@363045841yyt/klinechart-core 0.8.8 → 0.8.9

package/dist/engine/indicators/calculators/bands.js

@@ -0,0 +1,268 @@
+import { _computeEMASeries } from './_shared';
+import { calcATRData } from './volatility';
+export function calcBOLLData(data, period, multiplier) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    let sum = 0;
+    const window = [];
+    for (let i = 0; i < period; i++) {
+        const item = data[i];
+        if (!item)
+            return result;
+        const close = item.close;
+        window.push(close);
+        sum += close;
+    }
+    for (let i = period - 1; i < data.length; i++) {
+        const item = data[i];
+        if (!item)
+            continue;
+        if (i >= period) {
+            const oldVal = window.shift();
+            if (oldVal !== undefined)
+                sum -= oldVal;
+            const close = item.close;
+            window.push(close);
+            sum += close;
+        }
+        const ma = sum / period;
+        let variance = 0;
+        for (let j = 0; j < period; j++) {
+            const wVal = window[j];
+            if (wVal !== undefined) {
+                variance += Math.pow(wVal - ma, 2);
+            }
+        }
+        const stdDev = Math.sqrt(variance / period);
+        result[i] = {
+            upper: ma + multiplier * stdDev,
+            middle: ma,
+            lower: ma - multiplier * stdDev,
+        };
+    }
+    return result;
+}
+export function calcENEData(data, period, deviation) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    let sum = 0;
+    for (let i = 0; i < period; i++) {
+        const item = data[i];
+        if (!item)
+            return result;
+        sum += item.close;
+    }
+    const firstMA = sum / period;
+    const firstDeviation = deviation / 100;
+    result[period - 1] = {
+        upper: firstMA * (1 + firstDeviation),
+        middle: firstMA,
+        lower: firstMA * (1 - firstDeviation),
+    };
+    for (let i = period; i < data.length; i++) {
+        const prevItem = data[i - period];
+        const currItem = data[i];
+        if (!prevItem || !currItem)
+            continue;
+        sum = sum - prevItem.close + currItem.close;
+        const ma = sum / period;
+        const dev = deviation / 100;
+        result[i] = {
+            upper: ma * (1 + dev),
+            middle: ma,
+            lower: ma * (1 - dev),
+        };
+    }
+    return result;
+}
+export function calcSARData(data, step, maxStep) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n < 2 || step <= 0 || maxStep <= 0)
+        return result;
+    let trend = data[1].close >= data[0].close ? 'up' : 'down';
+    let sar = trend === 'up' ? data[0].low : data[0].high;
+    let ep = trend === 'up' ? data[0].high : data[0].low;
+    let af = step;
+    result[0] = { value: sar, trend };
+    for (let t = 1; t < n; t++) {
+        const bar = data[t];
+        sar = sar + af * (ep - sar);
+        if (trend === 'up') {
+            const cap1 = data[t - 1].low;
+            const cap2 = t >= 2 ? data[t - 2].low : cap1;
+            sar = Math.min(sar, cap1, cap2);
+        }
+        else {
+            const cap1 = data[t - 1].high;
+            const cap2 = t >= 2 ? data[t - 2].high : cap1;
+            sar = Math.max(sar, cap1, cap2);
+        }
+        if (trend === 'up' && bar.low < sar) {
+            trend = 'down';
+            sar = ep;
+            ep = bar.low;
+            af = step;
+        }
+        else if (trend === 'down' && bar.high > sar) {
+            trend = 'up';
+            sar = ep;
+            ep = bar.high;
+            af = step;
+        }
+        else {
+            if (trend === 'up' && bar.high > ep) {
+                ep = bar.high;
+                af = Math.min(af + step, maxStep);
+            }
+            else if (trend === 'down' && bar.low < ep) {
+                ep = bar.low;
+                af = Math.min(af + step, maxStep);
+            }
+        }
+        result[t] = { value: sar, trend };
+    }
+    return result;
+}
+export function calcSuperTrendData(data, atrPeriod, multiplier) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || atrPeriod <= 0 || multiplier <= 0)
+        return result;
+    const atr = calcATRData(data, atrPeriod);
+    let trend = 'up';
+    let prevUpper = Infinity;
+    let prevLower = -Infinity;
+    for (let t = 0; t < n; t++) {
+        const bar = data[t];
+        const a = atr[t];
+        if (a === undefined)
+            continue;
+        const hl2 = (bar.high + bar.low) / 2;
+        const upperBasic = hl2 + multiplier * a;
+        const lowerBasic = hl2 - multiplier * a;
+        const prevClose = t > 0 ? data[t - 1].close : bar.close;
+        const upper = (upperBasic < prevUpper || prevClose > prevUpper) ? upperBasic : prevUpper;
+        const lower = (lowerBasic > prevLower || prevClose < prevLower) ? lowerBasic : prevLower;
+        if (trend === 'up' && bar.close < lower) {
+            trend = 'down';
+        }
+        else if (trend === 'down' && bar.close > upper) {
+            trend = 'up';
+        }
+        result[t] = { value: trend === 'up' ? lower : upper, trend };
+        prevUpper = upper;
+        prevLower = lower;
+    }
+    return result;
+}
+export function calcKeltnerData(data, emaPeriod, atrPeriod, multiplier) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || emaPeriod <= 0 || atrPeriod <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const ema = _computeEMASeries(closes, emaPeriod);
+    const atr = calcATRData(data, atrPeriod);
+    for (let t = 0; t < n; t++) {
+        const m = ema[t];
+        const a = atr[t];
+        if (m === undefined || a === undefined)
+            continue;
+        result[t] = {
+            upper: m + multiplier * a,
+            middle: m,
+            lower: m - multiplier * a,
+        };
+    }
+    return result;
+}
+export function calcDonchianData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0 || n < period)
+        return result;
+    for (let t = period - 1; t < n; t++) {
+        let hi = -Infinity;
+        let lo = Infinity;
+        for (let k = 0; k < period; k++) {
+            const bar = data[t - k];
+            if (bar.high > hi)
+                hi = bar.high;
+            if (bar.low < lo)
+                lo = bar.low;
+        }
+        result[t] = { upper: hi, middle: (hi + lo) / 2, lower: lo };
+    }
+    return result;
+}
+function _rollingMidline(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n < period || period <= 0)
+        return result;
+    for (let t = period - 1; t < n; t++) {
+        let hi = -Infinity;
+        let lo = Infinity;
+        for (let k = 0; k < period; k++) {
+            const bar = data[t - k];
+            if (bar.high > hi)
+                hi = bar.high;
+            if (bar.low < lo)
+                lo = bar.low;
+        }
+        result[t] = (hi + lo) / 2;
+    }
+    return result;
+}
+export function calcIchimokuData(data, tenkanPeriod, kijunPeriod, spanBPeriod, displacement) {
+    const n = data.length;
+    const totalLen = n + displacement;
+    const result = new Array(totalLen).fill(undefined);
+    if (n === 0 || tenkanPeriod <= 0 || kijunPeriod <= 0 || spanBPeriod <= 0) {
+        return result.slice(0, n);
+    }
+    const tenkan = _rollingMidline(data, tenkanPeriod);
+    const kijun = _rollingMidline(data, kijunPeriod);
+    const spanBSource = _rollingMidline(data, spanBPeriod);
+    for (let t = 0; t < n; t++) {
+        const point = {};
+        if (tenkan[t] !== undefined)
+            point.tenkan = tenkan[t];
+        if (kijun[t] !== undefined)
+            point.kijun = kijun[t];
+        const src = t - displacement;
+        if (src >= 0) {
+            if (tenkan[src] !== undefined && kijun[src] !== undefined) {
+                point.spanA = (tenkan[src] + kijun[src]) / 2;
+            }
+            if (spanBSource[src] !== undefined) {
+                point.spanB = spanBSource[src];
+            }
+        }
+        const future = t + displacement;
+        if (future < n)
+            point.chikou = data[future].close;
+        result[t] = point;
+    }
+    for (let f = 0; f < displacement; f++) {
+        const t = n + f;
+        const src = t - displacement;
+        const point = {};
+        if (src >= 0 && src < n) {
+            if (tenkan[src] !== undefined && kijun[src] !== undefined) {
+                point.spanA = (tenkan[src] + kijun[src]) / 2;
+            }
+            if (spanBSource[src] !== undefined) {
+                point.spanB = spanBSource[src];
+            }
+        }
+        result[t] = point;
+    }
+    return result;
+}
+//# sourceMappingURL=bands.js.map

