@insiderfinance/totalfinance 0.1.0

package/modules/technical-analysis/dist/builtin-metadata.js

@@ -0,0 +1,1399 @@
+/** A derived default reads the already-resolved sibling, after literal defaults and caller input. */
+const sib = (name) => (resolved) => resolved[name];
+/** All generated candlestick facades share this parameter-free bars contract. */
+export const candlestickMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const typicalPriceMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const medianPriceMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const weightedCloseMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const averagePriceMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const realBodyMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const upperShadowMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const lowerShadowMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const candleRangeMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const trueRangeMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const gapMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const heikinAshiMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const returnsMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const logReturnsMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const rollingVolatilityMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'annualization'],
+};
+export const smaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const emaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const wmaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const rmaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const demaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const temaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const trimaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const t3Metadata = {
+    inputs: 'series',
+    parameters: ['period', 'volumeFactor'],
+    defaults: { volumeFactor: 0.7 },
+};
+export const kamaMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'fast', 'slow'],
+    defaults: { fast: 2, slow: 30 },
+};
+export const hmaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const zlemaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const almaMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'offset', 'sigma'],
+    defaults: { offset: 0.85, sigma: 6 },
+};
+export const vidyaMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'cmoPeriod'],
+    defaults: { cmoPeriod: /* @__PURE__ */ sib('period') },
+};
+export const mcginleyMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const superSmootherMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const vwmaMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+};
+export const rollingVwapMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+};
+export const anchoredVwapMetadata = {
+    inputs: 'bars',
+    parameters: ['anchor'],
+};
+export const framaMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+};
+export const mamaMetadata = {
+    inputs: 'bars',
+    parameters: ['fastLimit', 'slowLimit'],
+    defaults: { fastLimit: 0.5, slowLimit: 0.05 },
+    conventions: {
+        input: 'a BARS indicator on the (H+L)/2 median price (Ehlers’ original); TA-Lib applies any single series',
+        reference: 'feed high = low = close to reproduce TA-Lib’s close-based MAMA',
+    },
+};
+export const movingAverageMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'movingAverageType'],
+    defaults: { movingAverageType: 'sma' },
+};
+export const midpointMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const midpriceMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+};
+export const fwmaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const sineWmaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const pascalWmaMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const symmetricWmaMetadata = trimaMetadata;
+export const jmaMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'phase', 'power'],
+    defaults: { phase: 0, power: 1 },
+};
+export const holtWinterMovingAverageMetadata = {
+    inputs: 'series',
+    parameters: ['levelSmoothing', 'trendSmoothing', 'accelerationSmoothing'],
+    defaults: { levelSmoothing: 0.2, trendSmoothing: 0.1, accelerationSmoothing: 0.1 },
+};
+export const rainbowMovingAverageMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'levels'],
+    defaults: { period: 2, levels: 10 },
+};
+export const movingAverageRibbonMetadata = {
+    inputs: 'series',
+    parameters: ['periods'],
+    defaults: { periods: [10, 20, 30, 40, 50] },
+};
+export const gannHighLowActivatorMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 3 },
+};
+export const vwapBandsMetadata = {
+    inputs: 'bars',
+    parameters: ['multiplier'],
+    defaults: { multiplier: 2 },
+};
+export const sessionVwapMetadata = {
+    inputs: 'bars',
+    parameters: ['resetEvery'],
+};
+export const rollingAnchoredVwapMetadata = {
+    inputs: 'bars',
+    parameters: ['lookback', 'anchor'],
+    defaults: { lookback: 50, anchor: 'low' },
+};
+export const rsiMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 14 },
+    conventions: {
+        smoothing: 'wilder',
+        // The one that surprises people: TA-Lib says 0 here and pandas-ta says NaN.
