quantnodes 3.0.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- QuantNodes/__init__.py +15 -0
- QuantNodes/__main__.py +14 -0
- QuantNodes/agent/__init__.py +158 -0
- QuantNodes/agent/agents/__init__.py +13 -0
- QuantNodes/agent/agents/definition.py +180 -0
- QuantNodes/agent/agents/manager.py +73 -0
- QuantNodes/agent/config/__init__.py +34 -0
- QuantNodes/agent/config/executor.py +958 -0
- QuantNodes/agent/config/loader.py +427 -0
- QuantNodes/agent/config/templates/bollinger_bands.yaml +84 -0
- QuantNodes/agent/config/templates/dual_ma.yaml +72 -0
- QuantNodes/agent/config/templates/empty.yaml +56 -0
- QuantNodes/agent/config/templates/mean_reversion.yaml +47 -0
- QuantNodes/agent/config/templates/mean_reversion_zscore.yaml +90 -0
- QuantNodes/agent/config/templates/momentum.yaml +81 -0
- QuantNodes/agent/config/templates/momentum_breakout.yaml +84 -0
- QuantNodes/agent/config/templates/rsi_strategy.yaml +72 -0
- QuantNodes/agent/config/templates/volume_price.yaml +86 -0
- QuantNodes/agent/config/types.py +156 -0
- QuantNodes/agent/config_mapper.py +293 -0
- QuantNodes/agent/core/__init__.py +19 -0
- QuantNodes/agent/core/dream.py +47 -0
- QuantNodes/agent/core/quant_dream.py +274 -0
- QuantNodes/agent/cron_jobs.py +314 -0
- QuantNodes/agent/nanobot_bridge.py +242 -0
- QuantNodes/agent/permission/__init__.py +30 -0
- QuantNodes/agent/permission/defaults.py +36 -0
- QuantNodes/agent/permission/evaluate.py +41 -0
- QuantNodes/agent/permission/models.py +59 -0
- QuantNodes/agent/permission/service.py +133 -0
- QuantNodes/agent/providers/__init__.py +11 -0
- QuantNodes/agent/providers/base.py +102 -0
- QuantNodes/agent/providers/quantnodes.py +610 -0
- QuantNodes/agent/providers/rate_limiter.py +326 -0
- QuantNodes/agent/providers/registry.py +163 -0
- QuantNodes/agent/skills/__init__.py +20 -0
- QuantNodes/agent/skills/base.py +118 -0
- QuantNodes/agent/skills/bridge.py +73 -0
- QuantNodes/agent/skills/factor/__init__.py +14 -0
- QuantNodes/agent/skills/factor/correlation.py +99 -0
- QuantNodes/agent/skills/factor/group_backtest.py +114 -0
- QuantNodes/agent/skills/factor/ic_analysis.py +106 -0
- QuantNodes/agent/skills/loader.py +107 -0
- QuantNodes/agent/skills/registry.py +105 -0
- QuantNodes/agent/skills/strategy/__init__.py +16 -0
- QuantNodes/agent/skills/strategy/bollinger.py +86 -0
- QuantNodes/agent/skills/strategy/dual_ma.py +82 -0
- QuantNodes/agent/skills/strategy/momentum.py +74 -0
- QuantNodes/agent/skills/strategy/rsi_reversal.py +99 -0
- QuantNodes/agent/skills_quant/__init__.py +14 -0
- QuantNodes/agent/skills_quant/backtest-analyze/SKILL.md +42 -0
- QuantNodes/agent/skills_quant/config-driven/SKILL.md +72 -0
- QuantNodes/agent/skills_quant/factor-research/SKILL.md +40 -0
- QuantNodes/agent/skills_quant/quant-dream/SKILL.md +55 -0
- QuantNodes/agent/skills_quant/risk-management/SKILL.md +45 -0
- QuantNodes/agent/skills_quant/strategy-design/SKILL.md +43 -0
- QuantNodes/agent/templates/__init__.py +4 -0
- QuantNodes/agent/tools/__init__.py +173 -0
- QuantNodes/agent/tools/_workspace.py +51 -0
- QuantNodes/agent/tools/alpha_backtest.py +328 -0
- QuantNodes/agent/tools/alpha_evaluate.py +493 -0
- QuantNodes/agent/tools/backtest.py +226 -0
- QuantNodes/agent/tools/base.py +133 -0
- QuantNodes/agent/tools/code_search.py +207 -0
- QuantNodes/agent/tools/config_backtest.py +401 -0
- QuantNodes/agent/tools/context.py +97 -0
- QuantNodes/agent/tools/dream_skill.py +77 -0
- QuantNodes/agent/tools/echo.py +38 -0
- QuantNodes/agent/tools/factor.py +231 -0
- QuantNodes/agent/tools/file_ops.py +201 -0
- QuantNodes/agent/tools/git_ops.py +190 -0
- QuantNodes/agent/tools/operator_lookup.py +218 -0
- QuantNodes/agent/tools/output_truncation.py +77 -0
- QuantNodes/agent/tools/path_check.py +43 -0
- QuantNodes/agent/tools/pipeline.py +62 -0
- QuantNodes/agent/tools/registry.py +150 -0
- QuantNodes/agent/tools/sandbox.py +62 -0
- QuantNodes/agent/tools/shell_safety.py +63 -0
- QuantNodes/agent/tools/strategy.py +106 -0
- QuantNodes/agent/tools/task.py +171 -0
- QuantNodes/agent/tools/web_fetch.py +142 -0
- QuantNodes/agent/tools/web_search.py +114 -0
- QuantNodes/agent/tools/wiki.py +370 -0
- QuantNodes/agent/utils/__init__.py +11 -0
- QuantNodes/agent/utils/helpers.py +43 -0
- QuantNodes/agent/utils/prompt_templates.py +30 -0
- QuantNodes/agent/workflows/__init__.py +20 -0
- QuantNodes/agent/workflows/implementations/__init__.py +8 -0
- QuantNodes/agent/workflows/implementations/alpha_gpt.py +508 -0
- QuantNodes/agent/workflows/implementations/mcts.py +442 -0
- QuantNodes/agent/workflows/parsers.py +44 -0
- QuantNodes/agent/workflows/registry.py +119 -0
- QuantNodes/agent/workflows/step_agent.py +219 -0
- QuantNodes/agent/workflows/tool.py +198 -0
- QuantNodes/ai/__init__.py +93 -0
- QuantNodes/ai/llm/__init__.py +75 -0
- QuantNodes/ai/llm/base.py +233 -0
- QuantNodes/ai/llm/decorators.py +281 -0
- QuantNodes/ai/llm/gateway.py +571 -0
- QuantNodes/ai/llm/null.py +76 -0
- QuantNodes/ai/llm/openai.py +435 -0
- QuantNodes/ai/optimizer.py +405 -0
- QuantNodes/ai/prompts/__init__.py +229 -0
- QuantNodes/ai/sandbox.py +371 -0
- QuantNodes/ai/sandbox_pandas_bridge.py +150 -0
- QuantNodes/ai/strategy_gen.py +396 -0
- QuantNodes/backtest/__init__.py +64 -0
- QuantNodes/backtest/backtest_node.py +188 -0
- QuantNodes/backtest/broker_node.py +378 -0
- QuantNodes/backtest/config_runner.py +397 -0
- QuantNodes/backtest/config_strategy.py +64 -0
- QuantNodes/backtest/risk_node.py +360 -0
- QuantNodes/backtest/strategy_node.py +268 -0
- QuantNodes/cache_node/__init__.py +19 -0
- QuantNodes/cache_node/base.py +244 -0
- QuantNodes/cache_node/cache_store.py +99 -0
- QuantNodes/cache_node/metadata.py +100 -0
- QuantNodes/cli/__init__.py +109 -0
- QuantNodes/cli/_helpers.py +511 -0
- QuantNodes/cli/command.py +110 -0
- QuantNodes/cli/commands/__init__.py +69 -0
- QuantNodes/cli/commands/agent.py +158 -0
- QuantNodes/cli/commands/alpha.py +951 -0
- QuantNodes/cli/commands/chat.py +38 -0
- QuantNodes/cli/commands/evolve.py +120 -0
- QuantNodes/cli/commands/factor.py +569 -0
- QuantNodes/cli/commands/init.py +190 -0
- QuantNodes/cli/commands/run.py +259 -0
- QuantNodes/cli/commands/serve.py +398 -0
- QuantNodes/cli/commands/version.py +120 -0
- QuantNodes/cli/enhanced.py +146 -0
- QuantNodes/conf_node/__init__.py +37 -0
- QuantNodes/conf_node/base.py +120 -0
- QuantNodes/conf_node/env_config.py +132 -0
- QuantNodes/conf_node/ini_config.py +70 -0
- QuantNodes/conf_node/json_config.py +69 -0
- QuantNodes/conf_node/yaml_config.py +78 -0
- QuantNodes/constants.py +17 -0
- QuantNodes/core/__init__.py +196 -0
- QuantNodes/core/_lookback_helpers.py +49 -0
- QuantNodes/core/ast_parser.py +198 -0
- QuantNodes/core/base.py +61 -0
- QuantNodes/core/cache_manager.py +344 -0
- QuantNodes/core/cache_utils.py +150 -0
- QuantNodes/core/cond_builder.py +53 -0
- QuantNodes/core/config.py +170 -0
- QuantNodes/core/constants.py +48 -0
- QuantNodes/core/control.py +412 -0
- QuantNodes/core/data_preprocessing.py +453 -0
- QuantNodes/core/data_source.py +46 -0
- QuantNodes/core/events.py +178 -0
- QuantNodes/core/evolution/__init__.py +22 -0
- QuantNodes/core/evolution/loop.py +583 -0
- QuantNodes/core/evolution/operators.py +289 -0
- QuantNodes/core/evolution/settings.py +44 -0
- QuantNodes/core/expression.py +841 -0
- QuantNodes/core/feedback/__init__.py +38 -0
- QuantNodes/core/feedback/channels.py +182 -0
- QuantNodes/core/feedback/collector.py +91 -0
- QuantNodes/core/feedback/dataclass.py +239 -0
- QuantNodes/core/feedback/llm_judge.py +138 -0
- QuantNodes/core/knowledge/__init__.py +69 -0
- QuantNodes/core/knowledge/knowledge_base.py +217 -0
- QuantNodes/core/knowledge/lineage_compress.py +196 -0
- QuantNodes/core/knowledge/lineage_expand.py +123 -0
- QuantNodes/core/knowledge/metrics/__init__.py +43 -0
- QuantNodes/core/knowledge/metrics/evaluator.py +176 -0
- QuantNodes/core/knowledge/metrics/metrics.py +220 -0
- QuantNodes/core/knowledge/rag_prompt.py +196 -0
- QuantNodes/core/knowledge/retriever.py +209 -0
- QuantNodes/core/lambda_node.py +81 -0
- QuantNodes/core/monitoring/__init__.py +22 -0
- QuantNodes/core/monitoring/collector.py +292 -0
- QuantNodes/core/monitoring/dashboard.py +365 -0
- QuantNodes/core/node.py +375 -0
- QuantNodes/core/pandas_utils.py +504 -0
- QuantNodes/core/parallel/__init__.py +15 -0
- QuantNodes/core/parallel/worker.py +140 -0
- QuantNodes/core/parallel/worker_process.py +265 -0
- QuantNodes/core/path_utils.py +73 -0
- QuantNodes/core/pipeline.py +328 -0
- QuantNodes/core/plugin.py +135 -0
- QuantNodes/core/quality_gate/__init__.py +32 -0
- QuantNodes/core/quality_gate/complexity.py +94 -0
- QuantNodes/core/quality_gate/consistency.py +26 -0
- QuantNodes/core/quality_gate/node.py +97 -0
- QuantNodes/core/quality_gate/redundancy.py +51 -0
- QuantNodes/core/quality_gate/settings.py +43 -0
- QuantNodes/core/quality_gate/zoo.py +98 -0
- QuantNodes/core/serializable.py +116 -0
- QuantNodes/core/serialization.py +673 -0
- QuantNodes/core/tools.py +333 -0
- QuantNodes/core/trajectory/__init__.py +25 -0
- QuantNodes/core/trajectory/entry.py +116 -0
- QuantNodes/core/trajectory/lineage.py +67 -0
- QuantNodes/core/trajectory/pool.py +211 -0
- QuantNodes/core/trajectory/selector.py +140 -0
- QuantNodes/core/visualization/__init__.py +33 -0
- QuantNodes/core/visualization/builder.py +233 -0
- QuantNodes/core/visualization/gate_breakdown.py +140 -0
- QuantNodes/core/visualization/lineage_dag.py +203 -0
- QuantNodes/core/visualization/metric_distribution.py +125 -0
- QuantNodes/core/visualization/report.py +68 -0
- QuantNodes/database_node/__init__.py +69 -0
- QuantNodes/database_node/base.py +135 -0
- QuantNodes/database_node/clickhouse_node.py +272 -0
- QuantNodes/database_node/csv_node.py +83 -0
- QuantNodes/database_node/duckdb_node.py +86 -0
- QuantNodes/database_node/factory.py +83 -0
- QuantNodes/database_node/mysql_node.py +100 -0
- QuantNodes/database_node/parquet_node.py +75 -0
- QuantNodes/database_node/sqlite_node.py +67 -0
- QuantNodes/factor_node/__init__.py +50 -0
- QuantNodes/factor_node/factor.py +563 -0
- QuantNodes/factor_node/factor_db.py +421 -0
- QuantNodes/factor_node/factor_functions/__init__.py +252 -0
- QuantNodes/factor_node/factor_functions/_helpers.py +358 -0
- QuantNodes/factor_node/factor_functions/_helpers_debug.py +317 -0
- QuantNodes/factor_node/factor_functions/composite_ops.py +136 -0
- QuantNodes/factor_node/factor_functions/math_ops.py +433 -0
- QuantNodes/factor_node/factor_functions/section_ops.py +290 -0
- QuantNodes/factor_node/factor_functions/talib_ops.py +1293 -0
- QuantNodes/factor_node/factor_functions/time_ops.py +535 -0
- QuantNodes/factor_node/factor_operation.py +1115 -0
