py-alpha-lib 0.1.1__cp314-abi3-win_amd64.whl → 0.1.2__cp314-abi3-win_amd64.whl

alpha/algo/algo_gen.py

@@ -586,6 +586,23 @@ def SUMIF(
     _algo.sumif(r, input, condition, periods)
     return r
 
+def TS_CORR(
+  input: np.ndarray | list[np.ndarray], periods: int
+) -> np.ndarray | list[np.ndarray]:
+  """
+  Time Series Correlation
+  
+  Calculates the correlation coefficient between the input series and the time index.
+  """
+  if isinstance(input, list):
+    r = [np.empty_like(x) for x in input]
+    _algo.ts_corr(r, input, periods)
+    return r
+  else:
+    r = np.empty_like(input)
+    _algo.ts_corr(r, input, periods)
+    return r
+
 def TS_RANK(
   input: np.ndarray | list[np.ndarray], periods: int
 ) -> np.ndarray | list[np.ndarray]:

alpha/algo.md

@@ -34,5 +34,6 @@ the `np.ndarray` is `ndarray` type in `numpy` package
 - SUM(input: np.ndarray[float], periods: int): Calculate sum of values in preceding `periods` window  If periods is 0, it calculates the cumulative sum from the first valid value.
 - SUMBARS(input: np.ndarray[float], amount: float): Calculate number of periods (bars) backwards until the sum of values is greater than or equal to `amount`
 - SUMIF(input: np.ndarray[float], condition: np.ndarray[bool], periods: int): Calculate sum of values in preceding `periods` window where `condition` is true
+- TS_CORR(input: np.ndarray[float], periods: int): Time Series Correlation  Calculates the correlation coefficient between the input series and the time index.
 - TS_RANK(input: np.ndarray[float], periods: int): Calculate rank in a sliding window with size `periods`
 - VAR(input: np.ndarray[float], periods: int): Calculate Variance over a moving window  Variance = (SumSq - (Sum^2)/N) / (N - 1)

{py_alpha_lib-0.1.1.dist-info → py_alpha_lib-0.1.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: py-alpha-lib
-Version: 0.1.1
+Version: 0.1.2
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{py_alpha_lib-0.1.1.dist-info → py_alpha_lib-0.1.2.dist-info}/RECORD

@@ -1,15 +1,15 @@
 alpha\__init__.py,sha256=it34OBlXnf1KxXsG3S7gOTo7VUf_29NjYrf5HkyTiBQ,253
 alpha\algo\__init__.py,sha256=AwglMcMEn0P_Stdlr9oUYwFNVDtJ7JRh48LCHnZNRA8,158
-alpha\algo\_algo.pyd,sha256=Mk7q09s63T1J_aL7dTw28n34WXuz0qZUD-m3Y95scQc,2494464
+alpha\algo\_algo.pyd,sha256=YO_gU7DmqUE_jQnw7W6byJJLth2HN2kcq8nZsBiRGvE,2564608
 alpha\algo\algo.py,sha256=48jGJGSypFgGnih-XgIxW2QUnzGsTWq00TGNuDxKHE4,684
-alpha\algo\algo_gen.py,sha256=KlMKCnTZH9jotIW3wmsx2dXWRCejMWeJ6nd-vlzyhG8,17287
-alpha\algo.md,sha256=jh8-TXh5moTmnexFQWKfrtS4xy5oe3n40CXfdGyCX38,5115
+alpha\algo\algo_gen.py,sha256=56nZ89h_P_F8JLAcp5v0CSwuR1lAXzVfhOSk1ZzmSVA,17726
+alpha\algo.md,sha256=NNxc7A87r70gpvArcB2tUDxM7qot0oY9RoD_893HMno,5275
 alpha\lang\__init__.py,sha256=2dLimPixRh5vF3PvgF-aJ8DBZ0SuDaHrrkQecmBTC_4,132
 alpha\lang\__main__.py,sha256=wa5DHGSmhL8dswN3v160RXs1qG6_dIr0W1qe_u4b3C8,572
 alpha\lang\alpha.lark,sha256=qqMXJ--F3ErYikNdRs1vwHGKoJe_aRUeNmpo87NaTXs,1046
 alpha\lang\parser.py,sha256=WBpwEUYzGJ1nM7iUh_mEimGLhHzVZXS8BAzF58ZRagU,156846
 alpha\lang\to_python.py,sha256=4i8km91EejlzrIt5QxHrZWtq-A3zlDwRJwlAUew54-8,6563
-py_alpha_lib-0.1.1.dist-info\METADATA,sha256=5Mgzjgy9wEQQVexGOZrmjpAXaUouWlZAW5W152XoFCY,16272
-py_alpha_lib-0.1.1.dist-info\WHEEL,sha256=dsg5IA1tFdLNsJihRQJCX59s7GKfDG9N_2EOwwysnks,96
-py_alpha_lib-0.1.1.dist-info\licenses\LICENSE,sha256=3D2Y67XRAnMSiByf02r4DaFv92CdDLw5U6xHyUVkdI4,1289
-py_alpha_lib-0.1.1.dist-info\RECORD,,
+py_alpha_lib-0.1.2.dist-info\METADATA,sha256=9VEien3NMEJKb6nDOz2Jb7Dbi9U5INER2E8qCjUwDTI,16272
+py_alpha_lib-0.1.2.dist-info\WHEEL,sha256=dsg5IA1tFdLNsJihRQJCX59s7GKfDG9N_2EOwwysnks,96
+py_alpha_lib-0.1.2.dist-info\licenses\LICENSE,sha256=3D2Y67XRAnMSiByf02r4DaFv92CdDLw5U6xHyUVkdI4,1289
+py_alpha_lib-0.1.2.dist-info\RECORD,,