@insiderfinance/totalfinance 0.1.0
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.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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* Cross-library name aliases (spec §13.5 — naming/compatibility).
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* TotalFinance uses camelCase canonical names. Traders coming from TA-Lib (`WILLR`), pandas-ta (`willr`)
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* Curated TotalFinance ↔ TA-Lib ↔ pandas-ta ↔ TradingView name map. Grouped by family for readability;
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* the order is informational only (resolution and the matrix index it independently).
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*/
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export declare const ALIAS_TABLE: readonly IndicatorAliasRow[];
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/**
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* Resolve any TotalFinance / TA-Lib / pandas-ta / TradingView name (case-insensitive) to the canonical
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* TotalFinance indicator name. An exact canonical name wins over a case variant, which wins over an
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* external alias. Returns `undefined` if nothing matches.
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*/
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export declare function resolveIndicatorName(name: string): string | undefined;
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/** Resolve a name (any convention) to its registered indicator, or `undefined`. */
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export declare function resolveIndicator(name: string): RegisteredIndicator | undefined;
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/** The alias row for a canonical TotalFinance name, if one exists. */
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export declare function aliasesOf(canonical: string): IndicatorAliasRow | undefined;
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/** Render the TotalFinance ↔ TA-Lib ↔ pandas-ta ↔ TradingView name map as a Markdown matrix. */
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export declare function compatibilityMatrixMarkdown(): string;
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//# sourceMappingURL=aliases.d.ts.map
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{"version":3,"file":"aliases.d.ts","sourceRoot":"","sources":["../src/aliases.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AAGH,OAAO,EAIL,KAAK,mBAAmB,EACzB,MAAM,eAAe,CAAC;AAEvB,MAAM,WAAW,iBAAiB;IAChC,wDAAwD;IACxD,YAAY,EAAE,MAAM,CAAC;IACrB,0CAA0C;IAC1C,KAAK,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAAC;IAC1B,qCAAqC;IACrC,MAAM,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAAC;IAC3B,gCAAgC;IAChC,WAAW,CAAC,EAAE,MAAM,CAAC;CACtB;AAED;;;GAGG;AACH,eAAO,MAAM,WAAW,EAAE,SAAS,iBAAiB,EA8RnD,CAAC;AAoDF;;;;GAIG;AACH,wBAAgB,oBAAoB,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAarE;AAED,mFAAmF;AACnF,wBAAgB,gBAAgB,CAAC,IAAI,EAAE,MAAM,GAAG,mBAAmB,GAAG,SAAS,CAY9E;AAED,sEAAsE;AACtE,wBAAgB,SAAS,CAAC,SAAS,EAAE,MAAM,GAAG,iBAAiB,GAAG,SAAS,CAE1E;AAoBD,gGAAgG;AAChG,wBAAgB,2BAA2B,IAAI,MAAM,CA+BpD"}
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/**
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* Cross-library name aliases (spec §13.5 — naming/compatibility).
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*
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* TotalFinance uses camelCase canonical names. Traders coming from TA-Lib (`WILLR`), pandas-ta (`willr`)
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* or TradingView (`Williams %R`) can resolve those to the canonical indicator via
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* `resolveIndicator` / `resolveIndicatorName`. Resolution is case-insensitive and prefers an exact
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* canonical match, so `RSI`, `rsi` and `Rsi` all map to `rsi`. The same `ALIAS_TABLE` drives the
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* generated compatibility matrix (`compatibilityMatrixMarkdown`).
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*
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* Aliases are curated, not guessed: a row only lists an external name when that library genuinely
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* exposes the indicator under it. The `totalfinance` field of every row is validated against the live
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* registry at module load, so a typo or a removed indicator fails fast.
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*/
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import { ErrorCode, InputError } from '../../core/dist/index.js';
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import { getIndicator, hasIndicator, listIndicators, } from './registry.js';
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/**