- QuantNodes/factor_node/factor_table.py +1073 -0
- QuantNodes/factor_node/quant_nodes_object.py +60 -0
- QuantNodes/mcp_server/__init__.py +27 -0
- QuantNodes/mcp_server/__main__.py +4 -0
- QuantNodes/mcp_server/server.py +272 -0
- QuantNodes/methods/__init__.py +28 -0
- QuantNodes/methods/pipeline.py +100 -0
- QuantNodes/methods/sandbox.py +102 -0
- QuantNodes/monitor/__init__.py +27 -0
- QuantNodes/monitor/agent_tools/__init__.py +5 -0
- QuantNodes/monitor/agent_tools/monitor_tool.py +98 -0
- QuantNodes/monitor/agent_tools/schedule_tool.py +98 -0
- QuantNodes/monitor/agent_tools/version_tool.py +133 -0
- QuantNodes/monitor/monitor/__init__.py +6 -0
- QuantNodes/monitor/monitor/alerter.py +60 -0
- QuantNodes/monitor/monitor/collector.py +164 -0
- QuantNodes/monitor/monitor/dashboard.py +115 -0
- QuantNodes/monitor/monitor/drift.py +190 -0
- QuantNodes/monitor/scheduler/__init__.py +4 -0
- QuantNodes/monitor/scheduler/runner.py +133 -0
- QuantNodes/monitor/scheduler/scheduler.py +184 -0
- QuantNodes/monitor/storage/__init__.py +16 -0
- QuantNodes/monitor/storage/models.py +70 -0
- QuantNodes/monitor/storage/repository.py +407 -0
- QuantNodes/monitor/version/__init__.py +4 -0
- QuantNodes/monitor/version/diff.py +81 -0
- QuantNodes/monitor/version/version_manager.py +182 -0
- QuantNodes/operator_node/__init__.py +28 -0
- QuantNodes/operator_node/base.py +97 -0
- QuantNodes/operator_node/query_node.py +129 -0
- QuantNodes/operator_node/sql_builder.py +125 -0
- QuantNodes/operator_node/sql_utils.py +172 -0
- QuantNodes/operator_node/transform.py +130 -0
- QuantNodes/operators/__init__.py +90 -0
- QuantNodes/operators/_engine.py +108 -0
- QuantNodes/operators/composite.py +161 -0
- QuantNodes/operators/composite_dag.py +667 -0
- QuantNodes/operators/composite_dag_ops.py +343 -0
- QuantNodes/operators/composite_dag_pandas_ops.py +382 -0
- QuantNodes/operators/custom.py +408 -0
- QuantNodes/operators/facade.py +164 -0
- QuantNodes/operators/math.py +163 -0
- QuantNodes/operators/proxy.py +29 -0
- QuantNodes/operators/registry.py +144 -0
- QuantNodes/operators/section.py +99 -0
- QuantNodes/operators/talib.py +757 -0
- QuantNodes/operators/templates.py +95 -0
- QuantNodes/operators/time_series.py +136 -0
- QuantNodes/prompts/__init__.py +20 -0
- QuantNodes/prompts/backtest/__init__.py +12 -0
- QuantNodes/prompts/backtest/factor_based.py +86 -0
- QuantNodes/prompts/backtest/standard.py +73 -0
- QuantNodes/prompts/factor/__init__.py +14 -0
- QuantNodes/prompts/factor/correlation.py +77 -0
- QuantNodes/prompts/factor/group_backtest.py +86 -0
- QuantNodes/prompts/factor/ic_analysis.py +91 -0
- QuantNodes/prompts/strategy/__init__.py +18 -0
- QuantNodes/prompts/strategy/market_neutral.py +96 -0
- QuantNodes/prompts/strategy/mean_reversion.py +107 -0
- QuantNodes/prompts/strategy/momentum.py +160 -0
- QuantNodes/prompts/strategy/pairs_trading.py +107 -0
- QuantNodes/prompts/strategy/trend_following.py +96 -0
- QuantNodes/research/README.md +106 -0
- QuantNodes/research/__init__.py +154 -0
- QuantNodes/research/_legacy_3c/__init__.py +61 -0
- QuantNodes/research/_legacy_3c/auto_researcher.py +289 -0
- QuantNodes/research/_legacy_3c/factor_evaluator.py +560 -0
- QuantNodes/research/_legacy_3c/factor_miner.py +318 -0
- QuantNodes/research/_legacy_3c/mcts_search.py +324 -0
- QuantNodes/research/factor_test/__init__.py +25 -0
- QuantNodes/research/factor_test/config.py +184 -0
- QuantNodes/research/factor_test/config_builder.py +276 -0
- QuantNodes/research/factor_test/e2e/data_prep.py +163 -0
- QuantNodes/research/factor_test/e2e/run_evolution_e2e.py +309 -0
- QuantNodes/research/factor_test/evolution_adapter.py +231 -0
- QuantNodes/research/factor_test/feedback_wrapper.py +102 -0
- QuantNodes/research/factor_test/ifind_db/__init__.py +7 -0
- QuantNodes/research/factor_test/ifind_db/fetcher.py +224 -0
- QuantNodes/research/factor_test/ifind_db/ifind_database.py +689 -0
- QuantNodes/research/factor_test/nodes/__init__.py +1 -0
- QuantNodes/research/factor_test/nodes/_base.py +91 -0
- QuantNodes/research/factor_test/nodes/adjust_date_node.py +48 -0
- QuantNodes/research/factor_test/nodes/configs.py +240 -0
- QuantNodes/research/factor_test/nodes/factor_neutralize_node.py +87 -0
- QuantNodes/research/factor_test/nodes/factor_preprocess_node.py +222 -0
- QuantNodes/research/factor_test/nodes/factor_score_node.py +141 -0
- QuantNodes/research/factor_test/nodes/factor_test_report_node.py +153 -0
- QuantNodes/research/factor_test/nodes/group_analyzer_node.py +317 -0
- QuantNodes/research/factor_test/nodes/ic_analyzer_node.py +112 -0
- QuantNodes/research/factor_test/nodes/load_data_node.py +100 -0
- QuantNodes/research/factor_test/nodes/long_short_node.py +93 -0
- QuantNodes/research/factor_test/nodes/neutralizers.py +222 -0
- QuantNodes/research/factor_test/nodes/preprocess_strategies.py +277 -0
- QuantNodes/research/factor_test/nodes/risk_correlation_node.py +112 -0
- QuantNodes/research/factor_test/nodes/sample_pool_filter_node.py +110 -0
- QuantNodes/research/factor_test/nodes/tradability_filter_node.py +92 -0
- QuantNodes/research/factor_test/pipeline_runner.py +305 -0
- QuantNodes/research/factor_test/pipeline_spec.py +216 -0
- QuantNodes/research/factor_test/utils/__init__.py +26 -0
- QuantNodes/research/factor_test/utils/constants.py +86 -0
- QuantNodes/research/factor_test/utils/data_loader.py +141 -0
- QuantNodes/research/factor_test/utils/date_utils.py +232 -0
- QuantNodes/research/factor_test/utils/file_loaders.py +150 -0
- QuantNodes/research/factor_test/utils/labels.py +37 -0
- QuantNodes/research/factor_test/utils/metrics_extractor.py +55 -0
- QuantNodes/research/factor_test/utils/performance_metrics.py +175 -0
- QuantNodes/research/factor_test/utils/safe_load.py +106 -0
- QuantNodes/research/quant_alpha/CHANGELOG.md +80 -0
- QuantNodes/research/quant_alpha/README.md +142 -0
- QuantNodes/research/quant_alpha/__init__.py +45 -0
- QuantNodes/research/quant_alpha/adapters/__init__.py +99 -0
- QuantNodes/research/quant_alpha/adapters/calculator.py +503 -0
- QuantNodes/research/quant_alpha/adapters/expression.py +387 -0
- QuantNodes/research/quant_alpha/alpha101_design/__init__.py +50 -0
- QuantNodes/research/quant_alpha/alpha101_design/few_shot_examples.py +243 -0
- QuantNodes/research/quant_alpha/alpha101_design/philosophy.py +474 -0
- QuantNodes/research/quant_alpha/alpha158_design/__init__.py +63 -0
- QuantNodes/research/quant_alpha/alpha158_design/few_shot_examples.py +219 -0
- QuantNodes/research/quant_alpha/alpha158_design/philosophy.py +240 -0
- QuantNodes/research/quant_alpha/evaluation/__init__.py +47 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/__init__.py +8 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/g1_handcrafted.py +135 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/g2_llm_only.py +269 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/g3_alpha_gpt.py +152 -0
- QuantNodes/research/quant_alpha/evaluation/clickhouse_data_loader.py +227 -0
- QuantNodes/research/quant_alpha/evaluation/contracts.py +376 -0
- QuantNodes/research/quant_alpha/evaluation/evaluators/__init__.py +6 -0
- QuantNodes/research/quant_alpha/evaluation/evaluators/polars_evaluator.py +545 -0
- QuantNodes/research/quant_alpha/evaluation/mock_data_loader.py +226 -0
- QuantNodes/research/quant_alpha/evaluation/runner.py +243 -0
- QuantNodes/research/quant_alpha/llm/__init__.py +38 -0
- QuantNodes/research/quant_alpha/llm/parser.py +681 -0
- QuantNodes/research/quant_alpha/logic_driven_pipeline.py +411 -0
- QuantNodes/research/quant_alpha/logic_mining/__init__.py +74 -0
- QuantNodes/research/quant_alpha/logic_mining/compiler.py +457 -0
- QuantNodes/research/quant_alpha/logic_mining/generator.py +366 -0
- QuantNodes/research/quant_alpha/logic_mining/models.py +252 -0
- QuantNodes/research/quant_alpha/logic_mining/parser.py +287 -0
- QuantNodes/research/quant_alpha/logic_mining/pipelines.py +297 -0
- QuantNodes/research/quant_alpha/logic_mining/sources.py +149 -0
- QuantNodes/research/quant_alpha/mcts/__init__.py +66 -0
- QuantNodes/research/quant_alpha/mcts/cache.py +262 -0
- QuantNodes/research/quant_alpha/mcts/extension_ops.py +320 -0
- QuantNodes/research/quant_alpha/mcts/feedback.py +825 -0
- QuantNodes/research/quant_alpha/mcts/op_prior.py +180 -0
- QuantNodes/research/quant_alpha/mcts/search.py +540 -0
- QuantNodes/research/quant_alpha/mcts/tree.py +201 -0
- QuantNodes/research/quant_alpha/operator_vocab/__init__.py +50 -0
- QuantNodes/research/quant_alpha/operator_vocab/config.py +54 -0
- QuantNodes/research/quant_alpha/operator_vocab/metadata.py +263 -0
- QuantNodes/research/quant_alpha/operator_vocab/vocabulary.py +481 -0
- QuantNodes/research/quant_alpha/pipeline.py +1027 -0
- QuantNodes/research/quant_alpha/types/__init__.py +27 -0
- QuantNodes/research/quant_alpha/types/constants.py +28 -0
- QuantNodes/research/quant_alpha/types/state.py +205 -0
- QuantNodes/research/quant_alpha/workflow/__init__.py +32 -0
- QuantNodes/research/quant_alpha/workflow/alpha_gpt.py +911 -0
- QuantNodes/research/quant_alpha/workflow/alpha_logics.py +416 -0
- QuantNodes/research/quant_alpha/workflow/state.py +27 -0
- QuantNodes/research/report_reproducer.py +485 -0
- QuantNodes/research/wiki.py +1155 -0
- QuantNodes/symbolic/__init__.py +51 -0
- QuantNodes/symbolic/compiler.py +113 -0
- QuantNodes/symbolic/dialect.py +260 -0
- QuantNodes/symbolic/executor.py +147 -0
- QuantNodes/symbolic/expression.py +234 -0
- QuantNodes/symbolic/functions.py +433 -0
- QuantNodes/symbolic/optimizer.py +165 -0
- QuantNodes/ui_node/__init__.py +30 -0
- QuantNodes/ui_node/base.py +222 -0
- quantnodes-3.0.0.dist-info/METADATA +463 -0
- quantnodes-3.0.0.dist-info/RECORD +399 -0
- quantnodes-3.0.0.dist-info/WHEEL +5 -0
- quantnodes-3.0.0.dist-info/entry_points.txt +24 -0
- quantnodes-3.0.0.dist-info/top_level.txt +1 -0
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5
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本模块包含 TA-Lib 算子的实际实现。
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TA-Lib 算子通过 map_batches 桥接 Polars 与 NumPy。
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注意:本模块为实现层,operators/talib.py 为代理层。
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"""
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from __future__ import annotations
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from typing import Union, Tuple
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import polars as pl
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from polars import Expr
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from QuantNodes.factor_node.factor_functions._helpers import (
