@insiderfinance/totalfinance 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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|
+
value: number | null;
|
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|
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private readonly kind;
|
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|
+
private readonly project;
|
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|
+
constructor(parameters: {
|
|
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|
+
kind: string;
|
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|
+
project: (bar: BarInput) => number;
|
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+
});
|
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|
+
next(bar: BarInput): number | null;
|
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|
+
toJSON(): TechnicalAnalysisSnapshot;
|
|
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|
+
}
|
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|
+
export declare const typicalPrice: import("./framework.js").Indicator<Empty, BarInput, number>;
|
|
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|
+
export declare const medianPrice: import("./framework.js").Indicator<Empty, BarInput, number>;
|
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|
+
export declare const weightedClose: import("./framework.js").Indicator<Empty, BarInput, number>;
|
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|
+
export declare const averagePrice: import("./framework.js").Indicator<Empty, BarInput, number>;
|
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|
+
export declare const realBody: import("./framework.js").Indicator<Empty, BarInput, number>;
|
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|
+
export declare const upperShadow: import("./framework.js").Indicator<Empty, BarInput, number>;
|
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+
export declare const lowerShadow: import("./framework.js").Indicator<Empty, BarInput, number>;
|
|
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|
+
export declare const candleRange: import("./framework.js").Indicator<Empty, BarInput, number>;
|
|
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|
+
declare class TrueRangeStream implements IndicatorStream<BarInput, number> {
|
|
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|
+
private previousClose;
|
|
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|
+
value: number | null;
|
|
48
|
+
next(bar: BarInput): number | null;
|
|
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|
+
toJSON(): TechnicalAnalysisSnapshot;
|
|
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|
+
static fromJSON(snapshot: TechnicalAnalysisSnapshot): TrueRangeStream;
|
|
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|
+
}
|
|
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|
+
export declare const trueRange: import("./framework.js").Indicator<Empty, BarInput, number>;
|
|
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|
+
declare class GapStream implements IndicatorStream<BarInput, number> {
|
|
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|
+
private previousClose;
|
|
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|
+
value: number | null;
|
|
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+
next(bar: BarInput): number | null;
|
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+
toJSON(): TechnicalAnalysisSnapshot;
|
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|
+
static fromJSON(snapshot: TechnicalAnalysisSnapshot): GapStream;
|
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|
+
}
|
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|
+
export declare const gap: import("./framework.js").Indicator<Empty, BarInput, number>;
|
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|
+
export interface HeikinAshiBar {
|
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|
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open: number;
|
|
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|
+
high: number;
|
|
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|
+
low: number;
|
|
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|
+
close: number;
