@insiderfinance/totalfinance 0.1.0

package/modules/technical-analysis/dist/overlap-ext.js

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+import * as builtinMetadata from './builtin-metadata.js';
+import { withBuiltinMetadata } from './indicator-metadata.js';
+import { ErrorCode, InputError } from '../../core/dist/index.js';
+/**
+ * Modern moving averages & overlap studies (spec §13.3; pandas-ta parity).
+ *
+ * Weighted-MA family (Fibonacci / sine / Pascal), Jurik MA, Holt-Winters MA, Rainbow MA, MA ribbon,
+ * Gann HiLo Activator, and the VWAP overlays (bands / session / rolling-anchored). Plus the
+ * pandas/TradingView price-source aliases `hl2`, `hlc3`, `ohlc4`, `wcp` and the `zlma` MA alias.
+ */
+import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
+import { SmaStream, trima, zlema } from './moving-averages.js';
+import { MAX_TECHNICAL_ANALYSIS_PARALLEL_STREAMS } from './limits.js';
+import { requireSnapshotArrayCardinality } from './snapshot-cardinality.js';
+import { averagePrice, medianPrice, typicalPrice, weightedClose } from './transforms.js';
+import { requireInRange, requireOneOf, requireParallelStreamCount, requirePeriod, requirePositive, } from './validate.js';
+import { requireStreamParameters } from './stream-validation.js';
+const nan = () => NaN;
+// ───────────────────────── generic windowed weighted MA ─────────────────────────
+class WeightedMovingAverageStream {
+    buf = [];
+    denom;
+    value = null;
+    kind;
+    weights;
+    constructor(parameters) {
+        requireStreamParameters('WeightedMovingAverageStream.constructor#0', 'WeightedMovingAverageStream', parameters);
+        const { kind, weights } = parameters;
+        this.kind = kind;
+        this.weights = weights;
+        let d = 0;
+        for (const w of weights)
+            d += w;
+        this.denom = d;
+    }
+    next(value) {
+        this.buf.push(value);
+        if (this.buf.length > this.weights.length)
+            this.buf.shift();
+        if (this.buf.length < this.weights.length) {
+            this.value = null;
+            return null;
+        }
+        let num = 0;
+        for (let i = 0; i < this.weights.length; i++)
+            num += this.buf[i] * this.weights[i];
+        this.value = this.denom === 0 ? NaN : num / this.denom;
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf(this.kind, {
+            weights: [...this.weights],
+            buf: [...this.buf],
+            value: this.value,
+        });
+    }
+    static restore(kind) {
+        return (s) => {
+            const state = readSnapshot(s, kind);
+            const x = new WeightedMovingAverageStream({ kind, weights: state.numbers('weights') });
+            x.buf = state.numbers('buf');
+            x.value = state.cached('value');
+            return x;
+        };
+    }
+}
+function fibonacciWeights(n) {
+    const f = new Array(n);
+    for (let i = 0; i < n; i++)
+        f[i] = i < 2 ? 1 : f[i - 1] + f[i - 2];
+    return f; // ascending → most-recent (last) gets the largest weight
+}
+function sineWeights(n) {
+    const w = new Array(n);
+    for (let i = 0; i < n; i++)
+        w[i] = Math.sin((Math.PI * (i + 1)) / (n + 1));
+    return w;
+}
+function pascalWeights(n) {
+    // binomial coefficients C(n-1, k)
+    const w = new Array(n);
+    let c = 1;
+    for (let k = 0; k < n; k++) {
+        w[k] = c;
+        c = (c * (n - 1 - k)) / (k + 1);
+    }
+    return w;
+}
+export const fwma = withBuiltinMetadata(makeIndicator((p) => new WeightedMovingAverageStream({
+    kind: 'fwma',
+    weights: fibonacciWeights(requirePeriod(p.period, 'fwma')),
+}), WeightedMovingAverageStream.restore('fwma'), nan), builtinMetadata.fwmaMetadata);
+export const sineWma = withBuiltinMetadata(makeIndicator((p) => new WeightedMovingAverageStream({
+    kind: 'sineWma',
+    weights: sineWeights(requirePeriod(p.period, 'sineWma')),
+}), WeightedMovingAverageStream.restore('sineWma'), nan), builtinMetadata.sineWmaMetadata);
+export const pascalWma = withBuiltinMetadata(makeIndicator((p) => new WeightedMovingAverageStream({
+    kind: 'pascalWma',
+    weights: pascalWeights(requirePeriod(p.period, 'pascalWma')),
+}), WeightedMovingAverageStream.restore('pascalWma'), nan), builtinMetadata.pascalWmaMetadata);
+/** Symmetric (triangular) weighted MA — identical to the triangular MA (`trima`). */
