"kOut": kOut, "dOut": dOut}, idx, "oscillators", offset)
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def squeeze(high: object, low: object, close: object, period: int = 14, bbMult: float = 2.0, kcMult: float = 1.5, offset: int = 0, **kwargs) -> object:
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"""Squeeze Momentum."""
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period = int(kwargs.get("length", period))
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bbMult = float(bbMult)
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kcMult = float(kcMult)
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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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momOut = _out(n)
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sqOut = _out(n)
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_check(_lib.qtl_squeeze(_ptr(h), _ptr(l), _ptr(c), _ptr(momOut), _ptr(sqOut), n, period, bbMult, kcMult))
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return _wrap_multi({"momOut": momOut, "sqOut": sqOut}, idx, "oscillators", offset)
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def squeeze_pro(high: object, low: object, close: object, period: int = 20, bbMult: float = 2.0, kcMultWide: float = 2.0, kcMultNormal: float = 1.5, kcMultNarrow: float = 1.0, momLength: int = 12, momSmooth: int = 6, useSma: bool = True, offset: int = 0, **kwargs) -> object:
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"""Squeeze Pro (LazyBear enhanced TTM Squeeze with 3 KC widths)."""
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period = int(kwargs.get("length", period))
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bbMult = float(bbMult)
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kcMultWide = float(kcMultWide)
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kcMultNormal = float(kcMultNormal)
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kcMultNarrow = float(kcMultNarrow)
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momLength = int(momLength)
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momSmooth = int(momSmooth)
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useSmaInt = int(bool(useSma))
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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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momOut = _out(n)
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sqOut = _out(n)
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_check(_lib.qtl_squeeze_pro(_ptr(h), _ptr(l), _ptr(c), _ptr(momOut), _ptr(sqOut), n, period, bbMult, kcMultWide, kcMultNormal, kcMultNarrow, momLength, momSmooth, useSmaInt))
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return _wrap_multi({"momOut": momOut, "sqOut": sqOut}, idx, "oscillators", offset)
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def stc(close: object, kPeriod: int = 14, dPeriod: int = 3, fastLength: int = 23, slowLength: int = 50, smoothing: int = 10, offset: int = 0, **kwargs) -> object:
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"""Schaff Trend Cycle."""
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kPeriod = int(kPeriod)
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dPeriod = int(dPeriod)
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fastLength = int(fastLength)
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slowLength = int(slowLength)
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smoothing = int(smoothing)
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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_stc(_ptr(src), _ptr(output), n, kPeriod, dPeriod, fastLength, slowLength, smoothing))
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return _wrap(output, idx, f"STC_{kPeriod}", "oscillators", offset)
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def stoch(high: object, low: object, close: object, kLength: int = 14, dPeriod: int = 3, offset: int = 0, **kwargs) -> object:
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"""Stochastic Oscillator."""
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kLength = int(kLength)
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dPeriod = int(dPeriod)
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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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kOut = _out(n)
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dOut = _out(n)
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_check(_lib.qtl_stoch(_ptr(h), _ptr(l), _ptr(c), _ptr(kOut), _ptr(dOut), n, kLength, dPeriod))
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return _wrap_multi({"kOut": kOut, "dOut": dOut}, idx, "oscillators", offset)
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def stochf(high: object, low: object, close: object, kLength: int = 14, dPeriod: int = 3, offset: int = 0, **kwargs) -> object:
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"""Fast Stochastic."""
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kLength = int(kLength)
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dPeriod = int(dPeriod)
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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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kOut = _out(n)
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dOut = _out(n)
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_check(_lib.qtl_stochf(_ptr(h), _ptr(l), _ptr(c), _ptr(kOut), _ptr(dOut), n, kLength, dPeriod))
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return _wrap_multi({"kOut": kOut, "dOut": dOut}, idx, "oscillators", offset)
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def stochrsi(close: object, rsiLength: int = 14, stochLength: int = 14, kSmooth: int = 3, dSmooth: int = 3, offset: int = 0, **kwargs) -> object:
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"""Stochastic RSI."""
