@insiderfinance/totalfinance 0.1.0

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Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
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  42. package/modules/backtest/dist/diagnostics.js +63 -0
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  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
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  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
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  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
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  86. package/modules/backtest/dist/event-driven.js +325 -0
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  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
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  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
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  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
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  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
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  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
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  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
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package/modules/technical-analysis/dist/candle-aliases.d.ts ADDED
@@ -0,0 +1,56 @@
1
+ /**
2
+ * TA-Lib-compatible candlestick access (spec §13.3).
3
+ *
4
+ * `cdlPattern(bars, name)` runs a single pattern by either its TotalFinance name (`engulfing`) or its
5
+ * TA-Lib `CDL*` name (`CDLENGULFING`) — or `'all'` to scan the whole catalog. `CDL_ALIASES` is the
6
+ * full TA-Lib → TotalFinance name map. `cdlInside` is the inside-bar pattern facade.
7
+ */
8
+ import { type CandleMatch } from './candlesticks.js';
9
+ import { type BarInput, type IndicatorStream, type TechnicalAnalysisSnapshot } from './framework.js';
10
+ /** TA-Lib `CDL*` function name → TotalFinance catalog name. */
11
+ export declare const CDL_ALIASES: Readonly<Record<string, string>>;
12
+ /** pandas-ta `cdl_pattern(name=...)` pattern name → TotalFinance catalog name. */
13
+ export declare const PANDAS_CDL_ALIASES: Readonly<Record<string, string>>;
14
+ /** Resolve a TotalFinance or TA-Lib `CDL*` pattern name to the TotalFinance catalog name (throws if unknown). */
15
+ export declare function resolveCandleName(name: string): string;
16
+ /**
17
+ * Run a single candlestick pattern by TotalFinance or TA-Lib name, returning the aligned ±100/0 series.
18
+ * Pass `'all'` to scan the full catalog (returns per-bar matches instead).
19
+ */
20
+ export declare function cdlPattern(bars: ArrayLike<BarInput>, name: string): number[];
21
+ export declare function cdlPattern(bars: ArrayLike<BarInput>, name: 'all'): CandleMatch[][];
22
+ /** Inside-bar pattern (TA-Lib `CDLINSIDE`): +100 bullish inside, −100 bearish inside, else 0. */
23
+ export declare const cdlInside: import("./framework.js").Indicator<{}, BarInput, number>;
24
+ /** Dedicated Doji pattern accessor (pandas-ta `cdl_doji`). */
25
+ export declare const cdlDoji: import("./framework.js").Indicator<{}, BarInput, number>;
26
+ export interface CandleZParameters {
27
+ period?: number;
28
+ /** Delta degrees of freedom for the sample standard deviation. Default 1. */
29
+ ddof?: number;
30
+ }
31
+ export interface CandleZPoint {
32
+ open: number;
33
+ high: number;
34
+ low: number;
35
+ close: number;
36
+ }
37
+ declare class CandleZStream implements IndicatorStream<BarInput, CandleZPoint> {
38
+ private open;
39
+ private high;
40
+ private low;
41
+ private close;
42
+ value: CandleZPoint | null;
43
+ private readonly period;
44
+ private readonly ddof;
45
+ constructor(parameters: {
46
+ period: number;
47
+ ddof: number;
48
+ });
49
+ next(bar: BarInput): CandleZPoint | null;
50
+ toJSON(): TechnicalAnalysisSnapshot;
51
+ static fromJSON(snapshot: TechnicalAnalysisSnapshot): CandleZStream;
52
+ }
53
+ /** pandas-ta `cdl_z`: rolling sample z-score normalization of OHLC candles. */
54
+ export declare const cdlZ: import("./framework.js").Indicator<CandleZParameters, BarInput, CandleZPoint>;
55
+ export { CandleZStream };
56
+ //# sourceMappingURL=candle-aliases.d.ts.map
package/modules/technical-analysis/dist/candle-aliases.d.ts.map ADDED
@@ -0,0 +1 @@
1
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package/modules/technical-analysis/dist/candle-aliases.js ADDED
@@ -0,0 +1,246 @@
1
+ /**
2
+ * TA-Lib-compatible candlestick access (spec §13.3).