+        flatSeries: 'returns 100 (the RS → ∞ limit, TradingView); TA-Lib returns 0, pandas-ta NaN',
+        reference: 'bit-identical to TA-Lib on any series carrying both gains and losses',
+    },
+};
+export const macdMetadata = {
+    inputs: 'series',
+    parameters: ['fast', 'slow', 'signal'],
+    defaults: { fast: 12, slow: 26, signal: 9 },
+    conventions: {
+        seeding: 'fast and slow EMAs seeded independently (TradingView)',
+        reference: 'TA-Lib re-seeds the fast EMA at the slow period’s start and trims the line',
+    },
+};
+export const rocMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const rocpMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const rocrMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const rocr100Metadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const momentumMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const cmoMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'talib'],
+    defaults: { period: 14, talib: false },
+    conventions: {
+        smoothing: "Chande's original simple sums (pandas-ta default), NOT Wilder",
+        talibMode: 'cmo(…, { talib: true }) reproduces TA-Lib’s Wilder CMO (2·RSI − 100) exactly',
+    },
+};
+export const apoMetadata = {
+    inputs: 'series',
+    parameters: ['fast', 'slow'],
+    defaults: { fast: 12, slow: 26 },
+    conventions: { smoothing: 'EMA of fast/slow (TradingView); TA-Lib defaults to SMA (matype 0)' },
+};
+export const ppoMetadata = {
+    inputs: 'series',
+    parameters: ['fast', 'slow', 'signal'],
+    defaults: { fast: 12, slow: 26, signal: 9 },
+    conventions: { smoothing: 'EMA of fast/slow (TradingView); TA-Lib defaults to SMA (matype 0)' },
+};
+export const stochRsiMetadata = {
+    inputs: 'series',
+    parameters: ['rsiPeriod', 'stochPeriod', 'kPeriod', 'dPeriod'],
+    defaults: { rsiPeriod: 14, stochPeriod: 14, kPeriod: 3, dPeriod: 3 },
+    conventions: {
+        smoothing: 'kPeriod/dPeriod smooth the RAW Stoch-RSI',
+        flatWindow: 'returns 0 when the RSI window is flat, matching TA-Lib and pandas-ta',
+        reference: 'exact vs TA-Lib with kPeriod: 1 (TA-Lib’s fastk is the raw %K)',
+    },
+};
+export const trixMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 30 },
+    conventions: {
+        firstValue: 'first emitted at TA-Lib’s lookback 3·(period − 1) + 1; no value is fabricated earlier',
+        zeroBase: 'a zero previous triple-EMA yields NaN, matching roc rather than reporting 0 change',
+    },
+};
+export const dpoMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    conventions: {
+        form: "Pring's causal close[t − shift] − SMA(close, period)[t], shift = ⌊period/2⌋ + 1",
+        lookahead: 'none — pandas-ta’s centered=True result resolved BACKWARD so no value needs a future bar',
+    },
+};
+export const tsiMetadata = {
+    inputs: 'series',
+    parameters: ['long', 'short', 'signal'],
+    defaults: { long: 25, short: 13, signal: 13 },
+};
+export const kstMetadata = {
+    inputs: 'series',
+    parameters: ['rocPeriods', 'smaPeriods', 'signal'],
+    defaults: { rocPeriods: [10, 15, 20, 30], smaPeriods: [10, 10, 10, 15], signal: 9 },
+};
+export const connorsRsiMetadata = {
+    inputs: 'series',
+    parameters: ['rsiPeriod', 'streakPeriod', 'rankPeriod'],
+    defaults: { rsiPeriod: 3, streakPeriod: 2, rankPeriod: 100 },
+};
+export const macdExtMetadata = {
+    inputs: 'series',
+    parameters: [
+        'fast',
+        'slow',
+        'signal',
+        'fastMovingAverageType',
+        'slowMovingAverageType',
+        'signalMovingAverageType',
+    ],
+    defaults: {
+        fast: 12,
+        slow: 26,
+        signal: 9,
+        fastMovingAverageType: 'ema',
+        slowMovingAverageType: 'ema',
+        signalMovingAverageType: 'ema',
+    },
+};
+export const macdFixMetadata = {
+    inputs: 'series',
+    parameters: ['signal'],
+    defaults: { signal: 9 },
+    conventions: {
+        seeding: 'fast and slow EMAs seeded independently (TradingView)',
+        reference: 'TA-Lib re-seeds the fast EMA at the slow period’s start and trims the line',
+    },
+};
+export const cciMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const williamsRMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const awesomeOscillatorMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow'],
+    defaults: { fast: 5, slow: 34 },
+};
+export const ultimateOscillatorMetadata = {
+    inputs: 'bars',
+    parameters: ['short', 'medium', 'long'],
+    defaults: { short: 7, medium: 14, long: 28 },
+};
+export const fisherTransformMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 9 },
+};
+export const stochasticMetadata = {
+    inputs: 'bars',
+    parameters: ['kPeriod', 'dPeriod', 'smoothK'],
+    defaults: { kPeriod: 14, dPeriod: 3, smoothK: 1 },