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* Curated TotalFinance ↔ TA-Lib ↔ pandas-ta ↔ TradingView name map. Grouped by family for readability;
|
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* the order is informational only (resolution and the matrix index it independently).
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*/
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export const ALIAS_TABLE = [
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// ── transforms / price ──────────────────────────────────────────────────
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{
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totalfinance: 'typicalPrice',
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talib: 'TYPPRICE',
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pandas: ['hlc3', 'typprice'],
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tradingview: 'Typical Price',
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},
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{
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totalfinance: 'medianPrice',
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talib: 'MEDPRICE',
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pandas: ['hl2', 'medprice'],
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tradingview: 'Median Price',
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},
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{
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totalfinance: 'averagePrice',
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talib: 'AVGPRICE',
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pandas: ['avgprice', 'ohlc4'],
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tradingview: 'Average Price',
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},
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{
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totalfinance: 'weightedClose',
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talib: 'WCLPRICE',
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pandas: 'wcp',
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tradingview: 'Weighted Close',
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},
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{ totalfinance: 'trueRange', talib: 'TRANGE', pandas: 'true_range' },
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{ totalfinance: 'heikinAshi', pandas: 'ha', tradingview: 'Heikin Ashi' },
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{ totalfinance: 'returns', pandas: 'percent_return' },
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{ totalfinance: 'logReturns', pandas: 'log_return' },
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{ totalfinance: 'drawdown', pandas: 'drawdown' },
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// ── moving averages ─────────────────────────────────────────────────────
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{ totalfinance: 'sma', talib: 'SMA', pandas: 'sma', tradingview: 'SMA' },
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{ totalfinance: 'ema', talib: 'EMA', pandas: 'ema', tradingview: 'EMA' },
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{ totalfinance: 'wma', talib: 'WMA', pandas: 'wma', tradingview: 'WMA' },
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{ totalfinance: 'rma', pandas: 'rma', tradingview: 'RMA' },
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{ totalfinance: 'dema', talib: 'DEMA', pandas: 'dema' },
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{ totalfinance: 'tema', talib: 'TEMA', pandas: 'tema' },
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{ totalfinance: 'trima', talib: 'TRIMA', pandas: 'trima' },
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{ totalfinance: 't3', talib: 'T3', pandas: 't3' },
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{ totalfinance: 'kama', talib: 'KAMA', pandas: 'kama' },
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{ totalfinance: 'mama', talib: 'MAMA', pandas: 'mama' },
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{ totalfinance: 'hma', pandas: 'hma', tradingview: 'HMA' },
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{ totalfinance: 'zlema', pandas: 'zlma', tradingview: 'ZLEMA' },
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{ totalfinance: 'alma', pandas: 'alma', tradingview: 'ALMA' },
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{ totalfinance: 'vidya', pandas: 'vidya', tradingview: 'VIDYA' },
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{ totalfinance: 'mcginley', pandas: 'mcgd', tradingview: 'McGinley Dynamic' },
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{ totalfinance: 'superSmoother', pandas: 'ssf' },
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{ totalfinance: 'vwma', pandas: 'vwma', tradingview: 'VWMA' },
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{ totalfinance: 'movingAverage', talib: 'MA', pandas: 'ma' },
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{ totalfinance: 'midpoint', talib: 'MIDPOINT', pandas: 'midpoint' },
