@insiderfinance/totalfinance 0.1.0

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

@@ -0,0 +1 @@
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package/modules/technical-analysis/dist/resample.d.ts

@@ -0,0 +1,77 @@
+/**
+ * Multi-timeframe resampling and no-lookahead alignment (spec §13, WS6.2).
+ *
+ * `resample` aggregates timestamped bars into a higher timeframe on EPOCH-ALIGNED buckets
+ * (`bucketStart = floor(ts / intervalMs) * intervalMs`). `alignToBars` projects a higher-timeframe
+ * (HTF) series onto a lower-timeframe (LTF) index with a strictly-causal step-hold: an LTF bar only
+ * ever sees an HTF bar whose bucket has already CLOSED, so the classic `request.security` repaint /
+ * lookahead trap is structurally impossible.
+ *
+ * LIMITATION (documented, intentional): only epoch-aligned buckets are supported. Session-anchored
+ * resampling (buckets that start at an exchange's session open rather than the Unix epoch) is NOT
+ * included here.
+ */
+/** A timestamped OHLCV bar (ms since the Unix epoch). */
+export interface TimeBar {
+    /** Bar timestamp in milliseconds since the Unix epoch. */
+    timestampMs: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    /** Traded volume; treated as 0 when absent. */
+    volume?: number;
+}
+/** A resampled higher-timeframe bar: OHLCV plus the bucket VWAP and a forming-bucket flag. */
+export interface ResampledBar {
+    /** Bucket start (`floor(ts / intervalMs) * intervalMs`), ms since the epoch. */
+    timestampMs: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    /** Summed volume over the bucket. */
+    volume: number;
+    /** Volume-weighted average of the typical price `(h+l+c)/3`; the last typical price if volume is 0. */
+    vwap: number;
+    /** `true` for the still-forming final bucket (only emitted with `includePartial: true`). */
+    partial: boolean;
+}
+/** Named timeframes, or a raw millisecond interval. */
+export type ResampleInterval = '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d' | number;
+export interface ResampleOptions {
+    /** Emit the final, still-forming bucket (flagged `partial: true`). Default `false`. */
+    includePartial?: boolean;
+}
+/**
+ * Resample ascending timestamped bars to a higher timeframe on epoch-aligned buckets. OHLC =
+ * first-open / max-high / min-low / last-close; volume is summed; VWAP is volume-weighted over the
+ * bucket's typical prices. Only COMPLETED buckets are emitted by default — the final (forming) bucket
+ * is emitted only with `{ includePartial: true }` and flagged `partial: true`. Bars must be ascending
+ * by `timestampMs` (throws otherwise).
+ */
+export declare function resample(bars: ArrayLike<TimeBar>, interval: ResampleInterval, options?: ResampleOptions): ResampledBar[];
+export interface AlignOptions {
+    /** The HTF bucket width in ms. Defaults to the smallest positive gap between consecutive HTF bars. */
+    intervalMs?: number;
+}
+export interface AlignToBarsInput {
+    higherSeries: ArrayLike<number>;
+    higherBars: ArrayLike<TimeBar>;
+    lowerBars: ArrayLike<TimeBar>;
+    options?: AlignOptions;
+}
+/**
+ * Project a higher-timeframe series onto a lower-timeframe bar index, strictly causally (spec §13,
+ * WS6.2). `higherSeries[j]` is a value computed on `higherBars[j]`, whose bucket `[ts, ts + iv)` is
+ * usable only once it has CLOSED, i.e. at LTF times `≥ higherBars[j].timestampMs + intervalMs`. The LTF value at bar `i`
+ * is a step-hold of the last HTF bar that has closed by `lowerBars[i].timestampMs`; it is `NaN` before the
+ * first HTF bucket closes. No LTF output ever depends on an unclosed HTF bar — the `request.security`
+ * lookahead is impossible by construction.
+ *
+ * `higherBars` must be ascending by `timestampMs`. The interval is `options.intervalMs` if given, else inferred as the
+ * smallest positive gap between consecutive HTF bars (with a single HTF bar and no `intervalMs`, the
+ * bar never becomes usable and every output is `NaN`).
+ */
+export declare function alignToBars(input: AlignToBarsInput): number[];
+//# sourceMappingURL=resample.d.ts.map