3
+ *
4
+ * `cdlPattern(bars, name)` runs a single pattern by either its TotalFinance name (`engulfing`) or its
5
+ * TA-Lib `CDL*` name (`CDLENGULFING`) — or `'all'` to scan the whole catalog. `CDL_ALIASES` is the
6
+ * full TA-Lib → TotalFinance name map. `cdlInside` is the inside-bar pattern facade.
7
+ */
8
+ import * as builtinMetadata from './builtin-metadata.js';
9
+ import { withBuiltinMetadata } from './indicator-metadata.js';
10
+ import { requireArgumentArray, ErrorCode, InputError } from '../../core/dist/index.js';
11
+ import { candlesticks, candlestickNames, detectCandles } from './candlesticks.js';
12
+ import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
13
+ import { requireAtMost, requireNonNegativeInt, requireOneOf, requirePeriod } from './validate.js';
14
+ import { requireStreamParameters } from './stream-validation.js';
15
+ /** TA-Lib `CDL*` function name → TotalFinance catalog name. */
16
+ export const CDL_ALIASES = {
17
+ CDL2CROWS: 'twoCrows',
18
+ CDL3BLACKCROWS: 'threeBlackCrows',
19
+ CDL3INSIDE: 'threeInside',
20
+ CDL3LINESTRIKE: 'threeLineStrike',
21
+ CDL3OUTSIDE: 'threeOutside',
22
+ CDL3STARSINSOUTH: 'threeStarsInSouth',
23
+ CDL3WHITESOLDIERS: 'threeWhiteSoldiers',
24
+ CDLABANDONEDBABY: 'abandonedBaby',
25
+ CDLADVANCEBLOCK: 'advanceBlock',
26
+ CDLBELTHOLD: 'beltHold',
27
+ CDLBREAKAWAY: 'breakaway',
28
+ CDLCLOSINGMARUBOZU: 'closingMarubozu',
29
+ CDLCONCEALBABYSWALL: 'concealBabySwallow',
30
+ CDLCOUNTERATTACK: 'counterattack',
31
+ CDLDARKCLOUDCOVER: 'darkCloudCover',
32
+ CDLDOJI: 'doji',
33
+ CDLDOJISTAR: 'dojiStar',
34
+ CDLDRAGONFLYDOJI: 'dragonflyDoji',
35
+ CDLENGULFING: 'engulfing',
36
+ CDLEVENINGDOJISTAR: 'eveningDojiStar',
37
+ CDLEVENINGSTAR: 'eveningStar',
38
+ CDLGAPSIDESIDEWHITE: 'gapSideSideWhite',
39
+ CDLGRAVESTONEDOJI: 'gravestoneDoji',
40
+ CDLHAMMER: 'hammer',
41
+ CDLHANGINGMAN: 'hangingMan',
42
+ CDLHARAMI: 'harami',
43
+ CDLHARAMICROSS: 'haramiCross',
44
+ CDLHIGHWAVE: 'highWave',
45
+ CDLHIKKAKE: 'hikkake',
46
+ CDLHIKKAKEMOD: 'hikkakeMod',
47
+ CDLHOMINGPIGEON: 'homingPigeon',
48
+ CDLIDENTICAL3CROWS: 'identicalThreeCrows',
49
+ CDLINNECK: 'inNeck',
50
+ CDLINSIDE: 'inside',
51
+ CDLINVERTEDHAMMER: 'invertedHammer',
52
+ CDLKICKING: 'kicking',
53
+ CDLKICKINGBYLENGTH: 'kickingByLength',
54
+ CDLLADDERBOTTOM: 'ladderBottom',
55
+ CDLLONGLEGGEDDOJI: 'longLeggedDoji',
56
+ CDLLONGLINE: 'longLine',
57
+ CDLMARUBOZU: 'marubozu',
58
+ CDLMATCHINGLOW: 'matchingLow',
59
+ CDLMATHOLD: 'matHold',
60
+ CDLMORNINGDOJISTAR: 'morningDojiStar',
61
+ CDLMORNINGSTAR: 'morningStar',
62
+ CDLONNECK: 'onNeck',
63
+ CDLPIERCING: 'piercing',
