@continuumdao/continuum-node-sdk 1.3.37 → 1.3.39

package/dist/core/chart/analysis/divergence/index.d.ts

@@ -0,0 +1,4 @@
+export * from './types.js';
+export * from './peaks.js';
+export * from './detect.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/core/chart/analysis/divergence/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../../src/core/chart/analysis/divergence/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,YAAY,CAAC;AAC3B,cAAc,aAAa,CAAC"}

package/dist/core/chart/analysis/divergence/index.js

@@ -0,0 +1,4 @@
+export * from './types.js';
+export * from './peaks.js';
+export * from './detect.js';
+//# sourceMappingURL=index.js.map

package/dist/core/chart/analysis/divergence/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../../src/core/chart/analysis/divergence/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,YAAY,CAAC;AAC3B,cAAc,aAAa,CAAC"}

package/dist/core/chart/analysis/divergence/peaks.d.ts

@@ -0,0 +1,11 @@
+import type { FindPeaksOptions } from './types.js';
+/**
+ * Local maxima with optional minimum distance and prominence.
+ * Prominence ≈ height above the higher of the left/right flanking minima
+ * (same spirit as scipy.signal.find_peaks without SciPy).
+ */
+export declare function findPeaks(values: Array<number | null>, options?: FindPeaksOptions): number[];
+export declare function findTroughs(values: Array<number | null>, options?: FindPeaksOptions): number[];
+/** Adaptive price prominence ≈ 0.5 * rolling_std(pct_change, period) * last_price. */
+export declare function adaptivePriceProminence(prices: number[], period: number): number;
+//# sourceMappingURL=peaks.d.ts.map

package/dist/core/chart/analysis/divergence/peaks.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/divergence/peaks.js

@@ -0,0 +1,108 @@
+/**
+ * Local maxima with optional minimum distance and prominence.
+ * Prominence ≈ height above the higher of the left/right flanking minima
+ * (same spirit as scipy.signal.find_peaks without SciPy).
+ */
+export function findPeaks(values, options = {}) {
+    const distance = Math.max(1, Math.floor(options.distance ?? 1));
+    const prominence = options.prominence;
+    const n = values.length;
+    if (n < 3) {
+        return [];
+    }
+    const candidates = [];
+    for (let i = 1; i < n - 1; i++) {
+        const v = values[i];
+        if (v == null || !Number.isFinite(v)) {
+            continue;
+        }
+        const left = values[i - 1];
+        const right = values[i + 1];
+        if (left == null || right == null || !Number.isFinite(left) || !Number.isFinite(right)) {
+            continue;
+        }
+        if (v > left && v >= right) {
+            candidates.push(i);
+        }
+    }
+    const withProminence = prominence != null && Number.isFinite(prominence) && prominence > 0
+        ? candidates.filter(i => peakProminence(values, i) >= prominence)
+        : candidates;
+    return enforceDistance(withProminence, values, distance);
+}
+export function findTroughs(values, options = {}) {
+    const negated = values.map(v => (v == null || !Number.isFinite(v) ? null : -v));
+    return findPeaks(negated, options);
+}
+function peakProminence(values, peakIdx) {
+    const peak = values[peakIdx];
+    if (peak == null || !Number.isFinite(peak)) {
+        return 0;
+    }
+    let leftMin = peak;
+    for (let i = peakIdx - 1; i >= 0; i--) {
+        const v = values[i];
+        if (v == null || !Number.isFinite(v)) {
+            continue;
+        }
+        if (v > peak) {
+            break;
+        }
+        leftMin = Math.min(leftMin, v);
+    }
+    let rightMin = peak;
+    for (let i = peakIdx + 1; i < values.length; i++) {
+        const v = values[i];
+        if (v == null || !Number.isFinite(v)) {
+            continue;
+        }
+        if (v > peak) {
+            break;
+        }
+        rightMin = Math.min(rightMin, v);
+    }
+    const base = Math.max(leftMin, rightMin);
+    return peak - base;
+}
+function enforceDistance(indices, values, distance) {
+    if (indices.length <= 1 || distance <= 1) {
+        return indices;
+    }
+    const sorted = [...indices].sort((a, b) => {
+        const va = values[a] ?? Number.NEGATIVE_INFINITY;
+        const vb = values[b] ?? Number.NEGATIVE_INFINITY;
+        return vb - va;
+    });
+    const kept = [];
+    for (const idx of sorted) {
+        if (kept.every(k => Math.abs(k - idx) >= distance)) {
+            kept.push(idx);
+        }
+    }
+    return kept.sort((a, b) => a - b);
+}
+/** Adaptive price prominence ≈ 0.5 * rolling_std(pct_change, period) * last_price. */
+export function adaptivePriceProminence(prices, period) {
+    if (prices.length < 3) {
+        return 0;
+    }
+    const window = Math.max(2, Math.min(period, prices.length - 1));
+    const changes = [];
+    const start = prices.length - window;
+    for (let i = Math.max(1, start); i < prices.length; i++) {
+        const prev = prices[i - 1];
+        const cur = prices[i];
+        if (prev !== 0 && Number.isFinite(prev) && Number.isFinite(cur)) {
+            changes.push((cur - prev) / prev);
+        }
+    }
+    if (!changes.length) {
+        return 0;
+    }
+    const mean = changes.reduce((a, b) => a + b, 0) / changes.length;
+    const variance = changes.reduce((a, b) => a + (b - mean) * (b - mean), 0) / changes.length;
+    const std = Math.sqrt(Math.max(0, variance));
+    const last = prices[prices.length - 1];
+    return 0.5 * std * Math.abs(last);
+}
+//# sourceMappingURL=peaks.js.map