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

@@ -0,0 +1 @@
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package/modules/technical-analysis/dist/resample.js

@@ -0,0 +1,239 @@
+/**
+ * Multi-timeframe resampling and no-lookahead alignment (spec §13, WS6.2).
+ *
+ * `resample` aggregates timestamped bars into a higher timeframe on EPOCH-ALIGNED buckets
+ * (`bucketStart = floor(ts / intervalMs) * intervalMs`). `alignToBars` projects a higher-timeframe
+ * (HTF) series onto a lower-timeframe (LTF) index with a strictly-causal step-hold: an LTF bar only
+ * ever sees an HTF bar whose bucket has already CLOSED, so the classic `request.security` repaint /
+ * lookahead trap is structurally impossible.
+ *
+ * LIMITATION (documented, intentional): only epoch-aligned buckets are supported. Session-anchored
+ * resampling (buckets that start at an exchange's session open rather than the Unix epoch) is NOT
+ * included here.
+ */
+import { ErrorCode, InputError, ensureFinite, ensureKnownKeys, requireArgumentArray, requireArgumentObject, } from '../../core/dist/index.js';
+import { requireBooleanWhenPresent } from './validate.js';
+const INTERVAL_MS = {
+    '1m': 60_000,
+    '5m': 300_000,
+    '15m': 900_000,
+    '30m': 1_800_000,
+    '1h': 3_600_000,
+    '4h': 14_400_000,
+    '1d': 86_400_000,
+};
+const NAMED = Object.keys(INTERVAL_MS);
+/** Resolve a timeframe to milliseconds, rejecting unknown names and non-positive numbers. */
+function intervalToMs(interval, functionName) {
+    if (typeof interval === 'number') {
+        if (!Number.isFinite(interval) || interval <= 0) {
+            throw new InputError(`${functionName}: a numeric interval must be a positive number of ms, got ${interval}.`, {
+                code: ErrorCode.InputOutOfRange,
+                context: { interval },
+            });
+        }
+        return interval;
+    }
+    const ms = INTERVAL_MS[interval];
+    if (ms === undefined) {
+        throw new InputError(`${functionName}: unknown interval "${interval}"; use one of ${NAMED.join(', ')} or a ms number.`, {
+            code: ErrorCode.InputInvalidEnum,
+            context: { interval, valid: NAMED },
+        });
+    }
+    return ms;
+}
+const RESAMPLE_OPTS_KEYS = ['includePartial'];
+/**
+ * Validate a single OHLCV bar (finite prices, `high ≥ low`, non-negative finite volume). A non-finite
+ * price would silently poison the bucket's max-high/min-low/close aggregates with NaN under an
+ * otherwise-successful return (design law #4 — no silent degradation).
+ */
+function validateBar(bar, i, functionName) {
+    ensureFinite(bar.timestampMs, `bars[${i}].timestampMs`, functionName);
+    ensureFinite(bar.open, `bars[${i}].open`, functionName);
+    ensureFinite(bar.high, `bars[${i}].high`, functionName);
+    ensureFinite(bar.low, `bars[${i}].low`, functionName);
+    ensureFinite(bar.close, `bars[${i}].close`, functionName);
+    if (bar.high < bar.low) {
+        throw new InputError(`${functionName}: bars[${i}] has high < low (${bar.high} < ${bar.low}).`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { index: i, high: bar.high, low: bar.low },
+        });
+    }
+    if (bar.volume !== undefined && (!Number.isFinite(bar.volume) || bar.volume < 0)) {
+        throw new InputError(`${functionName}: bars[${i}].volume must be a non-negative finite number, got ${bar.volume}.`, { code: ErrorCode.InputOutOfRange, context: { index: i, volume: bar.volume } });
+    }
+}
+function finalize(b, partial) {
+    const vwap = b.volume > 0 ? b.pv / b.volume : b.lastTypical;
+    return {
+        timestampMs: b.start,
+        open: b.open,
+        high: b.high,
+        low: b.low,
+        close: b.close,
+        volume: b.volume,
+        vwap,
+        partial,
+    };
+}
+/**