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OperatorCategory,
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register_operator,
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)
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def _ensure_expr(f: Union[Expr, str, float]) -> Expr:
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"""将输入规范化为 Polars Expr"""
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if isinstance(f, Expr):
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return f
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if isinstance(f, str):
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return pl.col(f)
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return pl.lit(f)
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def _to_numpy(expr: Union[Expr, str]) -> Expr:
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"""将列转为 numpy 数组的 Expr(用于 map_batches)"""
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e = _ensure_expr(expr)
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return e.cast(pl.Float64)
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+
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+
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def sma(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
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"""简单移动平均线 (Simple Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.SMA(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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+
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def ema(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
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"""指数移动平均线 (Exponential Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.EMA(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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def wma(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
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"""加权移动平均线 (Weighted Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.WMA(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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def dema(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
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"""双重指数移动平均线 (Double Exponential Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.DEMA(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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def tema(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
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"""三重指数移动平均线 (Triple Exponential Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.TEMA(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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def trima(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
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"""三角移动平均线 (Triangular Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.TRIMA(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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def kama(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
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"""考夫曼自适应移动平均线 (Kaufman Adaptive Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.KAMA(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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def t3(expr: Union[Expr, str], timeperiod: int = 5, vfactor: float = 0.7) -> Expr:
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"""T3 移动平均线 (Triple Exponential Moving Average with volume factor)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.T3(s.to_numpy(), timeperiod=timeperiod, vfactor=vfactor)),
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return_dtype=pl.Float64,
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)
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+
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def ht_trendline(expr: Union[Expr, str]) -> Expr:
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"""希尔伯特变换趋势线 (Hilbert Transform Trendline)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.HT_TRENDLINE(s.to_numpy())),
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return_dtype=pl.Float64,
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)
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+
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+
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def mama(expr: Union[Expr, str], fastlimit: float = 0.5, slowlimit: float = 0.05) -> Expr:
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"""MAMA 移动平均 (MESA Adaptive Moving Average)"""
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import talib
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e = _ensure_expr(expr)
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def _mama(s: pl.Series) -> pl.Series:
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mama_line, _ = talib.MAMA(s.to_numpy(), fastlimit=fastlimit, slowlimit=slowlimit)
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return pl.Series(mama_line)
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return e.map_batches(_mama, return_dtype=pl.Float64)
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+
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+
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def mavp(expr: Union[Expr, str], periods: Union[Expr, str], minperiod: int = 2, maxperiod: int = 30) -> Expr:
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"""移动平均变动周期 (MA with Variable Period)"""
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.MAVP(s.to_numpy(), s.to_numpy(), minperiod=minperiod, maxperiod=maxperiod)),
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return_dtype=pl.Float64,
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)
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+
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+
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def midpoint(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
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"""价格中点 (Midpoint over period)"""
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151
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.MIDPOINT(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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)
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+
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+
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def midprice(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
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"""中间价格 (Midpoint Price over period)"""
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161
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import talib
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e = _ensure_expr(expr)
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return e.map_batches(
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lambda s: pl.Series(talib.MIDPRICE(s.to_numpy(), timeperiod=timeperiod)),
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return_dtype=pl.Float64,
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+
)
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167
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+
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168
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+
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def sar(expr: Union[Expr, str], acceleration: float = 0.02, maximum: float = 0.2) -> Expr:
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"""抛物线 SAR"""
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import talib
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e = _ensure_expr(expr)
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173
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return e.map_batches(
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lambda s: pl.Series(talib.SAR(s.to_numpy(), s.to_numpy(), acceleration=acceleration, maximum=maximum)),
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return_dtype=pl.Float64,
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)
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177
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+
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178
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+
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179
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def ma(expr: Union[Expr, str], timeperiod: int = 30, matype: int = 0) -> Expr:
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180
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"""通用移动平均线 (Moving Average)"""
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181
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+
import talib
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182
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e = _ensure_expr(expr)
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183
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+
return e.map_batches(
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184
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lambda s: pl.Series(talib.MA(s.to_numpy(), timeperiod=timeperiod, matype=matype)),
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185
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+
return_dtype=pl.Float64,
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186
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+
)
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187
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+
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188
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+
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189
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+
def bbands(expr: Union[Expr, str], timeperiod: int = 5, nbdevup: float = 2.0,
|
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190
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+
nbdevdn: float = 2.0, matype: int = 0) -> Tuple[Expr, Expr, Expr]:
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191
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+
"""布林带 — 返回 (upper, middle, lower)"""
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192
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+
import talib
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193
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+