package/dist/core/chart/analysis/divergence/peaks.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/divergence/types.d.ts

@@ -0,0 +1,30 @@
+export type DivergenceKind = 'regular_bullish' | 'regular_bearish' | 'hidden_bullish' | 'hidden_bearish';
+export type DivergenceOscillator = 'rsi' | 'stochasticrsi';
+export type DivergenceOscillatorMode = DivergenceOscillator | 'both';
+export type DivergencePivot = {
+    index: number;
+    timeSec: number;
+    value: number;
+};
+export type DivergenceHit = {
+    kind: DivergenceKind;
+    oscillator: DivergenceOscillator;
+    /** First price pivot (earlier). */
+    p1: DivergencePivot;
+    /** Second price pivot (later / confirm). */
+    p2: DivergencePivot;
+    /** Oscillator pivot paired with p1. */
+    o1: DivergencePivot;
+    /** Oscillator pivot paired with p2. */
+    o2: DivergencePivot;
+    barsSinceConfirm: number;
+};
+export type DivergencePrimary = DivergenceHit & {
+    side: 'long' | 'short';
+    confidence: number;
+};
+export type FindPeaksOptions = {
+    distance?: number;
+    prominence?: number;
+};
+//# sourceMappingURL=types.d.ts.map

package/dist/core/chart/analysis/divergence/types.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/chart/analysis/divergence/types.js

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+export {};
+//# sourceMappingURL=types.js.map

package/dist/core/chart/analysis/divergence/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../../../src/core/chart/analysis/divergence/types.ts"],"names":[],"mappings":""}