+export const symmetricWma = trima;
+class JmaStream {
+    e0 = 0;
+    e1 = 0;
+    e2 = 0;
+    jma = 0;
+    beta;
+    alpha;
+    phaseRatio;
+    value = null;
+    constructor(parameters) {
+        requireStreamParameters('JmaStream.constructor#0', 'JmaStream', parameters);
+        const { period, phase, power } = parameters;
+        this.beta = (0.45 * (period - 1)) / (0.45 * (period - 1) + 2);
+        this.alpha = Math.pow(this.beta, power);
+        this.phaseRatio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5;
+    }
+    next(source) {
+        const { alpha, beta, phaseRatio } = this;
+        this.e0 = (1 - alpha) * source + alpha * this.e0;
+        this.e1 = (source - this.e0) * (1 - beta) + beta * this.e1;
+        this.e2 = (this.e0 + phaseRatio * this.e1 - this.jma) * (1 - alpha) ** 2 + alpha ** 2 * this.e2;
+        this.jma = this.e2 + this.jma;
+        this.value = this.jma;
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('jma', {
+            beta: this.beta,
+            alpha: this.alpha,
+            phaseRatio: this.phaseRatio,
+            e0: this.e0,
+            e1: this.e1,
+            e2: this.e2,
+            jma: this.jma,
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'jma');
+        const x = new JmaStream({ period: 2, phase: 0, power: 1 });
+        Object.assign(x, {
+            beta: state.number('beta'),
+            alpha: state.number('alpha'),
+            phaseRatio: state.number('phaseRatio'),
+            e0: state.number('e0'),
+            e1: state.number('e1'),
+            e2: state.number('e2'),
+            jma: state.number('jma'),
+        });
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const jma = withBuiltinMetadata(makeIndicator((p) => new JmaStream({
+    period: requirePeriod(p.period, 'jma'),
+    phase: requireInRange(p.phase ?? 0, 'jma', 'phase', -100, 100),
+    power: requirePositive(p.power ?? 1, 'jma', 'power'),
+}), JmaStream.fromJSON, nan), builtinMetadata.jmaMetadata);
+class HwmaStream {
+    f = null;
+    v = 0;
+    a = 0;
+    value = null;
+    levelSmoothing;
+    trendSmoothing;
+    accelerationSmoothing;
+    constructor(parameters) {
+        requireStreamParameters('HwmaStream.constructor#0', 'HwmaStream', parameters);
+        const { levelSmoothing, trendSmoothing, accelerationSmoothing } = parameters;
+        this.levelSmoothing = levelSmoothing;
+        this.trendSmoothing = trendSmoothing;
+        this.accelerationSmoothing = accelerationSmoothing;
+    }
+    next(price) {
+        if (this.f === null) {
+            this.f = price;
+            this.v = 0;
+            this.a = 0;
+            this.value = price;
+            return price;
+        }
+        const fPrev = this.f;
+        const vPrev = this.v;
+        const aPrev = this.a;
+        this.f =
+            (1 - this.levelSmoothing) * (fPrev + vPrev + 0.5 * aPrev) + this.levelSmoothing * price;
+        this.v = (1 - this.trendSmoothing) * (vPrev + aPrev) + this.trendSmoothing * (this.f - fPrev);
+        this.a =
+            (1 - this.accelerationSmoothing) * aPrev + this.accelerationSmoothing * (this.v - vPrev);
+        this.value = this.f + this.v + 0.5 * this.a;
+        return this.value;
+    }
+    toJSON() {
+        // NB: the velocity term is serialized as `vel`, not `v` — `v` is reserved by the framework for
+        // the snapshot schema version (stamped centrally), so a `v` field here would be clobbered.
+        return snapshotOf('hwma', {
+            levelSmoothing: this.levelSmoothing,
+            trendSmoothing: this.trendSmoothing,
+            accelerationSmoothing: this.accelerationSmoothing,
+            f: this.f,
+            vel: this.v,
+            a: this.a,
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'hwma');
+        const x = new HwmaStream({
+            levelSmoothing: state.number('levelSmoothing'),
+            trendSmoothing: state.number('trendSmoothing'),
+            accelerationSmoothing: state.number('accelerationSmoothing'),
+        });
+        Object.assign(x, { f: state.numberOrNull('f'), v: state.number('vel'), a: state.number('a') });
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const holtWinterMovingAverage = withBuiltinMetadata(makeIndicator((p) => new HwmaStream({