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rsiLength = int(rsiLength)
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stochLength = int(stochLength)
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||
kSmooth = int(kSmooth)
|
||
dSmooth = int(dSmooth)
|
||
offset = int(offset)
|
||
src, idx = _arr(close)
|
||
n = len(src)
|
||
output = _out(n)
|
||
_check(_lib.qtl_stochrsi(_ptr(src), _ptr(output), n, rsiLength, stochLength, kSmooth, dSmooth))
|
||
return _wrap(output, idx, f"STOCHRSI_{rsiLength}", "oscillators", offset)
|
||
|
||
|
||
def ttm_wave(close: object, offset: int = 0, **kwargs) -> object:
|
||
"""TTM Wave."""
|
||
offset = int(offset)
|
||
src, idx = _arr(close)
|
||
n = len(src)
|
||
dst = _out(n)
|
||
_check(_lib.qtl_ttmwave(_ptr(src), n, _ptr(dst)))
|
||
return _wrap(dst, idx, "TTM_WAVE", "oscillators", offset)
|
||
|
||
|
||
def ultosc(high: object, low: object, close: object, period1: int = 14, period2: int = 14, period3: int = 14, offset: int = 0, **kwargs) -> object:
|
||
"""Ultimate Oscillator."""
|
||
period1 = int(period1)
|
||
period2 = int(period2)
|
||
period3 = int(period3)
|
||
offset = int(offset)
|
||
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
|
||
n = len(h)
|
||
output = _out(n)
|
||
_check(_lib.qtl_ultosc(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, period1, period2, period3))
|
||
return _wrap(output, idx, f"ULTOSC_{period1}", "oscillators", offset)
|
||
|
||
|
||
def willr(high: object, low: object, close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
|
||
"""Williams %R."""
|
||
period = int(kwargs.get("length", period))
|
||
offset = int(offset)
|
||
h, idx = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
|
||
n = len(h)
|
||
output = _out(n)
|
||
_check(_lib.qtl_willr(_ptr(h), _ptr(l), _ptr(c), _ptr(output), n, period))
|
||
return _wrap(output, idx, f"WILLR_{period}", "oscillators", offset)
|
||
|
||
def fisher(close: object, period: int = 9, offset: int = 0, **kwargs) -> object:
|
||
"""Fisher Transform."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_fisher(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"FISHER_{period}", "oscillators", offset)
|
||
|
||
|
||
def fisher04(close: object, period: int = 9, offset: int = 0, **kwargs) -> object:
|
||
"""Fisher Transform (0.4 variant)."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_fisher04(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"FISHER04_{period}", "oscillators", offset)
|
||
|
||
|
||
def dpo(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
|
||
"""Detrended Price Oscillator."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_dpo(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"DPO_{period}", "oscillators", offset)
|
||
|
||
|
||
def trix(close: object, period: int = 18, offset: int = 0, **kwargs) -> object:
|
||
"""Triple EMA Rate of Change."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_trix(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"TRIX_{period}", "oscillators", offset)
|
||
|
||
|
||
def inertia(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
|
||
"""Inertia."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_inertia(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"INERTIA_{period}", "oscillators", offset)
|
||
|
||
|
||
def rsx(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
|
||
"""Relative Strength Xtra."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_rsx(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"RSX_{period}", "oscillators", offset)
|
||
|
||
|
||
def er(close: object, period: int = 10, offset: int = 0, **kwargs) -> object:
|
||
"""Efficiency Ratio."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_er(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"ER_{period}", "oscillators", offset)
|
||
|
||
|
||
def cti(close: object, period: int = 12, offset: int = 0, **kwargs) -> object:
|
||
"""Correlation Trend Indicator."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_cti(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"CTI_{period}", "oscillators", offset)
|
||
|
||
|
||
def reflex(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
|
||
"""Reflex."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_reflex(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"REFLEX_{period}", "oscillators", offset)
|
||
|
||
|
||
def trendflex(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
|
||
"""Trendflex."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_trendflex(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"TRENDFLEX_{period}", "oscillators", offset)
|
||
|
||
|
||
def kri(close: object, period: int = 20, offset: int = 0, **kwargs) -> object:
|
||
"""Kairi Relative Index."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_kri(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"KRI_{period}", "oscillators", offset)
|
||
|
||
|
||
def psl(close: object, period: int = 12, offset: int = 0, **kwargs) -> object:
|
||
"""Psychological Line."""
