py-alpha-lib 0.2.2__tar.gz → 0.2.3__tar.gz

{py_alpha_lib-0.2.2 → py_alpha_lib-0.2.3}/CHANGELOG.md

@@ -1,5 +1,11 @@
 # ChangeLog
 
+## [0.2.3] - 2026-04-13
+
+### Added
+
+- ExecContext: TS_QUANTILE, SLOPE, INTERCEPT, DMA, SUMBARS, BARSLAST, BARSSINCE, BINS, FRET, RCROSS, RLONGCROSS
+
 ## [0.2.2] - 2026-04-11
 
 ### Added

{py_alpha_lib-0.2.2 → py_alpha_lib-0.2.3}/Cargo.lock

@@ -4,7 +4,7 @@ version = 4
 
 [[package]]
 name = "alpha"
-version = "0.2.2"
+version = "0.2.3"
 dependencies = [
  "anyhow",
  "log",

{py_alpha_lib-0.2.2 → py_alpha_lib-0.2.3}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "alpha"
-version = "0.2.2"
+version = "0.2.3"
 edition = "2024"
 authors = ["ElseJJ"]
 readme = "README.md"

{py_alpha_lib-0.2.2 → py_alpha_lib-0.2.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: py-alpha-lib
-Version: 0.2.2
+Version: 0.2.3
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{py_alpha_lib-0.2.2 → py_alpha_lib-0.2.3}/python/alpha/context.py

@@ -249,6 +249,9 @@ class ExecContext:
     else:
       return alpha.SMA(a, int(args[0]), int(args[1]))
 
+  def DMA(self, a: np.ndarray, weight: float) -> np.ndarray:
+    return alpha.DMA(a, float(weight))
+
   # ── TS: Std Dev / Variance ─────────────────────────────────────────
   #   BRAIN: ts_std_dev    GTJA: STD               wq101: STDDEV
 
@@ -315,6 +318,11 @@ class ExecContext:
 
   TSRANK = TS_RANK  # gtja191
 
+  # ── TS: Quantile ────────────────────────────────────────────────────
+
+  def TS_QUANTILE(self, a: np.ndarray, w: int, q: float) -> np.ndarray:
+    return alpha.QUANTILE(a, int(w), q)
+
   # ── TS: Delay / Delta ──────────────────────────────────────────────
   #   BRAIN: ts_delay, ts_delta
   #   wq101: DELAY, DELTA
@@ -364,6 +372,14 @@ class ExecContext:
 
   REGRESI = TS_REGRESI  # gtja191
 
+  # ── TS: Slope / Intercept ───────────────────────────────────────
+
+  def SLOPE(self, a: np.ndarray, w: int) -> np.ndarray:
+    return alpha.SLOPE(a, int(w))
+
+  def INTERCEPT(self, a: np.ndarray, w: int) -> np.ndarray:
+    return alpha.INTERCEPT(a, int(w))
+
   # ── TS: Counting / Conditional ─────────────────────────────────────
   #   GTJA: COUNT, SUMIF
 
@@ -379,6 +395,17 @@ class ExecContext:
 
   SUMIF = TS_SUMIF  # gtja191
 
+  def SUMBARS(self, a: np.ndarray, amount: float) -> np.ndarray:
+    return alpha.SUMBARS(a, amount)
+
+  # ── TS: Bar Counting ──────────────────────────────────────────
+
+  def BARSLAST(self, cond: np.ndarray) -> np.ndarray:
+    return alpha.BARSLAST(np.asarray(cond, dtype=bool))
+
+  def BARSSINCE(self, cond: np.ndarray) -> np.ndarray:
+    return alpha.BARSSINCE(np.asarray(cond, dtype=bool))
+
   # ── TS: Conditional Scan (SELF recursion) ───────────────────────────
   #   GTJA: SELF-referencing patterns
 
@@ -440,6 +467,16 @@ class ExecContext:
   def TS_MOMENT(self, a: np.ndarray, w: int, k: int = 2) -> np.ndarray:
     return alpha.MOMENT(a, int(w), int(k))
 
+  # ── TS: Binning ────────────────────────────────────────────────
+
+  def BINS(self, a: np.ndarray, n: int) -> np.ndarray:
+    return alpha.BINS(a, int(n))
+
+  # ── TS: Future Return ──────────────────────────────────────────
+
+  def FRET(self, open: np.ndarray, close: np.ndarray, is_calc: np.ndarray, delay: int, periods: int) -> np.ndarray:
+    return alpha.FRET(open, close, is_calc, int(delay), int(periods))
+
   # ── TS: Cross Detection ────────────────────────────────────────────
   #   AmiBroker/GTJA: CROSS, LONGCROSS
 
@@ -449,6 +486,12 @@ class ExecContext:
   def LONGCROSS(self, a: np.ndarray, b: np.ndarray, n: int) -> np.ndarray:
     return alpha.LONGCROSS(a, b, int(n))
 
+  def RCROSS(self, a: np.ndarray, b: np.ndarray) -> np.ndarray:
+    return alpha.RCROSS(a, b)
+
+  def RLONGCROSS(self, a: np.ndarray, b: np.ndarray, n: int) -> np.ndarray:
+    return alpha.RLONGCROSS(a, b, int(n))
+
   # ====================================================================
   #  Cross-Sectional Operators (no prefix)
   #