e = _ensure_expr(expr)
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194
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+
return (
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195
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+
e.map_batches(lambda s: pl.Series(talib.BBANDS(s.to_numpy(), timeperiod=timeperiod, nbdevup=nbdevup, nbdevdn=nbdevdn, matype=matype)[0]), return_dtype=pl.Float64),
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196
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+
e.map_batches(lambda s: pl.Series(talib.BBANDS(s.to_numpy(), timeperiod=timeperiod, nbdevup=nbdevup, nbdevdn=nbdevdn, matype=matype)[1]), return_dtype=pl.Float64),
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197
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e.map_batches(lambda s: pl.Series(talib.BBANDS(s.to_numpy(), timeperiod=timeperiod, nbdevup=nbdevup, nbdevdn=nbdevdn, matype=matype)[2]), return_dtype=pl.Float64),
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198
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+
)
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199
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+
|
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200
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+
|
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201
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def bbands_upper(expr: Union[Expr, str], timeperiod: int = 5, nbdevup: float = 2.0,
|
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202
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nbdevdn: float = 2.0, matype: int = 0) -> Expr:
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203
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+
"""布林带上轨"""
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204
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import talib
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205
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e = _ensure_expr(expr)
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206
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+
return e.map_batches(
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207
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lambda s: pl.Series(talib.BBANDS(s.to_numpy(), timeperiod=timeperiod, nbdevup=nbdevup, nbdevdn=nbdevdn, matype=matype)[0]),
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208
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return_dtype=pl.Float64,
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209
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+
)
|
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210
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+
|
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211
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+
|
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212
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def bbands_middle(expr: Union[Expr, str], timeperiod: int = 5, nbdevup: float = 2.0,
|
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213
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nbdevdn: float = 2.0, matype: int = 0) -> Expr:
|
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214
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+
"""布林带中轨"""
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215
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+
import talib
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216
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+
e = _ensure_expr(expr)
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217
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+
return e.map_batches(
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218
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lambda s: pl.Series(talib.BBANDS(s.to_numpy(), timeperiod=timeperiod, nbdevup=nbdevup, nbdevdn=nbdevdn, matype=matype)[1]),
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219
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return_dtype=pl.Float64,
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220
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)
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221
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+
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222
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+
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223
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def bbands_lower(expr: Union[Expr, str], timeperiod: int = 5, nbdevup: float = 2.0,
|
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224
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nbdevdn: float = 2.0, matype: int = 0) -> Expr:
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225
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+
"""布林带下轨"""
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226
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+
import talib
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227
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+
e = _ensure_expr(expr)
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228
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+
return e.map_batches(
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229
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lambda s: pl.Series(talib.BBANDS(s.to_numpy(), timeperiod=timeperiod, nbdevup=nbdevup, nbdevdn=nbdevdn, matype=matype)[2]),
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230
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return_dtype=pl.Float64,
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231
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+
)
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232
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+
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233
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+
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234
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+
def rsi(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
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235
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+
"""相对强弱指标 (Relative Strength Index)"""
|
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236
|
+
import talib
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|
237
|
+
e = _ensure_expr(expr)
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|
238
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+
return e.map_batches(
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|
239
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lambda s: pl.Series(talib.RSI(s.to_numpy(), timeperiod=timeperiod)),
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|
240
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+
return_dtype=pl.Float64,
|
|
241
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+
)
|
|
242
|
+
|
|
243
|
+
|
|
244
|
+
def macd(expr: Union[Expr, str], fastperiod: int = 12, slowperiod: int = 26,
|
|
245
|
+
signalperiod: int = 9) -> Tuple[Expr, Expr, Expr]:
|
|
246
|
+
"""MACD — 返回 (macd_line, signal_line, histogram)"""
|
|
247
|
+
import talib
|
|
248
|
+
e = _ensure_expr(expr)
|
|
249
|
+
return (
|
|
250
|
+
e.map_batches(lambda s: pl.Series(talib.MACD(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod)[0]), return_dtype=pl.Float64),
|
|
251
|
+
e.map_batches(lambda s: pl.Series(talib.MACD(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod)[1]), return_dtype=pl.Float64),
|
|
252
|
+
e.map_batches(lambda s: pl.Series(talib.MACD(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod)[2]), return_dtype=pl.Float64),
|
|
253
|
+
)
|
|
254
|
+
|
|
255
|
+
|
|
256
|
+
def macd_line(expr: Union[Expr, str], fastperiod: int = 12, slowperiod: int = 26,
|
|
257
|
+
signalperiod: int = 9) -> Expr:
|
|
258
|
+
"""MACD 线"""
|
|
259
|
+
import talib
|
|
260
|
+
e = _ensure_expr(expr)
|
|
261
|
+
return e.map_batches(
|
|
262
|
+
lambda s: pl.Series(talib.MACD(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod)[0]),
|
|
263
|
+
return_dtype=pl.Float64,
|
|
264
|
+
)
|
|
265
|
+
|
|
266
|
+
|
|
267
|
+
def macd_signal(expr: Union[Expr, str], fastperiod: int = 12, slowperiod: int = 26,
|
|
268
|
+
signalperiod: int = 9) -> Expr:
|
|
269
|
+
"""MACD 信号线"""
|
|
270
|
+
import talib
|
|
271
|
+
e = _ensure_expr(expr)
|
|
272
|
+
return e.map_batches(
|
|
273
|
+
lambda s: pl.Series(talib.MACD(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod)[1]),
|
|
274
|
+
return_dtype=pl.Float64,
|
|
275
|
+
)
|
|
276
|
+
|
|
277
|
+
|
|
278
|
+
def macd_hist(expr: Union[Expr, str], fastperiod: int = 12, slowperiod: int = 26,
|
|
279
|
+
signalperiod: int = 9) -> Expr:
|
|
280
|
+
"""MACD 柱状图 (histogram)"""
|
|
281
|
+
import talib
|
|
282
|
+
e = _ensure_expr(expr)
|
|
283
|
+
return e.map_batches(
|
|
284
|
+
lambda s: pl.Series(talib.MACD(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, signalperiod=signalperiod)[2]),
|
|
285
|
+
return_dtype=pl.Float64,
|
|
286
|
+
)
|
|
287
|
+
|
|
288
|
+
|
|
289
|
+
def stoch(expr: Union[Expr, str], fastk_period: int = 5, slowk_period: int = 3,
|
|
290
|
+
slowk_matype: int = 0, slowd_period: int = 3, slowd_matype: int = 0) -> Tuple[Expr, Expr]:
|
|
291
|
+
"""随机指标 (Stochastic) — 返回 (slowk, slowd)"""
|
|
292
|
+
import talib
|
|
293
|
+
e = _ensure_expr(expr)
|
|
294
|
+
return (
|
|
295
|
+
e.map_batches(lambda s: pl.Series(talib.STOCH(s.to_numpy(), s.to_numpy(), s.to_numpy(), fastk_period=fastk_period, slowk_period=slowk_period, slowk_matype=slowk_matype, slowd_period=slowd_period, slowd_matype=slowd_matype)[0]), return_dtype=pl.Float64),
|
|
296
|
+
e.map_batches(lambda s: pl.Series(talib.STOCH(s.to_numpy(), s.to_numpy(), s.to_numpy(), fastk_period=fastk_period, slowk_period=slowk_period, slowk_matype=slowk_matype, slowd_period=slowd_period, slowd_matype=slowd_matype)[1]), return_dtype=pl.Float64),
|
|
297
|
+
)
|
|
298
|
+
|
|
299
|
+
|
|
300
|
+
def stoch_k(expr: Union[Expr, str], fastk_period: int = 5, slowk_period: int = 3, slowk_matype: int = 0) -> Expr:
|
|
301
|
+
"""随机指标 K 线 (Stochastic %K)"""
|
|
302
|
+
import talib
|
|
303
|
+
e = _ensure_expr(expr)
|
|
304
|
+
return e.map_batches(
|
|
305
|
+
lambda s: pl.Series(talib.STOCH(s.to_numpy(), s.to_numpy(), s.to_numpy(), fastk_period=fastk_period, slowk_period=slowk_period, slowk_matype=slowk_matype)[0]),
|
|
306
|
+
return_dtype=pl.Float64,
|
|
307
|
+
)
|
|
308
|
+
|
|
309
|
+
|
|
310
|
+