+    levelSmoothing: requireInRange(p.levelSmoothing ?? 0.2, 'holtWinterMovingAverage', 'levelSmoothing', 0, 1),
+    trendSmoothing: requireInRange(p.trendSmoothing ?? 0.1, 'holtWinterMovingAverage', 'trendSmoothing', 0, 1),
+    accelerationSmoothing: requireInRange(p.accelerationSmoothing ?? 0.1, 'holtWinterMovingAverage', 'accelerationSmoothing', 0, 1),
+}), HwmaStream.fromJSON, nan), builtinMetadata.holtWinterMovingAverageMetadata);
+class RainbowMovingAverageStream {
+    smas;
+    value = null;
+    constructor(parameters) {
+        requireStreamParameters('RainbowMovingAverageStream.constructor#0', 'RainbowMovingAverageStream', parameters);
+        const { period, levels } = parameters;
+        requireParallelStreamCount(levels, 'RainbowMovingAverageStream', 'levels');
+        this.smas = Array.from({ length: levels }, () => new SmaStream(period));
+    }
+    next(value) {
+        let cur = value;
+        let sum = 0;
+        for (const s of this.smas) {
+            cur = s.next(cur);
+            if (cur === null) {
+                this.value = null;
+                return null;
+            }
+            sum += cur;
+        }
+        this.value = sum / this.smas.length;
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('rainbowMovingAverage', {
+            smas: this.smas.map((s) => s.toJSON()),
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        requireSnapshotArrayCardinality(snapshot, 'rainbowMovingAverage', 'smas', {
+            minimumLength: 1,
+            maximumLength: MAX_TECHNICAL_ANALYSIS_PARALLEL_STREAMS,
+            unit: 'nested snapshots',
+        });
+        const state = readSnapshot(snapshot, 'rainbowMovingAverage');
+        const x = new RainbowMovingAverageStream({ period: 1, levels: 1 });
+        const smas = state.children('smas');
+        requireParallelStreamCount(smas.length, 'RainbowMovingAverageStream.fromJSON', 'smas.length');
+        x.smas = smas.map((snap) => SmaStream.fromJSON(snap));
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const rainbowMovingAverage = withBuiltinMetadata(makeIndicator((p) => new RainbowMovingAverageStream({
+    period: requirePeriod(p.period ?? 2, 'rainbowMovingAverage'),
+    levels: requireParallelStreamCount(p.levels ?? 10, 'rainbowMovingAverage', 'levels'),
+}), RainbowMovingAverageStream.fromJSON, nan), builtinMetadata.rainbowMovingAverageMetadata);
+class MovingAverageRibbonStream {
+    smas;
+    value = null;
+    constructor(periods) {
+        requireParallelStreamCount(periods.length, 'MovingAverageRibbonStream', 'periods.length');
+        this.smas = periods.map((p) => new SmaStream(p));
+    }
+    next(value) {
+        // feed EVERY sub-MA on every bar (they are independent) — never short-circuit, or the
+        // longer-period MAs get starved during the shorter ones' warmup.
+        const vals = this.smas.map((s) => s.next(value));
+        if (vals.some((r) => r === null)) {
+            this.value = null;
+            return null;
+        }
+        this.value = vals;
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('movingAverageRibbon', {
+            smas: this.smas.map((s) => s.toJSON()),
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        requireSnapshotArrayCardinality(snapshot, 'movingAverageRibbon', 'smas', {
+            minimumLength: 1,
+            maximumLength: MAX_TECHNICAL_ANALYSIS_PARALLEL_STREAMS,
+            unit: 'nested snapshots',
+        });
+        const state = readSnapshot(snapshot, 'movingAverageRibbon');
+        const x = Object.create(MovingAverageRibbonStream.prototype);
+        const smas = state.children('smas');
+        requireParallelStreamCount(smas.length, 'MovingAverageRibbonStream.fromJSON', 'smas.length');
+        x.smas = smas.map((snap) => SmaStream.fromJSON(snap));
+        x.value = state.cached('value');
+        return x;
+    }
+}
+const DEFAULT_RIBBON = [10, 20, 30, 40, 50];
+export const movingAverageRibbon = withBuiltinMetadata(makeIndicator((p) => {
+    if (p.periods !== undefined && !Array.isArray(p.periods)) {
+        throw new InputError(`movingAverageRibbon: periods must be an array of periods when provided. Received ${p.periods === null ? 'null' : typeof p.periods}.`, { code: ErrorCode.InputWrongType, context: { field: 'periods' } });
+    }