|
|
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|
+
}
|
|
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|
+
declare class HeikinAshiStream implements IndicatorStream<BarInput, HeikinAshiBar> {
|
|
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|
+
private prevOpen;
|
|
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|
+
private previousClose;
|
|
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|
+
value: HeikinAshiBar | null;
|
|
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|
+
next(bar: BarInput): HeikinAshiBar | null;
|
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|
+
toJSON(): TechnicalAnalysisSnapshot;
|
|
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|
+
static fromJSON(snapshot: TechnicalAnalysisSnapshot): HeikinAshiStream;
|
|
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|
+
}
|
|
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|
+
export declare const heikinAshi: import("./framework.js").Indicator<Empty, BarInput, HeikinAshiBar>;
|
|
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|
+
export { MapBarStream, TrueRangeStream, GapStream, HeikinAshiStream };
|
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//# sourceMappingURL=transforms.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
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1
|
+
{"version":3,"file":"transforms.d.ts","sourceRoot":"","sources":["../src/transforms.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAUH,OAAO,EACL,KAAK,QAAQ,EACb,KAAK,eAAe,EACpB,KAAK,yBAAyB,EAI/B,MAAM,gBAAgB,CAAC;AAGxB,KAAK,KAAK,GAAG,MAAM,CAAC,KAAK,EAAE,KAAK,CAAC,CAAC;AAmHlC,eAAO,MAAM,GAAG;yBAlBP,QAAQ;4BAAR,QAAQ;2BAAR,QAAQ;6BAAR,QAAQ;4BAAR,QAAQ;yBAAR,QAAQ;gCAAR,QAAQ;gCAAR,QAAQ;0BAAR,QAAQ;8BAAR,QAAQ;CA8BP,CAAC;AAIX,cAAM,YAAa,YAAW,eAAe,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC7D,KAAK,EAAE,MAAM,GAAG,IAAI,CAAQ;IAC5B,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAS;IAC9B,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA4B;gBACxC,UAAU,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,CAAC,GAAG,EAAE,QAAQ,KAAK,MAAM,CAAA;KAAE;IAM5E,IAAI,CAAC,GAAG,EAAE,QAAQ,GAAG,MAAM,GAAG,IAAI;IAIlC,MAAM,IAAI,yBAAyB;CAGpC;AAeD,eAAO,MAAM,YAAY,6DAGxB,CAAC;AACF,eAAO,MAAM,WAAW,6DAGvB,CAAC;AACF,eAAO,MAAM,aAAa,6DAGzB,CAAC;AACF,eAAO,MAAM,YAAY,6DAGxB,CAAC;AACF,eAAO,MAAM,QAAQ,6DAGpB,CAAC;AACF,eAAO,MAAM,WAAW,6DAGvB,CAAC;AACF,eAAO,MAAM,WAAW,6DAGvB,CAAC;AACF,eAAO,MAAM,WAAW,6DAGvB,CAAC;AAIF,cAAM,eAAgB,YAAW,eAAe,CAAC,QAAQ,EAAE,MAAM,CAAC;IAChE,OAAO,CAAC,aAAa,CAAuB;IAC5C,KAAK,EAAE,MAAM,GAAG,IAAI,CAAQ;IAC5B,IAAI,CAAC,GAAG,EAAE,QAAQ,GAAG,MAAM,GAAG,IAAI;IAOlC,MAAM,IAAI,yBAAyB;IAGnC,MAAM,CAAC,QAAQ,CAAC,QAAQ,EAAE,yBAAyB,GAAG,eAAe;CAOtE;AAED,eAAO,MAAM,SAAS,6DAOrB,CAAC;AAIF,cAAM,SAAU,YAAW,eAAe,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1D,OAAO,CAAC,aAAa,CAAuB;IAC5C,KAAK,EAAE,MAAM,GAAG,IAAI,CAAQ;IAC5B,IAAI,CAAC,GAAG,EAAE,QAAQ,GAAG,MAAM,GAAG,IAAI;IAWlC,MAAM,IAAI,yBAAyB;IAGnC,MAAM,CAAC,QAAQ,CAAC,QAAQ,EAAE,yBAAyB,GAAG,SAAS;CAOhE;AAED,eAAO,MAAM,GAAG,6DAOf,CAAC;AAIF,MAAM,WAAW,aAAa;IAC5B,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;CACf;AAED,cAAM,gBAAiB,YAAW,eAAe,CAAC,QAAQ,EAAE,aAAa,CAAC;IACxE,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,aAAa,CAAK;IAC1B,KAAK,EAAE,aAAa,GAAG,IAAI,CAAQ;IACnC,IAAI,CAAC,GAAG,EAAE,QAAQ,GAAG,aAAa,GAAG,IAAI;IAazC,MAAM,IAAI,yBAAyB;IAOnC,MAAM,CAAC,QAAQ,CAAC,QAAQ,EAAE,yBAAyB,GAAG,gBAAgB;CAQvE;AAID,eAAO,MAAM,UAAU,oEAOtB,CAAC;AAEF,OAAO,EAAE,YAAY,EAAE,eAAe,EAAE,SAAS,EAAE,gBAAgB,EAAE,CAAC"}
|
|
@@ -0,0 +1,246 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Price transforms and candle geometry (spec §13.3 Transforms).
|
|
3
|
+
*
|
|
4
|
+
* These are the building blocks the rest of the catalog composes on: typical / median / weighted /
|
|
5
|
+
* average price, candle body & shadow & range geometry, true range, gaps, and the Heikin-Ashi
|
|
6
|
+
* transform. Each is exposed as a framework indicator (aligned batch + serializable stream) so it
|
|
7
|
+
* drops straight into pipelines and the registry. Stateless transforms emit from the first bar
|
|
8
|
+
* (`warmup = 0`); `gap` needs a prior bar (`warmup = 1`).
|
|
9
|
+
*
|
|
10
|
+
* `open` defaults to `close` when a bar omits it — some feeds carry only HLC.