package/dist/engine/indicators/calculators/bands.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"bands.js","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/bands.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAA;AAC7C,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAA;AAQ1C,MAAM,UAAU,YAAY,CACxB,IAAiB,EACjB,MAAc,EACd,UAAkB;IAElB,MAAM,MAAM,GAAgB,IAAI,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;IAElD,IAAI,IAAI,CAAC,MAAM,GAAG,MAAM;QAAE,OAAO,MAAM,CAAA;IAEvC,IAAI,GAAG,GAAG,CAAC,CAAA;IACX,MAAM,MAAM,GAAa,EAAE,CAAA;IAE3B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC9B,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACpB,IAAI,CAAC,IAAI;YAAE,OAAO,MAAM,CAAA;QACxB,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,CAAA;QACxB,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;QAClB,GAAG,IAAI,KAAK,CAAA;IAChB,CAAC;IAED,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC5C,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACpB,IAAI,CAAC,IAAI;YAAE,SAAQ;QAEnB,IAAI,CAAC,IAAI,MAAM,EAAE,CAAC;YACd,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,EAAE,CAAA;YAC7B,IAAI,MAAM,KAAK,SAAS;gBAAE,GAAG,IAAI,MAAM,CAAA;YACvC,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,CAAA;YACxB,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;YAClB,GAAG,IAAI,KAAK,CAAA;QAChB,CAAC;QAED,MAAM,EAAE,GAAG,GAAG,GAAG,MAAM,CAAA;QAEvB,IAAI,QAAQ,GAAG,CAAC,CAAA;QAChB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC9B,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,CAAA;YACtB,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;gBACrB,QAAQ,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,EAAE,EAAE,CAAC,CAAC,CAAA;YACtC,CAAC;QACL,CAAC;QACD,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,GAAG,MAAM,CAAC,CAAA;QAE3C,MAAM,CAAC,CAAC,CAAC,GAAG;YACR,KAAK,EAAE,EAAE,GAAG,UAAU,GAAG,MAAM;YAC/B,MAAM,EAAE,EAAE;YACV,KAAK,EAAE,EAAE,GAAG,UAAU,GAAG,MAAM;SAClC,CAAA;IACL,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC;AAQD,MAAM,UAAU,WAAW,CACvB,IAAiB,EACjB,MAAc,EACd,SAAiB;IAEjB,MAAM,MAAM,GAAe,IAAI,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;IAEjD,IAAI,IAAI,CAAC,MAAM,GAAG,MAAM;QAAE,OAAO,MAAM,CAAA;IAEvC,IAAI,GAAG,GAAG,CAAC,CAAA;IAEX,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC9B,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACpB,IAAI,CAAC,IAAI;YAAE,OAAO,MAAM,CAAA;QACxB,GAAG,IAAI,IAAI,CAAC,KAAK,CAAA;IACrB,CAAC;IAED,MAAM,OAAO,GAAG,GAAG,GAAG,MAAM,CAAA;IAC5B,MAAM,cAAc,GAAG,SAAS,GAAG,GAAG,CAAA;IACtC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG;QACjB,KAAK,EAAE,OAAO,GAAG,CAAC,CAAC,GAAG,cAAc,CAAC;QACrC,MAAM,EAAE,OAAO;QACf,KAAK,EAAE,OAAO,GAAG,CAAC,CAAC,GAAG,cAAc,CAAC;KACxC,CAAA;IAED,KAAK,IAAI,CAAC,GAAG,MAAM,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACxC,MAAM,QAAQ,GAAG,IAAI,CAAC,CAAC,GAAG,MAAM,CAAC,CAAA;QACjC,MAAM,QAAQ,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACxB,IAAI,CAAC,QAAQ,IAAI,CAAC,QAAQ;YAAE,SAAQ;QAEpC,GAAG,GAAG,GAAG,GAAG,QAAQ,CAAC,KAAK,GAAG,QAAQ,CAAC,KAAK,CAAA;QAC3C,MAAM,EAAE,GAAG,GAAG,GAAG,MAAM,CAAA;QACvB,MAAM,GAAG,GAAG,SAAS,GAAG,GAAG,CAAA;QAE3B,MAAM,CAAC,CAAC,CAAC,GAAG;YACR,KAAK,EAAE,EAAE,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC;YACrB,MAAM,EAAE,EAAE;YACV,KAAK,EAAE,EAAE,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC;SACxB,CAAA;IACL,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC;AAOD,MAAM,UAAU,WAAW,CACvB,IAAiB,EACjB,IAAY,EACZ,OAAe;IAEf,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAA6B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACrE,IAAI,CAAC,GAAG,CAAC,IAAI,IAAI,IAAI,CAAC,IAAI,OAAO,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAErD,IAAI,KAAK,GAAkB,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,IAAI,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAA;IAC3E,IAAI,GAAG,GAAG,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAE,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAE,CAAC,IAAI,CAAA;IACvD,IAAI,EAAE,GAAG,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAE,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAE,CAAC,GAAG,CAAA;IACtD,IAAI,EAAE,GAAG,IAAI,CAAA;IAEb,MAAM,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,GAAG,EAAE,KAAK,EAAE,CAAA;IAEjC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QACzB,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAE,CAAA;QACpB,GAAG,GAAG,GAAG,GAAG,EAAE,GAAG,CAAC,EAAE,GAAG,GAAG,CAAC,CAAA;QAE3B,IAAI,KAAK,KAAK,IAAI,EAAE,CAAC;YACjB,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,GAAG,CAAA;YAC7B,MAAM,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAA;YAC7C,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,EAAE,IAAI,CAAC,CAAA;QACnC,CAAC;aAAM,CAAC;YACJ,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,IAAI,CAAA;YAC9B,MAAM,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAA;YAC9C,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,EAAE,IAAI,CAAC,CAAA;QACnC,CAAC;QAED,IAAI,KAAK,KAAK,IAAI,IAAI,GAAG,CAAC,GAAG,GAAG,GAAG,EAAE,CAAC;YAClC,KAAK,GAAG,MAAM,CAAA;YACd,GAAG,GAAG,EAAE,CAAA;YACR,EAAE,GAAG,GAAG,CAAC,GAAG,CAAA;YACZ,EAAE,GAAG,IAAI,CAAA;QACb,CAAC;aAAM,IAAI,KAAK,KAAK,MAAM,IAAI,GAAG,CAAC,IAAI,GAAG,GAAG,EAAE,CAAC;YAC5C,KAAK,GAAG,IAAI,CAAA;YACZ,GAAG,GAAG,EAAE,CAAA;YACR,EAAE,GAAG,GAAG,CAAC,IAAI,CAAA;YACb,EAAE,GAAG,IAAI,CAAA;QACb,CAAC;aAAM,CAAC;YACJ,IAAI,KAAK,KAAK,IAAI,IAAI,GAAG,CAAC,IAAI,GAAG,EAAE,EAAE,CAAC;gBAClC,EAAE,GAAG,GAAG,CAAC,IAAI,CAAA;gBACb,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,IAAI,EAAE,OAAO,CAAC,CAAA;YACrC,CAAC;iBAAM,IAAI,KAAK,KAAK,MAAM,IAAI,GAAG,CAAC,GAAG,GAAG,EAAE,EAAE,CAAC;gBAC1C,EAAE,GAAG,GAAG,CAAC,GAAG,CAAA;gBACZ,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,GAAG,IAAI,EAAE,OAAO,CAAC,CAAA;YACrC,CAAC;QACL,CAAC;QAED,MAAM,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,GAAG,EAAE,KAAK,EAAE,CAAA;IACrC,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC;AAOD,MAAM,UAAU,kBAAkB,CAC9B,IAAiB,EACjB,SAAiB,EACjB,UAAkB;IAElB,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAAoC,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IAC5E,IAAI,CAAC,KAAK,CAAC,IAAI,SAAS,IAAI,CAAC,IAAI,UAAU,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAE/D,MAAM,GAAG,GAAG,WAAW,CAAC,IAAI,EAAE,SAAS,CAAC,CAAA;IAExC,IAAI,KAAK,GAAkB,IAAI,CAAA;IAC/B,IAAI,SAAS,GAAG,QAAQ,CAAA;IACxB,IAAI,SAAS,GAAG,CAAC,QAAQ,CAAA;IAEzB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QACzB,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAE,CAAA;QACpB,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAA;QAChB,IAAI,CAAC,KAAK,SAAS;YAAE,SAAQ;QAE7B,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QACpC,MAAM,UAAU,GAAG,GAAG,GAAG,UAAU,GAAG,CAAC,CAAA;QACvC,MAAM,UAAU,GAAG,GAAG,GAAG,UAAU,GAAG,CAAC,CAAA;QAEvC,MAAM,SAAS,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,KAAK,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAA;QACxD,MAAM,KAAK,GAAG,CAAC,UAAU,GAAG,SAAS,IAAI,SAAS,GAAG,SAAS,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAA;QACxF,MAAM,KAAK,GAAG,CAAC,UAAU,GAAG,SAAS,IAAI,SAAS,GAAG,SAAS,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAA;QAExF,IAAI,KAAK,KAAK,IAAI,IAAI,GAAG,CAAC,KAAK,GAAG,KAAK,EAAE,CAAC;YACtC,KAAK,GAAG,MAAM,CAAA;QAClB,CAAC;aAAM,IAAI,KAAK,KAAK,MAAM,IAAI,GAAG,CAAC,KAAK,GAAG,KAAK,EAAE,CAAC;YAC/C,KAAK,GAAG,IAAI,CAAA;QAChB,CAAC;QAED,MAAM,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,CAAA;QAE5D,SAAS,GAAG,KAAK,CAAA;QACjB,SAAS,GAAG,KAAK,CAAA;IACrB,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC;AAQD,MAAM,UAAU,eAAe,CAC3B,IAAiB,EACjB,SAAiB,EACjB,SAAiB,EACjB,UAAkB;IAElB,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAAiC,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACzE,IAAI,CAAC,KAAK,CAAC,IAAI,SAAS,IAAI,CAAC,IAAI,SAAS,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAE9D,MAAM,MAAM,GAAG,IAAI,KAAK,CAAqB,CAAC,CAAC,CAAA;IAC/C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;QAAE,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;IAEtD,MAAM,GAAG,GAAG,iBAAiB,CAAC,MAAM,EAAE,SAAS,CAAC,CAAA;IAChD,MAAM,GAAG,GAAG,WAAW,CAAC,IAAI,EAAE,SAAS,CAAC,CAAA;IAExC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QACzB,