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{ totalfinance: 'midprice', talib: 'MIDPRICE', pandas: 'midprice' },
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{ totalfinance: 'fwma', pandas: 'fwma' },
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{ totalfinance: 'sineWma', pandas: 'sinwma' },
|
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{ totalfinance: 'pascalWma', pandas: 'pwma' },
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{ totalfinance: 'symmetricWma', pandas: 'swma' },
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{ totalfinance: 'jma', pandas: 'jma' },
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{ totalfinance: 'holtWinterMovingAverage', pandas: 'hwma' },
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{ totalfinance: 'rainbowMovingAverage', pandas: 'rainbow' },
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+
{ totalfinance: 'movingAverageRibbon', pandas: 'mmar' },
|
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+
{ totalfinance: 'gannHighLowActivator', pandas: 'hilo', tradingview: 'Gann HiLo Activator' },
|
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81
|
+
// ── momentum / oscillators ──────────────────────────────────────────────
|
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82
|
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{ totalfinance: 'rsi', talib: 'RSI', pandas: 'rsi', tradingview: 'RSI' },
|
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83
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+
{ totalfinance: 'macd', talib: 'MACD', pandas: 'macd', tradingview: 'MACD' },
|
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{ totalfinance: 'macdExt', talib: 'MACDEXT', pandas: 'macdext' },
|
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+
{ totalfinance: 'macdFix', talib: 'MACDFIX', pandas: 'macdfix' },
|
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86
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+
{ totalfinance: 'roc', talib: 'ROC', pandas: 'roc' },
|
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87
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+
{ totalfinance: 'rocp', talib: 'ROCP', pandas: 'rocp' },
|
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88
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+
{ totalfinance: 'rocr', talib: 'ROCR', pandas: 'rocr' },
|
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89
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+
{ totalfinance: 'rocr100', talib: 'ROCR100', pandas: 'rocr100' },
|
|
90
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+
{ totalfinance: 'momentum', talib: 'MOM', pandas: 'mom' },
|
|
91
|
+
{ totalfinance: 'cmo', talib: 'CMO', pandas: 'cmo' },
|
|
92
|
+
{ totalfinance: 'apo', talib: 'APO', pandas: 'apo' },
|
|
93
|
+
{ totalfinance: 'ppo', talib: 'PPO', pandas: 'ppo' },
|
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94
|
+
{
|
|
95
|
+
totalfinance: 'stochRsi',
|
|
96
|
+
talib: 'STOCHRSI',
|
|
97
|
+
pandas: 'stochrsi',
|
|
98
|
+
tradingview: 'Stochastic RSI',
|
|
99
|
+
},
|
|
100
|
+
{ totalfinance: 'trix', talib: 'TRIX', pandas: 'trix' },
|
|
101
|
+
{ totalfinance: 'dpo', pandas: 'dpo' },
|
|
102
|
+
{ totalfinance: 'tsi', pandas: 'tsi', tradingview: 'TSI' },
|
|
103
|
+
{ totalfinance: 'kst', pandas: 'kst', tradingview: 'KST' },
|
|
104
|
+
{ totalfinance: 'cci', talib: 'CCI', pandas: 'cci', tradingview: 'CCI' },
|
|
105
|
+
{ totalfinance: 'williamsR', talib: 'WILLR', pandas: 'willr', tradingview: 'Williams %R' },
|
|
106
|
+
{ totalfinance: 'awesomeOscillator', pandas: 'ao', tradingview: 'Awesome Oscillator' },
|
|
107
|
+
{ totalfinance: 'ultimateOscillator', talib: 'ULTOSC', pandas: 'uo' },
|
|
108
|
+
{ totalfinance: 'fisherTransform', pandas: 'fisher', tradingview: 'Fisher Transform' },
|
|
109
|
+
{ totalfinance: 'stochastic', talib: 'STOCH', pandas: 'stoch', tradingview: 'Stochastic' },
|
|
110
|
+
{ totalfinance: 'stochFast', talib: 'STOCHF', pandas: 'stochf' },
|
|
111
|
+
{ totalfinance: 'bop', talib: 'BOP', pandas: 'bop' },
|
|
112
|
+
{ totalfinance: 'bias', pandas: 'bias' },
|
|
113
|
+
{ totalfinance: 'cfo', pandas: 'cfo' },
|
|
114
|
+
{ totalfinance: 'forecastOscillator', pandas: 'fosc' },
|
|
115
|
+
{ totalfinance: 'cti', pandas: 'cti' },
|
|
116
|
+
{ totalfinance: 'coppock', pandas: 'coppock', tradingview: 'Coppock Curve' },
|
|
117
|
+
{ totalfinance: 'efficiencyRatio', pandas: 'er' },
|
|
118
|
+
{ totalfinance: 'centerOfGravity', pandas: 'cg' },
|
|
119
|
+
{ totalfinance: 'psychologicalLine', pandas: 'psl' },
|
|
120
|
+
{ totalfinance: 'slope', pandas: 'slope' },
|
|
121
|
+
{ totalfinance: 'pvo', pandas: 'pvo' },
|
|
122
|
+
{ totalfinance: 'elderRay', pandas: 'eri', tradingview: 'Elder Ray' },
|
|
123
|
+
{ totalfinance: 'brar', pandas: 'brar' },
|
|
124
|
+
{ totalfinance: 'kdj', pandas: 'kdj', tradingview: 'KDJ' },
|
|
125
|
+
{ totalfinance: 'relativeVigorIndex', pandas: 'rvgi', tradingview: 'RVGI' },
|
|
126
|
+
{ totalfinance: 'pgo', pandas: 'pgo' },
|
|
127
|
+
{ totalfinance: 'inertia', pandas: 'inertia' },