|
|
11
|
+
*/
|
|
12
|
+
import * as builtinMetadata from './builtin-metadata.js';
|
|
13
|
+
import { withBuiltinMetadata } from './indicator-metadata.js';
|
|
14
|
+
import { ensureFinite, ensureFiniteWhenPresent, requireArgumentObject, requireFiniteFields, } from '../../core/dist/index.js';
|
|
15
|
+
import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
|
|
16
|
+
import { requireStreamParameters } from './stream-validation.js';
|
|
17
|
+
// ---- single-bar pure helpers (the math, shared with candlesticks / price-action) ----
|
|
18
|
+
function openOf(bar) {
|
|
19
|
+
return bar.open ?? bar.close;
|
|
20
|
+
}
|
|
21
|
+
function tpOf(bar) {
|
|
22
|
+
return (bar.high + bar.low + bar.close) / 3;
|
|
23
|
+
}
|
|
24
|
+
function mpOf(bar) {
|
|
25
|
+
return (bar.high + bar.low) / 2;
|
|
26
|
+
}
|
|
27
|
+
function wcOf(bar) {
|
|
28
|
+
return (bar.high + bar.low + 2 * bar.close) / 4;
|
|
29
|
+
}
|
|
30
|
+
function apOf(bar) {
|
|
31
|
+
return (openOf(bar) + bar.high + bar.low + bar.close) / 4;
|
|
32
|
+
}
|
|
33
|
+
/** Signed real body: positive when the candle closes above its open. */
|
|
34
|
+
function bodyOf(bar) {
|
|
35
|
+
return bar.close - openOf(bar);
|
|
36
|
+
}
|
|
37
|
+
function upperShadowOf(bar) {
|
|
38
|
+
return bar.high - Math.max(openOf(bar), bar.close);
|
|
39
|
+
}
|
|
40
|
+
function lowerShadowOf(bar) {
|
|
41
|
+
return Math.min(openOf(bar), bar.close) - bar.low;
|
|
42
|
+
}
|
|
43
|
+
function rangeOf(bar) {
|
|
44
|
+
return bar.high - bar.low;
|
|
45
|
+
}
|
|
46
|
+
/**
|
|
47
|
+
* `trueRange` is the one accessor with a second, POSITIONAL argument, and it is a price like the
|
|
48
|
+
* others — an omitted `previousClose` made every comparison against `undefined` false and returned
|
|
49
|
+
* `high - low`, a plain range wearing the name of a true range. Silently the wrong indicator.
|
|
50
|
+
*/
|
|
51
|
+
function guardedTrueRange(bar, previousClose) {
|
|
52
|
+
ensureFinite(previousClose, 'previousClose', 'bar.trueRange');
|
|
53
|
+
return trueRangeOf(bar, previousClose);
|
|
54
|
+
}
|
|
55
|
+
function trueRangeOf(bar, previousClose) {
|
|
56
|
+
return Math.max(bar.high - bar.low, Math.abs(bar.high - previousClose), Math.abs(bar.low - previousClose));
|
|
57
|
+
}
|
|
58
|
+
/**
|
|
59
|
+
* Single-bar transform helpers, grouped for reuse by the candlestick and price-action modules.
|
|
60
|
+
* Pure functions over one bar (and, for `trueRange`, the prior close).
|
|
61
|
+
*/
|
|
62
|
+
/**
|
|
63
|
+
* Built PER ACCESSOR from the fields that accessor actually requires.
|
|
64
|
+
*
|
|
65
|
+
* Every `bar.*` method shared one constant naming `bar.typical`, so nine of them answered a missing
|
|
66
|
+
* field with a worked call to a tenth. The example also listed fields the failing accessor does not
|
|
67
|
+
* take — `bar.range` needs `high`/`low`, not `open`/`close` — which turns a correction into a second
|
|
68
|
+
* puzzle. Deriving it from `(name, fields)` keeps the example true by construction.
|
|
69
|
+
*/
|
|
70
|
+
const BAR_FIELD_VALUES = {
|
|
71
|
+
open: 100,
|
|
72
|
+
high: 101.5,
|
|
73
|
+
low: 99.5,
|
|
74
|
+
close: 100.8,
|
|
75
|
+
volume: 1_000,
|
|
76
|
+
};
|
|
77
|
+
function barExampleCall(functionName, fields) {
|
|
78
|
+
const shown = fields.length > 0 ? fields : ['high', 'low', 'close'];
|
|
79
|
+
const body = shown.map((f) => `${f}: ${BAR_FIELD_VALUES[f] ?? 1}`).join(', ');
|
|
80
|
+
return `${functionName}({ ${body} })`;
|
|
81
|
+
}
|
|
82
|
+
const BAR_HINTS = {
|
|
83
|
+
open: 'optional — falls back to close when a feed carries only HLC',
|
|
84
|
+
};
|
|
85
|
+
/**
|
|
86
|
+
* Guard one single-bar accessor: the input must be a bar object carrying the fields THIS accessor
|
|
87
|
+
* actually reads (first-touch law).