+ * Resample ascending timestamped bars to a higher timeframe on epoch-aligned buckets. OHLC =
+ * first-open / max-high / min-low / last-close; volume is summed; VWAP is volume-weighted over the
+ * bucket's typical prices. Only COMPLETED buckets are emitted by default — the final (forming) bucket
+ * is emitted only with `{ includePartial: true }` and flagged `partial: true`. Bars must be ascending
+ * by `timestampMs` (throws otherwise).
+ */
+export function resample(bars, interval, options = {}) {
+    const functionName = 'resample';
+    requireArgumentArray(functionName, 'bars', bars);
+    requireArgumentObject(functionName, 'options', options);
+    // Law 12: an unknown option (an `includePartials` typo) teaches instead of being silently ignored.
+    ensureKnownKeys(functionName, 'options', options, RESAMPLE_OPTS_KEYS);
+    const intervalMs = intervalToMs(interval, functionName);
+    requireBooleanWhenPresent(options.includePartial, 'resample', 'includePartial');
+    const includePartial = options.includePartial ?? false;
+    const n = bars.length;
+    const out = [];
+    let cur = null;
+    let prevTs = -Infinity;
+    for (let i = 0; i < n; i++) {
+        const bar = bars[i];
+        validateBar(bar, i, functionName);
+        if (bar.timestampMs < prevTs) {
+            throw new InputError(`${functionName}: bars must be ascending by timestampMs (bars[${i}].timestampMs < bars[${i - 1}].timestampMs).`, {
+                code: ErrorCode.InputOutOfRange,
+                context: { index: i, timestampMs: bar.timestampMs, prevTs },
+            });
+        }
+        prevTs = bar.timestampMs;
+        const start = Math.floor(bar.timestampMs / intervalMs) * intervalMs;
+        const volume = bar.volume ?? 0;
+        const typical = (bar.high + bar.low + bar.close) / 3;
+        if (cur === null || start !== cur.start) {
+            // A new bucket opened; the previous one is complete.
+            if (cur !== null)
+                out.push(finalize(cur, false));
+            cur = {
+                start,
+                open: bar.open,
+                high: bar.high,
+                low: bar.low,
+                close: bar.close,
+                volume,
+                pv: typical * volume,
+                lastTypical: typical,
+            };
+        }
+        else {
+            cur.high = Math.max(cur.high, bar.high);
+            cur.low = Math.min(cur.low, bar.low);
+            cur.close = bar.close;
+            cur.volume += volume;
+            cur.pv += typical * volume;
+            cur.lastTypical = typical;
+        }
+    }
+    // The last bucket present in the input is the still-forming one — emit it only on request.
+    if (cur !== null && includePartial)
+        out.push(finalize(cur, true));
+    return out;
+}
+const ALIGN_OPTS_KEYS = ['intervalMs'];
+/** Infer the HTF bucket width from the smallest positive gap between consecutive bar timestamps. */
+function inferIntervalMs(higherBars) {
+    let smallestGapMs = Infinity;
+    for (let j = 1; j < higherBars.length; j++) {
+        const gap = higherBars[j].timestampMs - higherBars[j - 1].timestampMs;
+        if (gap > 0 && gap < smallestGapMs)
+            smallestGapMs = gap;
+    }
+    return smallestGapMs; // Infinity when there are fewer than two bars: no bucket ever "closes".
+}
+/**
+ * Project a higher-timeframe series onto a lower-timeframe bar index, strictly causally (spec §13,
+ * WS6.2). `higherSeries[j]` is a value computed on `higherBars[j]`, whose bucket `[ts, ts + iv)` is
+ * usable only once it has CLOSED, i.e. at LTF times `≥ higherBars[j].timestampMs + intervalMs`. The LTF value at bar `i`
+ * is a step-hold of the last HTF bar that has closed by `lowerBars[i].timestampMs`; it is `NaN` before the