def stoch_d(expr: Union[Expr, str], fastk_period: int = 5, slowk_period: int = 3, slowk_matype: int = 0,
|
|
311
|
+
slowd_period: int = 3, slowd_matype: int = 0) -> Expr:
|
|
312
|
+
"""随机指标 D 线 (Stochastic %D)"""
|
|
313
|
+
import talib
|
|
314
|
+
e = _ensure_expr(expr)
|
|
315
|
+
return e.map_batches(
|
|
316
|
+
lambda s: pl.Series(talib.STOCH(s.to_numpy(), s.to_numpy(), s.to_numpy(), fastk_period=fastk_period, slowk_period=slowk_period, slowk_matype=slowk_matype, slowd_period=slowd_period, slowd_matype=slowd_matype)[1]),
|
|
317
|
+
return_dtype=pl.Float64,
|
|
318
|
+
)
|
|
319
|
+
|
|
320
|
+
|
|
321
|
+
def cci(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
322
|
+
"""商品通道指标 (Commodity Channel Index)"""
|
|
323
|
+
import talib
|
|
324
|
+
e = _ensure_expr(expr)
|
|
325
|
+
return e.map_batches(
|
|
326
|
+
lambda s: pl.Series(talib.CCI(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
327
|
+
return_dtype=pl.Float64,
|
|
328
|
+
)
|
|
329
|
+
|
|
330
|
+
|
|
331
|
+
def willr(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
332
|
+
"""威廉指标 (Williams %R)"""
|
|
333
|
+
import talib
|
|
334
|
+
e = _ensure_expr(expr)
|
|
335
|
+
return e.map_batches(
|
|
336
|
+
lambda s: pl.Series(talib.WILLR(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
337
|
+
return_dtype=pl.Float64,
|
|
338
|
+
)
|
|
339
|
+
|
|
340
|
+
|
|
341
|
+
def mfi(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
342
|
+
"""资金流量指标 (Money Flow Index)"""
|
|
343
|
+
import talib
|
|
344
|
+
e = _ensure_expr(expr)
|
|
345
|
+
return e.map_batches(
|
|
346
|
+
lambda s: pl.Series(talib.MFI(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
347
|
+
return_dtype=pl.Float64,
|
|
348
|
+
)
|
|
349
|
+
|
|
350
|
+
|
|
351
|
+
def roc(expr: Union[Expr, str], timeperiod: int = 10) -> Expr:
|
|
352
|
+
"""变动率 (Rate of Change)"""
|
|
353
|
+
import talib
|
|
354
|
+
e = _ensure_expr(expr)
|
|
355
|
+
return e.map_batches(
|
|
356
|
+
lambda s: pl.Series(talib.ROC(s.to_numpy(), timeperiod=timeperiod)),
|
|
357
|
+
return_dtype=pl.Float64,
|
|
358
|
+
)
|
|
359
|
+
|
|
360
|
+
|
|
361
|
+
def rocp(expr: Union[Expr, str], timeperiod: int = 10) -> Expr:
|
|
362
|
+
"""变动率百分比 (Rate of Change Percentage)"""
|
|
363
|
+
import talib
|
|
364
|
+
e = _ensure_expr(expr)
|
|
365
|
+
return e.map_batches(
|
|
366
|
+
lambda s: pl.Series(talib.ROCP(s.to_numpy(), timeperiod=timeperiod)),
|
|
367
|
+
return_dtype=pl.Float64,
|
|
368
|
+
)
|
|
369
|
+
|
|
370
|
+
|
|
371
|
+
def rocr(expr: Union[Expr, str], timeperiod: int = 10) -> Expr:
|
|
372
|
+
"""变动率比率 (Rate of Change Ratio)"""
|
|
373
|
+
import talib
|
|
374
|
+
e = _ensure_expr(expr)
|
|
375
|
+
return e.map_batches(
|
|
376
|
+
lambda s: pl.Series(talib.ROCR(s.to_numpy(), timeperiod=timeperiod)),
|
|
377
|
+
return_dtype=pl.Float64,
|
|
378
|
+
)
|
|
379
|
+
|
|
380
|
+
|
|
381
|
+
def rocr100(expr: Union[Expr, str], timeperiod: int = 10) -> Expr:
|
|
382
|
+
"""变动率比率*100 (Rate of Change Ratio 100 scale)"""
|
|
383
|
+
import talib
|
|
384
|
+
e = _ensure_expr(expr)
|
|
385
|
+
return e.map_batches(
|
|
386
|
+
lambda s: pl.Series(talib.ROCR100(s.to_numpy(), timeperiod=timeperiod)),
|
|
387
|
+
return_dtype=pl.Float64,
|
|
388
|
+
)
|
|
389
|
+
|
|
390
|
+
|
|
391
|
+
def mom(expr: Union[Expr, str], timeperiod: int = 10) -> Expr:
|
|
392
|
+
"""动量 (Momentum)"""
|
|
393
|
+
import talib
|
|
394
|
+
e = _ensure_expr(expr)
|
|
395
|
+
return e.map_batches(
|
|
396
|
+
lambda s: pl.Series(talib.MOM(s.to_numpy(), timeperiod=timeperiod)),
|
|
397
|
+
return_dtype=pl.Float64,
|
|
398
|
+
)
|
|
399
|
+
|
|
400
|
+
|
|
401
|
+
def adx(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
402
|
+
"""平均趋向指标 (Average Directional Movement Index)"""
|
|
403
|
+
import talib
|
|
404
|
+
e = _ensure_expr(expr)
|
|
405
|
+
return e.map_batches(
|
|
406
|
+
lambda s: pl.Series(talib.ADX(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
407
|
+
return_dtype=pl.Float64,
|
|
408
|
+
)
|
|
409
|
+
|
|
410
|
+
|
|
411
|
+
def adxr(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
412
|
+
"""平均趋向指标评估 (Average Directional Movement Index Rating)"""
|
|
413
|
+
import talib
|
|
414
|
+
e = _ensure_expr(expr)
|
|
415
|
+
return e.map_batches(
|
|
416
|
+
lambda s: pl.Series(talib.ADXR(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
417
|
+
return_dtype=pl.Float64,
|
|
418
|
+
)
|
|
419
|
+
|
|
420
|
+
|
|
421
|
+
def apo(expr: Union[Expr, str], fastperiod: int = 12, slowperiod: int = 26, matype: int = 0) -> Expr:
|
|
422
|
+
"""绝对价格震荡 (Absolute Price Oscillator)"""
|
|
423
|
+
import talib
|
|
424
|
+
e = _ensure_expr(expr)
|
|
425
|
+
return e.map_batches(
|
|
426
|
+
lambda s: pl.Series(talib.APO(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, matype=matype)),
|
|
427
|
+
return_dtype=pl.Float64,
|
|
428
|
+
)
|
|
429
|
+
|
|
430
|
+
|
|
431
|
+
def ppo(expr: Union[Expr, str], fastperiod: int = 12, slowperiod: int = 26, matype: int = 0) -> Expr:
|
|
432
|
+
"""百分比价格震荡 (Percentage Price Oscillator)"""
|
|
433
|
+
import talib
|
|
434
|
+
e = _ensure_expr(expr)
|
|
435
|
+
return e.map_batches(
|
|
436
|
+
lambda s: pl.Series(talib.PPO(s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod, matype=matype)),
|
|
437
|
+
return_dtype=pl.Float64,
|
|
438
|
+
)
|
|
439
|
+
|
|
440
|
+
|
|
441
|
+
def cmo(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
442
|
+
"""钱德动量摆动指标 (Chande Momentum Oscillator)"""
|
|
443
|
+
import talib
|
|
444
|
+
e = _ensure_expr(expr)
|
|
445
|
+
return e.map_batches(
|
|
446
|
+
lambda s: pl.Series(talib.CMO(s.to_numpy(), timeperiod=timeperiod)),
|
|
447
|
+
return_dtype=pl.Float64,
|
|
448
|
+
)
|
|
449
|
+
|
|
450
|
+
|
|
451
|
+
def dx(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
452
|
+
"""趋向指标 (Directional Movement Index)"""
|
|
453
|
+
import talib
|
|
454
|
+
e = _ensure_expr(expr)
|
|
455
|
+
return e.map_batches(
|
|
456
|
+
lambda s: pl.Series(talib.DX(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
457
|
+
return_dtype=pl.Float64,
|
|
458
|
+
)
|
|
459
|
+
|
|
460
|
+
|
|
461
|
+
def minus_di(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
462
|
+
"""负向指标 (Minus Directional Indicator)"""
|
|
463
|
+
import talib
|
|
464
|
+
e = _ensure_expr(expr)
|
|
465
|
+
return e.map_batches(
|
|
466
|
+
lambda s: pl.Series(talib.MINUS_DI(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
467
|
+
return_dtype=pl.Float64,
|
|
468
|
+
)
|
|
469
|
+
|
|
470
|
+
|
|
471
|
+
def plus_di(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
472
|
+
"""正向指标 (Plus Directional Indicator)"""
|
|
473
|
+
import talib
|
|
474
|
+
e = _ensure_expr(expr)
|
|
475
|
+
return e.map_batches(
|
|
476
|
+
lambda s: pl.Series(talib.PLUS_DI(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
477
|
+
return_dtype=pl.Float64,
|
|
478
|
+
)
|
|
479
|
+
|
|
480
|
+
|
|
481
|
+
def minus_dm(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
482
|
+
"""负向动量 (Minus Directional Movement)"""
|
|
483
|
+
import talib
|
|
484
|
+
e = _ensure_expr(expr)
|
|
485
|
+
return e.map_batches(
|
|
486
|
+
lambda s: pl.Series(talib.MINUS_DM(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
487
|
+
return_dtype=pl.Float64,
|
|
488
|
+
)
|
|
489
|
+
|
|
490
|
+
|
|
491
|
+
def plus_dm(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
492
|
+
"""正向动量 (Plus Directional Movement)"""
|
|
493
|
+
import talib
|
|
494
|
+
e = _ensure_expr(expr)
|
|
495
|
+
return e.map_batches(
|
|
496
|
+
lambda s: pl.Series(talib.PLUS_DM(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
497
|
+
return_dtype=pl.Float64,
|
|
498
|
+
)
|
|
499
|
+
|
|
500
|
+
|
|
501
|
+
def aroon(expr: Union[Expr, str], timeperiod: int = 14) -> Tuple[Expr, Expr]:
|
|
502
|
+
"""阿隆指标 — 返回 (aroondown, aroonup)"""
|
|
503
|
+
import talib
|
|
504
|
+
e = _ensure_expr(expr)
|
|
505
|
+
return (
|
|
506
|
+
e.map_batches(lambda s: pl.Series(talib.AROON(s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)[0]), return_dtype=pl.Float64),
|
|
507
|
+
e.map_batches(lambda s: pl.Series(talib.AROON(s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)[1]), return_dtype=pl.Float64),
|
|
508
|
+
)
|
|
509
|
+
|
|
510
|
+
|
|
511
|
+
def aroondown(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
512
|
+
"""阿隆下降线"""
|
|
513
|
+
import talib
|
|
514
|
+
e = _ensure_expr(expr)
|
|
515
|
+
return e.map_batches(
|
|
516
|
+
lambda s: pl.Series(talib.AROON(s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)[0]),
|
|
517
|
+
return_dtype=pl.Float64,
|
|
518
|
+
)
|
|
519
|
+
|
|
520
|
+
|
|
521
|
+
def aroonup(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
522
|
+
"""阿隆上升线"""
|
|
523
|
+
import talib
|
|
524
|
+
e = _ensure_expr(expr)
|
|
525
|
+
return e.map_batches(
|
|
526
|
+
lambda s: pl.Series(talib.AROON(s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)[1]),
|
|
527
|
+
return_dtype=pl.Float64,
|
|
528
|
+
)
|
|
529
|
+
|
|
530
|
+
|
|
531
|
+
def aroonosc(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
532
|
+
"""阿隆振荡指标 (Aroon Oscillator)"""
|
|
533
|
+
import talib
|
|
534
|
+
e = _ensure_expr(expr)
|
|
535
|
+
return e.map_batches(
|
|
536
|
+
lambda s: pl.Series(talib.AROONOSC(s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
537
|
+
return_dtype=pl.Float64,
|
|
538
|
+
)
|
|
539
|
+
|
|
540
|
+
|
|
541
|
+
def bop(expr: Union[Expr, str]) -> Expr:
|
|
542
|
+
"""力量指标 (Balance of Power)"""
|
|
543
|
+
import talib
|
|
544
|
+
e = _ensure_expr(expr)
|
|
545
|
+
return e.map_batches(
|
|
546
|
+
lambda s: pl.Series(talib.BOP(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
547
|
+
return_dtype=pl.Float64,
|
|
548
|
+
)
|
|
549
|
+
|
|
550
|
+
|
|
551
|
+
def trix(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
|
|
552
|
+
"""三重指数平滑变动率 (1-day Rate of Change of Triple Smooth EMA)"""
|
|
553
|
+
import talib
|
|
554
|
+
e = _ensure_expr(expr)
|
|
555
|
+
return e.map_batches(
|
|
556
|
+
lambda s: pl.Series(talib.TRIX(s.to_numpy(), timeperiod=timeperiod)),
|
|
557
|
+
return_dtype=pl.Float64,
|
|
558
|
+
)
|
|
559
|
+
|
|
560
|
+
|
|
561
|
+
def ultosc(expr: Union[Expr, str], timeperiod1: int = 7, timeperiod2: int = 14, timeperiod3: int = 28) -> Expr:
|
|
562
|
+
"""终极振荡指标 (Ultimate Oscillator)"""
|
|
563
|
+
import talib
|
|
564
|
+
e = _ensure_expr(expr)
|
|
565
|
+
return e.map_batches(
|
|
566
|
+
lambda s: pl.Series(talib.ULTOSC(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod1=timeperiod1, timeperiod2=timeperiod2, timeperiod3=timeperiod3)),
|
|
567
|
+
return_dtype=pl.Float64,
|
|
568
|
+
)
|
|
569
|
+
|
|
570
|
+
|
|
571
|
+
def stochf(expr: Union[Expr, str], fastk_period: int = 5, fastd_period: int = 3, fastd_matype: int = 0) -> Tuple[Expr, Expr]:
|
|
572
|
+
"""快速随机指标 — 返回 (fastk, fastd)"""
|
|
573
|
+
import talib
|
|
574
|
+
e = _ensure_expr(expr)
|
|
575
|
+
return (
|
|
576
|
+
e.map_batches(lambda s: pl.Series(talib.STOCHF(s.to_numpy(), s.to_numpy(), s.to_numpy(), fastk_period=fastk_period, fastd_period=fastd_period, fastd_matype=fastd_matype)[0]), return_dtype=pl.Float64),
|
|
577
|
+
e.map_batches(lambda s: pl.Series(talib.STOCHF(s.to_numpy(), s.to_numpy(), s.to_numpy(), fastk_period=fastk_period, fastd_period=fastd_period, fastd_matype=fastd_matype)[1]), return_dtype=pl.Float64),
|
|
578
|
+
)
|
|
579
|
+
|
|
580
|
+
|
|
581
|
+
def stochrsi(expr: Union[Expr, str], timeperiod: int = 14, fastk_period: int = 5, fastd_period: int = 3, fastd_matype: int = 0) -> Tuple[Expr, Expr]:
|
|
582
|
+
"""随机 RSI — 返回 (fastk, fastd)"""
|
|
583
|
+
import talib
|
|
584
|
+
e = _ensure_expr(expr)
|
|
585
|
+
return (
|
|
586
|
+
e.map_batches(lambda s: pl.Series(talib.STOCHRSI(s.to_numpy(), timeperiod=timeperiod, fastk_period=fastk_period, fastd_period=fastd_period, fastd_matype=fastd_matype)[0]), return_dtype=pl.Float64),
|
|
587
|
+
e.map_batches(lambda s: pl.Series(talib.STOCHRSI(s.to_numpy(), timeperiod=timeperiod, fastk_period=fastk_period, fastd_period=fastd_period, fastd_matype=fastd_matype)[1]), return_dtype=pl.Float64),
|
|
588
|
+
)
|
|
589
|
+
|
|
590
|
+
|
|
591
|
+
def stochrsi_k(expr: Union[Expr, str], timeperiod: int = 14, fastk_period: int = 5, fastd_period: int = 3, fastd_matype: int = 0) -> Expr:
|
|
592
|
+
"""随机 RSI %K"""
|
|
593
|
+
import talib
|
|
594
|
+
e = _ensure_expr(expr)
|
|
595
|
+
return e.map_batches(
|
|
596
|
+
lambda s: pl.Series(talib.STOCHRSI(s.to_numpy(), timeperiod=timeperiod, fastk_period=fastk_period, fastd_period=fastd_period, fastd_matype=fastd_matype)[0]),
|
|
597
|
+
return_dtype=pl.Float64,
|
|
598
|
+
)
|
|
599
|
+
|
|
600
|
+
|
|
601
|
+
def stochrsi_d(expr: Union[Expr, str], timeperiod: int = 14, fastk_period: int = 5, fastd_period: int = 3, fastd_matype: int = 0) -> Expr:
|
|
602
|
+
"""随机 RSI %D"""
|
|
603
|
+
import talib
|
|
604
|
+
e = _ensure_expr(expr)
|
|
605
|
+
return e.map_batches(
|
|
606
|
+
lambda s: pl.Series(talib.STOCHRSI(s.to_numpy(), timeperiod=timeperiod, fastk_period=fastk_period, fastd_period=fastd_period, fastd_matype=fastd_matype)[1]),
|
|
607
|
+
return_dtype=pl.Float64,
|
|
608
|
+
)
|
|
609
|
+
|
|
610
|
+
|
|
611
|
+
def macdext(expr: Union[Expr, str], fastperiod: int = 12, fastmatype: int = 0, slowperiod: int = 26, slowmatype: int = 0,
|
|
612
|
+
signalperiod: int = 9, signalmatype: int = 0) -> Tuple[Expr, Expr, Expr]:
|
|
613
|
+
"""扩展 MACD — 返回 (macd, signal, hist)"""
|
|
614
|
+
import talib
|
|
615
|
+
e = _ensure_expr(expr)
|
|
616
|
+
return (
|
|
617
|
+
e.map_batches(lambda s: pl.Series(talib.MACDEXT(s.to_numpy(), fastperiod=fastperiod, fastmatype=fastmatype, slowperiod=slowperiod, slowmatype=slowmatype, signalperiod=signalperiod, signalmatype=signalmatype)[0]), return_dtype=pl.Float64),
|
|
618
|
+
e.map_batches(lambda s: pl.Series(talib.MACDEXT(s.to_numpy(), fastperiod=fastperiod, fastmatype=fastmatype, slowperiod=slowperiod, slowmatype=slowmatype, signalperiod=signalperiod, signalmatype=signalmatype)[1]), return_dtype=pl.Float64),
|
|
619
|
+
e.map_batches(lambda s: pl.Series(talib.MACDEXT(s.to_numpy(), fastperiod=fastperiod, fastmatype=fastmatype, slowperiod=slowperiod, slowmatype=slowmatype, signalperiod=signalperiod, signalmatype=signalmatype)[2]), return_dtype=pl.Float64),
|
|
620
|
+
)
|
|
621
|
+
|
|
622
|
+
|
|
623
|
+
def macdfix(expr: Union[Expr, str], signalperiod: int = 9) -> Tuple[Expr, Expr, Expr]:
|
|
624
|
+
"""固定周期 MACD — 返回 (macd, signal, hist)"""
|
|
625
|
+
import talib
|
|
626
|
+
e = _ensure_expr(expr)
|
|
627
|
+
return (
|
|
628
|
+
e.map_batches(lambda s: pl.Series(talib.MACDFIX(s.to_numpy(), signalperiod=signalperiod)[0]), return_dtype=pl.Float64),
|
|
629
|
+
e.map_batches(lambda s: pl.Series(talib.MACDFIX(s.to_numpy(), signalperiod=signalperiod)[1]), return_dtype=pl.Float64),
|
|
630
|
+
e.map_batches(lambda s: pl.Series(talib.MACDFIX(s.to_numpy(), signalperiod=signalperiod)[2]), return_dtype=pl.Float64),
|
|
631
|
+
)
|
|
632
|
+
|
|
633
|
+
|
|
634
|
+
def atr(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
635
|
+
"""平均真实范围 (Average True Range)"""
|
|
636
|
+
import talib
|
|
637
|
+
e = _ensure_expr(expr)
|
|
638
|
+
return e.map_batches(
|
|
639
|
+
lambda s: pl.Series(talib.ATR(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
640
|
+
return_dtype=pl.Float64,
|
|
641
|
+
)
|
|
642
|
+
|
|
643
|
+
|
|
644
|
+
def natr(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
645
|
+
"""归一化平均真实范围 (Normalized Average True Range)"""
|
|
646
|
+
import talib
|
|
647
|
+
e = _ensure_expr(expr)
|
|
648
|
+
return e.map_batches(
|
|
649
|
+
lambda s: pl.Series(talib.NATR(s.to_numpy(), s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
650
|
+
return_dtype=pl.Float64,
|
|
651
|
+
)
|
|
652
|
+
|
|
653
|
+
|
|
654
|
+
def trange(expr: Union[Expr, str]) -> Expr:
|
|
655
|
+
"""真实范围 (True Range)"""
|
|
656
|
+
import talib
|
|
657
|
+
e = _ensure_expr(expr)
|
|
658
|
+
return e.map_batches(
|
|
659
|
+
lambda s: pl.Series(talib.TRANGE(s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
660
|
+
return_dtype=pl.Float64,
|
|
661
|
+
)
|
|
662
|
+
|
|
663
|
+
|
|
664
|
+
def ad(expr: Union[Expr, str]) -> Expr:
|
|
665
|
+
"""累积/派发线 (Accumulation/Distribution Line)"""
|
|
666
|
+
import talib
|
|
667
|
+
e = _ensure_expr(expr)
|
|
668
|
+
return e.map_batches(
|
|
669
|
+
lambda s: pl.Series(talib.AD(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
670
|
+
return_dtype=pl.Float64,
|
|
671
|
+
)
|
|
672
|
+
|
|
673
|
+
|
|
674
|
+
def adosc(expr: Union[Expr, str], fastperiod: int = 3, slowperiod: int = 10) -> Expr:
|
|
675
|
+
"""累积/派发震荡 (Chaikin A/D Oscillator)"""
|
|
676
|
+
import talib
|
|
677
|
+
e = _ensure_expr(expr)
|
|
678
|
+
return e.map_batches(
|
|
679
|
+
lambda s: pl.Series(talib.ADOSC(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy(), fastperiod=fastperiod, slowperiod=slowperiod)),
|
|
680
|
+
return_dtype=pl.Float64,
|
|
681
|
+
)
|
|
682
|
+
|
|
683
|
+
|
|
684
|
+
def obv(expr: Union[Expr, str]) -> Expr:
|
|
685
|
+
"""能量潮 (On Balance Volume)"""
|
|
686
|
+
import talib
|
|
687
|
+
e = _ensure_expr(expr)
|
|
688
|
+
return e.map_batches(
|
|
689
|
+
lambda s: pl.Series(talib.OBV(s.to_numpy(), s.to_numpy())),
|
|
690
|
+
return_dtype=pl.Float64,
|
|
691
|
+
)
|
|
692
|
+
|
|
693
|
+
|
|
694
|
+
def cdl_doji(expr: Union[Expr, str]) -> Expr:
|
|
695
|
+
"""十字星 (Doji)"""
|
|
696
|
+
import talib
|
|
697
|
+
e = _ensure_expr(expr)
|
|
698
|
+
return e.map_batches(
|
|
699
|
+
lambda s: pl.Series(talib.CDLDOJI(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
700
|
+
return_dtype=pl.Int32,
|
|
701
|
+
)
|
|
702
|
+
|
|
703
|
+
|
|
704
|
+
def cdl_hammer(expr: Union[Expr, str]) -> Expr:
|
|
705
|
+
"""锤子线 (Hammer)"""
|
|
706
|
+
import talib
|
|
707
|
+
e = _ensure_expr(expr)
|
|
708
|
+
return e.map_batches(
|
|
709
|
+
lambda s: pl.Series(talib.CDLHAMMER(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
710
|
+
return_dtype=pl.Int32,
|
|
711
|
+
)
|
|
712
|
+
|
|
713
|
+
|
|
714
|
+
def cdl_engulfing(expr: Union[Expr, str]) -> Expr:
|
|
715
|
+
"""吞没形态 (Engulfing Pattern)"""
|
|
716
|
+
import talib
|
|
717
|
+
e = _ensure_expr(expr)
|
|
718
|
+
return e.map_batches(
|
|
719
|
+
lambda s: pl.Series(talib.CDLENGULFING(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
720
|
+
return_dtype=pl.Int32,
|
|
721
|
+
)
|
|
722
|
+
|
|
723
|
+
|
|
724
|
+
def cdl_morningstar(expr: Union[Expr, str], penetration: float = 0.0) -> Expr:
|
|
725
|
+
"""晨星 (Morning Star)"""
|
|
726
|
+
import talib
|
|
727
|
+
e = _ensure_expr(expr)
|
|
728
|
+
return e.map_batches(
|
|
729
|
+
lambda s: pl.Series(talib.CDLMORNINGSTAR(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy(), penetration=penetration)),
|
|
730
|
+
return_dtype=pl.Int32,
|
|
731
|
+
)
|
|
732
|
+
|
|
733
|
+
|
|
734
|
+
def cdl_eveningstar(expr: Union[Expr, str], penetration: float = 0.0) -> Expr:
|
|
735
|
+
"""暮星 (Evening Star)"""
|
|
736
|
+
import talib
|
|
737
|
+
e = _ensure_expr(expr)
|
|
738
|
+
return e.map_batches(
|
|
739
|
+
lambda s: pl.Series(talib.CDLEVENINGSTAR(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy(), penetration=penetration)),
|
|
740
|
+
return_dtype=pl.Int32,
|
|
741
|
+
)
|
|
742
|
+
|
|
743
|
+
|
|
744
|
+
def cdl_hangingman(expr: Union[Expr, str]) -> Expr:
|
|
745
|
+
"""上吊线 (Hanging Man)"""
|
|
746
|
+
import talib
|
|
747
|
+
e = _ensure_expr(expr)
|
|
748
|
+
return e.map_batches(
|
|
749
|
+
lambda s: pl.Series(talib.CDLHANGINGMAN(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
750
|
+
return_dtype=pl.Int32,
|
|
751
|
+
)
|
|
752
|
+
|
|
753
|
+
|
|
754
|
+
def cdl_shootingstar(expr: Union[Expr, str]) -> Expr:
|
|
755
|
+
"""射击之星 (Shooting Star)"""
|
|
756
|
+
import talib
|
|
757
|
+
e = _ensure_expr(expr)
|
|
758
|
+
return e.map_batches(
|
|
759
|
+
lambda s: pl.Series(talib.CDLSHOOTINGSTAR(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
760
|
+
return_dtype=pl.Int32,
|
|
761
|
+
)
|
|
762
|
+
|
|
763
|
+
|
|
764
|
+
def cdl_harami(expr: Union[Expr, str]) -> Expr:
|
|
765
|
+
"""孕线形态 (Harami Pattern)"""
|
|
766
|
+
import talib
|
|
767
|
+
e = _ensure_expr(expr)
|
|
768
|
+
return e.map_batches(
|
|
769
|
+
lambda s: pl.Series(talib.CDLHARAMI(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
770
|
+
return_dtype=pl.Int32,
|
|
771
|
+
)
|
|
772
|
+
|
|
773
|
+
|
|
774
|
+
def cdl_piercing(expr: Union[Expr, str]) -> Expr:
|
|
775
|
+
"""刺透形态 (Piercing Pattern)"""
|
|
776
|
+
import talib
|
|
777
|
+
e = _ensure_expr(expr)
|
|
778
|
+
return e.map_batches(
|
|
779
|
+
lambda s: pl.Series(talib.CDLPIERCING(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
780
|
+
return_dtype=pl.Int32,
|
|
781
|
+
)
|
|
782
|
+
|
|
783
|
+
|
|
784
|
+
def cdl_darkcloudcover(expr: Union[Expr, str], penetration: float = 0.0) -> Expr:
|
|
785
|
+
"""乌云盖顶 (Dark Cloud Cover)"""
|
|
786
|
+
import talib
|
|
787
|
+
e = _ensure_expr(expr)
|
|
788
|
+
return e.map_batches(
|
|
789
|
+
lambda s: pl.Series(talib.CDLDARKCLOUDCOVER(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy(), penetration=penetration)),
|
|
790
|
+
return_dtype=pl.Int32,
|
|
791
|
+
)
|
|
792
|
+
|
|
793
|
+
|
|
794
|
+
def cdl_spinningtop(expr: Union[Expr, str]) -> Expr:
|
|
795
|
+
"""纺锤顶 (Spinning Top)"""
|
|
796
|
+
import talib
|
|
797
|
+
e = _ensure_expr(expr)
|
|
798
|
+
return e.map_batches(
|
|
799
|
+
lambda s: pl.Series(talib.CDLSPINNINGTOP(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
800
|
+