64
+ CDLRICKSHAWMAN: 'rickshawMan',
65
+ CDLRISEFALL3METHODS: 'riseFallThreeMethods',
66
+ CDLSEPARATINGLINES: 'separatingLines',
67
+ CDLSHOOTINGSTAR: 'shootingStar',
68
+ CDLSHORTLINE: 'shortLine',
69
+ CDLSPINNINGTOP: 'spinningTop',
70
+ CDLSTALLEDPATTERN: 'stalledPattern',
71
+ CDLSTICKSANDWICH: 'stickSandwich',
72
+ CDLTAKURI: 'takuri',
73
+ CDLTASUKIGAP: 'tasukiGap',
74
+ CDLTHRUSTING: 'thrusting',
75
+ CDLTRISTAR: 'triStar',
76
+ CDLUNIQUE3RIVER: 'uniqueThreeRiver',
77
+ CDLUPSIDEGAP2CROWS: 'upsideGapTwoCrows',
78
+ CDLXSIDEGAP3METHODS: 'xSideGapThreeMethods',
79
+ };
80
+ /** pandas-ta `cdl_pattern(name=...)` pattern name → TotalFinance catalog name. */
81
+ export const PANDAS_CDL_ALIASES = {
82
+ '2crows': 'twoCrows',
83
+ '3blackcrows': 'threeBlackCrows',
84
+ '3inside': 'threeInside',
85
+ '3linestrike': 'threeLineStrike',
86
+ '3outside': 'threeOutside',
87
+ '3starsinsouth': 'threeStarsInSouth',
88
+ '3whitesoldiers': 'threeWhiteSoldiers',
89
+ abandonedbaby: 'abandonedBaby',
90
+ advanceblock: 'advanceBlock',
91
+ belthold: 'beltHold',
92
+ breakaway: 'breakaway',
93
+ closingmarubozu: 'closingMarubozu',
94
+ concealbabyswall: 'concealBabySwallow',
95
+ counterattack: 'counterattack',
96
+ darkcloudcover: 'darkCloudCover',
97
+ doji: 'doji',
98
+ dojistar: 'dojiStar',
99
+ dragonflydoji: 'dragonflyDoji',
100
+ engulfing: 'engulfing',
101
+ eveningdojistar: 'eveningDojiStar',
102
+ eveningstar: 'eveningStar',
103
+ gapsidesidewhite: 'gapSideSideWhite',
104
+ gravestonedoji: 'gravestoneDoji',
105
+ hammer: 'hammer',
106
+ hangingman: 'hangingMan',
107
+ harami: 'harami',
108
+ haramicross: 'haramiCross',
109
+ highwave: 'highWave',
110
+ hikkake: 'hikkake',
111
+ hikkakemod: 'hikkakeMod',
112
+ homingpigeon: 'homingPigeon',
113
+ identical3crows: 'identicalThreeCrows',
114
+ inside: 'inside',
115
+ inneck: 'inNeck',
116
+ invertedhammer: 'invertedHammer',
117
+ kicking: 'kicking',
118
+ kickingbylength: 'kickingByLength',
119
+ ladderbottom: 'ladderBottom',
120
+ longleggeddoji: 'longLeggedDoji',
121
+ longline: 'longLine',
122
+ marubozu: 'marubozu',
123
+ matchinglow: 'matchingLow',
124
+ mathold: 'matHold',
125
+ morningdojistar: 'morningDojiStar',
126
+ morningstar: 'morningStar',
127
+ onneck: 'onNeck',
128
+ piercing: 'piercing',
129
+ rickshawman: 'rickshawMan',
130
+ risefall3methods: 'riseFallThreeMethods',
131
+ separatinglines: 'separatingLines',
132
+ shootingstar: 'shootingStar',
133
+ shortline: 'shortLine',
134
+ spinningtop: 'spinningTop',
135
+ stalledpattern: 'stalledPattern',
136
+ sticksandwich: 'stickSandwich',
137
+ takuri: 'takuri',
138