|
|
128
|
+
{ totalfinance: 'laguerreRsi', pandas: 'lrsi' },
|
|
129
|
+
{ totalfinance: 'qqe', pandas: 'qqe', tradingview: 'QQE' },
|
|
130
|
+
{ totalfinance: 'rsx', pandas: 'rsx' },
|
|
131
|
+
{ totalfinance: 'schaffTrendCycle', pandas: 'stc', tradingview: 'Schaff Trend Cycle' },
|
|
132
|
+
{ totalfinance: 'squeeze', pandas: 'squeeze', tradingview: 'TTM Squeeze' },
|
|
133
|
+
{ totalfinance: 'squeezePro', pandas: 'squeeze_pro' },
|
|
134
|
+
{ totalfinance: 'projectionOscillator', pandas: 'po' },
|
|
135
|
+
{ totalfinance: 'smcSweep', pandas: 'smc_sweep' },
|
|
136
|
+
{ totalfinance: 'tdSequential', pandas: 'td_seq', tradingview: 'TD Sequential' },
|
|
137
|
+
{ totalfinance: 'trixHistogram', pandas: 'trixh' },
|
|
138
|
+
{ totalfinance: 'smiErgodic', pandas: 'smi', tradingview: 'SMI Ergodic' },
|
|
139
|
+
{ totalfinance: 'volumeWeightedMacd', pandas: 'vwmacd' },
|
|
140
|
+
// ── trend ───────────────────────────────────────────────────────────────
|
|
141
|
+
{ totalfinance: 'adx', talib: 'ADX', pandas: 'adx', tradingview: 'ADX' },
|
|
142
|
+
{ totalfinance: 'adxr', talib: 'ADXR', pandas: 'adxr' },
|
|
143
|
+
{ totalfinance: 'dmi', pandas: 'dm' },
|
|
144
|
+
{ totalfinance: 'dx', talib: 'DX', pandas: 'dx' },
|
|
145
|
+
{ totalfinance: 'plusDI', talib: 'PLUS_DI' },
|
|
146
|
+
{ totalfinance: 'minusDI', talib: 'MINUS_DI' },
|
|
147
|
+
{ totalfinance: 'plusDM', talib: 'PLUS_DM', pandas: 'plus_dm' },
|
|
148
|
+
{ totalfinance: 'minusDM', talib: 'MINUS_DM', pandas: 'minus_dm' },
|
|
149
|
+
{ totalfinance: 'aroon', talib: 'AROON', pandas: 'aroon', tradingview: 'Aroon' },
|
|
150
|
+
{ totalfinance: 'aroonOscillator', talib: 'AROONOSC', pandas: 'aroonosc' },
|
|
151
|
+
{ totalfinance: 'psar', talib: 'SAR', pandas: 'psar', tradingview: 'Parabolic SAR' },
|
|
152
|
+
{ totalfinance: 'psarExt', talib: 'SAREXT', pandas: 'sarext' },
|
|
153
|
+
{ totalfinance: 'supertrend', pandas: 'supertrend', tradingview: 'Supertrend' },
|
|
154
|
+
{ totalfinance: 'ichimoku', pandas: 'ichimoku', tradingview: 'Ichimoku Cloud' },
|
|
155
|
+
{ totalfinance: 'vortex', pandas: 'vortex', tradingview: 'Vortex' },
|
|
156
|
+
{ totalfinance: 'linreg', talib: 'LINEARREG', pandas: 'linreg' },
|
|
157
|
+
{ totalfinance: 'linregSlope', talib: 'LINEARREG_SLOPE', pandas: 'linregslope' },
|
|
158
|
+
{ totalfinance: 'linregIntercept', talib: 'LINEARREG_INTERCEPT', pandas: 'linregintercept' },
|
|
159
|
+
{ totalfinance: 'linregAngle', talib: 'LINEARREG_ANGLE', pandas: 'linregangle' },
|
|
160
|
+
{ totalfinance: 'tsf', talib: 'TSF', pandas: 'tsf' },
|
|
161
|
+
{ totalfinance: 'chandelierExit', pandas: 'ce', tradingview: 'Chandelier Exit' },
|
|
162
|
+
{ totalfinance: 'choppinessIndex', pandas: 'chop', tradingview: 'Choppiness Index' },
|
|
163
|
+
{ totalfinance: 'chandeKrollStop', pandas: 'cksp', tradingview: 'Chande Kroll Stop' },
|
|
164
|
+
{
|
|
165
|
+
totalfinance: 'centralPivotRange',
|
|
166
|
+
pandas: ['cpr', 'cpr_option'],
|
|
167
|
+
tradingview: 'Central Pivot Range',
|
|
168
|
+
},
|
|
169
|
+
{ totalfinance: 'amat', pandas: 'amat' },
|
|
170
|
+
{ totalfinance: 'linearDecay', pandas: ['decay', 'linear_decay'] },
|
|
171
|
+
{ totalfinance: 'exponentialDecay', pandas: 'edecay' },
|
|
172
|
+
{ totalfinance: 'increasing', pandas: 'increasing' },
|
|
173
|
+
{ totalfinance: 'decreasing', pandas: 'decreasing' },
|
|
174
|
+
{ totalfinance: 'longRun', pandas: 'long_run' },
|
|
175
|
+
{ totalfinance: 'shortRun', pandas: 'short_run' },
|
|
176
|
+
{ totalfinance: 'pMax', pandas: 'pmax', tradingview: 'PMax' },
|
|
177
|
+
{ totalfinance: 'qstick', pandas: 'qstick' },
|
|
178
|
+
{ totalfinance: 'ttmTrend', pandas: 'ttm_trend', tradingview: 'TTM Trend' },
|
|
179
|
+
{ totalfinance: 'verticalHorizontalFilter', pandas: 'vhf' },
|
|
180
|
+
{ totalfinance: 'trendSignals', pandas: 'tsignals' },
|
|
181
|
+
{ totalfinance: 'crossSignals', pandas: 'xsignals' },
|
|
182
|
+
// ── volatility / channels ───────────────────────────────────────────────
|
|
183
|
+
{ totalfinance: 'atr', talib: 'ATR', pandas: 'atr', tradingview: 'ATR' },
|
|
184
|
+
{ totalfinance: 'natr', talib: 'NATR', pandas: 'natr' },
|
|
185
|
+
{ totalfinance: 'bbands', talib: 'BBANDS', pandas: 'bbands', tradingview: 'Bollinger Bands' },
|
|
186
|
+
{ totalfinance: 'keltner', pandas: 'kc', tradingview: 'Keltner Channels' },
|
|
187
|
+
{ totalfinance: 'donchian', pandas: 'donchian', tradingview: 'Donchian Channels' },
|
|
188
|
+
{ totalfinance: 'standardDeviation', talib: 'STDDEV', pandas: 'stdev' },
|
|
189
|
+
{ totalfinance: 'variance', talib: 'VAR', pandas: 'variance' },
|
|
190
|
+
{
|
|
191
|
+
totalfinance: 'relativeVolatilityIndex',
|
|
192
|
+
pandas: 'rvi',
|
|
193
|
+
tradingview: 'Relative Volatility Index',
|
|
194
|
+
},
|
|
195
|
+
{ totalfinance: 'aberration', pandas: 'aberration' },
|
|
196
|
+
{ totalfinance: 'accelerationBands', pandas: 'accbands', tradingview: 'Acceleration Bands' },
|
|
197
|
+
{ totalfinance: 'historicalVolatility', pandas: ['hvol', 'avolume'] },
|
|
198
|
+
{ totalfinance: 'chaikinVolatility', pandas: 'cvi' },
|
|
199
|
+