return_dtype=pl.Int32,
|
|
801
|
+
)
|
|
802
|
+
|
|
803
|
+
|
|
804
|
+
def cdl_3whitesoldiers(expr: Union[Expr, str]) -> Expr:
|
|
805
|
+
"""三只白兵 (Three White Soldiers)"""
|
|
806
|
+
import talib
|
|
807
|
+
e = _ensure_expr(expr)
|
|
808
|
+
return e.map_batches(
|
|
809
|
+
lambda s: pl.Series(talib.CDL3WHITESOLDIERS(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
810
|
+
return_dtype=pl.Int32,
|
|
811
|
+
)
|
|
812
|
+
|
|
813
|
+
|
|
814
|
+
def cdl_3blackcrows(expr: Union[Expr, str]) -> Expr:
|
|
815
|
+
"""三只乌鸦 (Three Black Crows)"""
|
|
816
|
+
import talib
|
|
817
|
+
e = _ensure_expr(expr)
|
|
818
|
+
return e.map_batches(
|
|
819
|
+
lambda s: pl.Series(talib.CDL3BLACKCROWS(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
820
|
+
return_dtype=pl.Int32,
|
|
821
|
+
)
|
|
822
|
+
|
|
823
|
+
|
|
824
|
+
def avgprice(expr: Union[Expr, str]) -> Expr:
|
|
825
|
+
"""平均价格 (Average Price)"""
|
|
826
|
+
import talib
|
|
827
|
+
e = _ensure_expr(expr)
|
|
828
|
+
return e.map_batches(
|
|
829
|
+
lambda s: pl.Series(talib.AVGPRICE(s.to_numpy(), s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
830
|
+
return_dtype=pl.Float64,
|
|
831
|
+
)
|
|
832
|
+
|
|
833
|
+
|
|
834
|
+
def medprice(expr: Union[Expr, str]) -> Expr:
|
|
835
|
+
"""中间价格 (Median Price)"""
|
|
836
|
+
import talib
|
|
837
|
+
e = _ensure_expr(expr)
|
|
838
|
+
return e.map_batches(
|
|
839
|
+
lambda s: pl.Series(talib.MEDPRICE(s.to_numpy(), s.to_numpy())),
|
|
840
|
+
return_dtype=pl.Float64,
|
|
841
|
+
)
|
|
842
|
+
|
|
843
|
+
|
|
844
|
+
def typprice(expr: Union[Expr, str]) -> Expr:
|
|
845
|
+
"""典型价格 (Typical Price)"""
|
|
846
|
+
import talib
|
|
847
|
+
e = _ensure_expr(expr)
|
|
848
|
+
return e.map_batches(
|
|
849
|
+
lambda s: pl.Series(talib.TYPPRICE(s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
850
|
+
return_dtype=pl.Float64,
|
|
851
|
+
)
|
|
852
|
+
|
|
853
|
+
|
|
854
|
+
def wclprice(expr: Union[Expr, str]) -> Expr:
|
|
855
|
+
"""加权收盘价 (Weighted Close Price)"""
|
|
856
|
+
import talib
|
|
857
|
+
e = _ensure_expr(expr)
|
|
858
|
+
return e.map_batches(
|
|
859
|
+
lambda s: pl.Series(talib.WCLPRICE(s.to_numpy(), s.to_numpy(), s.to_numpy())),
|
|
860
|
+
return_dtype=pl.Float64,
|
|
861
|
+
)
|
|
862
|
+
|
|
863
|
+
|
|
864
|
+
def beta(expr: Union[Expr, str], timeperiod: int = 5) -> Expr:
|
|
865
|
+
"""Beta 系数"""
|
|
866
|
+
import talib
|
|
867
|
+
e = _ensure_expr(expr)
|
|
868
|
+
return e.map_batches(
|
|
869
|
+
lambda s: pl.Series(talib.BETA(s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
870
|
+
return_dtype=pl.Float64,
|
|
871
|
+
)
|
|
872
|
+
|
|
873
|
+
|
|
874
|
+
def correl(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
|
|
875
|
+
"""相关系数 (Pearson's Correlation Coefficient)"""
|
|
876
|
+
import talib
|
|
877
|
+
e = _ensure_expr(expr)
|
|
878
|
+
return e.map_batches(
|
|
879
|
+
lambda s: pl.Series(talib.CORREL(s.to_numpy(), s.to_numpy(), timeperiod=timeperiod)),
|
|
880
|
+
return_dtype=pl.Float64,
|
|
881
|
+
)
|
|
882
|
+
|
|
883
|
+
|
|
884
|
+
def linearreg(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
885
|
+
"""线性回归值 (Linear Regression)"""
|
|
886
|
+
import talib
|
|
887
|
+
e = _ensure_expr(expr)
|
|
888
|
+
return e.map_batches(
|
|
889
|
+
lambda s: pl.Series(talib.LINEARREG(s.to_numpy(), timeperiod=timeperiod)),
|
|
890
|
+
return_dtype=pl.Float64,
|
|
891
|
+
)
|
|
892
|
+
|
|
893
|
+
|
|
894
|
+
def linearreg_angle(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
895
|
+
"""线性回归角度 (Linear Regression Angle)"""
|
|
896
|
+
import talib
|
|
897
|
+
e = _ensure_expr(expr)
|
|
898
|
+
return e.map_batches(
|
|
899
|
+
lambda s: pl.Series(talib.LINEARREG_ANGLE(s.to_numpy(), timeperiod=timeperiod)),
|
|
900
|
+
return_dtype=pl.Float64,
|
|
901
|
+
)
|
|
902
|
+
|
|
903
|
+
|
|
904
|
+
def linearreg_intercept(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
905
|
+
"""线性回归截距 (Linear Regression Intercept)"""
|
|
906
|
+
import talib
|
|
907
|
+
e = _ensure_expr(expr)
|
|
908
|
+
return e.map_batches(
|
|
909
|
+
lambda s: pl.Series(talib.LINEARREG_INTERCEPT(s.to_numpy(), timeperiod=timeperiod)),
|
|
910
|
+
return_dtype=pl.Float64,
|
|
911
|
+
)
|
|
912
|
+
|
|
913
|
+
|
|
914
|
+
def linearreg_slope(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
915
|
+
"""线性回归斜率 (Linear Regression Slope)"""
|
|
916
|
+
import talib
|
|
917
|
+
e = _ensure_expr(expr)
|
|
918
|
+
return e.map_batches(
|
|
919
|
+
lambda s: pl.Series(talib.LINEARREG_SLOPE(s.to_numpy(), timeperiod=timeperiod)),
|
|
920
|
+
return_dtype=pl.Float64,
|
|
921
|
+
)
|
|
922
|
+
|
|
923
|
+
|
|
924
|
+
def stddev(expr: Union[Expr, str], timeperiod: int = 5, nbdev: int = 1) -> Expr:
|
|
925
|
+
"""标准差 (Standard Deviation)"""
|
|
926
|
+
import talib
|
|
927
|
+
e = _ensure_expr(expr)
|
|
928
|
+
return e.map_batches(
|
|
929
|
+
lambda s: pl.Series(talib.STDDEV(s.to_numpy(), timeperiod=timeperiod, nbdev=nbdev)),
|
|
930
|
+
return_dtype=pl.Float64,
|
|
931
|
+
)
|
|
932
|
+
|
|
933
|
+
|
|
934
|
+
def tsf(expr: Union[Expr, str], timeperiod: int = 14) -> Expr:
|
|
935
|
+
"""时间序列预测 (Time Series Forecast)"""
|
|
936
|
+
import talib
|
|
937
|
+
e = _ensure_expr(expr)
|
|
938
|
+
return e.map_batches(
|
|
939
|
+
lambda s: pl.Series(talib.TSF(s.to_numpy(), timeperiod=timeperiod)),
|
|
940
|
+
return_dtype=pl.Float64,
|
|
941
|
+
)
|
|
942
|
+
|
|
943
|
+
|
|
944
|
+
def var(expr: Union[Expr, str], timeperiod: int = 5, nbdev: int = 1) -> Expr:
|
|
945
|
+
"""方差 (Variance)"""
|
|
946
|
+
import talib
|
|
947
|
+
e = _ensure_expr(expr)
|
|
948
|
+
return e.map_batches(
|
|
949
|
+
lambda s: pl.Series(talib.VAR(s.to_numpy(), timeperiod=timeperiod, nbdev=nbdev)),
|
|
950
|
+
return_dtype=pl.Float64,
|
|
951
|
+
)
|
|
952
|
+
|
|
953
|
+
|
|
954
|
+
def ht_dcperiod(expr: Union[Expr, str]) -> Expr:
|
|
955
|
+
"""希尔伯特变换主导周期 (Hilbert Transform Dominant Cycle Period)"""
|
|
956
|
+
import talib
|
|
957
|
+
e = _ensure_expr(expr)
|
|
958
|
+
return e.map_batches(
|
|
959
|
+
lambda s: pl.Series(talib.HT_DCPERIOD(s.to_numpy())),
|
|
960
|
+
return_dtype=pl.Float64,
|
|
961
|
+
)
|
|
962
|
+
|
|
963
|
+
|
|
964
|
+
def ht_dcphase(expr: Union[Expr, str]) -> Expr:
|
|
965
|
+
"""希尔伯特变换主导周期相位 (Hilbert Transform Dominant Cycle Phase)"""
|
|
966
|
+
import talib
|
|
967
|
+
e = _ensure_expr(expr)
|
|
968
|
+
return e.map_batches(
|
|
969
|
+
lambda s: pl.Series(talib.HT_DCPHASE(s.to_numpy())),
|
|
970
|
+
return_dtype=pl.Float64,
|
|
971
|
+
)
|
|
972
|
+
|
|
973
|
+
|
|
974
|
+
def ht_phasor(expr: Union[Expr, str]) -> Expr:
|
|
975
|
+
"""希尔伯特变换相位 (Hilbert Transform Phasor)"""
|
|
976
|
+
import talib
|
|
977
|
+
e = _ensure_expr(expr)
|
|
978
|
+
return e.map_batches(
|
|
979
|
+
lambda s: pl.Series(talib.HT_PHASOR(s.to_numpy())[0]),
|
|
980
|
+
return_dtype=pl.Float64,
|
|
981
|
+
)
|
|
982
|
+
|
|
983
|
+
|
|
984
|
+
def ht_sine(expr: Union[Expr, str]) -> Expr:
|
|
985
|
+
"""希尔伯特变换正弦 (Hilbert Transform SineWave)"""
|
|
986
|
+
import talib
|
|
987
|
+
e = _ensure_expr(expr)
|
|
988
|
+
return e.map_batches(
|
|
989
|
+
lambda s: pl.Series(talib.HT_SINE(s.to_numpy())[0]),
|
|
990
|
+
return_dtype=pl.Float64,
|
|
991
|
+
)
|
|
992
|
+
|
|
993
|
+
|
|
994
|
+
def ht_trendmode(expr: Union[Expr, str]) -> Expr:
|
|
995
|
+
"""希尔伯特变换趋势模式 (Hilbert Transform Trend vs Cycle Mode)"""
|
|
996
|
+
import talib
|
|
997
|
+
e = _ensure_expr(expr)
|
|
998
|
+
return e.map_batches(
|
|
999
|
+
lambda s: pl.Series(talib.HT_TRENDMODE(s.to_numpy())),
|
|
1000
|
+
return_dtype=pl.Float64,
|
|
1001
|
+
)
|
|
1002
|
+
|
|
1003
|
+
|
|
1004
|
+
def acos(expr: Union[Expr, str]) -> Expr:
|
|
1005
|
+
"""反余弦 (Inverse Cosine)"""
|
|
1006
|
+
import talib
|
|
1007
|
+
e = _ensure_expr(expr)
|
|
1008
|
+
return e.map_batches(lambda s: pl.Series(talib.ACOS(s.to_numpy())), return_dtype=pl.Float64)
|
|
1009
|
+
|
|
1010
|
+
|
|
1011
|
+
def asin(expr: Union[Expr, str]) -> Expr:
|
|
1012
|
+
"""反正弦 (Inverse Sine)"""
|
|
1013
|
+
import talib
|
|
1014
|
+
e = _ensure_expr(expr)
|
|
1015
|
+
return e.map_batches(lambda s: pl.Series(talib.ASIN(s.to_numpy())), return_dtype=pl.Float64)
|
|
1016
|
+
|
|
1017
|
+
|
|
1018
|
+
def atan(expr: Union[Expr, str]) -> Expr:
|
|
1019
|
+
"""反正切 (Inverse Tangent)"""
|
|
1020
|
+
import talib
|
|
1021
|
+
e = _ensure_expr(expr)
|
|
1022
|
+
return e.map_batches(lambda s: pl.Series(talib.ATAN(s.to_numpy())), return_dtype=pl.Float64)
|
|
1023
|
+
|
|
1024
|
+
|
|
1025
|
+
def cos(expr: Union[Expr, str]) -> Expr:
|
|
1026
|
+
"""余弦 (Cosine)"""
|
|
1027
|
+
import talib
|
|
1028
|
+
e = _ensure_expr(expr)
|
|
1029
|
+
return e.map_batches(lambda s: pl.Series(talib.COS(s.to_numpy())), return_dtype=pl.Float64)
|
|
1030
|
+
|
|
1031
|
+
|
|
1032
|
+
def cosh(expr: Union[Expr, str]) -> Expr:
|
|
1033
|
+
"""双曲余弦 (Hyperbolic Cosine)"""
|
|
1034
|
+
import talib
|
|
1035
|
+
e = _ensure_expr(expr)
|
|
1036
|
+
return e.map_batches(lambda s: pl.Series(talib.COSH(s.to_numpy())), return_dtype=pl.Float64)
|
|
1037
|
+
|
|
1038
|
+
|
|
1039
|
+
def sin(expr: Union[Expr, str]) -> Expr:
|
|
1040
|
+
"""正弦 (Sine)"""
|
|
1041
|
+
import talib
|
|
1042
|
+
e = _ensure_expr(expr)
|
|
1043
|
+
return e.map_batches(lambda s: pl.Series(talib.SIN(s.to_numpy())), return_dtype=pl.Float64)
|
|
1044
|
+
|
|
1045
|
+
|
|
1046
|
+
def sinh(expr: Union[Expr, str]) -> Expr:
|
|
1047
|
+
"""双曲正弦 (Hyperbolic Sine)"""
|
|
1048
|
+
import talib
|
|
1049
|
+
e = _ensure_expr(expr)
|
|
1050
|
+
return e.map_batches(lambda s: pl.Series(talib.SINH(s.to_numpy())), return_dtype=pl.Float64)
|
|
1051
|
+
|
|
1052
|
+
|
|
1053
|
+
def sqrt(expr: Union[Expr, str]) -> Expr:
|
|
1054
|
+
"""平方根 (Square Root)"""
|
|
1055
|
+
import talib
|
|
1056
|
+
e = _ensure_expr(expr)
|
|
1057
|
+
return e.map_batches(lambda s: pl.Series(talib.SQRT(s.to_numpy())), return_dtype=pl.Float64)
|
|
1058
|
+
|
|
1059
|
+
|
|
1060
|
+
def tan(expr: Union[Expr, str]) -> Expr:
|
|
1061
|
+
"""正切 (Tangent)"""
|
|
1062
|
+
import talib
|
|
1063
|
+
e = _ensure_expr(expr)
|
|
1064
|
+
return e.map_batches(lambda s: pl.Series(talib.TAN(s.to_numpy())), return_dtype=pl.Float64)
|
|
1065
|
+
|
|
1066
|
+
|
|
1067
|
+
def tanh(expr: Union[Expr, str]) -> Expr:
|
|
1068
|
+
"""双曲正切 (Hyperbolic Tangent)"""
|
|
1069
|
+
import talib
|
|
1070
|
+
e = _ensure_expr(expr)
|
|
1071
|
+
return e.map_batches(lambda s: pl.Series(talib.TANH(s.to_numpy())), return_dtype=pl.Float64)
|
|
1072
|
+
|
|
1073
|
+
|
|
1074
|
+
def exp(expr: Union[Expr, str]) -> Expr:
|
|
1075
|
+
"""指数函数 (Exponential)"""
|
|
1076
|
+
import talib
|
|
1077
|
+
e = _ensure_expr(expr)
|
|
1078
|
+
return e.map_batches(lambda s: pl.Series(talib.EXP(s.to_numpy())), return_dtype=pl.Float64)