+ tasukigap: 'tasukiGap',
139
+ thrusting: 'thrusting',
140
+ tristar: 'triStar',
141
+ unique3river: 'uniqueThreeRiver',
142
+ upsidegap2crows: 'upsideGapTwoCrows',
143
+ xsidegap3methods: 'xSideGapThreeMethods',
144
+ };
145
+ /** Resolve a TotalFinance or TA-Lib `CDL*` pattern name to the TotalFinance catalog name (throws if unknown). */
146
+ export function resolveCandleName(name) {
147
+ if (typeof name !== 'string') {
148
+ throw new InputError(`resolveCandleName: name must be an indicator name string, got ${name === null ? 'null' : typeof name}.`, { code: ErrorCode.InputWrongType, context: {} });
149
+ }
150
+ const pandasKey = name.toLowerCase().replace(/^cdl_/, '').replace(/_/g, '');
151
+ const resolved = CDL_ALIASES[name.toUpperCase()] ?? PANDAS_CDL_ALIASES[pandasKey] ?? name;
152
+ return requireOneOf(resolved, candlestickNames, 'cdlPattern', 'name');
153
+ }
154
+ export function cdlPattern(bars, name) {
155
+ requireArgumentArray('cdlPattern', 'bars', bars);
156
+ if (name === 'all')
157
+ return detectCandles(bars);
158
+ return candlesticks[resolveCandleName(name)](bars, {});
159
+ }
160
+ /** Inside-bar pattern (TA-Lib `CDLINSIDE`): +100 bullish inside, −100 bearish inside, else 0. */
161
+ export const cdlInside = candlesticks['inside'];
162
+ /** Dedicated Doji pattern accessor (pandas-ta `cdl_doji`). */
163
+ export const cdlDoji = candlesticks['doji'];
164
+ function zLast(xs, ddof) {
165
+ let sum = 0;
166
+ for (const x of xs)
167
+ sum += x;
168
+ const mean = sum / xs.length;
169
+ let acc = 0;
170
+ for (const x of xs)
171
+ acc += (x - mean) ** 2;
172
+ const variance = acc / (xs.length - ddof);
173
+ const sd = Math.sqrt(variance);
174
+ return sd === 0 ? NaN : (xs[xs.length - 1] - mean) / sd;
175
+ }
176
+ class CandleZStream {
177
+ open = [];
178
+ high = [];
179
+ low = [];
180
+ close = [];
181
+ value = null;
182
+ period;
183
+ ddof;
184
+ constructor(parameters) {
185
+ requireStreamParameters('CandleZStream.constructor#0', 'CandleZStream', parameters);
186
+ const { period, ddof } = parameters;
187
+ this.period = period;
188
+ this.ddof = ddof;
189
+ }
190
+ next(bar) {
191
+ this.open.push(bar.open ?? bar.close);
192
+ this.high.push(bar.high);
193
+ this.low.push(bar.low);
194
+ this.close.push(bar.close);
195
+ if (this.open.length > this.period) {
196
+ this.open.shift();
197
+ this.high.shift();
198
+ this.low.shift();
199
+ this.close.shift();
200
+ }
201
+ if (this.open.length < this.period) {
202
+ this.value = null;
203
+ return null;
204
+ }
205
+ this.value = {
206
+ open: zLast(this.open, this.ddof),
207
+ high: zLast(this.high, this.ddof),
208