package/dist/core/chart/analysis/divergence-analyze-tools.d.ts

@@ -0,0 +1,258 @@
+import { z } from 'zod';
+import type { SdkResult } from '../../result.js';
+export declare const AnalyzeDivergenceInputSchema: z.ZodPreprocess<z.ZodObject<{
+    toolResult: z.ZodOptional<z.ZodUnknown>;
+    rows: z.ZodOptional<z.ZodArray<z.ZodUnknown>>;
+    title: z.ZodOptional<z.ZodString>;
+    label: z.ZodOptional<z.ZodString>;
+    mergeLive: z.ZodOptional<z.ZodBoolean>;
+    liveTick: z.ZodOptional<z.ZodObject<{
+        timeMs: z.ZodNumber;
+        price: z.ZodNumber;
+        volume: z.ZodOptional<z.ZodNumber>;
+    }, z.core.$strict>>;
+    allowRowsOnly: z.ZodOptional<z.ZodBoolean>;
+    oscillator: z.ZodOptional<z.ZodEnum<{
+        rsi: "rsi";
+        stochasticrsi: "stochasticrsi";
+        both: "both";
+    }>>;
+    rsiPeriod: z.ZodOptional<z.ZodNumber>;
+    maxLag: z.ZodOptional<z.ZodNumber>;
+    includeHidden: z.ZodOptional<z.ZodBoolean>;
+    stochasticRsiPeriod: z.ZodOptional<z.ZodNumber>;
+    stochasticPeriod: z.ZodOptional<z.ZodNumber>;
+    kPeriod: z.ZodOptional<z.ZodNumber>;
+    dPeriod: z.ZodOptional<z.ZodNumber>;
+    entryProximityPct: z.ZodOptional<z.ZodNumber>;
+    entryProximityMode: z.ZodOptional<z.ZodEnum<{
+        price: "price";
+        atr: "atr";
+    }>>;
+    entryProximityAtrPeriod: z.ZodOptional<z.ZodNumber>;
+    entryOffsetPct: z.ZodOptional<z.ZodNumber>;
+    invalidationOffsetPct: z.ZodOptional<z.ZodNumber>;
+    invalidationOffsetMode: z.ZodOptional<z.ZodEnum<{
+        price: "price";
+        atr: "atr";
+    }>>;
+    fibKeyLevelMinConfidence: z.ZodOptional<z.ZodNumber>;
+    donchianPeriod: z.ZodOptional<z.ZodNumber>;
+    donchianEntryMode: z.ZodOptional<z.ZodEnum<{
+        retest: "retest";
+        immediate: "immediate";
+    }>>;
+    donchianTargetAtrMultiple: z.ZodOptional<z.ZodNumber>;
+    supertrendPeriod: z.ZodOptional<z.ZodNumber>;
+    supertrendMultiplier: z.ZodOptional<z.ZodNumber>;
+    supertrendEntryMode: z.ZodOptional<z.ZodEnum<{
+        retest: "retest";
+        flip: "flip";
+    }>>;
+    supertrendTargetAtrMultiple: z.ZodOptional<z.ZodNumber>;
+    ichimokuConversionPeriod: z.ZodOptional<z.ZodNumber>;
+    ichimokuBasePeriod: z.ZodOptional<z.ZodNumber>;
+    ichimokuSpanPeriod: z.ZodOptional<z.ZodNumber>;
+    ichimokuDisplacement: z.ZodOptional<z.ZodNumber>;
+    ichimokuTargetAtrMultiple: z.ZodOptional<z.ZodNumber>;
+    zScorePeriod: z.ZodOptional<z.ZodNumber>;
+    zScoreEntry: z.ZodOptional<z.ZodNumber>;
+    zScoreExit: z.ZodOptional<z.ZodNumber>;
+    zScoreStopAtrMultiple: z.ZodOptional<z.ZodNumber>;
+    zScoreAtrFilter: z.ZodOptional<z.ZodEnum<{
+        none: "none";
+        contracting: "contracting";
+    }>>;
+    divergenceOscillator: z.ZodOptional<z.ZodEnum<{
+        rsi: "rsi";
+        stochasticrsi: "stochasticrsi";
+        both: "both";
+    }>>;
+    divergenceMaxLag: z.ZodOptional<z.ZodNumber>;
+    depthExchangeId: z.ZodOptional<z.ZodEnum<{
+        binance: "binance";
+        coinbase: "coinbase";
+    }>>;
+    depthSampleIntervalSec: z.ZodOptional<z.ZodNumber>;
+    depthAverageWindowSec: z.ZodOptional<z.ZodNumber>;
+    depthLimit: z.ZodOptional<z.ZodNumber>;
+    depthLevelCount: z.ZodOptional<z.ZodNumber>;
+}, z.core.$strict>>;
+export declare const AnalyzeDivergenceOutputSchema: z.ZodObject<{