+    const periods = p.periods ?? DEFAULT_RIBBON;
+    requireParallelStreamCount(periods.length, 'movingAverageRibbon', 'periods.length');
+    return new MovingAverageRibbonStream(periods.map((n, i) => requirePeriod(n, 'movingAverageRibbon', `periods[${i}]`)));
+}, MovingAverageRibbonStream.fromJSON, (p) => (p.periods ?? DEFAULT_RIBBON).map(() => NaN)), builtinMetadata.movingAverageRibbonMetadata);
+class GannHiLoStream {
+    smaHigh;
+    smaLow;
+    prevSmaHigh = null;
+    prevSmaLow = 0;
+    trend = 1;
+    value = null;
+    constructor(period) {
+        requirePeriod(period, 'GannHiLoStream', 'period', 1, 'bars');
+        this.smaHigh = new SmaStream(period);
+        this.smaLow = new SmaStream(period);
+    }
+    next(bar) {
+        const sh = this.smaHigh.next(bar.high);
+        const sl = this.smaLow.next(bar.low);
+        if (sh === null || sl === null) {
+            this.value = null;
+            return null;
+        }
+        if (this.prevSmaHigh !== null) {
+            if (bar.close > this.prevSmaHigh)
+                this.trend = 1;
+            else if (bar.close < this.prevSmaLow)
+                this.trend = -1;
+        }
+        this.prevSmaHigh = sh;
+        this.prevSmaLow = sl;
+        this.value = { value: this.trend === 1 ? sl : sh, trend: this.trend };
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('gannHighLowActivator', {
+            smaHigh: this.smaHigh.toJSON(),
+            smaLow: this.smaLow.toJSON(),
+            prevSmaHigh: this.prevSmaHigh,
+            prevSmaLow: this.prevSmaLow,
+            trend: this.trend,
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'gannHighLowActivator');
+        const x = new GannHiLoStream(1);
+        x.smaHigh = SmaStream.fromJSON(state.child('smaHigh'));
+        x.smaLow = SmaStream.fromJSON(state.child('smaLow'));
+        Object.assign(x, {
+            prevSmaHigh: state.numberOrNull('prevSmaHigh'),
+            prevSmaLow: state.number('prevSmaLow'),
+            trend: state.number('trend'),
+        });
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const gannHighLowActivator = withBuiltinMetadata(makeIndicator((p) => new GannHiLoStream(requirePeriod(p.period ?? 3, 'gannHighLowActivator')), GannHiLoStream.fromJSON, () => ({ value: NaN, trend: NaN })), builtinMetadata.gannHighLowActivatorMetadata);
+class VwapBandsStream {
+    mult;
+    cumPV = 0;
+    cumV = 0;
+    cumPV2 = 0;
+    value = null;
+    constructor(mult) {
+        this.mult = mult;
+    }
+    next(bar) {
+        const tp = (bar.high + bar.low + bar.close) / 3;
+        const v = bar.volume ?? 0;
+        this.cumPV += tp * v;
+        this.cumV += v;
+        this.cumPV2 += tp * tp * v;
+        const vwap = this.cumV === 0 ? tp : this.cumPV / this.cumV;
+        const variance = this.cumV === 0 ? 0 : Math.max(0, this.cumPV2 / this.cumV - vwap * vwap);
+        const sd = Math.sqrt(variance);
+        this.value = { vwap, upper: vwap + this.mult * sd, lower: vwap - this.mult * sd };
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('vwapBands', {
+            mult: this.mult,
+            cumPV: this.cumPV,
+            cumV: this.cumV,
+            cumPV2: this.cumPV2,
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'vwapBands');
+        const x = new VwapBandsStream(state.number('mult'));
+        Object.assign(x, {
+            cumPV: state.number('cumPV'),
+            cumV: state.number('cumV'),
+            cumPV2: state.number('cumPV2'),
+        });
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const vwapBands = withBuiltinMetadata(makeIndicator((p) => new VwapBandsStream(requirePositive(p.multiplier ?? 2, 'vwapBands', 'multiplier')), VwapBandsStream.fromJSON, () => ({ vwap: NaN, upper: NaN, lower: NaN })), builtinMetadata.vwapBandsMetadata);
+class SessionVwapStream {
+    resetEvery;
+    idx = 0;
+    cumPV = 0;
+    cumV = 0;
+    value = null;
+    constructor(resetEvery) {
+        this.resetEvery = resetEvery;
+        requirePeriod(resetEvery, 'SessionVwapStream', 'resetEvery', 1, 'bars');
+    }
+    next(bar) {
+        if (this.idx % this.resetEvery === 0) {
+            this.cumPV = 0;
+            this.cumV = 0;
+        }
+        this.idx++;
+        const tp = (bar.high + bar.low + bar.close) / 3;
+        const v = bar.volume ?? 0;
+        this.cumPV += tp * v;