{ totalfinance: 'holtWinterChannel', pandas: 'hwc' },
|
|
200
|
+
{ totalfinance: 'massIndex', pandas: 'massi', tradingview: 'Mass Index' },
|
|
201
|
+
{ totalfinance: 'priceDistance', pandas: 'pdist' },
|
|
202
|
+
{ totalfinance: 'elderThermometer', pandas: 'thermo' },
|
|
203
|
+
{ totalfinance: 'ulcerIndex', pandas: 'ui', tradingview: 'Ulcer Index' },
|
|
204
|
+
// ── volume ──────────────────────────────────────────────────────────────
|
|
205
|
+
{ totalfinance: 'obv', talib: 'OBV', pandas: 'obv', tradingview: 'OBV' },
|
|
206
|
+
{ totalfinance: 'vwap', pandas: 'vwap', tradingview: 'VWAP' },
|
|
207
|
+
{ totalfinance: 'adLine', talib: 'AD', pandas: 'ad', tradingview: 'Accumulation/Distribution' },
|
|
208
|
+
{ totalfinance: 'chaikinOscillator', talib: 'ADOSC', pandas: 'adosc' },
|
|
209
|
+
{ totalfinance: 'chaikinMoneyFlow', pandas: 'cmf', tradingview: 'CMF' },
|
|
210
|
+
{ totalfinance: 'mfi', talib: 'MFI', pandas: 'mfi', tradingview: 'Money Flow Index' },
|
|
211
|
+
{ totalfinance: 'pvt', pandas: 'pvt', tradingview: 'Price Volume Trend' },
|
|
212
|
+
{ totalfinance: 'easeOfMovement', pandas: 'eom', tradingview: 'Ease of Movement' },
|
|
213
|
+
{ totalfinance: 'forceIndex', pandas: 'efi', tradingview: 'Force Index' },
|
|
214
|
+
{ totalfinance: 'nvi', pandas: 'nvi' },
|
|
215
|
+
{ totalfinance: 'pvi', pandas: 'pvi' },
|
|
216
|
+
{ totalfinance: 'klinger', pandas: 'kvo', tradingview: 'Klinger Oscillator' },
|
|
217
|
+
{ totalfinance: 'archerObv', pandas: 'aobv' },
|
|
218
|
+
{
|
|
219
|
+
totalfinance: 'marketFacilitationIndex',
|
|
220
|
+
pandas: 'marketfi',
|
|
221
|
+
tradingview: 'Market Facilitation Index',
|
|
222
|
+
},
|
|
223
|
+
{ totalfinance: 'priceVolume', pandas: 'pvol' },
|
|
224
|
+
{ totalfinance: 'priceVolumeRank', pandas: 'pvr' },
|
|
225
|
+
{ totalfinance: 'volumeOscillator', pandas: 'vosc', tradingview: 'Volume Oscillator' },
|
|
226
|
+
{ totalfinance: 'williamsAd', pandas: 'wad', tradingview: 'Williams A/D' },
|
|
227
|
+
// ── cycle (Hilbert transform) ───────────────────────────────────────────
|
|
228
|
+
{ totalfinance: 'dsp', pandas: 'dsp' },
|
|
229
|
+
{ totalfinance: 'ebsw', pandas: 'ebsw' },
|
|
230
|
+
{ totalfinance: 'msw', pandas: 'msw' },
|
|
231
|
+
{ totalfinance: 'htDcPeriod', talib: 'HT_DCPERIOD', pandas: 'ht_dcperiod' },
|
|
232
|
+
{ totalfinance: 'htDcPhase', talib: 'HT_DCPHASE', pandas: 'ht_dcphase' },
|
|
233
|
+
{ totalfinance: 'htPhasor', talib: 'HT_PHASOR', pandas: 'ht_phasor' },
|
|
234
|
+
{ totalfinance: 'htSine', talib: 'HT_SINE', pandas: 'ht_sine' },
|
|
235
|
+
{ totalfinance: 'htTrendMode', talib: 'HT_TRENDMODE', pandas: 'ht_trendmode' },
|
|
236
|
+
{ totalfinance: 'htTrendline', talib: 'HT_TRENDLINE', pandas: 'ht_trendline' },
|
|
237
|
+
// ── price action (smart money concepts) ─────────────────────────────────
|
|
238
|
+
{ totalfinance: 'fairValueGaps', tradingview: 'Fair Value Gap' },
|
|
239
|
+
{ totalfinance: 'orderBlocks', tradingview: 'Order Block' },
|
|
240
|
+
{ totalfinance: 'liquiditySweeps', tradingview: 'Liquidity Sweep' },
|
|
241
|
+
{ totalfinance: 'equalHighs', tradingview: 'Equal Highs' },
|
|
242
|
+
{ totalfinance: 'equalLows', tradingview: 'Equal Lows' },
|
|
243
|
+
{ totalfinance: 'atrTrailingStop', tradingview: 'ATR Trailing Stop' },
|
|
244
|
+
{ totalfinance: 'swingTrailingStop', tradingview: 'Swing Trailing Stop' },
|
|
245
|
+
// ── candlestick wrappers ────────────────────────────────────────────────
|
|
246
|
+
{ totalfinance: 'cdlDoji', pandas: 'cdl_doji' },
|
|
247
|
+
{ totalfinance: 'cdlInside', pandas: 'cdl_inside' },
|
|
248
|
+
{ totalfinance: 'cdlZ', pandas: 'cdl_z' },
|
|
249
|
+
// ── statistics / operators ──────────────────────────────────────────────
|
|
250
|
+
{ totalfinance: 'beta', talib: 'BETA', pandas: 'beta' },
|
|
251
|
+
{ totalfinance: 'correl', talib: 'CORREL', pandas: 'correl' },
|
|
252
|
+
{ totalfinance: 'rollingMin', talib: 'MIN', pandas: 'rolling_min' },
|
|
253
|
+
{ totalfinance: 'rollingMax', talib: 'MAX', pandas: 'rolling_max' },
|
|
254
|
+
{ totalfinance: 'rollingSum', talib: 'SUM', pandas: 'rolling_sum' },
|
|
255
|
+
{ totalfinance: 'rollingMinIndex', talib: 'MININDEX' },
|
|
256
|
+
{ totalfinance: 'rollingMaxIndex', talib: 'MAXINDEX' },
|
|
257
|
+
{ totalfinance: 'rollingMinMax', talib: 'MINMAX' },
|
|
258
|
+
{ totalfinance: 'rollingMinMaxIndex', talib: 'MINMAXINDEX' },
|
|
259
|
+
{ totalfinance: 'mad', pandas: ['mad', 'md'] },
|
|
260
|
+
{ totalfinance: 'rollingMedian', pandas: 'median' },
|
|
261
|
+
{ totalfinance: 'rollingQuantile', pandas: 'quantile' },
|
|
262
|
+
{ totalfinance: 'skew', pandas: 'skew' },
|
|
263
|
+
{ totalfinance: 'kurtosis', pandas: 'kurtosis' },
|
|
264
|
+
{ totalfinance: 'entropy', pandas: 'entropy' },
|
|
265
|
+
// pandas-ta exposes no standard-error function (only `stdev` / `tos_stdevall`), and the curation
|
|
266
|
+
// rule is that a row lists an external name only when that library genuinely has it — the previous
|
|
267
|
+
// `pandas: 'standardError'` was TotalFinance's own camelCase name echoed back, which pandas-ta would
|
|
268
|
+
// never accept.