+    analysis: z.ZodObject<{
+        oscillator: z.ZodEnum<{
+            rsi: "rsi";
+            stochasticrsi: "stochasticrsi";
+            both: "both";
+        }>;
+        divergences: z.ZodArray<z.ZodObject<{
+            kind: z.ZodEnum<{
+                regular_bullish: "regular_bullish";
+                regular_bearish: "regular_bearish";
+                hidden_bullish: "hidden_bullish";
+                hidden_bearish: "hidden_bearish";
+            }>;
+            oscillator: z.ZodEnum<{
+                rsi: "rsi";
+                stochasticrsi: "stochasticrsi";
+            }>;
+            p1: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            p2: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            o1: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            o2: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            barsSinceConfirm: z.ZodNumber;
+        }, z.core.$strict>>;
+        primary: z.ZodNullable<z.ZodObject<{
+            kind: z.ZodEnum<{
+                regular_bullish: "regular_bullish";
+                regular_bearish: "regular_bearish";
+                hidden_bullish: "hidden_bullish";
+                hidden_bearish: "hidden_bearish";
+            }>;
+            oscillator: z.ZodEnum<{
+                rsi: "rsi";
+                stochasticrsi: "stochasticrsi";
+            }>;
+            p1: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            p2: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            o1: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            o2: z.ZodObject<{
+                index: z.ZodNumber;
+                timeSec: z.ZodNumber;
+                value: z.ZodNumber;
+            }, z.core.$strict>;
+            barsSinceConfirm: z.ZodNumber;
+            side: z.ZodEnum<{
+                long: "long";
+                short: "short";
+            }>;
+            confidence: z.ZodNumber;
+        }, z.core.$strict>>;
+        divergenceTradeSetup: z.ZodNullable<z.ZodObject<{}, z.core.$catchall<z.ZodUnknown>>>;
+        divergenceHighlight: z.ZodObject<{
+            summary: z.ZodString;
+            primaryKind: z.ZodNullable<z.ZodEnum<{
+                regular_bullish: "regular_bullish";
+                regular_bearish: "regular_bearish";
+                hidden_bullish: "hidden_bullish";
+                hidden_bearish: "hidden_bearish";
+            }>>;
+            oscillator: z.ZodNullable<z.ZodEnum<{
+                rsi: "rsi";
+                stochasticrsi: "stochasticrsi";
+            }>>;
+            side: z.ZodEnum<{
+                neutral: "neutral";
+                long: "long";
+                short: "short";
+            }>;
+            status: z.ZodEnum<{
+                clear: "clear";
+                unclear: "unclear";
+            }>;
+            confidence: z.ZodNumber;
+            conditionalNote: z.ZodString;
+            divergenceCount: z.ZodNumber;
+            unclearReason: z.ZodOptional<z.ZodString>;
+        }, z.core.$strict>;
+        divergenceOverlay: z.ZodNullable<z.ZodObject<{}, z.core.$catchall<z.ZodUnknown>>>;
+    }, z.core.$strict>;
+    meta: z.ZodObject<{
+        barCount: z.ZodNumber;
+        title: z.ZodOptional<z.ZodString>;
+        ohlcvSummary: z.ZodOptional<z.ZodObject<{
+            barCount: z.ZodNumber;