+    conventions: {
+        defaultForm: 'fast stochastic (smoothK: 1, raw %K); smoothK > 1 gives the classic slow form',
+        flatWindow: 'returns 0 when the window high equals its low, matching TA-Lib and pandas-ta',
+        reference: 'exact vs TA-Lib STOCH with { kPeriod, smoothK, dPeriod } and the SMA matype',
+    },
+};
+export const stochFastMetadata = {
+    inputs: 'bars',
+    parameters: ['kPeriod', 'dPeriod', 'smoothK'],
+    defaults: { kPeriod: 14, dPeriod: 3, smoothK: 1 },
+    conventions: {
+        flatWindow: 'returns 0 when the window high equals its low, matching TA-Lib and pandas-ta',
+    },
+};
+export const bopMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const biasMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 26 },
+};
+export const cfoMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const forecastOscillatorMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const coppockMetadata = {
+    inputs: 'series',
+    parameters: ['longRoc', 'shortRoc', 'wma'],
+    defaults: { longRoc: 14, shortRoc: 11, wma: 10 },
+};
+export const ctiMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 12 },
+};
+export const efficiencyRatioMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const centerOfGravityMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const psychologicalLineMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 12 },
+};
+export const slopeMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 1 },
+};
+export const trixHistogramMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'signal'],
+    defaults: { period: 15, signal: 9 },
+};
+export const smiErgodicMetadata = {
+    inputs: 'series',
+    parameters: ['long', 'short', 'signal'],
+    defaults: { long: 20, short: 5, signal: 5 },
+};
+export const pvoMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow', 'signal'],
+    defaults: { fast: 12, slow: 26, signal: 9 },
+};
+export const elderRayMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 13 },
+};
+export const brarMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 26 },
+};
+export const kdjMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'signal'],
+    defaults: { period: 9, signal: 3 },
+};
+export const relativeVigorIndexMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const pgoMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const volumeWeightedMacdMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow', 'signal'],
+    defaults: { fast: 12, slow: 26, signal: 9 },
+};
+export const inertiaMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'rviPeriod'],
+    defaults: { period: 20, rviPeriod: 14 },
+};
+export const laguerreRsiMetadata = {
+    inputs: 'series',
+    parameters: ['gamma'],
+    defaults: { gamma: 0.5 },
+};
+export const qqeMetadata = {
+    inputs: 'series',
+    parameters: ['rsiPeriod', 'smooth', 'factor'],
+    defaults: { rsiPeriod: 14, smooth: 5, factor: 4.236 },
+};
+export const rsxMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const schaffTrendCycleMetadata = {
+    inputs: 'series',
+    parameters: ['fast', 'slow', 'cycle'],
+    defaults: { fast: 23, slow: 50, cycle: 10 },
+};
+export const squeezeMetadata = {
+    inputs: 'bars',
+    parameters: [
+        'bollingerBandPeriod',
+        'bollingerStandardDeviations',
+        'keltnerChannelPeriod',
+        'keltnerChannelMultiplier',
+    ],
+    defaults: {
+        bollingerBandPeriod: 20,
+        bollingerStandardDeviations: 2,
+        keltnerChannelPeriod: 20,
+        keltnerChannelMultiplier: 1.5,
+    },
+};
+export const squeezeProMetadata = {
+    inputs: 'bars',
+    parameters: [
+        'bollingerBandPeriod',
+        'bollingerStandardDeviations',
+        'keltnerChannelPeriod',
+        'wideKeltnerChannelMultiplier',
+        'normalKeltnerChannelMultiplier',
+        'narrowKeltnerChannelMultiplier',
+    ],
+    defaults: {
+        bollingerBandPeriod: 20,
+        bollingerStandardDeviations: 2,
+        keltnerChannelPeriod: 20,
+        wideKeltnerChannelMultiplier: 2,
+        normalKeltnerChannelMultiplier: 1.5,
+        narrowKeltnerChannelMultiplier: 1,
+    },
+};
+export const projectionOscillatorMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const tdSequentialMetadata = {
+    inputs: 'bars',
+    parameters: ['lookback'],
+    defaults: { lookback: 4 },
+};
+export const smcSweepMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'wickMultiplier'],
+    defaults: { period: 15, wickMultiplier: 1.5 },
+};
+export const adxMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+    conventions: {
+        smoothing: 'wilder',
+        seeding: 'RMA seed (TradingView); TA-Lib accumulates period − 1 then takes one Wilder step',
+    },
+};