|
|
88
|
+
*
|
|
89
|
+
* The per-accessor field list is not decoration. `bar.range` reads `high`/`low` and `bar.body` reads
|
|
90
|
+
* `close`; requiring a uniform OHLC everywhere would reject bars that are perfectly valid for the
|
|
91
|
+
* accessor being called. `open` is never required by any of them — every helper reads it as
|
|
92
|
+
* `bar.open ?? bar.close`, so a bar without one is a documented shape, not a defect. It is still
|
|
93
|
+
* type-checked WHEN PRESENT, because a present-but-garbage `open` silently wins over that fallback.
|
|
94
|
+
*
|
|
95
|
+
* The streaming facades (`typicalPrice`, `realBody`, …) deliberately bypass this and call the raw
|
|
96
|
+
* helpers: those validate their series once at the boundary and then run per bar.
|
|
97
|
+
*/
|
|
98
|
+
function guardedBar(name, fields, fn) {
|
|
99
|
+
return (bar, ...rest) => {
|
|
100
|
+
const functionName = `bar.${name}`;
|
|
101
|
+
requireArgumentObject(functionName, 'bar', bar);
|
|
102
|
+
requireFiniteFields(functionName, bar, fields, {
|
|
103
|
+
exampleCall: () => barExampleCall(functionName, fields),
|
|
104
|
+
hints: BAR_HINTS,
|
|
105
|
+
});
|
|
106
|
+
// `open` is OPTIONAL (it falls back to `close`), but a present-and-garbage one wins over that
|
|
107
|
+
// fallback — so it runs the same ladder a required field does, and a string reports `wrong_type`.
|
|
108
|
+
ensureFiniteWhenPresent(bar.open, 'open', functionName);
|
|
109
|
+
return fn(bar, ...rest);
|
|
110
|
+
};
|
|
111
|
+
}
|
|
112
|
+
const HL = ['high', 'low'];
|
|
113
|
+
const HLC = ['high', 'low', 'close'];
|
|
114
|
+
export const bar = {
|
|
115
|
+
// `openOf` falls back to `close`, so `close` is what it truly requires.
|
|
116
|
+
open: guardedBar('open', ['close'], openOf),
|
|
117
|
+
typical: guardedBar('typical', HLC, tpOf),
|
|
118
|
+
median: guardedBar('median', HL, mpOf),
|
|
119
|
+
weighted: guardedBar('weighted', HLC, wcOf),
|
|
120
|
+
average: guardedBar('average', HLC, apOf),
|
|
121
|
+
body: guardedBar('body', ['close'], bodyOf),
|
|
122
|
+
upperShadow: guardedBar('upperShadow', ['high', 'close'], upperShadowOf),
|
|
123
|
+
lowerShadow: guardedBar('lowerShadow', ['low', 'close'], lowerShadowOf),
|
|
124
|
+
range: guardedBar('range', HL, rangeOf),
|
|
125
|
+
trueRange: guardedBar('trueRange', HL, guardedTrueRange),
|
|
126
|
+
};
|
|
127
|
+
// ---- stateless per-bar indicator facades ----
|
|
128
|
+
class MapBarStream {
|
|
129
|
+
value = null;
|
|
130
|
+
kind;
|
|
131
|
+
project;
|
|
132
|
+
constructor(parameters) {
|
|
133
|
+
requireStreamParameters('MapBarStream.constructor#0', 'MapBarStream', parameters);
|
|
134
|
+
const { kind, project } = parameters;
|
|
135
|
+
this.kind = kind;
|
|
136
|
+
this.project = project;
|
|
137
|
+
}
|
|
138
|
+
next(bar) {
|
|
139
|
+
this.value = this.project(bar);
|
|
140
|
+
return this.value;
|
|
141
|
+
}
|
|
142
|
+
toJSON() {
|
|
143
|
+
return snapshotOf(this.kind, { value: this.value });
|
|
144
|
+
}
|
|
145
|
+
}
|
|
146
|
+
function statelessBar(kind, fn) {
|
|