+ * first HTF bucket closes. No LTF output ever depends on an unclosed HTF bar — the `request.security`
+ * lookahead is impossible by construction.
+ *
+ * `higherBars` must be ascending by `timestampMs`. The interval is `options.intervalMs` if given, else inferred as the
+ * smallest positive gap between consecutive HTF bars (with a single HTF bar and no `intervalMs`, the
+ * bar never becomes usable and every output is `NaN`).
+ */
+export function alignToBars(input) {
+    requireArgumentObject('alignToBars', 'input', input);
+    ensureKnownKeys('alignToBars', 'input', input, [
+        'higherSeries',
+        'higherBars',
+        'lowerBars',
+        'options',
+    ]);
+    const { higherSeries, higherBars, lowerBars, options: options = {} } = input;
+    requireArgumentArray('alignToBars', 'higherBars', higherBars);
+    requireArgumentArray('alignToBars', 'higherSeries', higherSeries);
+    requireArgumentArray('alignToBars', 'lowerBars', lowerBars);
+    requireArgumentObject('alignToBars', 'options', options);
+    ensureKnownKeys('alignToBars', 'options', options, ALIGN_OPTS_KEYS);
+    const functionName = 'alignToBars';
+    const hn = higherBars.length;
+    if (higherSeries.length !== hn) {
+        throw new InputError(`${functionName}: higherSeries and higherBars must have equal length (${higherSeries.length} vs ${hn}).`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { series: higherSeries.length, bars: hn },
+        });
+    }
+    for (let j = 0; j < hn; j++) {
+        ensureFinite(higherBars[j].timestampMs, `higherBars[${j}].timestampMs`, functionName);
+        if (j > 0 && higherBars[j].timestampMs < higherBars[j - 1].timestampMs) {
+            throw new InputError(`${functionName}: higherBars must be ascending by timestampMs.`, {
+                code: ErrorCode.InputOutOfRange,
+                context: { index: j },
+            });
+        }
+    }
+    // The LTF index must be ascending too: the causal step-hold contract assumes a time-ordered lower
+    // series, and an out-of-order LTF bar signals bad data rather than a meaningful query point.
+    for (let i = 0; i < lowerBars.length; i++) {
+        ensureFinite(lowerBars[i].timestampMs, `lowerBars[${i}].timestampMs`, functionName);
+        if (i > 0 && lowerBars[i].timestampMs < lowerBars[i - 1].timestampMs) {
+            throw new InputError(`${functionName}: lowerBars must be ascending by timestampMs.`, {
+                code: ErrorCode.InputOutOfRange,
+                context: { index: i },
+            });
+        }
+    }
+    const intervalMs = options.intervalMs ?? inferIntervalMs(higherBars);
+    if (options.intervalMs !== undefined && !(options.intervalMs > 0)) {
+        throw new InputError(`${functionName}: intervalMs must be positive, got ${options.intervalMs}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { intervalMs: options.intervalMs },
+        });
+    }
+    const ln = lowerBars.length;
+    const out = new Array(ln);
+    for (let i = 0; i < ln; i++) {
+        const lts = lowerBars[i].timestampMs;
+        // Largest j with bucketEnd(j) = higherBars[j].ts + iv ≤ lts  ⟺  higherBars[j].ts ≤ lts − iv.
+        // bucketEnd is ascending in j (bars ascending), so binary-search the rightmost qualifying bar.
+        const target = lts - intervalMs;
+        let lo = 0;
+        let hi = hn - 1;
+        let ans = -1;
+        while (lo <= hi) {
+            const mid = (lo + hi) >> 1;
+            if (higherBars[mid].timestampMs <= target) {
+                ans = mid;
+                lo = mid + 1;
+            }
+            else {
+                hi = mid - 1;
+            }
+        }
+        out[i] = ans >= 0 ? higherSeries[ans] : NaN;
+    }
+    return out;
+}
+//# sourceMappingURL=resample.js.map