|
|
269
|
+
{ totalfinance: 'standardError' },
|
|
270
|
+
{ totalfinance: 'zScore', pandas: 'zscore' },
|
|
271
|
+
{ totalfinance: 'tosStdevAll', pandas: 'tos_stdevall' },
|
|
272
|
+
{ totalfinance: 'acos', talib: 'ACOS', pandas: 'acos' },
|
|
273
|
+
{ totalfinance: 'asin', talib: 'ASIN', pandas: 'asin' },
|
|
274
|
+
{ totalfinance: 'atan', talib: 'ATAN', pandas: 'atan' },
|
|
275
|
+
{ totalfinance: 'ceil', talib: 'CEIL', pandas: 'ceil' },
|
|
276
|
+
{ totalfinance: 'cos', talib: 'COS', pandas: 'cos' },
|
|
277
|
+
{ totalfinance: 'cosh', talib: 'COSH', pandas: 'cosh' },
|
|
278
|
+
{ totalfinance: 'exp', talib: 'EXP', pandas: 'exp' },
|
|
279
|
+
{ totalfinance: 'floor', talib: 'FLOOR', pandas: 'floor' },
|
|
280
|
+
{ totalfinance: 'ln', talib: 'LN', pandas: 'ln' },
|
|
281
|
+
{ totalfinance: 'log10', talib: 'LOG10', pandas: 'log10' },
|
|
282
|
+
{ totalfinance: 'sin', talib: 'SIN', pandas: 'sin' },
|
|
283
|
+
{ totalfinance: 'sinh', talib: 'SINH', pandas: 'sinh' },
|
|
284
|
+
{ totalfinance: 'sqrt', talib: 'SQRT', pandas: 'sqrt' },
|
|
285
|
+
{ totalfinance: 'tan', talib: 'TAN', pandas: 'tan' },
|
|
286
|
+
{ totalfinance: 'tanh', talib: 'TANH', pandas: 'tanh' },
|
|
287
|
+
{ totalfinance: 'add', talib: 'ADD', pandas: 'add' },
|
|
288
|
+
{ totalfinance: 'sub', talib: 'SUB', pandas: 'sub' },
|
|
289
|
+
{ totalfinance: 'mult', talib: 'MULT', pandas: 'mult' },
|
|
290
|
+
{ totalfinance: 'div', talib: 'DIV', pandas: 'div' },
|
|
291
|
+
{ totalfinance: 'crossover', pandas: 'crossover' },
|
|
292
|
+
{ totalfinance: 'crossany', pandas: 'crossany' },
|
|
293
|
+
{ totalfinance: 'barSince', tradingview: 'BarsSince' },
|
|
294
|
+
{ totalfinance: 'valueWhen', tradingview: 'ValueWhen' },
|
|
295
|
+
{ totalfinance: 'highestBars', tradingview: 'HighestBars' },
|
|
296
|
+
{ totalfinance: 'lowestBars', tradingview: 'LowestBars' },
|
|
297
|
+
];
|
|
298
|
+
const toArray = (x) => x === undefined ? [] : Array.isArray(x) ? x : [x];
|
|
299
|
+
const externalNames = (row) => [
|
|
300
|
+
...toArray(row.talib),
|
|
301
|
+
...toArray(row.pandas),
|
|
302
|
+
...(row.tradingview ? [row.tradingview] : []),
|
|
303
|
+
];
|
|
304
|
+
// ── build the resolution indices (validated at module load) ────────────────
|
|
305
|
+
/** Lowercased canonical name → canonical name (case-insensitive canonical lookup). */
|
|
306
|
+
const lowerCanonical = new Map();
|
|
307
|
+
for (const e of listIndicators()) {
|
|
308
|
+
lowerCanonical.set(e.name.toLowerCase(), e.name);
|
|
309
|
+
}
|
|
310
|
+
/** Lowercased external alias → canonical name. */
|
|
311
|
+
const aliasIndex = new Map();
|
|
312
|
+
const seenCanonical = new Set();
|
|
313
|
+
for (const row of ALIAS_TABLE) {
|
|
314
|
+
if (!hasIndicator(row.totalfinance)) {
|
|
315
|
+
throw new InputError(`aliasTable: Alias table references unregistered indicator "${row.totalfinance}".`, {
|
|
316
|
+
code: ErrorCode.RegistryUnknownAliasTarget,
|
|
317
|
+
context: { name: row.totalfinance },
|
|
318
|
+
});
|
|
319
|
+
}
|
|
320
|
+
if (seenCanonical.has(row.totalfinance)) {
|
|
321
|
+
throw new InputError(`aliasTable: Duplicate alias row for "${row.totalfinance}".`, {
|
|
322
|
+
code: ErrorCode.RegistryDuplicateAliasRow,
|
|
323
|
+
context: { name: row.totalfinance },
|
|
324
|
+
});
|
|
325
|
+
}
|
|
326
|
+
seenCanonical.add(row.totalfinance);
|
|
327
|
+
for (const name of externalNames(row)) {
|
|
328
|
+
const key = name.toLowerCase();
|
|
329
|
+
const existing = aliasIndex.get(key);
|
|
330
|
+
if (existing && existing !== row.totalfinance) {
|
|
331
|
+
throw new InputError(`aliasTable: Alias "${name}" is claimed by both "${existing}" and "${row.totalfinance}".`, { code: ErrorCode.RegistryAliasConflict, context: { alias: name } });
|
|
332
|
+
}
|
|
333
|
+
aliasIndex.set(key, row.totalfinance);
|
|
334
|
+
}
|
|
335
|
+
}
|
|
336
|
+
/**
|
|
337
|
+
* Resolve any TotalFinance / TA-Lib / pandas-ta / TradingView name (case-insensitive) to the canonical
|
|
338
|
+
* TotalFinance indicator name. An exact canonical name wins over a case variant, which wins over an
|
|
339
|
+
* external alias. Returns `undefined` if nothing matches.