147
|
+
return makeIndicator(() => new MapBarStream({ kind, project: fn }), (s) => {
|
|
148
|
+
const state = readSnapshot(s, kind);
|
|
149
|
+
const x = new MapBarStream({ kind, project: fn });
|
|
150
|
+
x.value = state.cached('value');
|
|
151
|
+
return x;
|
|
152
|
+
}, () => NaN);
|
|
153
|
+
}
|
|
154
|
+
export const typicalPrice = withBuiltinMetadata(statelessBar('typicalPrice', tpOf), builtinMetadata.typicalPriceMetadata);
|
|
155
|
+
export const medianPrice = withBuiltinMetadata(statelessBar('medianPrice', mpOf), builtinMetadata.medianPriceMetadata);
|
|
156
|
+
export const weightedClose = withBuiltinMetadata(statelessBar('weightedClose', wcOf), builtinMetadata.weightedCloseMetadata);
|
|
157
|
+
export const averagePrice = withBuiltinMetadata(statelessBar('averagePrice', apOf), builtinMetadata.averagePriceMetadata);
|
|
158
|
+
export const realBody = withBuiltinMetadata(statelessBar('realBody', bodyOf), builtinMetadata.realBodyMetadata);
|
|
159
|
+
export const upperShadow = withBuiltinMetadata(statelessBar('upperShadow', upperShadowOf), builtinMetadata.upperShadowMetadata);
|
|
160
|
+
export const lowerShadow = withBuiltinMetadata(statelessBar('lowerShadow', lowerShadowOf), builtinMetadata.lowerShadowMetadata);
|
|
161
|
+
export const candleRange = withBuiltinMetadata(statelessBar('candleRange', rangeOf), builtinMetadata.candleRangeMetadata);
|
|
162
|
+
// ---- true range (needs the prior close; emits from the first bar) ----
|
|
163
|
+
class TrueRangeStream {
|
|
164
|
+
previousClose = null;
|
|
165
|
+
value = null;
|
|
166
|
+
next(bar) {
|
|
167
|
+
const tr = this.previousClose === null ? bar.high - bar.low : trueRangeOf(bar, this.previousClose);
|
|
168
|
+
this.previousClose = bar.close;
|
|
169
|
+
this.value = tr;
|
|
170
|
+
return tr;
|
|
171
|
+
}
|
|
172
|
+
toJSON() {
|
|
173
|
+
return snapshotOf('trueRange', { previousClose: this.previousClose, value: this.value });
|
|
174
|
+
}
|
|
175
|
+
static fromJSON(snapshot) {
|
|
176
|
+
const state = readSnapshot(snapshot, 'trueRange');
|
|
177
|
+
const x = new TrueRangeStream();
|
|
178
|
+
x.previousClose = state.numberOrNull('previousClose');
|
|
179
|
+
x.value = state.cached('value');
|
|
180
|
+
return x;
|
|
181
|
+
}
|
|
182
|
+
}
|
|
183
|
+
export const trueRange = withBuiltinMetadata(makeIndicator(() => new TrueRangeStream(), TrueRangeStream.fromJSON, () => NaN), builtinMetadata.trueRangeMetadata);
|
|
184
|
+
// ---- gap (open minus prior close; warmup 1) ----
|
|
185
|
+
class GapStream {
|
|
186
|
+
previousClose = null;
|
|
187
|
+
value = null;
|
|
188
|
+
next(bar) {
|
|
189
|
+
if (this.previousClose === null) {
|
|
190
|
+
this.previousClose = bar.close;
|
|
191
|
+
this.value = null;
|
|
192
|
+
return null;
|
|
193
|
+
}
|
|
194
|
+
const g = openOf(bar) - this.previousClose;
|
|
195
|
+
this.previousClose = bar.close;
|
|
196
|
+
this.value = g;
|
|
197
|
+
return g;
|
|
198
|
+
}
|
|
199
|
+
toJSON() {
|
|
200
|
+
return snapshotOf('gap', { previousClose: this.previousClose, value: this.value });
|
|
201