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAA;QAChB,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAA;QAChB,IAAI,CAAC,KAAK,SAAS,IAAI,CAAC,KAAK,SAAS;YAAE,SAAQ;QAChD,MAAM,CAAC,CAAC,CAAC,GAAG;YACR,KAAK,EAAE,CAAC,GAAG,UAAU,GAAG,CAAC;YACzB,MAAM,EAAE,CAAC;YACT,KAAK,EAAE,CAAC,GAAG,UAAU,GAAG,CAAC;SAC5B,CAAA;IACL,CAAC;IACD,OAAO,MAAM,CAAA;AACjB,CAAC;AAQD,MAAM,UAAU,gBAAgB,CAC5B,IAAiB,EACjB,MAAc;IAEd,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAAkC,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IAC1E,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,GAAG,MAAM;QAAE,OAAO,MAAM,CAAA;IAEvD,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAClC,IAAI,EAAE,GAAG,CAAC,QAAQ,CAAA;QAClB,IAAI,EAAE,GAAG,QAAQ,CAAA;QACjB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC9B,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAA;YACxB,IAAI,GAAG,CAAC,IAAI,GAAG,EAAE;gBAAE,EAAE,GAAG,GAAG,CAAC,IAAI,CAAA;YAChC,IAAI,GAAG,CAAC,GAAG,GAAG,EAAE;gBAAE,EAAE,GAAG,GAAG,CAAC,GAAG,CAAA;QAClC,CAAC;QACD,MAAM,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,EAAE,KAAK,EAAE,EAAE,EAAE,CAAA;IAC/D,CAAC;IACD,OAAO,MAAM,CAAA;AACjB,CAAC;AAUD,SAAS,eAAe,CAAC,IAAiB,EAAE,MAAc;IACtD,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACnE,IAAI,CAAC,GAAG,MAAM,IAAI,MAAM,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAC5C,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAClC,IAAI,EAAE,GAAG,CAAC,QAAQ,CAAA;QAClB,IAAI,EAAE,GAAG,QAAQ,CAAA;QACjB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC9B,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAA;YACxB,IAAI,GAAG,CAAC,IAAI,GAAG,EAAE;gBAAE,EAAE,GAAG,GAAG,CAAC,IAAI,CAAA;YAChC,IAAI,GAAG,CAAC,GAAG,GAAG,EAAE;gBAAE,EAAE,GAAG,GAAG,CAAC,GAAG,CAAA;QAClC,CAAC;QACD,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,CAAA;IAC7B,CAAC;IACD,OAAO,MAAM,CAAA;AACjB,CAAC;AAED,MAAM,UAAU,gBAAgB,CAC5B,IAAiB,EACjB,YAAoB,EACpB,WAAmB,EACnB,WAAmB,EACnB,YAAoB;IAEpB,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,QAAQ,GAAG,CAAC,GAAG,YAAY,CAAA;IACjC,MAAM,MAAM,GAAkC,IAAI,KAAK,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACjF,IAAI,CAAC,KAAK,CAAC,IAAI,YAAY,IAAI,CAAC,IAAI,WAAW,IAAI,CAAC,IAAI,WAAW,IAAI,CAAC,EAAE,CAAC;QACvE,OAAO,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA;IAC7B,CAAC;IAED,MAAM,MAAM,GAAG,eAAe,CAAC,IAAI,EAAE,YAAY,CAAC,CAAA;IAClD,MAAM,KAAK,GAAG,eAAe,CAAC,IAAI,EAAE,WAAW,CAAC,CAAA;IAChD,MAAM,WAAW,GAAG,eAAe,CAAC,IAAI,EAAE,WAAW,CAAC,CAAA;IAEtD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QACzB,MAAM,KAAK,GAAkB,EAAE,CAAA;QAC/B,IAAI,MAAM,CAAC,CAAC,CAAC,KAAK,SAAS;YAAE,KAAK,CAAC,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC,CAAA;QACrD,IAAI,KAAK,CAAC,CAAC,CAAC,KAAK,SAAS;YAAE,KAAK,CAAC,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;QAElD,MAAM,GAAG,GAAG,CAAC,GAAG,YAAY,CAAA;QAC5B,IAAI,GAAG,IAAI,CAAC,EAAE,CAAC;YACX,IAAI,MAAM,CAAC,GAAG,CAAC,KAAK,SAAS,IAAI,KAAK,CAAC,GAAG,CAAC,KAAK,SAAS,EAAE,CAAC;gBACxD,KAAK,CAAC,KAAK,GAAG,CAAC,MAAM,CAAC,GAAG,CAAE,GAAG,KAAK,CAAC,GAAG,CAAE,CAAC,GAAG,CAAC,CAAA;YAClD,CAAC;YACD,IAAI,WAAW,CAAC,GAAG,CAAC,KAAK,SAAS,EAAE,CAAC;gBACjC,KAAK,CAAC,KAAK,GAAG,WAAW,CAAC,GAAG,CAAC,CAAA;YAClC,CAAC;QACL,CAAC;QAED,MAAM,MAAM,GAAG,CAAC,GAAG,YAAY,CAAA;QAC/B,IAAI,MAAM,GAAG,CAAC;YAAE,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAE,CAAC,KAAK,CAAA;QAElD,MAAM,CAAC,CAAC,CAAC,GAAG,KAAK,CAAA;IACrB,CAAC;IAED,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,YAAY,EAAE,CAAC,EAAE,EAAE,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QACf,MAAM,GAAG,GAAG,CAAC,GAAG,YAAY,CAAA;QAC5B,MAAM,KAAK,GAAkB,EAAE,CAAA;QAC/B,IAAI,GAAG,IAAI,CAAC,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;YACtB,IAAI,MAAM,CAAC,GAAG,CAAC,KAAK,SAAS,IAAI,KAAK,CAAC,GAAG,CAAC,KAAK,SAAS,EAAE,CAAC;gBACxD,KAAK,CAAC,KAAK,GAAG,CAAC,MAAM,CAAC,GAAG,CAAE,GAAG,KAAK,CAAC,GAAG,CAAE,CAAC,GAAG,CAAC,CAAA;YAClD,CAAC;YACD,IAAI,WAAW,CAAC,GAAG,CAAC,KAAK,SAAS,EAAE,CAAC;gBACjC,KAAK,CAAC,KAAK,GAAG,WAAW,CAAC,GAAG,CAAC,CAAA;YAClC,CAAC;QACL,CAAC;QACD,MAAM,CAAC,CAAC,CAAC,GAAG,KAAK,CAAA;IACrB,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC"}