+ low: zLast(this.low, this.ddof),
209
+ close: zLast(this.close, this.ddof),
210
+ };
211
+ return this.value;
212
+ }
213
+ toJSON() {
214
+ return snapshotOf('cdlZ', {
215
+ period: this.period,
216
+ ddof: this.ddof,
217
+ open: [...this.open],
218
+ high: [...this.high],
219
+ low: [...this.low],
220
+ close: [...this.close],
221
+ value: this.value,
222
+ });
223
+ }
224
+ static fromJSON(snapshot) {
225
+ const state = readSnapshot(snapshot, 'cdlZ');
226
+ const x = new CandleZStream({
227
+ period: state.lookback('period'),
228
+ ddof: state.number('ddof'),
229
+ });
230
+ x.open = state.numbers('open');
231
+ x.high = state.numbers('high');
232
+ x.low = state.numbers('low');
233
+ x.close = state.numbers('close');
234
+ x.value = state.cached('value');
235
+ return x;
236
+ }
237
+ }
238
+ /** pandas-ta `cdl_z`: rolling sample z-score normalization of OHLC candles. */
239
+ export const cdlZ = withBuiltinMetadata(makeIndicator((p) => {
240
+ const period = requirePeriod(p.period ?? 30, 'cdlZ', 'period', 2);
241
+ const ddof = requireNonNegativeInt(p.ddof ?? 1, 'cdlZ', 'ddof');
242
+ requireAtMost(ddof, period - 1, 'cdlZ', 'ddof', 'period - 1');
243
+ return new CandleZStream({ period, ddof });
244
+ }, CandleZStream.fromJSON, () => ({ open: NaN, high: NaN, low: NaN, close: NaN })), builtinMetadata.cdlZMetadata);
245
+ export { CandleZStream };
246
+ //# sourceMappingURL=candle-aliases.js.map
package/modules/technical-analysis/dist/candle-aliases.js.map ADDED
@@ -0,0 +1 @@
1
+ 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package/modules/technical-analysis/dist/candle-talib.d.ts ADDED
@@ -0,0 +1,114 @@
1
+ /**
2
+ * TA-Lib-compatible **adaptive** candlestick engine (spec §13.4).
3
+ *
4
+ * TotalFinance's default candlestick detectors (`candlesticks.ts`) use *fixed* body/shadow ratios and a
5
+ * 0/1 presence flag — fast, deterministic, and stable across instruments. TA-Lib instead uses
6
+ * *adaptive* thresholds: each "is this body long / this shadow short / …" test compares against a
7
+ * **trailing average** of the relevant range over the preceding N bars (its `TA_SetCandleSettings`),
8
+ * and emits a signed ±100 (occasionally ±200). This module reproduces that engine exactly, so callers
9
+ * who need bit-for-bit TA-Lib candlestick output can opt into it.
10
+ *
11
+ * The default settings below mirror TA-Lib's `TA_RestoreCandleDefaultSettings` (range type, average
12
+ * period, factor). `candleAverage` is the adaptive threshold; the pattern functions apply TA-Lib's
13
+ * exact comparison logic. Verified against the TA-Lib 0.6.x golden for the implemented patterns.