|
+
}
|
|
202
|
+
static fromJSON(snapshot) {
|
|
203
|
+
const state = readSnapshot(snapshot, 'gap');
|
|
204
|
+
const x = new GapStream();
|
|
205
|
+
x.previousClose = state.numberOrNull('previousClose');
|
|
206
|
+
x.value = state.cached('value');
|
|
207
|
+
return x;
|
|
208
|
+
}
|
|
209
|
+
}
|
|
210
|
+
export const gap = withBuiltinMetadata(makeIndicator(() => new GapStream(), GapStream.fromJSON, () => NaN), builtinMetadata.gapMetadata);
|
|
211
|
+
class HeikinAshiStream {
|
|
212
|
+
prevOpen = null;
|
|
213
|
+
previousClose = 0;
|
|
214
|
+
value = null;
|
|
215
|
+
next(bar) {
|
|
216
|
+
const haClose = (openOf(bar) + bar.high + bar.low + bar.close) / 4;
|
|
217
|
+
const haOpen = this.prevOpen === null
|
|
218
|
+
? (openOf(bar) + bar.close) / 2
|
|
219
|
+
: (this.prevOpen + this.previousClose) / 2;
|
|
220
|
+
const haHigh = Math.max(bar.high, haOpen, haClose);
|
|
221
|
+
const haLow = Math.min(bar.low, haOpen, haClose);
|
|
222
|
+
this.prevOpen = haOpen;
|
|
223
|
+
this.previousClose = haClose;
|
|
224
|
+
this.value = { open: haOpen, high: haHigh, low: haLow, close: haClose };
|
|
225
|
+
return this.value;
|
|
226
|
+
}
|
|
227
|
+
toJSON() {
|
|
228
|
+
return snapshotOf('heikinAshi', {
|
|
229
|
+
prevOpen: this.prevOpen,
|
|
230
|
+
previousClose: this.previousClose,
|
|
231
|
+
value: this.value,
|
|
232
|
+
});
|
|
233
|
+
}
|
|
234
|
+
static fromJSON(snapshot) {
|
|
235
|
+
const state = readSnapshot(snapshot, 'heikinAshi');
|
|
236
|
+
const x = new HeikinAshiStream();
|
|
237
|
+
x.prevOpen = state.numberOrNull('prevOpen');
|
|
238
|
+
x.previousClose = state.number('previousClose');
|
|
239
|
+
x.value = state.cached('value');
|
|
240
|
+
return x;
|
|
241
|
+
}
|
|
242
|
+
}
|
|
243
|
+
const nanHa = () => ({ open: NaN, high: NaN, low: NaN, close: NaN });
|
|
244
|
+
export const heikinAshi = withBuiltinMetadata(makeIndicator(() => new HeikinAshiStream(), HeikinAshiStream.fromJSON, nanHa), builtinMetadata.heikinAshiMetadata);
|
|
245
|
+
export { MapBarStream, TrueRangeStream, GapStream, HeikinAshiStream };
|
|
246
|
+
//# sourceMappingURL=transforms.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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/**
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* Modern trend indicators & trend-following signal helpers (spec §13.3; pandas-ta parity).
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*
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* Choppiness Index, Chande Kroll Stop, Central Pivot Range, the decay lines, the
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* increasing/decreasing trend tests and their two-series long/short-run combinations, PMax
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* (MA-based Supertrend), Q Stick, TTM Trend, the Vertical Horizontal Filter, and the
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* `trendSignals`/`crossSignals` state machines that turn a trend/oscillator series into
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* entry/exit flags.