package/dist/engine/indicators/calculators/index.d.ts

@@ -0,0 +1,33 @@
+export type { MAFlags } from './movingAverages';
+export { DEFAULT_MA_PERIODS, calcMAData } from './movingAverages';
+export type { EXPMAPoint } from './movingAverages';
+export { calcEXPMAData, calcWMAData, calcDEMAData, calcTEMAData, calcHMAData, calcKAMAData } from './movingAverages';
+export type { BOLLPoint } from './bands';
+export { calcBOLLData } from './bands';
+export type { ENEPoint } from './bands';
+export { calcENEData } from './bands';
+export type { SARPoint } from './bands';
+export { calcSARData } from './bands';
+export type { SuperTrendPoint } from './bands';
+export { calcSuperTrendData } from './bands';
+export type { KeltnerPoint } from './bands';
+export { calcKeltnerData } from './bands';
+export type { DonchianPoint } from './bands';
+export { calcDonchianData } from './bands';
+export type { IchimokuPoint } from './bands';
+export { calcIchimokuData } from './bands';
+export { calcRSIData, calcCCIData } from './oscillators';
+export type { STOCHPoint } from './oscillators';
+export { calcSTOCHData, calcMOMData, calcWMSRData } from './oscillators';
+export type { KSTPoint, MACDPoint } from './oscillators';
+export { calcKSTData, calcFASTKData, calcMACDData } from './oscillators';
+export { calcROCData } from './oscillators';
+export type { TRIXResult } from './oscillators';
+export { calcTRIXData } from './oscillators';
+export { calcATRData, calcHVData, calcParkinsonData, calcChaikinVolData } from './volatility';
+export { calcVMAData, calcOBVData, calcPVTData, calcVWAPData, calcCMFData, calcMFIData } from './volume';
+export type { VolumeProfileBin, VolumeProfileResult } from './volume';
+export { calcVolumeProfileData } from './volume';
+export type { PivotPoint, FibPoint, SwingPoint, StructureEventKind, StructureEvent, StructureSnapshot, ZoneKind, Zone } from './patterns';
+export { calcPivotData, calcFibData, calcStructureData, calcZonesData } from './patterns';
+//# sourceMappingURL=index.d.ts.map

package/dist/engine/indicators/calculators/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,OAAO,EAAE,MAAM,kBAAkB,CAAA;AAC/C,OAAO,EAAE,kBAAkB,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAA;AACjE,YAAY,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAA;AAClD,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,YAAY,EAAE,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,kBAAkB,CAAA;AAEpH,YAAY,EAAE,SAAS,EAAE,MAAM,SAAS,CAAA;AACxC,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAA;AACtC,YAAY,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAA;AACvC,OAAO,EAAE,WAAW,EAAE,MAAM,SAAS,CAAA;AACrC,YAAY,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAA;AACvC,OAAO,EAAE,WAAW,EAAE,MAAM,SAAS,CAAA;AACrC,YAAY,EAAE,eAAe,EAAE,MAAM,SAAS,CAAA;AAC9C,OAAO,EAAE,kBAAkB,EAAE,MAAM,SAAS,CAAA;AAC5C,YAAY,EAAE,YAAY,EAAE,MAAM,SAAS,CAAA;AAC3C,OAAO,EAAE,eAAe,EAAE,MAAM,SAAS,CAAA;AACzC,YAAY,EAAE,aAAa,EAAE,MAAM,SAAS,CAAA;AAC5C,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAA;AAC1C,YAAY,EAAE,aAAa,EAAE,MAAM,SAAS,CAAA;AAC5C,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAA;AAE1C,OAAO,EAAE,WAAW,EAAE,WAAW,EAAE,MAAM,eAAe,CAAA;AACxD,YAAY,EAAE,UAAU,EAAE,MAAM,eAAe,CAAA;AAC/C,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,eAAe,CAAA;AACxE,YAAY,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,eAAe,CAAA;AACxD,OAAO,EAAE,WAAW,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,eAAe,CAAA;AACxE,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAA;AAC3C,YAAY,EAAE,UAAU,EAAE,MAAM,eAAe,CAAA;AAC/C,OAAO,EAAE,YAAY,EAAE,MAAM,eAAe,CAAA;AAE5C,OAAO,EAAE,WAAW,EAAE,UAAU,EAAE,iBAAiB,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAA;AAE7F,OAAO,EAAE,WAAW,EAAE,WAAW,EAAE,WAAW,EAAE,YAAY,EAAE,WAAW,EAAE,WAAW,EAAE,MAAM,UAAU,CAAA;AACxG,YAAY,EAAE,gBAAgB,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAA;AACrE,OAAO,EAAE,qBAAqB,EAAE,MAAM,UAAU,CAAA;AAEhD,YAAY,EAAE,UAAU,EAAE,QAAQ,EAAE,UAAU,EAAE,kBAAkB,EAAE,cAAc,EAAE,iBAAiB,EAAE,QAAQ,EAAE,IAAI,EAAE,MAAM,YAAY,CAAA;AACzI,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,iBAAiB,EAAE,aAAa,EAAE,MAAM,YAAY,CAAA"}

package/dist/engine/indicators/calculators/index.js

@@ -0,0 +1,19 @@
+export { DEFAULT_MA_PERIODS, calcMAData } from './movingAverages';
+export { calcEXPMAData, calcWMAData, calcDEMAData, calcTEMAData, calcHMAData, calcKAMAData } from './movingAverages';
+export { calcBOLLData } from './bands';
+export { calcENEData } from './bands';
+export { calcSARData } from './bands';
+export { calcSuperTrendData } from './bands';
+export { calcKeltnerData } from './bands';
+export { calcDonchianData } from './bands';
+export { calcIchimokuData } from './bands';
+export { calcRSIData, calcCCIData } from './oscillators';
+export { calcSTOCHData, calcMOMData, calcWMSRData } from './oscillators';
+export { calcKSTData, calcFASTKData, calcMACDData } from './oscillators';
+export { calcROCData } from './oscillators';
+export { calcTRIXData } from './oscillators';
+export { calcATRData, calcHVData, calcParkinsonData, calcChaikinVolData } from './volatility';
+export { calcVMAData, calcOBVData, calcPVTData, calcVWAPData, calcCMFData, calcMFIData } from './volume';
+export { calcVolumeProfileData } from './volume';
+export { calcPivotData, calcFibData, calcStructureData, calcZonesData } from './patterns';
+//# sourceMappingURL=index.js.map

package/dist/engine/indicators/calculators/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,kBAAkB,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAA;AAEjE,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,YAAY,EAAE,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,kBAAkB,CAAA;AAGpH,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAA;AAEtC,OAAO,EAAE,WAAW,EAAE,MAAM,SAAS,CAAA;AAErC,OAAO,EAAE,WAAW,EAAE,MAAM,SAAS,CAAA;AAErC,OAAO,EAAE,kBAAkB,EAAE,MAAM,SAAS,CAAA;AAE5C,OAAO,EAAE,eAAe,EAAE,MAAM,SAAS,CAAA;AAEzC,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAA;AAE1C,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAA;AAE1C,OAAO,EAAE,WAAW,EAAE,WAAW,EAAE,MAAM,eAAe,CAAA;AAExD,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,eAAe,CAAA;AAExE,OAAO,EAAE,WAAW,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,eAAe,CAAA;AACxE,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAA;AAE3C,OAAO,EAAE,YAAY,EAAE,MAAM,eAAe,CAAA;AAE5C,OAAO,EAAE,WAAW,EAAE,UAAU,EAAE,iBAAiB,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAA;AAE7F,OAAO,EAAE,WAAW,EAAE,WAAW,EAAE,WAAW,EAAE,YAAY,EAAE,WAAW,EAAE,WAAW,EAAE,MAAM,UAAU,CAAA;AAExG,OAAO,EAAE,qBAAqB,EAAE,MAAM,UAAU,CAAA;AAGhD,OAAO,EAAE,aAAa,EAAE,WAAW,EAAE,iBAAiB,EAAE,aAAa,EAAE,MAAM,YAAY,CAAA"}