+        this.cumV += v;
+        this.value = this.cumV === 0 ? tp : this.cumPV / this.cumV;
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('sessionVwap', {
+            resetEvery: this.resetEvery,
+            idx: this.idx,
+            cumPV: this.cumPV,
+            cumV: this.cumV,
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'sessionVwap');
+        const x = new SessionVwapStream(state.number('resetEvery'));
+        Object.assign(x, {
+            idx: state.number('idx'),
+            cumPV: state.number('cumPV'),
+            cumV: state.number('cumV'),
+        });
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const sessionVwap = withBuiltinMetadata(makeIndicator((p) => new SessionVwapStream(requirePeriod(p.resetEvery, 'sessionVwap', 'resetEvery', 1, 'bars')), SessionVwapStream.fromJSON, nan), builtinMetadata.sessionVwapMetadata);
+class RollingAnchoredVwapStream {
+    tp = [];
+    volumes = [];
+    ext = []; // the high or low used to pick the anchor
+    value = null;
+    lookback;
+    anchorLow;
+    constructor(parameters) {
+        requireStreamParameters('RollingAnchoredVwapStream.constructor#0', 'RollingAnchoredVwapStream', parameters);
+        const { lookback, anchorLow } = parameters;
+        this.lookback = lookback;
+        this.anchorLow = anchorLow;
+    }
+    next(bar) {
+        this.tp.push((bar.high + bar.low + bar.close) / 3);
+        this.volumes.push(bar.volume ?? 0);
+        this.ext.push(this.anchorLow ? bar.low : bar.high);
+        if (this.tp.length > this.lookback) {
+            this.tp.shift();
+            this.volumes.shift();
+            this.ext.shift();
+        }
+        if (this.tp.length < this.lookback) {
+            this.value = null;
+            return null;
+        }
+        // anchor = the rolling-window extreme
+        let anchorIdx = 0;
+        for (let i = 1; i < this.ext.length; i++) {
+            if (this.anchorLow ? this.ext[i] < this.ext[anchorIdx] : this.ext[i] > this.ext[anchorIdx]) {
+                anchorIdx = i;
+            }
+        }
+        let pv = 0;
+        let vv = 0;
+        for (let i = anchorIdx; i < this.tp.length; i++) {
+            pv += this.tp[i] * this.volumes[i];
+            vv += this.volumes[i];
+        }
+        const last = this.tp.length - 1;
+        this.value = {
+            vwap: vv === 0 ? this.tp[last] : pv / vv,
+            anchorBarsAgo: last - anchorIdx,
+        };
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('rollingAnchoredVwap', {
+            lookback: this.lookback,
+            anchorLow: this.anchorLow,
+            tp: [...this.tp],
+            volumes: [...this.volumes],
+            ext: [...this.ext],
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'rollingAnchoredVwap');
+        const x = new RollingAnchoredVwapStream({
+            lookback: state.lookback('lookback'),
+            anchorLow: state.boolean('anchorLow'),
+        });
+        x.tp = state.numbers('tp');
+        x.volumes = state.numbers('volumes');
+        x.ext = state.numbers('ext');
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const rollingAnchoredVwap = withBuiltinMetadata(makeIndicator((p) => new RollingAnchoredVwapStream({
+    lookback: requirePeriod(p.lookback ?? 50, 'rollingAnchoredVwap', 'lookback'),
+    anchorLow: requireOneOf(p.anchor ?? 'low', ['low', 'high'], 'rollingAnchoredVwap', 'anchor') ===
+        'low',
+}), RollingAnchoredVwapStream.fromJSON, () => ({ vwap: NaN, anchorBarsAgo: NaN })), builtinMetadata.rollingAnchoredVwapMetadata);
+// ───────────────────────── price-source aliases ─────────────────────────
+/** (high + low) / 2 — alias of `medianPrice`. */
+export const hl2 = medianPrice;
+/** (high + low + close) / 3 — alias of `typicalPrice`. */
+export const hlc3 = typicalPrice;
+/** (open + high + low + close) / 4 — alias of `averagePrice`. */
+export const ohlc4 = averagePrice;
+/** (high + low + 2·close) / 4 — alias of `weightedClose`. */
+export const wcp = weightedClose;
+/** Zero-lag EMA — alias of `zlema`. */
+export const zlma = zlema;
+export { WeightedMovingAverageStream, JmaStream, HwmaStream, RainbowMovingAverageStream, MovingAverageRibbonStream, GannHiLoStream, VwapBandsStream, SessionVwapStream, RollingAnchoredVwapStream, };
+//# sourceMappingURL=overlap-ext.js.map