|
|
1079
|
+
|
|
1080
|
+
|
|
1081
|
+
def ln(expr: Union[Expr, str]) -> Expr:
|
|
1082
|
+
"""自然对数 (Natural Log)"""
|
|
1083
|
+
import talib
|
|
1084
|
+
e = _ensure_expr(expr)
|
|
1085
|
+
return e.map_batches(lambda s: pl.Series(talib.LN(s.to_numpy())), return_dtype=pl.Float64)
|
|
1086
|
+
|
|
1087
|
+
|
|
1088
|
+
def log10(expr: Union[Expr, str]) -> Expr:
|
|
1089
|
+
"""常用对数 (Log10)"""
|
|
1090
|
+
import talib
|
|
1091
|
+
e = _ensure_expr(expr)
|
|
1092
|
+
return e.map_batches(lambda s: pl.Series(talib.LOG10(s.to_numpy())), return_dtype=pl.Float64)
|
|
1093
|
+
|
|
1094
|
+
|
|
1095
|
+
def ceil(expr: Union[Expr, str]) -> Expr:
|
|
1096
|
+
"""向上取整 (Ceiling)"""
|
|
1097
|
+
import talib
|
|
1098
|
+
e = _ensure_expr(expr)
|
|
1099
|
+
return e.map_batches(lambda s: pl.Series(talib.CEIL(s.to_numpy())), return_dtype=pl.Float64)
|
|
1100
|
+
|
|
1101
|
+
|
|
1102
|
+
def floor(expr: Union[Expr, str]) -> Expr:
|
|
1103
|
+
"""向下取整 (Floor)"""
|
|
1104
|
+
import talib
|
|
1105
|
+
e = _ensure_expr(expr)
|
|
1106
|
+
return e.map_batches(lambda s: pl.Series(talib.FLOOR(s.to_numpy())), return_dtype=pl.Float64)
|
|
1107
|
+
|
|
1108
|
+
|
|
1109
|
+
def add(expr_a: Union[Expr, str], expr_b: Union[Expr, str]) -> Expr:
|
|
1110
|
+
"""加法 (Add)"""
|
|
1111
|
+
import talib
|
|
1112
|
+
e_a = _ensure_expr(expr_a)
|
|
1113
|
+
e_b = _ensure_expr(expr_b)
|
|
1114
|
+
return e_a.map_batches(lambda s: pl.Series(talib.ADD(s.to_numpy(), e_b.eval(pl.col(s.name))[0].to_numpy())))
|
|
1115
|
+
|
|
1116
|
+
|
|
1117
|
+
def sub(expr_a: Union[Expr, str], expr_b: Union[Expr, str]) -> Expr:
|
|
1118
|
+
"""减法 (Subtract)"""
|
|
1119
|
+
return _ensure_expr(expr_a) - _ensure_expr(expr_b)
|
|
1120
|
+
|
|
1121
|
+
|
|
1122
|
+
def mult(expr_a: Union[Expr, str], expr_b: Union[Expr, str]) -> Expr:
|
|
1123
|
+
"""乘法 (Multiply)"""
|
|
1124
|
+
return _ensure_expr(expr_a) * _ensure_expr(expr_b)
|
|
1125
|
+
|
|
1126
|
+
|
|
1127
|
+
def div(expr_a: Union[Expr, str], expr_b: Union[Expr, str]) -> Expr:
|
|
1128
|
+
"""除法 (Divide)"""
|
|
1129
|
+
return _ensure_expr(expr_a) / _ensure_expr(expr_b)
|
|
1130
|
+
|
|
1131
|
+
|
|
1132
|
+
def max(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
|
|
1133
|
+
"""滚动最大值 (Rolling Maximum)"""
|
|
1134
|
+
import talib
|
|
1135
|
+
e = _ensure_expr(expr)
|
|
1136
|
+
return e.map_batches(
|
|
1137
|
+
lambda s: pl.Series(talib.MAX(s.to_numpy(), timeperiod=timeperiod)),
|
|
1138
|
+
return_dtype=pl.Float64,
|
|
1139
|
+
)
|
|
1140
|
+
|
|
1141
|
+
|
|
1142
|
+
def min(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
|
|
1143
|
+
"""滚动最小值 (Rolling Minimum)"""
|
|
1144
|
+
import talib
|
|
1145
|
+
e = _ensure_expr(expr)
|
|
1146
|
+
return e.map_batches(
|
|
1147
|
+
lambda s: pl.Series(talib.MIN(s.to_numpy(), timeperiod=timeperiod)),
|
|
1148
|
+
return_dtype=pl.Float64,
|
|
1149
|
+
)
|
|
1150
|
+
|
|
1151
|
+
|
|
1152
|
+
def sum(expr: Union[Expr, str], timeperiod: int = 30) -> Expr:
|
|
1153
|
+
"""滚动求和 (Rolling Sum)"""
|
|
1154
|
+
import talib
|
|
1155
|
+
e = _ensure_expr(expr)
|
|
1156
|
+
return e.map_batches(
|
|
1157
|
+
lambda s: pl.Series(talib.SUM(s.to_numpy(), timeperiod=timeperiod)),
|
|
1158
|
+
return_dtype=pl.Float64,
|
|
1159
|
+
)
|
|
1160
|
+
|
|
1161
|
+
|
|
1162
|
+
def _wrap_and_register(name: str, func, param_docs: str = ""):
|
|
1163
|
+
"""包装函数并注册到算子注册表"""
|
|
1164
|
+
def wrapper(*args, **kwargs):
|
|
1165
|
+
return func(*args, **kwargs)
|
|
1166
|
+
|
|
1167
|
+
wrapper.__name__ = f"talib_{name}"
|
|
1168
|
+
wrapper.__doc__ = f"TA-Lib {name}\n\n {param_docs}\n "
|
|
1169
|
+
register_operator(OperatorCategory.TALIB, f"talib_{name}")(wrapper)
|
|
1170
|
+
globals()[f"talib_{name}"] = wrapper
|
|
1171
|
+
return wrapper
|
|
1172
|
+
|
|
1173
|
+
|
|
1174
|
+
_wrap_and_register("sma", sma, "简单移动平均 (Simple Moving Average)")
|
|
1175
|
+
_wrap_and_register("ema", ema, "指数移动平均 (Exponential Moving Average)")
|
|
1176
|
+
_wrap_and_register("wma", wma, "加权移动平均 (Weighted Moving Average)")
|
|
1177
|
+
_wrap_and_register("dema", dema, "双重指数移动平均 (Double EMA)")
|
|
1178
|
+
_wrap_and_register("tema", tema, "三重指数移动平均 (Triple EMA)")
|
|
1179
|
+
_wrap_and_register("trima", trima, "三角移动平均 (Triangular MA)")
|
|
1180
|
+
_wrap_and_register("kama", kama, "考夫曼自适应移动平均 (KAMA)")
|
|
1181
|
+
_wrap_and_register("t3", t3, "T3 移动平均")
|
|
1182
|
+
_wrap_and_register("ht_trendline", ht_trendline, "希尔伯特变换趋势线")
|
|
1183
|
+
_wrap_and_register("bbands_upper", bbands_upper, "布林带上轨")
|
|
1184
|
+
_wrap_and_register("bbands_middle", bbands_middle, "布林带中轨")
|
|
1185
|
+
_wrap_and_register("bbands_lower", bbands_lower, "布林带下轨")
|
|
1186
|
+
_wrap_and_register("ma", ma, "通用移动平均")
|
|
1187
|
+
|
|
1188
|
+
_wrap_and_register("rsi", rsi, "相对强弱指标 (RSI)")
|
|
1189
|
+
_wrap_and_register("macd_line", macd_line, "MACD 线")
|
|
1190
|
+
_wrap_and_register("macd_signal", macd_signal, "MACD 信号线")
|
|
1191
|
+
_wrap_and_register("macd_hist", macd_hist, "MACD 柱状图")
|
|
1192
|
+
_wrap_and_register("stoch_k", stoch_k, "随机指标 K")
|
|
1193
|
+
_wrap_and_register("stoch_d", stoch_d, "随机指标 D")
|
|
1194
|
+
_wrap_and_register("willr", willr, "威廉指标")
|
|
1195
|
+
_wrap_and_register("cci", cci, "商品通道指标")
|
|
1196
|
+
_wrap_and_register("adx", adx, "平均趋向指数")
|
|
1197
|
+
_wrap_and_register("adxr", adxr, "平均趋向指数评级")
|
|
1198
|
+
_wrap_and_register("mfi", mfi, "资金流量指标")
|
|
1199
|
+
_wrap_and_register("mom", mom, "动量指标")
|
|
1200
|
+
_wrap_and_register("roc", roc, "变动率指标")
|
|
1201
|
+
_wrap_and_register("rocp", rocp, "变动率百分比")
|
|
1202
|
+
_wrap_and_register("trix", trix, "三重指数移动平均线")
|
|
1203
|
+
_wrap_and_register("ultosc", ultosc, "终极波动指标")
|
|
1204
|
+
_wrap_and_register("dx", dx, "方向指标")
|
|
1205
|
+
_wrap_and_register("minus_di", minus_di, "负方向指标")
|
|
1206
|
+
_wrap_and_register("plus_di", plus_di, "正方向指标")
|
|
1207
|
+
_wrap_and_register("ppo", ppo, "价格振荡器")
|
|
1208
|
+
|
|
1209
|
+
_wrap_and_register("atr", atr, "平均真实范围")
|
|
1210
|
+
_wrap_and_register("natr", natr, "标准化平均真实范围")
|
|
1211
|
+
_wrap_and_register("trange", trange, "真实范围")
|
|
1212
|
+
|
|
1213
|
+
_wrap_and_register("ad", ad, "累积/派发线")
|
|
1214
|
+
_wrap_and_register("adosc", adosc, "蔡金震荡器")
|
|
1215
|
+
_wrap_and_register("obv", obv, "能量潮")
|
|
1216
|
+
|
|
1217
|
+
_wrap_and_register("avgprice", avgprice, "平均价格")
|
|
1218
|
+
_wrap_and_register("medprice", medprice, "中间价格")
|
|
1219
|
+
_wrap_and_register("typprice", typprice, "典型价格")
|
|
1220
|
+
_wrap_and_register("wclprice", wclprice, "加权收盘价")
|
|
1221
|
+
|
|
1222
|
+
_wrap_and_register("beta", beta, "贝塔系数")
|
|
1223
|
+
_wrap_and_register("correl", correl, "相关系数")
|
|
1224
|
+
_wrap_and_register("linearreg", linearreg, "线性回归")
|
|
1225
|
+
_wrap_and_register("linearreg_angle", linearreg_angle, "线性回归角度")
|
|
1226
|
+
_wrap_and_register("linearreg_intercept", linearreg_intercept, "线性回归截距")
|
|
1227
|
+
_wrap_and_register("linearreg_slope", linearreg_slope, "线性回归斜率")
|
|
1228
|
+
_wrap_and_register("stddev", stddev, "标准差")
|
|
1229
|
+
_wrap_and_register("tsf", tsf, "时间序列预测")
|
|
1230
|
+
_wrap_and_register("var", var, "方差")
|
|
1231
|
+
|
|
1232
|
+
_wrap_and_register("ht_dcperiod", ht_dcperiod, "希尔伯特变换主导周期")
|
|
1233
|
+
_wrap_and_register("ht_dcphase", ht_dcphase, "希尔伯特变换主导周期相位")
|
|
1234
|
+
_wrap_and_register("ht_phasor", ht_phasor, "希尔伯特变换相位")
|
|
1235
|
+
_wrap_and_register("ht_sine", ht_sine, "希尔伯特变换正弦")
|
|
1236
|
+
_wrap_and_register("ht_trendmode", ht_trendmode, "希尔伯特变换趋势模式")
|
|
1237
|
+
|
|
1238
|
+
_wrap_and_register("acos", acos, "反余弦")
|
|
1239
|
+
_wrap_and_register("asin", asin, "反正弦")
|
|
1240
|
+
_wrap_and_register("atan", atan, "反正切")
|
|
1241
|
+
_wrap_and_register("cos", cos, "余弦")
|
|
1242
|
+
_wrap_and_register("cosh", cosh, "双曲余弦")
|
|
1243
|
+
_wrap_and_register("sin", sin, "正弦")
|
|
1244
|
+
_wrap_and_register("sinh", sinh, "双曲正弦")
|
|
1245
|
+
_wrap_and_register("sqrt", sqrt, "平方根")
|
|
1246
|
+
_wrap_and_register("tan", tan, "正切")
|
|
1247
|
+
_wrap_and_register("tanh", tanh, "双曲正切")
|
|
1248
|
+
_wrap_and_register("exp", exp, "指数函数")
|
|
1249
|
+
_wrap_and_register("ln", ln, "自然对数")
|
|
1250
|
+
_wrap_and_register("log10", log10, "常用对数")
|
|
1251
|
+
_wrap_and_register("ceil", ceil, "向上取整")
|
|
1252
|
+
_wrap_and_register("floor", floor, "向下取整")
|
|
1253
|
+
|
|
1254
|
+
_wrap_and_register("add", add, "加法")
|
|
1255
|
+
_wrap_and_register("sub", sub, "减法")
|
|
1256
|
+
_wrap_and_register("mult", mult, "乘法")
|
|
1257
|
+
_wrap_and_register("div", div, "除法")
|
|
1258
|
+
|
|
1259
|
+
_wrap_and_register("max", max, "滚动最大值")
|
|
1260
|
+
_wrap_and_register("min", min, "滚动最小值")
|
|
1261
|
+
_wrap_and_register("sum", sum, "滚动求和")
|
|
1262
|
+
|
|
1263
|
+
_wrap_and_register("macd", macd, "MACD (完整)")
|
|
1264
|
+
_wrap_and_register("stoch", stoch, "随机指标 (完整)")
|
|
1265
|
+
_wrap_and_register("minus_dm", minus_dm, "负向动量")
|
|
1266
|
+
_wrap_and_register("plus_dm", plus_dm, "正向动量")
|
|
1267
|
+
_wrap_and_register("aroon", aroon, "阿隆指标")
|
|
1268
|
+
_wrap_and_register("aroondown", aroondown, "阿隆下降线")
|
|
1269
|
+
_wrap_and_register("aroonup", aroonup, "阿隆上升线")
|
|
1270
|
+
_wrap_and_register("aroonosc", aroonosc, "阿隆振荡指标")
|
|
1271
|
+
_wrap_and_register("bop", bop, "力量指标")
|
|
1272
|
+
_wrap_and_register("stochf", stochf, "快速随机指标")
|
|
1273
|
+
_wrap_and_register("stochrsi", stochrsi, "随机 RSI (完整)")
|
|
1274
|
+
_wrap_and_register("stochrsi_k", stochrsi_k, "随机 RSI %K")
|
|
1275
|
+
_wrap_and_register("stochrsi_d", stochrsi_d, "随机 RSI %D")
|
|
1276
|
+
_wrap_and_register("macdext", macdext, "扩展 MACD")
|
|
1277
|
+
_wrap_and_register("macdfix", macdfix, "固定周期 MACD")
|
|
1278
|
+
_wrap_and_register("cmo", cmo, "钱德动量摆动指标")
|
|
1279
|
+
_wrap_and_register("apo", apo, "绝对价格震荡")
|
|
1280
|
+
|
|
1281
|
+
_wrap_and_register("cdl_doji", cdl_doji, "十字星")
|
|
1282
|
+
_wrap_and_register("cdl_hammer", cdl_hammer, "锤子线")
|
|
1283
|
+
_wrap_and_register("cdl_engulfing", cdl_engulfing, "吞没形态")
|
|
1284
|
+
_wrap_and_register("cdl_morningstar", cdl_morningstar, "晨星")
|
|
1285
|
+
_wrap_and_register("cdl_eveningstar", cdl_eveningstar, "暮星")
|
|
1286
|
+
_wrap_and_register("cdl_hangingman", cdl_hangingman, "上吊线")
|
|
1287
|
+
_wrap_and_register("cdl_shootingstar", cdl_shootingstar, "射击之星")
|
|
1288
|
+
_wrap_and_register("cdl_harami", cdl_harami, "孕线形态")
|
|
1289
|
+
_wrap_and_register("cdl_piercing", cdl_piercing, "刺透形态")
|
|
1290
|
+
_wrap_and_register("cdl_darkcloudcover", cdl_darkcloudcover, "乌云盖顶")
|
|
1291
|
+
_wrap_and_register("cdl_spinningtop", cdl_spinningtop, "纺锤顶")
|
|
1292
|
+
_wrap_and_register("cdl_3whitesoldiers", cdl_3whitesoldiers, "三只白兵")
|
|
1293
|
+
_wrap_and_register("cdl_3blackcrows", cdl_3blackcrows, "三只乌鸦")
|