+export const dmiMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const plusDIMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const minusDIMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const plusDMMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const minusDMMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const dxMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+    conventions: {
+        smoothing: 'wilder',
+        seeding: 'RMA seed (TradingView); TA-Lib accumulates period − 1 then takes one Wilder step',
+        reference: 'converges to TA-Lib within ~1e-2 by ~6·period bars',
+    },
+};
+export const adxrMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+    conventions: {
+        smoothing: 'wilder',
+        lookback: 'averages ADX_t with ADX_{t−period}; TA-Lib reaches one bar less far (period − 1)',
+        reference: 'approximate; documented rather than strictly asserted',
+    },
+};
+export const aroonMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const aroonOscillatorMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const psarMetadata = {
+    inputs: 'bars',
+    parameters: ['step', 'max'],
+    defaults: { step: 0.02, max: 0.2 },
+};
+export const psarExtMetadata = {
+    inputs: 'bars',
+    parameters: [
+        'startValue',
+        'offsetOnReverse',
+        'accelInitLong',
+        'accelLong',
+        'accelMaxLong',
+        'accelInitShort',
+        'accelShort',
+        'accelMaxShort',
+    ],
+    defaults: {
+        startValue: 0,
+        offsetOnReverse: 0,
+        accelInitLong: 0.02,
+        accelLong: 0.02,
+        accelMaxLong: 0.2,
+        accelInitShort: 0.02,
+        accelShort: 0.02,
+        accelMaxShort: 0.2,
+    },
+};
+export const supertrendMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'multiplier'],
+    defaults: { multiplier: 3 },
+    conventions: {
+        seeding: 'seeds from the lower band, so the first direction is +1 (pandas-ta)',
+    },
+};
+export const ichimokuMetadata = {
+    inputs: 'bars',
+    parameters: ['conversion', 'base', 'spanB', 'displacement'],
+    defaults: { conversion: 9, base: 26, spanB: 52, displacement: 26 },
+};
+export const vortexMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const donchianTrendMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const chandelierExitMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'multiplier'],
+    defaults: { multiplier: 3 },
+};
+export const linregMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const linregSlopeMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const linregInterceptMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const linregAngleMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const tsfMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const choppinessIndexMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const chandeKrollStopMetadata = {
+    inputs: 'bars',
+    parameters: ['atrPeriod', 'multiplier', 'period'],
+    defaults: { atrPeriod: 10, multiplier: 1, period: 9 },
+};
+export const centralPivotRangeMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const amatMetadata = {
+    inputs: 'series',
+    parameters: ['fast', 'slow', 'lookback', 'movingAverageType'],
+    defaults: { fast: 8, slow: 21, lookback: 2, movingAverageType: 'ema' },
+};
+export const linearDecayMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 5 },
+};
+export const exponentialDecayMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 5 },
+};
+export const increasingMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'strict'],
+    defaults: { period: 1, strict: false },
+};
+export const decreasingMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'strict'],
+    defaults: { period: 1, strict: false },
+};
+export const longRunMetadata = {
+    inputs: 'pair',
+    parameters: ['period'],
+    defaults: { period: 2 },
+};
+export const shortRunMetadata = {
+    inputs: 'pair',
+    parameters: ['period'],
+    defaults: { period: 2 },
+};
+export const pMaxMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'multiplier'],
+    defaults: { period: 10, multiplier: 3 },
+};
+export const qstickMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const ttmTrendMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 6 },
+};
+export const verticalHorizontalFilterMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 28 },
+};
+export const trendSignalsMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const crossSignalsMetadata = {
+    inputs: 'series',
+    parameters: ['above', 'below'],
+    defaults: { above: 0, below: 0 },
+};
+export const atrMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+    conventions: {
+        smoothing: 'wilder',
+        firstBar: "includes the first bar's range (TR[0] = H₀ − L₀, per Wilder); TA-Lib drops it",