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

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

@@ -0,0 +1,36 @@
+/**
+ * `@insiderfinance/totalfinance/technical-analysis/rsi` — Wilder's Relative Strength Index (spec §13.3).
+ *
+ * A lean deep entrypoint: the framework and RSI's own contract, never the discovery registry.
+ */
+import { type IndicatorStream, type TechnicalAnalysisSnapshot } from './framework.js';
+export interface RsiParameters {
+    /** Wilder lookback. Defaults to 14 (TA-Lib and pandas-ta agree); echoed via `.explain()`. */
+    period?: number;
+}
+declare class RsiStream implements IndicatorStream<number, number> {
+    private readonly period;
+    private prev;
+    private count;
+    private sumGain;
+    private sumLoss;
+    private averageGain;
+    private averageLoss;
+    private seeded;
+    value: number | null;
+    constructor(period: number);
+    private rsi;
+    next(value: number): number | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static fromJSON(snapshot: TechnicalAnalysisSnapshot): RsiStream;
+}
+/**
+ * Wilder's RSI (period 14 default, disclosed via `.explain()`).
+ *
+ * Flat-series convention: when the average loss over the window is zero (a flat or monotonically
+ * rising series), TotalFinance returns **100** (the RS → ∞ limit; TradingView's convention). TA-Lib
+ * emits 0 there and pandas-ta NaN — see `docs/compatibility/talib-differences.md`.
+ */
+export declare const rsi: import("./framework.js").Indicator<RsiParameters, number, number>;
+export { RsiStream };
+//# sourceMappingURL=rsi.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"rsi.d.ts","sourceRoot":"","sources":["../src/rsi.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAIH,OAAO,EACL,KAAK,eAAe,EACpB,KAAK,yBAAyB,EAI/B,MAAM,gBAAgB,CAAC;AAGxB,MAAM,WAAW,aAAa;IAC5B,6FAA6F;IAC7F,MAAM,CAAC,EAAE,MAAM,CAAC;CACjB;AAED,cAAM,SAAU,YAAW,eAAe,CAAC,MAAM,EAAE,MAAM,CAAC;IAU5C,OAAO,CAAC,QAAQ,CAAC,MAAM;IATnC,OAAO,CAAC,IAAI,CAAuB;IACnC,OAAO,CAAC,KAAK,CAAK;IAClB,OAAO,CAAC,OAAO,CAAK;IACpB,OAAO,CAAC,OAAO,CAAK;IACpB,OAAO,CAAC,WAAW,CAAK;IACxB,OAAO,CAAC,WAAW,CAAK;IACxB,OAAO,CAAC,MAAM,CAAS;IACvB,KAAK,EAAE,MAAM,GAAG,IAAI,CAAQ;gBAEC,MAAM,EAAE,MAAM;IAI3C,OAAO,CAAC,GAAG;IAMX,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI;IAgClC,MAAM,IAAI,yBAAyB;IAcnC,MAAM,CAAC,QAAQ,CAAC,QAAQ,EAAE,yBAAyB,GAAG,SAAS;CAahE;AAED;;;;;;GAMG;AACH,eAAO,MAAM,GAAG,mEAOf,CAAC;AAEF,OAAO,EAAE,SAAS,EAAE,CAAC"}