14
+ */
15
+ import type { BarInput } from './framework.js';
16
+ export type CandleRangeType = 'realBody' | 'highLow' | 'shadows';
17
+ export interface CandleSetting {
18
+ range: CandleRangeType;
19
+ /** Trailing-average period; 0 means "use the current bar's range" (no averaging). */
20
+ averagePeriod: number;
21
+ factor: number;
22
+ }
23
+ /** TA-Lib default candle settings (`TA_RestoreCandleDefaultSettings`). */
24
+ export declare const CANDLE_SETTINGS: {
25
+ readonly bodyLong: {
26
+ readonly range: "realBody";
27
+ readonly averagePeriod: 10;
28
+ readonly factor: 1;
29
+ };
30
+ readonly bodyVeryLong: {
31
+ readonly range: "realBody";
32
+ readonly averagePeriod: 10;
33
+ readonly factor: 3;
34
+ };
35
+ readonly bodyShort: {
36
+ readonly range: "realBody";
37
+ readonly averagePeriod: 10;
38
+ readonly factor: 1;
39
+ };
40
+ readonly bodyDoji: {
41
+ readonly range: "highLow";
42
+ readonly averagePeriod: 10;
43
+ readonly factor: 0.1;
44
+ };
45
+ readonly shadowLong: {
46
+ readonly range: "realBody";
47
+ readonly averagePeriod: 0;
48
+ readonly factor: 1;
49
+ };
50
+ readonly shadowVeryLong: {
51
+ readonly range: "realBody";
52
+ readonly averagePeriod: 0;
53
+ readonly factor: 3;
54
+ };
55
+ readonly shadowShort: {
56
+ readonly range: "shadows";
57
+ readonly averagePeriod: 10;
58
+ readonly factor: 1;
59
+ };
60
+ readonly shadowVeryShort: {
61
+ readonly range: "highLow";
62
+ readonly averagePeriod: 10;
63
+ readonly factor: 0.1;
64
+ };
65
+ readonly near: {
66
+ readonly range: "highLow";
67
+ readonly averagePeriod: 5;
68
+ readonly factor: 0.2;
69
+ };
70
+ readonly far: {
71
+ readonly range: "highLow";
72
+ readonly averagePeriod: 5;
73
+ readonly factor: 0.6;
74
+ };
75
+ readonly equal: {
76
+ readonly range: "highLow";
77
+ readonly averagePeriod: 5;
78
+ readonly factor: 0.05;
79
+ };
80
+ };
81
+ export type CandleSettingName = keyof typeof CANDLE_SETTINGS;
82
+ /** Candle color: +1 white (close ≥ open), −1 black. */
83
+ export declare const candleColor: (bar: BarInput) => number;
84
+ /**
85
+ * TA-Lib's `TA_CANDLEAVERAGE` at every bar: `factor · (avg of `range` over the preceding `averagePeriod`
86
+ * bars) / denom`, where `denom = 2` for the Shadows range type (it sums two shadows) else `1`. With
87
+ * `averagePeriod = 0` the current bar's own range is used. Bars before the trailing window is full get
88
+ * `NaN` (the pattern is in its lookback there).
89
+ */
90
+ export declare function candleAverage(bars: ArrayLike<BarInput>, setting: CandleSetting): number[];
91
+ /**
92
+ * CDLDOJI (TA-Lib): +100 when the real body is no larger than `BodyDoji`'s adaptive threshold (a
93
+ * fraction of the trailing high-low average), else 0. Doji is non-directional, so it is never −100.
94
+ */
95
+ export declare function cdlDojiTalib(bars: ArrayLike<BarInput>): number[];
96
+ /**
97
+ * CDLMARUBOZU (TA-Lib): a long real body (`BodyLong`) with both shadows shorter than the
98
+ * `ShadowVeryShort` threshold → ±100 by candle color (white +100, black −100), else 0.
99
+ */
100
+ export declare function cdlMarubozuTalib(bars: ArrayLike<BarInput>): number[];
101
+ /**
102
+ * CDLCLOSINGMARUBOZU (TA-Lib): a long real body where the shadow on the *close* side is shorter than
103
+ * `ShadowVeryShort` (the open-side shadow is unconstrained) → ±100 by color, else 0.
104
+ */
105
+ export declare function cdlClosingMarubozuTalib(bars: ArrayLike<BarInput>): number[];
106
+ /** Pattern names implemented with exact TA-Lib adaptive parity in this module. */
107
+ export declare const TALIB_CANDLE_NAMES: string[];
108
+ /**
109
+ * Run an adaptive TA-Lib candlestick pattern by name (camelCase or `CDL*`), returning the ±100/0
110
+ * series. Throws for patterns not yet ported to the adaptive engine (use the fixed-ratio detectors in
111
+ * `candlesticks.ts` for those — see `TALIB_CANDLE_NAMES` for what's available here).
112
+ */
113
+ export declare function talibCandle(name: string, bars: ArrayLike<BarInput>): number[];
114
+ //# sourceMappingURL=candle-talib.d.ts.map
package/modules/technical-analysis/dist/candle-talib.d.ts.map ADDED
@@ -0,0 +1 @@
1
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