+        reference: 'converges to TA-Lib within ~1e-5 by ~5·period bars',
+    },
+};
+export const natrMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+    conventions: {
+        smoothing: 'wilder',
+        firstBar: "includes the first bar's range (per Wilder); TA-Lib drops it",
+        reference: 'converges to TA-Lib within ~1e-5 by ~5·period bars',
+    },
+};
+export const keltnerMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'atrPeriod', 'multiplier'],
+    defaults: { period: 20, atrPeriod: 10, multiplier: 2 },
+};
+export const donchianMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const parkinsonMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'annualization'],
+};
+export const garmanKlassMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'annualization'],
+};
+export const rogersSatchellMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'annualization'],
+};
+export const yangZhangMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'annualization'],
+};
+export const chaikinVolatilityMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'rocPeriod'],
+    defaults: { rocPeriod: /* @__PURE__ */ sib('period') },
+};
+export const bbandsMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'standardDeviation'],
+    defaults: { period: 20, standardDeviation: 2 },
+};
+export const bollingerBandWidthMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'standardDeviation'],
+    defaults: { standardDeviation: 2 },
+};
+export const bollingerPercentBMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'standardDeviation'],
+    defaults: { standardDeviation: 2 },
+};
+export const standardDeviationMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'sample'],
+    defaults: { sample: false },
+};
+export const varianceMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'sample'],
+    defaults: { sample: false },
+};
+export const historicalVolatilityMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'annualization'],
+};
+export const realizedVolatilityMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'annualization'],
+};
+export const relativeVolatilityIndexMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'stdevPeriod'],
+    defaults: { period: 14, stdevPeriod: /* @__PURE__ */ sib('period') },
+};
+export const aberrationMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'atrPeriod'],
+    defaults: { period: 5, atrPeriod: 15 },
+};
+export const accelerationBandsMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'multiplier'],
+    defaults: { period: 20, multiplier: 4 },
+};
+export const holtWinterChannelMetadata = {
+    inputs: 'series',
+    parameters: [
+        'levelSmoothing',
+        'trendSmoothing',
+        'accelerationSmoothing',
+        'varianceSmoothing',
+        'scalar',
+    ],
+    defaults: {
+        levelSmoothing: 0.2,
+        trendSmoothing: 0.1,
+        accelerationSmoothing: 0.1,
+        varianceSmoothing: 0.1,
+        scalar: 1,
+    },
+};
+export const massIndexMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow'],
+    defaults: { fast: 9, slow: 25 },
+};
+export const priceDistanceMetadata = {
+    inputs: 'bars',
+    parameters: ['drift'],
+    defaults: { drift: 1 },
+};
+export const elderThermometerMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'long', 'short'],
+    defaults: { period: 20, long: 2, short: 0.5 },
+};
+export const ulcerIndexMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const atrBandsMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'multiplier'],
+    defaults: { period: 14, multiplier: 2 },
+};
+export const percentAtrMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const volatilityStopMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'multiplier'],
+    defaults: { period: 20, multiplier: 2 },
+};
+export const obvMetadata = {
+    inputs: 'bars',
+    parameters: ['talib'],
+    defaults: { talib: false },
+    conventions: {
+        seeding: 'seeds at 0; TA-Lib seeds at volume[0], so the two differ by that constant',
+        reference: 'deltas are identical; qkOBV + volume[0] equals TA-Lib exactly',
+    },
+};
+export const vwapMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const adLineMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const chaikinOscillatorMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow'],
+    defaults: { fast: 3, slow: 10 },
+    conventions: {
+        seeding: 'EMA-seeded fast/slow (TradingView)',
+        reference: 'converges to TA-Lib ADOSC within ~1e-4 by ~60 bars',
+    },
+};
+export const chaikinMoneyFlowMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const mfiMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const pvtMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const easeOfMovementMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'scale'],