package/dist/engine/indicators/calculators/movingAverages.d.ts

@@ -0,0 +1,21 @@
+import type { KLineData } from '../../../types/price';
+export type MAFlags = {
+    ma5?: boolean;
+    ma10?: boolean;
+    ma20?: boolean;
+    ma30?: boolean;
+    ma60?: boolean;
+};
+export declare const DEFAULT_MA_PERIODS: readonly [5, 10, 20, 30, 60];
+export declare function calcMAData(data: KLineData[], period: number): (number | undefined)[];
+export interface EXPMAPoint {
+    fast: number;
+    slow: number;
+}
+export declare function calcEXPMAData(data: KLineData[], fastPeriod: number, slowPeriod: number): EXPMAPoint[];
+export declare function calcWMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcDEMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcTEMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcHMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcKAMAData(data: KLineData[], period: number, fastPeriod: number, slowPeriod: number): (number | undefined)[];
+//# sourceMappingURL=movingAverages.d.ts.map

package/dist/engine/indicators/calculators/movingAverages.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"movingAverages.d.ts","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/movingAverages.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAA;AAGrD,MAAM,MAAM,OAAO,GAAG;IAClB,GAAG,CAAC,EAAE,OAAO,CAAA;IACb,IAAI,CAAC,EAAE,OAAO,CAAA;IACd,IAAI,CAAC,EAAE,OAAO,CAAA;IACd,IAAI,CAAC,EAAE,OAAO,CAAA;IACd,IAAI,CAAC,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,eAAO,MAAM,kBAAkB,8BAA+B,CAAA;AAE9D,wBAAgB,UAAU,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAyBpF;AAED,MAAM,WAAW,UAAU;IACvB,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;CACf;AAED,wBAAgB,aAAa,CACzB,IAAI,EAAE,SAAS,EAAE,EACjB,UAAU,EAAE,MAAM,EAClB,UAAU,EAAE,MAAM,GACnB,UAAU,EAAE,CAsBd;AAED,wBAAgB,WAAW,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAOrF;AAED,wBAAgB,YAAY,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAkBtF;AAED,wBAAgB,YAAY,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAoBtF;AAED,wBAAgB,WAAW,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAsBrF;AAED,wBAAgB,YAAY,CACxB,IAAI,EAAE,SAAS,EAAE,EACjB,MAAM,EAAE,MAAM,EACd,UAAU,EAAE,MAAM,EAClB,UAAU,EAAE,MAAM,GACnB,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAmCxB"}

package/dist/engine/indicators/calculators/movingAverages.js

@@ -0,0 +1,143 @@
+import { _computeEMASeries, _computeWMAOnNumbers } from './_shared';
+export const DEFAULT_MA_PERIODS = [5, 10, 20, 30, 60];
+export function calcMAData(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    let sum = 0;
+    for (let i = 0; i < period; i++) {
+        const item = data[i];
+        if (!item)
+            return result;
+        sum += item.close;
+    }
+    result[period - 1] = sum / period;
+    for (let i = period; i < data.length; i++) {
+        const prevItem = data[i - period];
+        const currItem = data[i];
+        if (!prevItem || !currItem)
+            continue;
+        sum = sum - prevItem.close + currItem.close;
+        result[i] = sum / period;
+    }
+    return result;
+}
+export function calcEXPMAData(data, fastPeriod, slowPeriod) {
+    const result = new Array(data.length);
+    if (data.length === 0)
+        return result;
+    const fastK = 2 / (fastPeriod + 1);
+    const slowK = 2 / (slowPeriod + 1);
+    const firstClose = data[0].close;
+    let fastEMA = firstClose;
+    let slowEMA = firstClose;
+    result[0] = { fast: fastEMA, slow: slowEMA };
+    for (let i = 1; i < data.length; i++) {
+        const close = data[i].close;
+        fastEMA = close * fastK + fastEMA * (1 - fastK);
+        slowEMA = close * slowK + slowEMA * (1 - slowK);
+        result[i] = { fast: fastEMA, slow: slowEMA };
+    }
+    return result;
+}
+export function calcWMAData(data, period) {
+    if (data.length === 0 || period <= 0) {
+        return new Array(data.length).fill(undefined);
+    }
+    const closes = new Array(data.length);
+    for (let i = 0; i < data.length; i++)
+        closes[i] = data[i].close;
+    return _computeWMAOnNumbers(closes, period);
+}
+export function calcDEMAData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const ema1 = _computeEMASeries(closes, period);
+    const ema2 = _computeEMASeries(ema1, period);
+    for (let i = 0; i < n; i++) {
+        const e1 = ema1[i];
+        const e2 = ema2[i];
+        if (e1 === undefined || e2 === undefined)
+            continue;
+        result[i] = 2 * e1 - e2;
+    }
+    return result;
+}
+export function calcTEMAData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const ema1 = _computeEMASeries(closes, period);
+    const ema2 = _computeEMASeries(ema1, period);
+    const ema3 = _computeEMASeries(ema2, period);
+    for (let i = 0; i < n; i++) {
+        const e1 = ema1[i];
+        const e2 = ema2[i];
+        const e3 = ema3[i];
+        if (e1 === undefined || e2 === undefined || e3 === undefined)
+            continue;
+        result[i] = 3 * e1 - 3 * e2 + e3;
+    }
+    return result;
+}
+export function calcHMAData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const halfPeriod = Math.max(1, Math.floor(period / 2));
+    const sqrtPeriod = Math.max(1, Math.round(Math.sqrt(period)));
+    const wmaHalf = _computeWMAOnNumbers(closes, halfPeriod);
+    const wmaFull = _computeWMAOnNumbers(closes, period);
+    const raw = new Array(n).fill(undefined);
+    for (let i = 0; i < n; i++) {
+        const h = wmaHalf[i];
+        const f = wmaFull[i];
+        if (h === undefined || f === undefined)
+            continue;
+        raw[i] = 2 * h - f;
+    }
+    return _computeWMAOnNumbers(raw, sqrtPeriod);
+}
+export function calcKAMAData(data, period, fastPeriod, slowPeriod) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0 || fastPeriod <= 0 || slowPeriod <= 0 || n <= period)
+        return result;
+    const fastSC = 2 / (fastPeriod + 1);
+    const slowSC = 2 / (slowPeriod + 1);
+    const scRange = fastSC - slowSC;
+    let volSum = 0;
+    for (let i = 1; i <= period; i++) {
+        volSum += Math.abs(data[i].close - data[i - 1].close);
+    }
+    let kama = data[period - 1].close;
+    result[period - 1] = kama;
+    for (let t = period; t < n; t++) {
+        const close = data[t].close;
+        const closeNPeriodsAgo = data[t - period].close;
+        const direction = Math.abs(close - closeNPeriodsAgo);
+        const er = volSum > 0 ? direction / volSum : 0;
+        const sc = (er * scRange + slowSC) ** 2;
+        kama = kama + sc * (close - kama);
+        result[t] = kama;
+        if (t < n - 1) {
+            volSum -= Math.abs(data[t - period + 1].close - data[t - period].close);
+            volSum += Math.abs(data[t + 1].close - data[t].close);
+        }
+    }
+    return result;
+}
+//# sourceMappingURL=movingAverages.js.map