package/modules/technical-analysis/dist/overlap-ext.js.map

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package/modules/technical-analysis/dist/overlap.d.ts

@@ -0,0 +1,11 @@
+/**
+ * Overlap studies (concept entrypoint).
+ *
+ * Moving averages (`./moving-averages`) plus the extended overlap set (`./overlap-ext`):
+ * weighted MAs, JMA/HWMA, rainbow & ribbon MAs, VWAP bands, and session/rolling-anchored VWAP.
+ * Bollinger / Keltner bands live in `@insiderfinance/totalfinance/technical-analysis/bands`.
+ */
+export * from './moving-averages.js';
+export * from './overlap-ext.js';
+export type { PeriodParameters } from './moving-averages.js';
+//# sourceMappingURL=overlap.d.ts.map

package/modules/technical-analysis/dist/overlap.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"overlap.d.ts","sourceRoot":"","sources":["../src/overlap.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AACH,cAAc,sBAAsB,CAAC;AACrC,cAAc,kBAAkB,CAAC;AAGjC,YAAY,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC"}

package/modules/technical-analysis/dist/overlap.js

@@ -0,0 +1,10 @@
+/**
+ * Overlap studies (concept entrypoint).
+ *
+ * Moving averages (`./moving-averages`) plus the extended overlap set (`./overlap-ext`):
+ * weighted MAs, JMA/HWMA, rainbow & ribbon MAs, VWAP bands, and session/rolling-anchored VWAP.
+ * Bollinger / Keltner bands live in `@insiderfinance/totalfinance/technical-analysis/bands`.
+ */
+export * from './moving-averages.js';
+export * from './overlap-ext.js';
+//# sourceMappingURL=overlap.js.map

package/modules/technical-analysis/dist/overlap.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"overlap.js","sourceRoot":"","sources":["../src/overlap.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AACH,cAAc,sBAAsB,CAAC;AACrC,cAAc,kBAAkB,CAAC"}

package/modules/technical-analysis/dist/performance-ext.d.ts

@@ -0,0 +1,21 @@
+/** pandas-ta performance-style indicators that are useful inside TA pipelines. */
+import { type IndicatorStream, type TechnicalAnalysisSnapshot } from './framework.js';
+type Empty = Record<never, never>;
+export interface DrawdownPoint {
+    /** Peak-to-current decline in price/equity units. */
+    drawdown: number;
+    /** Peak-to-current decline as a positive fraction. */
+    percent: number;
+    /** Log drawdown: `log(peak) - log(value)`. */
+    log: number;
+}
+declare class DrawdownStream implements IndicatorStream<number, DrawdownPoint> {
+    private peak;
+    value: DrawdownPoint | null;
+    next(value: number): DrawdownPoint | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static fromJSON(snapshot: TechnicalAnalysisSnapshot): DrawdownStream;
+}
+export declare const drawdown: import("./framework.js").Indicator<Empty, number, DrawdownPoint>;
+export { DrawdownStream };
+//# sourceMappingURL=performance-ext.d.ts.map

package/modules/technical-analysis/dist/performance-ext.d.ts.map

@@ -0,0 +1 @@
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