+    defaults: { scale: 1e8 },
+};
+export const forceIndexMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+    defaults: { period: 13 },
+};
+export const nviMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const pviMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const klingerMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow', 'signal'],
+    defaults: { fast: 34, slow: 55, signal: 13 },
+};
+export const vfiMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'coefficient', 'volumeCutoff', 'smooth'],
+    defaults: { period: 130, coefficient: 0.2, volumeCutoff: 2.5, smooth: 3 },
+};
+export const relativeVolumeMetadata = {
+    inputs: 'bars',
+    parameters: ['period'],
+};
+export const cvdMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const archerObvMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow', 'runLength'],
+    defaults: { fast: 4, slow: 12, runLength: 2 },
+};
+export const marketFacilitationIndexMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const priceVolumeMetadata = {
+    inputs: 'bars',
+    parameters: ['signed'],
+    defaults: { signed: false },
+};
+export const priceVolumeRankMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const volumeOscillatorMetadata = {
+    inputs: 'bars',
+    parameters: ['fast', 'slow'],
+    defaults: { fast: 5, slow: 10 },
+};
+export const williamsAdMetadata = {
+    inputs: 'bars',
+    parameters: [],
+};
+export const efiMetadata = forceIndexMetadata;
+export const emvMetadata = easeOfMovementMetadata;
+export const kvoMetadata = klingerMetadata;
+export const dspMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 14 },
+};
+export const ebswMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'bars'],
+    defaults: { period: 40, bars: 10 },
+    conventions: {
+        reference: 'bug-compatible with pandas-ta, INCLUDING its degree-valued arguments passed to radian trig; ' +
+            'this is deliberately NOT Ehlers’ published filter',
+    },
+};
+export const mswMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 5 },
+};
+export const htDcPeriodMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const htDcPhaseMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const htPhasorMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const htSineMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const htTrendModeMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const htTrendlineMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const betaMetadata = {
+    inputs: 'pair',
+    parameters: ['period'],
+    conventions: {
+        form: 'the FINANCIAL beta on returns, cov(Δx, Δy) / var(Δy), certified by closed-form oracle',
+        reference: 'TA-Lib’s BETA uses a different internal regression, so the values differ',
+    },
+};
+export const correlMetadata = {
+    inputs: 'pair',
+    parameters: ['period'],
+};
+export const rollingMinMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const rollingMaxMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const rollingSumMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const rollingMinIndexMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    conventions: {
+        form: 'bars SINCE the extreme (TradingView lowestbars, 0 = current bar); TA-Lib returns the absolute index',
+    },
+};
+export const rollingMaxIndexMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    conventions: {
+        form: 'bars SINCE the extreme (TradingView highestbars, 0 = current bar); TA-Lib returns the absolute index',
+    },
+};
+export const rollingMinMaxMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const rollingMinMaxIndexMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    conventions: {
+        form: 'bars SINCE each extreme (TradingView); TA-Lib returns absolute indices',
+    },
+};
+export const shiftMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 1 },
+};
+export const lagMetadata = shiftMetadata;
+export const diffMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 1 },
+};
+export const changeMetadata = diffMetadata;
+export const fractionalChangeMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 1 },
+};
+export const cumMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const zScoreMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const normalizeMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const rescaleMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'min', 'max'],
+    defaults: { period: 20, min: 0, max: 1 },
+};