package/dist/engine/indicators/calculators/movingAverages.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"movingAverages.js","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/movingAverages.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,iBAAiB,EAAE,oBAAoB,EAAE,MAAM,WAAW,CAAA;AAUnE,MAAM,CAAC,MAAM,kBAAkB,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAU,CAAA;AAE9D,MAAM,UAAU,UAAU,CAAC,IAAiB,EAAE,MAAc;IACxD,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;IAE7D,IAAI,IAAI,CAAC,MAAM,GAAG,MAAM;QAAE,OAAO,MAAM,CAAA;IAEvC,IAAI,GAAG,GAAG,CAAC,CAAA;IAEX,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC9B,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACpB,IAAI,CAAC,IAAI;YAAE,OAAO,MAAM,CAAA;QACxB,GAAG,IAAI,IAAI,CAAC,KAAK,CAAA;IACrB,CAAC;IAED,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,GAAG,GAAG,MAAM,CAAA;IAEjC,KAAK,IAAI,CAAC,GAAG,MAAM,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACxC,MAAM,QAAQ,GAAG,IAAI,CAAC,CAAC,GAAG,MAAM,CAAC,CAAA;QACjC,MAAM,QAAQ,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QACxB,IAAI,CAAC,QAAQ,IAAI,CAAC,QAAQ;YAAE,SAAQ;QAEpC,GAAG,GAAG,GAAG,GAAG,QAAQ,CAAC,KAAK,GAAG,QAAQ,CAAC,KAAK,CAAA;QAC3C,MAAM,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,MAAM,CAAA;IAC5B,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC;AAOD,MAAM,UAAU,aAAa,CACzB,IAAiB,EACjB,UAAkB,EAClB,UAAkB;IAElB,MAAM,MAAM,GAAiB,IAAI,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;IAEnD,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,MAAM,CAAA;IAEpC,MAAM,KAAK,GAAG,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,CAAA;IAClC,MAAM,KAAK,GAAG,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,CAAA;IAElC,MAAM,UAAU,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;IACjC,IAAI,OAAO,GAAG,UAAU,CAAA;IACxB,IAAI,OAAO,GAAG,UAAU,CAAA;IAExB,MAAM,CAAC,CAAC,CAAC,GAAG,EAAE,IAAI,EAAE,OAAO,EAAE,IAAI,EAAE,OAAO,EAAE,CAAA;IAE5C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACnC,MAAM,KAAK,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;QAC5B,OAAO,GAAG,KAAK,GAAG,KAAK,GAAG,OAAO,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAA;QAC/C,OAAO,GAAG,KAAK,GAAG,KAAK,GAAG,OAAO,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAA;QAC/C,MAAM,CAAC,CAAC,CAAC,GAAG,EAAE,IAAI,EAAE,OAAO,EAAE,IAAI,EAAE,OAAO,EAAE,CAAA;IAChD,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC;AAED,MAAM,UAAU,WAAW,CAAC,IAAiB,EAAE,MAAc;IACzD,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC,EAAE,CAAC;QACnC,OAAO,IAAI,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACjD,CAAC;IACD,MAAM,MAAM,GAAG,IAAI,KAAK,CAAqB,IAAI,CAAC,MAAM,CAAC,CAAA;IACzD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE;QAAE,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;IAChE,OAAO,oBAAoB,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAC/C,CAAC;AAED,MAAM,UAAU,YAAY,CAAC,IAAiB,EAAE,MAAc;IAC1D,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACnE,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAEzC,MAAM,MAAM,GAAG,IAAI,KAAK,CAAqB,CAAC,CAAC,CAAA;IAC/C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;QAAE,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;IAEtD,MAAM,IAAI,GAAG,iBAAiB,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC9C,MAAM,IAAI,GAAG,iBAAiB,CAAC,IAAI,EAAE,MAAM,CAAC,CAAA;IAE5C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QACzB,MAAM,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QAClB,MAAM,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QAClB,IAAI,EAAE,KAAK,SAAS,IAAI,EAAE,KAAK,SAAS;YAAE,SAAQ;QAClD,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,CAAA;IAC3B,CAAC;IACD,OAAO,MAAM,CAAA;AACjB,CAAC;AAED,MAAM,UAAU,YAAY,CAAC,IAAiB,EAAE,MAAc;IAC1D,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACnE,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAEzC,MAAM,MAAM,GAAG,IAAI,KAAK,CAAqB,CAAC,CAAC,CAAA;IAC/C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;QAAE,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;IAEtD,MAAM,IAAI,GAAG,iBAAiB,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC9C,MAAM,IAAI,GAAG,iBAAiB,CAAC,IAAI,EAAE,MAAM,CAAC,CAAA;IAC5C,MAAM,IAAI,GAAG,iBAAiB,CAAC,IAAI,EAAE,MAAM,CAAC,CAAA;IAE5C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QACzB,MAAM,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QAClB,MAAM,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QAClB,MAAM,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC,CAAA;QAClB,IAAI,EAAE,KAAK,SAAS,IAAI,EAAE,KAAK,SAAS,IAAI,EAAE,KAAK,SAAS;YAAE,SAAQ;QACtE,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,CAAA;IACpC,CAAC;IACD,OAAO,MAAM,CAAA;AACjB,CAAC;AAED,MAAM,UAAU,WAAW,CAAC,IAAiB,EAAE,MAAc;IACzD,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACnE,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAEzC,MAAM,MAAM,GAAG,IAAI,KAAK,CAAqB,CAAC,CAAC,CAAA;IAC/C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;QAAE,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;IAEtD,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAA;IACtD,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAA;IAE7D,MAAM,OAAO,GAAG,oBAAoB,CAAC,MAAM,EAAE,UAAU,CAAC,CAAA;IACxD,MAAM,OAAO,GAAG,oBAAoB,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAEpD,MAAM,GAAG,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IAChE,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QACzB,MAAM,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QACpB,MAAM,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QACpB,IAAI,CAAC,KAAK,SAAS,IAAI,CAAC,KAAK,SAAS;YAAE,SAAQ;QAChD,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;IACtB,CAAC;IACD,OAAO,oBAAoB,CAAC,GAAG,EAAE,UAAU,CAAC,CAAA;AAChD,CAAC;AAED,MAAM,UAAU,YAAY,CACxB,IAAiB,EACjB,MAAc,EACd,UAAkB,EAClB,UAAkB;IAElB,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACnE,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC,IAAI,UAAU,IAAI,CAAC,IAAI,UAAU,IAAI,CAAC,IAAI,CAAC,IAAI,MAAM;QAAE,OAAO,MAAM,CAAA;IAE9F,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,CAAA;IACnC,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,CAAA;IACnC,MAAM,OAAO,GAAG,MAAM,GAAG,MAAM,CAAA;IAE/B,IAAI,MAAM,GAAG,CAAC,CAAA;IACd,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC/B,MAAM,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,GAAG,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,KAAK,CAAC,CAAA;IAC3D,CAAC;IAED,IAAI,IAAI,GAAG,IAAI,CAAC,MAAM,GAAG,CAAC,CAAE,CAAC,KAAK,CAAA;IAClC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAA;IAEzB,KAAK,IAAI,CAAC,GAAG,MAAM,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC9B,MAAM,KAAK,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAA;QAC5B,MAAM,gBAAgB,GAAG,IAAI,CAAC,CAAC,GAAG,MAAM,CAAE,CAAC,KAAK,CAAA;QAChD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,KAAK,GAAG,gBAAgB,CAAC,CAAA;QAEpD,MAAM,EAAE,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAA;QAC9C,MAAM,EAAE,GAAG,CAAC,EAAE,GAAG,OAAO,GAAG,MAAM,CAAC,IAAI,CAAC,CAAA;QAEvC,IAAI,GAAG,IAAI,GAAG,EAAE,GAAG,CAAC,KAAK,GAAG,IAAI,CAAC,CAAA;QACjC,MAAM,CAAC,CAAC,CAAC,GAAG,IAAI,CAAA;QAEhB,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC;YACZ,MAAM,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,MAAM,GAAG,CAAC,CAAE,CAAC,KAAK,GAAG,IAAI,CAAC,CAAC,GAAG,MAAM,CAAE,CAAC,KAAK,CAAC,CAAA;YACzE,MAAM,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAE,CAAC,KAAK,GAAG,IAAI,CAAC,CAAC,CAAE,CAAC,KAAK,CAAC,CAAA;QAC3D,CAAC;IACL,CAAC;IAED,OAAO,MAAM,CAAA;AACjB,CAAC"}