|
||
period = int(kwargs.get("length", period)); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_psl(_ptr(src), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"PSL_{period}", "oscillators", offset)
|
||
|
||
|
||
def deco(close: object, short_period: int = 30, long_period: int = 60,
|
||
offset: int = 0, **kwargs) -> object:
|
||
"""DECO."""
|
||
short_period = int(short_period); long_period = int(long_period); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_deco(_ptr(src), n, _ptr(dst), short_period, long_period))
|
||
return _wrap(dst, idx, f"DECO_{short_period}_{long_period}", "oscillators", offset)
|
||
|
||
|
||
def dosc(close: object, rsi_period: int = 14, ema1_period: int = 5,
|
||
ema2_period: int = 3, signal_period: int = 9,
|
||
offset: int = 0, **kwargs) -> object:
|
||
"""DeMarker Oscillator."""
|
||
offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_dosc(_ptr(src), n, _ptr(dst),
|
||
int(rsi_period), int(ema1_period), int(ema2_period), int(signal_period)))
|
||
return _wrap(dst, idx, f"DOSC_{rsi_period}", "oscillators", offset)
|
||
|
||
|
||
def dymi(close: object, base_period: int = 14, short_period: int = 5,
|
||
long_period: int = 10, min_period: int = 3, max_period: int = 30,
|
||
offset: int = 0, **kwargs) -> object:
|
||
"""Dynamic Momentum Index."""
|
||
offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_dymi(_ptr(src), n, _ptr(dst),
|
||
int(base_period), int(short_period), int(long_period),
|
||
int(min_period), int(max_period)))
|
||
return _wrap(dst, idx, "DYMI", "oscillators", offset)
|
||
|
||
|
||
def crsi(close: object, rsi_period: int = 3, streak_period: int = 2,
|
||
rank_period: int = 100, offset: int = 0, **kwargs) -> object:
|
||
"""Connors RSI."""
|
||
offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_crsi(_ptr(src), n, _ptr(dst),
|
||
int(rsi_period), int(streak_period), int(rank_period)))
|
||
return _wrap(dst, idx, f"CRSI_{rsi_period}", "oscillators", offset)
|
||
|
||
|
||
def bbb(close: object, period: int = 20, mult: float = 2.0,
|
||
offset: int = 0, **kwargs) -> object:
|
||
"""Bollinger Band Bounce."""
|
||
period = int(kwargs.get("length", period)); mult = float(mult); offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_bbb(_ptr(src), n, _ptr(dst), period, mult))
|
||
return _wrap(dst, idx, f"BBB_{period}", "oscillators", offset)
|
||
|
||
|
||
def bbi(close: object, p1: int = 3, p2: int = 6, p3: int = 12, p4: int = 24,
|
||
offset: int = 0, **kwargs) -> object:
|
||
"""Bull Bear Index."""
|
||
offset = int(offset)
|
||
src, idx = _arr(close); n = len(src); dst = _out(n)
|
||
_check(_lib.qtl_bbi(_ptr(src), n, _ptr(dst), int(p1), int(p2), int(p3), int(p4)))
|
||
return _wrap(dst, idx, "BBI", "oscillators", offset)
|
||
|
||
|
||
def dem(high: object, low: object, period: int = 14,
|
||
offset: int = 0, **kwargs) -> object:
|
||
"""DeMarker."""
|
||
period = int(kwargs.get("length", period))
|
||
h, idx = _arr(high); l, _ = _arr(low)
|
||
n = len(h); dst = _out(n)
|
||
_check(_lib.qtl_dem(_ptr(h), _ptr(l), n, _ptr(dst), period))
|
||
return _wrap(dst, idx, f"DEM_{period}", "oscillators", int(offset))
|
||
|
||
|
||
def brar(open: object, high: object, low: object, close: object,
|
||
length: int = 26, offset: int = 0, **kwargs) -> object:
|
||
"""Bull-Bear Ratio (BRAR)."""
|
||
length = int(length); offset = int(offset)
|
||
o, idx = _arr(open); h, _ = _arr(high); l, _ = _arr(low); c, _ = _arr(close)
|
||
n = len(o); br = _out(n); ar = _out(n)
|
||
_check(_lib.qtl_brar(_ptr(o), _ptr(h), _ptr(l), _ptr(c), n, _ptr(br), _ptr(ar), length))
|
||
return _wrap_multi({f"BR_{length}": br, f"AR_{length}": ar}, idx, "oscillators", offset)
|