+export const rollingMedianMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const madMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const standardErrorMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const rollingRankMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const percentRankMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const rollingQuantileMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'quantile'],
+    defaults: { period: 20, quantile: 0.5 },
+};
+export const winsorizeMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'lower', 'upper'],
+    defaults: { period: 20, lower: 0.05, upper: 0.95 },
+};
+export const skewMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const kurtosisMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const entropyMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+    defaults: { period: 10 },
+};
+export const covarianceMetadata = {
+    inputs: 'pair',
+    parameters: ['period', 'sample'],
+    defaults: { period: 20, sample: true },
+};
+export const rSquaredMetadata = {
+    inputs: 'pair',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const rollingRegressionMetadata = {
+    inputs: 'pair',
+    parameters: ['period'],
+    defaults: { period: 20 },
+};
+export const barSinceMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const valueWhenMetadata = {
+    inputs: 'pair',
+    parameters: ['occurrence'],
+    defaults: { occurrence: 0 },
+};
+export const rollingMeanMetadata = smaMetadata;
+export const rollingBetaMetadata = {
+    inputs: 'pair',
+    parameters: ['period'],
+};
+export const rollingCorrelationMetadata = correlMetadata;
+export const highestBarsMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const lowestBarsMetadata = {
+    inputs: 'series',
+    parameters: ['period'],
+};
+export const tosStdevAllMetadata = {
+    inputs: 'series',
+    parameters: ['period', 'stds', 'ddof'],
+    defaults: { period: null, stds: [1, 2, 3], ddof: 1 },
+};
+export const acosMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const asinMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const atanMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const ceilMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const cosMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const coshMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const expMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const floorMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const lnMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const log10Metadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const sinMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const sinhMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const sqrtMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const tanMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const tanhMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const addMetadata = {
+    inputs: 'pair',
+    parameters: [],
+};
+export const subMetadata = {
+    inputs: 'pair',
+    parameters: [],
+};
+export const multMetadata = {
+    inputs: 'pair',
+    parameters: [],
+};
+export const divMetadata = {
+    inputs: 'pair',
+    parameters: [],
+};
+export const crossoverMetadata = {
+    inputs: 'pair',
+    parameters: [],
+};
+export const crossanyMetadata = {
+    inputs: 'pair',
+    parameters: [],
+};
+export const drawdownMetadata = {
+    inputs: 'series',
+    parameters: [],
+};
+export const cdlDojiMetadata = candlestickMetadata;
+export const cdlInsideMetadata = candlestickMetadata;
+export const cdlZMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'ddof'],
+    defaults: { period: 30, ddof: 1 },
+};
+export const fairValueGapsMetadata = {
+    inputs: 'bars',
+    parameters: ['minimumGapPercent'],
+    defaults: { minimumGapPercent: 0 },
+};
+export const orderBlocksMetadata = {
+    inputs: 'bars',
+    parameters: ['lookback'],
+    defaults: { lookback: 5 },
+};
+export const liquiditySweepsMetadata = {
+    inputs: 'bars',
+    parameters: ['lookback'],
+    defaults: { lookback: 20 },
+};
+export const swingTrailingStopMetadata = {
+    inputs: 'bars',
+    parameters: ['strength'],
+    defaults: { strength: 2 },
+};
+export const atrTrailingStopMetadata = {
+    inputs: 'bars',
+    parameters: ['period', 'multiplier'],
+    defaults: { period: 14, multiplier: 3 },
+};
+export const equalHighsMetadata = {
+    inputs: 'bars',
+    parameters: ['strength', 'tolerance'],
+    defaults: { strength: 2, tolerance: 0.001 },
+};
+export const equalLowsMetadata = {
+    inputs: 'bars',
+    parameters: ['strength', 'tolerance'],
+    defaults: { strength: 2, tolerance: 0.001 },
+};
+export const divergenceMetadata = {
+    inputs: 'pair',
+    parameters: ['swing', 'kinds'],
+    defaults: {
+        swing: { left: 5, right: 5 },
+        kinds: ['bullish', 'bearish', 'hiddenBullish', 'hiddenBearish'],
+    },
+};
+//# sourceMappingURL=builtin-metadata.js.map