+            timeStartSec: z.ZodNumber;
+            timeEndSec: z.ZodNumber;
+            low: z.ZodNumber;
+            high: z.ZodNumber;
+            lastClose: z.ZodNumber;
+        }, z.core.$strict>>;
+        ohlcvFingerprint: z.ZodOptional<z.ZodObject<{
+            version: z.ZodLiteral<1>;
+            barCount: z.ZodNumber;
+            timeStartSec: z.ZodNumber;
+            timeEndSec: z.ZodNumber;
+            low: z.ZodNumber;
+            high: z.ZodNumber;
+            lastClose: z.ZodNumber;
+            digest: z.ZodString;
+        }, z.core.$strict>>;
+        fetchContext: z.ZodOptional<z.ZodObject<{
+            interval: z.ZodNullable<z.ZodString>;
+            intervalSec: z.ZodNullable<z.ZodNumber>;
+            lookbackDays: z.ZodNullable<z.ZodNumber>;
+            lookbackHours: z.ZodNullable<z.ZodNumber>;
+            lookbackLabel: z.ZodNullable<z.ZodString>;
+            coin: z.ZodNullable<z.ZodString>;
+            declaredBarCount: z.ZodNullable<z.ZodNumber>;
+            windowExpectedBarCount: z.ZodNullable<z.ZodNumber>;
+            expectedBarCount: z.ZodNullable<z.ZodNumber>;
+        }, z.core.$strict>>;
+        windowExpectation: z.ZodOptional<z.ZodObject<{
+            interval: z.ZodNullable<z.ZodString>;
+            intervalSec: z.ZodNullable<z.ZodNumber>;
+            lookbackLabel: z.ZodNullable<z.ZodString>;
+            expectedBarCount: z.ZodNullable<z.ZodNumber>;
+            minBarCount: z.ZodNullable<z.ZodNumber>;
+            sources: z.ZodArray<z.ZodString>;
+        }, z.core.$strict>>;
+        liveMerge: z.ZodOptional<z.ZodObject<{
+            attempted: z.ZodBoolean;
+            merged: z.ZodBoolean;
+            livePrice: z.ZodOptional<z.ZodNumber>;
+            liveTickTimeMs: z.ZodOptional<z.ZodNumber>;
+            priorLastClose: z.ZodOptional<z.ZodNumber>;
+            barRolledOver: z.ZodOptional<z.ZodBoolean>;
+            skippedReason: z.ZodOptional<z.ZodString>;
+        }, z.core.$strict>>;
+        patternsScanned: z.ZodOptional<z.ZodNumber>;
+        dataPolicy: z.ZodString;
+        warnings: z.ZodOptional<z.ZodArray<z.ZodString>>;
+        sessionBind: z.ZodOptional<z.ZodObject<{
+            ohlcvDigest: z.ZodString;
+            title: z.ZodOptional<z.ZodString>;
+            reuseInput: z.ZodObject<{
+                title: z.ZodOptional<z.ZodString>;
+                ohlcvDigest: z.ZodString;
+            }, z.core.$strict>;
+        }, z.core.$strict>>;
+    }, z.core.$strict>;
+}, z.core.$strict>;
+/**
+ * Align TI output to full bar length the same way chart overlays do
+ * (`alignNumericIndicator` / `alignObjectIndicatorRows`): short arrays are
+ * right-aligned; full-length arrays skip the leading warmup.
+ */
+export declare function alignIndicatorValuesToBars(barCount: number, values: unknown[], warmupCount: number): Array<number | null>;
+export declare function alignIndicatorObjectFieldToBars(barCount: number, rows: unknown[], warmupCount: number, pick: (row: Record<string, unknown>) => number | null): Array<number | null>;
+export declare function analyzeDivergence(input: unknown): Promise<SdkResult<z.infer<typeof AnalyzeDivergenceOutputSchema>>>;
+//# sourceMappingURL=divergence-analyze-tools.d.ts.map

package/dist/core/chart/analysis/divergence-analyze-tools.d.ts.map

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