feat: add overlap studies wrappers and align indicator API names
- add TA-Lib bindings and loader registrations for overlap studies: TA_ACCBANDS, TA_BBANDS, TA_DEMA, TA_EMA, TA_HT_TRENDLINE, TA_KAMA - add new public wrappers in overlap_studies.go: AccBands, BBands, DEMA, EMA, HT_TRENDLINE, KAMA - refactor momentum wrapper names to consistent Go-style exports (e.g. Aroon/AroonOsc, MACDExt/MACDFix, Stoch/StochF/StochRSI, MinusDI/MinusDM, PlusDI/PlusDM, Trix, UltOsc, WillR) - rename MAType constants to MA_* for clearer namespacing - update README to reflect the current exported API and overlap coverage
This commit is contained in:
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package talib
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import "log/slog"
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// AccBands - Acceleration Bands: three overlap lines around price.
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// The middle band is an SMA of the close; the upper/lower bands are SMAs of the high/low scaled by an intraday-range factor.
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//
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// factor = 4*(H-L)/(H+L)
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// upperRaw = H*(1+factor), lowerRaw = L*(1-factor)
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// Upper = SMA(upperRaw, N), Middle = SMA(Close, N), Lower = SMA(lowerRaw, N)
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func AccBands(inHigh, inLow, inClose []float64, inTimePeriod int) ([]float64, []float64, []float64) {
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var (
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startIdx int32
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endIdx = int32(len(inClose) - 1)
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outBegIdx int32
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outNBElement int32
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outRealUpperBand = make([]float64, len(inClose))
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outRealMiddleBand = make([]float64, len(inClose))
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outRealLowerBand = make([]float64, len(inClose))
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)
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if retCode := accbands(
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startIdx,
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endIdx,
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inHigh,
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inLow,
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inClose,
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int32(inTimePeriod),
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&outBegIdx,
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&outNBElement,
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outRealUpperBand,
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outRealMiddleBand,
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outRealLowerBand,
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); retCode != 0 {
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slog.Debug("AccBands", "result", retCode)
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return nil, nil, nil
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}
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return outRealUpperBand, outRealMiddleBand, outRealLowerBand
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}
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// BBands - Bollinger Bands: a moving-average middle band with upper and lower bands offset by a multiple of the standard deviation.
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// Used to gauge relative price volatility.
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//
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// middle = MA(inReal, period); sd = stddev(inReal, period);
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// upper = middle + nbDevUpsd;
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// lower = middle - nbDevDnsd
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//
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// Note: The standard deviation uses the population form (dividing by the period), not the sample form.
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// The standard deviation is always computed with a simple moving average regardless of the selected MA type.
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func BBands(inReal []float64, inTimePeriod int, inNbDevUp, inNbDevDn float64, inMAType MAType) ([]float64, []float64, []float64) {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outRealUpperBand = make([]float64, len(inReal))
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outRealMiddleBand = make([]float64, len(inReal))
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outRealLowerBand = make([]float64, len(inReal))
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)
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if retCode := bbands(
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startIdx,
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endIdx,
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inReal,
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int32(inTimePeriod),
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inNbDevUp,
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inNbDevDn,
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int32(inMAType),
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&outBegIdx,
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&outNBElement,
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outRealUpperBand,
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outRealMiddleBand,
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outRealLowerBand,
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); retCode != 0 {
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slog.Debug("BBands", "result", retCode)
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return nil, nil, nil
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}
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return outRealUpperBand, outRealMiddleBand, outRealLowerBand
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}
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// DEMA - Double Exponential Moving Average: an EMA combined with an EMA-of-EMA to reduce lag versus a plain EMA.
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//
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// EMA1 = EMA(inReal, period); EMA2 = EMA(EMA1, period); DEMA = 2*EMA1 - EMA2
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//
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// Note: A period of 1 performs no smoothing: the output is a copy of the input. Allowed since 0.6.5 (issues #48/#59).
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func DEMA(inReal []float64, inTimePeriod int) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal))
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)
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if retCode := dema(
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startIdx,
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endIdx,
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inReal,
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int32(inTimePeriod),
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&outBegIdx,
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&outNBElement,
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outReal,
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); retCode != 0 {
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slog.Debug("DEMA", "result", retCode)
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return nil
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}
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return outReal
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}
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// EMA - Exponential moving average that weights recent prices more heavily via a recursive smoothing factor.
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// A core building block seeding or composing many other indicators. Reacts faster than SMA; price above/below EMA suggests up/down trend.
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//
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// k = 2 / (period + 1);
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// EMA_t = (price_t - EMA_{t-1}) * k + EMA_{t-1}.
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// Seed: EMA = SMA of first period bars.
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//
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// Note: A period of 1 performs no smoothing: the output is a copy of the input. Allowed since 0.6.5 (issues #48/#59).
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func EMA(inReal []float64, inTimePeriod int) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal))
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)
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if retCode := ema(
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startIdx,
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endIdx,
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inReal,
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int32(inTimePeriod),
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&outBegIdx,
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&outNBElement,
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outReal,
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); retCode != 0 {
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slog.Debug("EMA", "result", retCode)
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return nil
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}
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return outReal
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}
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// HT_TRENDLINE - Ehlers' Hilbert Transform Instantaneous Trendline:
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// a smoothed, low-lag overlay whose averaging window adapts to the dominant cycle period measured via Hilbert-transform quadrature (I/Q) analysis of price.
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func HT_TRENDLINE(inReal []float64) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal))
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)
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if retCode := ht_trendline(
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startIdx,
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endIdx,
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inReal,
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&outBegIdx,
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&outNBElement,
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outReal,
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); retCode != 0 {
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slog.Debug("HT_TRENDLINE", "result", retCode)
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return nil
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}
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return outReal
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}
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// KAMA - Kaufman Adaptive Moving Average: an EMA whose smoothing factor adapts each bar to an efficiency ratio (directional move vs. total volatility).
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// Reacts fast in trends and smooths in ranging markets. Flat KAMA = non-trending/ranging market.
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// KAMA tracking price closely = efficient trend.
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//
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// ER = |price[t] - price[t-period]| / sum(|price[i]-price[i-1]|, last period bars)
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// SC = (ER*(2/3 - 2/31) + 2/31)^2
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// KAMA[t] = KAMA[t-1] + SC*(price[t] - KAMA[t-1])
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//
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// Note: A period of 1 performs no smoothing: the output is a copy of the input, consistent with MA(period=1) for every MAType.
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// (The natural KAMA math at period 1 would degenerate to a fixed-alpha EMA because the efficiency ratio is always 1, so the copy is made explicit.)
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// Allowed since 0.6.5.
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func KAMA(inReal []float64, inTimePeriod int) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal))
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)
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if retCode := kama(
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startIdx,
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endIdx,
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inReal,
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int32(inTimePeriod),
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&outBegIdx,
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&outNBElement,
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outReal,
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); retCode != 0 {
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slog.Debug("KAMA", "result", retCode)
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return nil
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}
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return outReal
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}
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