package/dist/engine/indicators/calculators/oscillators.d.ts

@@ -0,0 +1,29 @@
+import type { KLineData } from '../../../types/price';
+export declare function calcRSIData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcCCIData(data: KLineData[], period: number): (number | undefined)[];
+export interface STOCHPoint {
+    k: number;
+    d: number;
+}
+export declare function calcSTOCHData(data: KLineData[], n: number, m: number): STOCHPoint[];
+export declare function calcMOMData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcWMSRData(data: KLineData[], period: number): (number | undefined)[];
+export interface KSTPoint {
+    kst: number;
+    signal: number;
+}
+export declare function calcKSTData(data: KLineData[], roc1: number, roc2: number, roc3: number, roc4: number, signalPeriod: number): KSTPoint[];
+export declare function calcFASTKData(data: KLineData[], period: number): (number | undefined)[];
+export interface MACDPoint {
+    dif: number;
+    dea: number;
+    macd: number;
+}
+export declare function calcMACDData(data: KLineData[], fastPeriod: number, slowPeriod: number, signalPeriod: number): MACDPoint[];
+export declare function calcROCData(data: KLineData[], period: number): (number | undefined)[];
+export interface TRIXResult {
+    series: (number | undefined)[];
+    signalSeries: (number | undefined)[];
+}
+export declare function calcTRIXData(data: KLineData[], period: number, signalPeriod: number): TRIXResult;
+//# sourceMappingURL=oscillators.d.ts.map

package/dist/engine/indicators/calculators/oscillators.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"oscillators.d.ts","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/oscillators.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAA;AAGrD,wBAAgB,WAAW,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAoDrF;AAED,wBAAgB,WAAW,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAmCrF;AAED,MAAM,WAAW,UAAU;IACvB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACZ;AAED,wBAAgB,aAAa,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,UAAU,EAAE,CA8CnF;AAED,wBAAgB,WAAW,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAerF;AAED,wBAAgB,YAAY,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAyBtF;AAED,MAAM,WAAW,QAAQ;IACrB,GAAG,EAAE,MAAM,CAAA;IACX,MAAM,EAAE,MAAM,CAAA;CACjB;AAiDD,wBAAgB,WAAW,CACvB,IAAI,EAAE,SAAS,EAAE,EACjB,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,YAAY,EAAE,MAAM,GACrB,QAAQ,EAAE,CAsCZ;AAED,wBAAgB,aAAa,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAyBvF;AAED,MAAM,WAAW,SAAS;IACtB,GAAG,EAAE,MAAM,CAAA;IACX,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,EAAE,MAAM,CAAA;CACf;AAsCD,wBAAgB,YAAY,CACxB,IAAI,EAAE,SAAS,EAAE,EACjB,UAAU,EAAE,MAAM,EAClB,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,GACrB,SAAS,EAAE,CAgCb;AAED,wBAAgB,WAAW,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAUrF;AAED,MAAM,WAAW,UAAU;IACvB,MAAM,EAAE,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAAA;IAC9B,YAAY,EAAE,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAAA;CACvC;AAED,wBAAgB,YAAY,CACxB,IAAI,EAAE,SAAS,EAAE,EACjB,MAAM,EAAE,MAAM,EACd,YAAY,EAAE,MAAM,GACrB,UAAU,CA0BZ"}