|
|
340
|
+
*/
|
|
341
|
+
export function resolveIndicatorName(name) {
|
|
342
|
+
if (typeof name !== 'string') {
|
|
343
|
+
throw new InputError(`resolveIndicatorName: name must be an indicator name string, got ${name === null ? 'null' : typeof name}.`, {
|
|
344
|
+
code: ErrorCode.InputWrongType,
|
|
345
|
+
context: {},
|
|
346
|
+
});
|
|
347
|
+
}
|
|
348
|
+
if (hasIndicator(name))
|
|
349
|
+
return name;
|
|
350
|
+
const lc = name.toLowerCase();
|
|
351
|
+
return lowerCanonical.get(lc) ?? aliasIndex.get(lc);
|
|
352
|
+
}
|
|
353
|
+
/** Resolve a name (any convention) to its registered indicator, or `undefined`. */
|
|
354
|
+
export function resolveIndicator(name) {
|
|
355
|
+
if (typeof name !== 'string') {
|
|
356
|
+
throw new InputError(`resolveIndicator: name must be an indicator name string, got ${name === null ? 'null' : typeof name}.`, {
|
|
357
|
+
code: ErrorCode.InputWrongType,
|
|
358
|
+
context: {},
|
|
359
|
+
});
|
|
360
|
+
}
|
|
361
|
+
const canonical = resolveIndicatorName(name);
|
|
362
|
+
return canonical ? getIndicator(canonical) : undefined;
|
|
363
|
+
}
|
|
364
|
+
/** The alias row for a canonical TotalFinance name, if one exists. */
|
|
365
|
+
export function aliasesOf(canonical) {
|
|
366
|
+
return ALIAS_TABLE.find((r) => r.totalfinance === canonical);
|
|
367
|
+
}
|
|
368
|
+
// ── compatibility matrix documentation ─────────────────────────────────────
|
|
369
|
+
const CATEGORY_ORDER = [
|
|
370
|
+
'transform',
|
|
371
|
+
'moving-average',
|
|
372
|
+
'momentum',
|
|
373
|
+
'trend',
|
|
374
|
+
'volatility',
|
|
375
|
+
'volume',
|
|
376
|
+
'cycle',
|
|
377
|
+
'math',
|
|
378
|
+
'performance',
|
|
379
|
+
'statistic',
|
|
380
|
+
'candlestick',
|
|
381
|
+
'price-action',
|
|
382
|
+
'custom',
|
|
383
|
+
];
|
|
384
|
+
/** Render the TotalFinance ↔ TA-Lib ↔ pandas-ta ↔ TradingView name map as a Markdown matrix. */
|
|
385
|
+
export function compatibilityMatrixMarkdown() {
|
|
386
|
+
const cell = (x) => {
|
|
387
|
+
const arr = toArray(x);
|
|
388
|
+
return arr.length ? arr.map((n) => `\`${n}\``).join(', ') : '—';
|
|
389
|
+
};
|
|
390
|
+
const byCategory = new Map();
|
|
391
|
+
for (const row of ALIAS_TABLE) {
|
|
392
|
+
const cat = getIndicator(row.totalfinance)?.category ?? 'custom';
|
|
393
|
+
(byCategory.get(cat) ?? byCategory.set(cat, []).get(cat)).push(row);
|
|
394
|
+
}
|
|
395
|
+
const lines = ['# TotalFinance indicator compatibility matrix', ''];
|
|
396
|
+
lines.push(`Cross-reference of TotalFinance canonical names against TA-Lib, pandas-ta and TradingView. ` +
|
|
397
|
+
`Any name below resolves via \`resolveIndicator\` (case-insensitive). ` +
|
|
398
|
+
`${ALIAS_TABLE.length} of ${listIndicators().length} registered indicators are mapped.`, '');
|
|
399
|
+
for (const cat of CATEGORY_ORDER) {
|
|
400
|
+
const rows = byCategory.get(cat);
|
|
401
|
+
if (!rows || rows.length === 0)
|
|
402
|
+
continue;
|
|
403
|
+
rows.sort((a, b) => a.totalfinance.localeCompare(b.totalfinance));
|
|
404
|
+
lines.push(`## ${cat} (${rows.length})`, '');
|
|
405
|
+
lines.push('| TotalFinance | TA-Lib | pandas-ta | TradingView |', '| --- | --- | --- | --- |');
|
|
406
|
+
for (const r of rows) {
|
|
407
|
+
lines.push(`| \`${r.totalfinance}\` | ${cell(r.talib)} | ${cell(r.pandas)} | ${r.tradingview ? r.tradingview : '—'} |`);
|
|
408
|
+
}
|
|
409
|
+
lines.push('');
|
|
410
|
+
}
|
|
411
|
+
return lines.join('\n');
|
|
412
|
+
}
|
|
413
|
+
//# sourceMappingURL=aliases.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
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@@ -0,0 +1,31 @@
|
|
|
1
|
+
/** Bollinger Bands (spec §13.3). */
|
|
2
|
+
import { type IndicatorStream, type TechnicalAnalysisSnapshot } from './framework.js';
|
|
3
|
+
export interface BollingerParameters {
|
|
4
|
+
/** SMA lookback. Defaults to 20 (Bollinger; universal); echoed via `.explain()`. */
|
|
5
|
+
period?: number;
|
|
6
|
+
/** Band width in standard deviations. Defaults to 2. */
|
|
7
|
+
standardDeviation?: number;
|
|
8
|
+
}
|
|
9
|
+
export interface BollingerPoint {
|
|
10
|
+
upper: number;
|
|
11
|
+
middle: number;
|
|
12
|
+
lower: number;
|
|
13
|
+
bandwidth: number;
|
|
14
|
+
percentB: number;
|
|
15
|
+
}
|
|
16
|
+
declare class BollingerStream implements IndicatorStream<number, BollingerPoint> {
|
|
17
|
+
private buf;
|
|
18
|
+
value: BollingerPoint | null;
|
|
19
|
+
private readonly period;
|
|
20
|
+
private readonly standardDeviation;
|
|
21
|
+
constructor(parameters: {
|
|
22
|
+
period: number;
|
|
23
|
+
standardDeviation: number;
|
|
24
|
+
});
|
|
25
|
+
next(value: number): BollingerPoint | null;
|
|
26
|
+
toJSON(): TechnicalAnalysisSnapshot;
|
|
27
|
+
static fromJSON(snapshot: TechnicalAnalysisSnapshot): BollingerStream;
|
|
28
|
+
}
|
|
29
|
+
export declare const bbands: import("./framework.js").Indicator<BollingerParameters, number, BollingerPoint>;
|
|
30
|
+
export { BollingerStream };
|
|
31
|
+
//# sourceMappingURL=bands.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
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+
{"version":3,"file":"bands.d.ts","sourceRoot":"","sources":["../src/bands.ts"],"names":[],"mappings":"AAAA,oCAAoC;AAIpC,OAAO,EACL,KAAK,eAAe,EACpB,KAAK,yBAAyB,EAI/B,MAAM,gBAAgB,CAAC;AAIxB,MAAM,WAAW,mBAAmB;IAClC,oFAAoF;IACpF,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,wDAAwD;IACxD,iBAAiB,CAAC,EAAE,MAAM,CAAC;CAC5B;AAED,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED,cAAM,eAAgB,YAAW,eAAe,CAAC,MAAM,EAAE,cAAc,CAAC;IACtE,OAAO,CAAC,GAAG,CAAgB;IAC3B,KAAK,EAAE,cAAc,GAAG,IAAI,CAAQ;IACpC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAS;IAChC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAS;gBAC/B,UAAU,EAAE;QAAE,MAAM,EAAE,MAAM,CAAC;QAAC,iBAAiB,EAAE,MAAM,CAAA;KAAE;IAOrE,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,cAAc,GAAG,IAAI;IA6B1C,MAAM,IAAI,yBAAyB;IASnC,MAAM,CAAC,QAAQ,CAAC,QAAQ,EAAE,yBAAyB,GAAG,eAAe;CAUtE;AAUD,eAAO,MAAM,MAAM,iFAWlB,CAAC;AAEF,OAAO,EAAE,eAAe,EAAE,CAAC"}