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

@@ -0,0 +1,95 @@
+/**
+ * `@insiderfinance/totalfinance/technical-analysis/rsi` — Wilder's Relative Strength Index (spec §13.3).
+ *
+ * A lean deep entrypoint: the framework and RSI's own contract, never the discovery registry.
+ */
+import * as builtinMetadata from './builtin-metadata.js';
+import { withBuiltinMetadata } from './indicator-metadata.js';
+import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
+import { requirePeriod } from './validate.js';
+class RsiStream {
+    period;
+    prev = null;
+    count = 0;
+    sumGain = 0;
+    sumLoss = 0;
+    averageGain = 0;
+    averageLoss = 0;
+    seeded = false;
+    value = null;
+    constructor(period) {
+        this.period = period;
+        requirePeriod(period, 'RsiStream');
+    }
+    rsi() {
+        if (this.averageLoss === 0)
+            return 100;
+        const rs = this.averageGain / this.averageLoss;
+        return 100 - 100 / (1 + rs);
+    }
+    next(value) {
+        if (this.prev === null) {
+            this.prev = value;
+            this.value = null;
+            return null;
+        }
+        const change = value - this.prev;
+        this.prev = value;
+        const gain = change > 0 ? change : 0;
+        const loss = change < 0 ? -change : 0;
+        this.count++;
+        if (!this.seeded) {
+            this.sumGain += gain;
+            this.sumLoss += loss;
+            if (this.count === this.period) {
+                this.averageGain = this.sumGain / this.period;
+                this.averageLoss = this.sumLoss / this.period;
+                this.seeded = true;
+                this.value = this.rsi();
+                return this.value;
+            }
+            this.value = null;
+            return null;
+        }
+        this.averageGain = (this.averageGain * (this.period - 1) + gain) / this.period;
+        this.averageLoss = (this.averageLoss * (this.period - 1) + loss) / this.period;
+        this.value = this.rsi();
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('rsi', {
+            period: this.period,
+            prev: this.prev,
+            count: this.count,
+            sumGain: this.sumGain,
+            sumLoss: this.sumLoss,
+            averageGain: this.averageGain,
+            averageLoss: this.averageLoss,
+            seeded: this.seeded,
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'rsi');
+        const x = new RsiStream(state.lookback('period'));
+        x.prev = state.numberOrNull('prev');
+        x.count = state.number('count');
+        x.sumGain = state.number('sumGain');
+        x.sumLoss = state.number('sumLoss');
+        x.averageGain = state.number('averageGain');
+        x.averageLoss = state.number('averageLoss');
+        x.seeded = state.boolean('seeded');
+        x.value = state.cached('value');
+        return x;
+    }
+}
+/**
+ * Wilder's RSI (period 14 default, disclosed via `.explain()`).
+ *
+ * Flat-series convention: when the average loss over the window is zero (a flat or monotonically
+ * rising series), TotalFinance returns **100** (the RS → ∞ limit; TradingView's convention). TA-Lib
+ * emits 0 there and pandas-ta NaN — see `docs/compatibility/talib-differences.md`.
+ */
+export const rsi = withBuiltinMetadata(makeIndicator((p) => new RsiStream(requirePeriod(p.period ?? 14, 'rsi')), RsiStream.fromJSON, () => NaN), builtinMetadata.rsiMetadata);
+export { RsiStream };
+//# sourceMappingURL=rsi.js.map

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

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

@@ -0,0 +1,40 @@
+/** Returns and rolling volatility (spec §13.3). */
+import { type IndicatorStream, type TechnicalAnalysisSnapshot } from './framework.js';
+export interface RollingVolatilityParameters {
+    period: number;
+    /** Bars per year: multiplies the per-period stddev by √annualization (252 daily, 52 weekly, 12 monthly); `1` = per-bar. Required. */
+    annualization: number;
+}
+declare class ReturnsStream implements IndicatorStream<number, number> {
+    private prev;
+    value: number | null;
+    next(value: number): number | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static fromJSON(snapshot: TechnicalAnalysisSnapshot): ReturnsStream;
+}
+declare class LogReturnsStream implements IndicatorStream<number, number> {
+    private prev;
+    value: number | null;
+    next(value: number): number | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static fromJSON(snapshot: TechnicalAnalysisSnapshot): LogReturnsStream;
+}
+declare class RollingVolatilityStream implements IndicatorStream<number, number> {
+    private prev;
+    private buf;
+    value: number | null;
+    private readonly period;
+    private readonly scale;
+    constructor(parameters: {
+        period: number;
+        scale: number;
+    });
+    next(value: number): number | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static fromJSON(snapshot: TechnicalAnalysisSnapshot): RollingVolatilityStream;
+}
+export declare const returns: import("./framework.js").Indicator<Record<never, never>, number, number>;
+export declare const logReturns: import("./framework.js").Indicator<Record<never, never>, number, number>;
+export declare const rollingVolatility: import("./framework.js").Indicator<RollingVolatilityParameters, number, number>;
+export { ReturnsStream, LogReturnsStream, RollingVolatilityStream };
+//# sourceMappingURL=series.d.ts.map

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

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