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@@ -0,0 +1,79 @@
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1
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+
/** Bollinger Bands (spec §13.3). */
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2
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+
import * as builtinMetadata from './builtin-metadata.js';
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3
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+
import { withBuiltinMetadata } from './indicator-metadata.js';
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4
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+
import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
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5
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+
import { requirePeriod, requirePositive } from './validate.js';
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6
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+
import { requireStreamParameters } from './stream-validation.js';
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7
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+
class BollingerStream {
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8
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+
buf = [];
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9
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+
value = null;
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10
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+
period;
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11
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+
standardDeviation;
|
|
12
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+
constructor(parameters) {
|
|
13
|
+
requireStreamParameters('BollingerStream.constructor#0', 'BollingerStream', parameters);
|
|
14
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+
const { period, standardDeviation } = parameters;
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15
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+
this.period = period;
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|
16
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+
this.standardDeviation = standardDeviation;
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17
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+
}
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18
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+
next(value) {
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19
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+
this.buf.push(value);
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|
20
|
+
if (this.buf.length > this.period)
|
|
21
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+
this.buf.shift();
|
|
22
|
+
if (this.buf.length < this.period) {
|
|
23
|
+
this.value = null;
|
|
24
|
+
return null;
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25
|
+
}
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|
26
|
+
let sum = 0;
|
|
27
|
+
for (const x of this.buf)
|
|
28
|
+
sum += x;
|
|
29
|
+
const mean = sum / this.period;
|
|
30
|
+
let acc = 0;
|
|
31
|
+
for (const x of this.buf) {
|
|
32
|
+
const d = x - mean;
|
|
33
|
+
acc += d * d;
|
|
34
|
+
}
|
|
35
|
+
const std = Math.sqrt(acc / this.period); // population std (Bollinger convention)
|
|
36
|
+
const upper = mean + this.standardDeviation * std;
|
|
37
|
+
const lower = mean - this.standardDeviation * std;
|
|
38
|
+
const width = upper - lower;
|
|
39
|
+
this.value = {
|
|
40
|
+
upper,
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|
41
|
+
middle: mean,
|
|
42
|
+
lower,
|
|
43
|
+
bandwidth: mean === 0 ? NaN : width / mean,
|
|
44
|
+
percentB: width === 0 ? NaN : (value - lower) / width,
|
|
45
|
+
};
|
|
46
|
+
return this.value;
|
|
47
|
+
}
|
|
48
|
+
toJSON() {
|
|
49
|
+
return snapshotOf('bbands', {
|
|
50
|
+
period: this.period,
|
|
51
|
+
standardDeviation: this.standardDeviation,
|
|
52
|
+
buf: [...this.buf],
|
|
53
|
+
value: this.value,
|
|
54
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+
});
|
|
55
|
+
}
|
|
56
|
+
static fromJSON(snapshot) {
|
|
57
|
+
const state = readSnapshot(snapshot, 'bbands');
|
|
58
|
+
const x = new BollingerStream({
|
|
59
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+
period: state.lookback('period'),
|
|
60
|
+
standardDeviation: state.number('standardDeviation'),
|
|
61
|
+
});
|
|
62
|
+
x.buf = state.numbers('buf');
|
|
63
|
+
x.value = state.cached('value');
|
|
64
|
+
return x;
|
|
65
|
+
}
|
|
66
|
+
}
|
|
67
|
+
const nanPoint = () => ({
|
|
68
|
+
upper: NaN,
|
|
69
|
+
middle: NaN,
|
|
70
|
+
lower: NaN,
|
|
71
|
+
bandwidth: NaN,
|
|
72
|
+
percentB: NaN,
|
|
73
|
+
});
|
|
74
|
+
export const bbands = withBuiltinMetadata(makeIndicator((p) => new BollingerStream({
|
|
75
|
+
period: requirePeriod(p.period ?? 20, 'bbands'),
|
|
76
|
+
standardDeviation: requirePositive(p.standardDeviation ?? 2, 'bbands', 'standardDeviation'),
|
|
77
|
+
}), BollingerStream.fromJSON, nanPoint), builtinMetadata.bbandsMetadata);
|
|
78
|
+
export { BollingerStream };
|
|
79
|
+
//# sourceMappingURL=bands.js.map
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@@ -0,0 +1 @@
|
|
|
1
|
+
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|