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*/
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import { type BarInput } from './framework.js';
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import { type MovingAverageName, type Pair } from './statistics.js';
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export interface PeriodParameters {
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period: number;
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}
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export declare const choppinessIndex: import("./framework.js").Indicator<{
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period?: number;
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}, BarInput, number>;
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export interface ChandeKrollStopParameters {
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/** ATR length + first-stage high/low lookback (TA `p`). Default 10. */
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atrPeriod?: number;
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/** ATR multiplier (TA `x`). Default 1. */
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multiplier?: number;
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/** Second-stage stop lookback (TA `q`). Default 9. */
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period?: number;
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}
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export interface ChandeKrollStopPoint {
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/** Long stop — highest first-stage high-stop over the lookback (trails above price). */
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long: number;
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/** Short stop — lowest first-stage low-stop over the lookback (trails below price). */
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short: number;
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}
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export declare const chandeKrollStop: import("./framework.js").Indicator<ChandeKrollStopParameters, BarInput, ChandeKrollStopPoint>;
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export interface CprPoint {
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34
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/** Pivot = (H + L + C) / 3 of the prior bar. */
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35
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pivot: number;
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/** Top central = 2·pivot − bottomCentral. */
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topCentral: number;
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/** Bottom central = (H + L) / 2 of the prior bar. */
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bottomCentral: number;
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40
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}
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+
export declare const centralPivotRange: import("./framework.js").Indicator<Record<string, never>, BarInput, CprPoint>;
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42
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+
/** Linear decay floor — the series may rise freely but falls no faster than `1/period` per bar. */
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43
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+
export declare const linearDecay: import("./framework.js").Indicator<{
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period?: number;
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}, number, number>;
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46
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/** Exponential decay floor — same shape, with an `exp(−period)` step (decays far more slowly). */
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+
export declare const exponentialDecay: import("./framework.js").Indicator<{
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period?: number;
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}, number, number>;
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export interface TrendTestParameters {
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51
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/** Lookback (compare against the value `period` bars ago). Default 1. */
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period?: number;
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/** Require every step in the window to move the same way (default false → just endpoints). */
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strict?: boolean;
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+
}
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/** 1 when the series is higher than `period` bars ago (strict → every step rose). */
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57
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+
export declare const increasing: import("./framework.js").Indicator<TrendTestParameters, number, number>;
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/** 1 when the series is lower than `period` bars ago (strict → every step fell). */
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59
|
+
export declare const decreasing: import("./framework.js").Indicator<TrendTestParameters, number, number>;
|
|
60
|
+
/** 1 when fast (`x`) and slow (`y`) are both rising over the lookback — a confirmed up-run. */
|
|
61
|
+
export declare const longRun: import("./framework.js").Indicator<{
|
|
62
|
+
period?: number;
|
|
63
|
+
}, Pair, number>;
|
|
64
|
+
/** 1 when fast (`x`) and slow (`y`) are both falling over the lookback — a confirmed down-run. */
|
|
65
|
+
export declare const shortRun: import("./framework.js").Indicator<{
|
|
66
|
+
period?: number;
|
|
67
|
+
}, Pair, number>;
|
|
68
|
+
export interface AmatParameters {
|
|
69
|
+
fast?: number;
|
|
70
|
+
slow?: number;
|
|
71
|
+
lookback?: number;
|
|
72
|
+
movingAverageType?: MovingAverageName;
|
|
73
|
+
}
|
|
74
|
+
export interface AmatPoint {
|
|
75
|
+
long: number;
|
|
76
|
+
short: number;
|
|
77
|
+
}
|
|
78
|
+
/** Archer Moving Averages Trends (pandas-ta `amat`). */
|
|
79
|
+
export declare const amat: import("./framework.js").Indicator<AmatParameters, number, AmatPoint>;
|
|
80
|
+
export interface PmaxParameters {
|
|
81
|
+
period?: number;
|
|
82
|
+
multiplier?: number;
|
|
83
|
+
}
|
|
84
|
+
export interface PmaxPoint {
|
|
85
|
+
/** The trailing stop line. */
|
|
86
|
+
pmax: number;
|
|
87
|
+
/** +1 long (MA above the stop), −1 short. */
|
|
88
|
+
trend: number;
|
|
89
|
+
}
|
|
90
|
+
export declare const pMax: import("./framework.js").Indicator<PmaxParameters, BarInput, PmaxPoint>;
|
|
91
|
+
/** Q Stick — SMA of (close − open); positive = bullish bodies dominate. */
|
|
92
|
+
export declare const qstick: import("./framework.js").Indicator<{
|
|
93
|
+
period?: number;
|
|
94
|
+
}, BarInput, number>;
|
|
95
|
+
/** TTM Trend — +1 when close is above the SMA of HL2 over the lookback, −1 otherwise. */
|
|
96
|
+
export declare const ttmTrend: import("./framework.js").Indicator<{
|
|
97
|
+
period?: number;
|
|
98
|
+
}, BarInput, number>;
|
|
99
|
+
/** Vertical Horizontal Filter — trend strength = range / summed absolute change. */
|
|
100
|
+
export declare const verticalHorizontalFilter: import("./framework.js").Indicator<{
|
|
101
|
+
period?: number;
|
|
102
|
+
}, number, number>;
|
|
103
|
+
export interface TrendSignalPoint {
|
|
104
|
+
/** Current position state: 1 in-trend / 0 flat. */
|
|
105
|
+
trend: number;
|
|
106
|
+
/** 1 on the bar a position is opened. */
|
|
107
|
+
entry: number;
|
|
108
|
+
/** 1 on the bar a position is closed. */
|
|
109
|
+
exit: number;
|
|
110
|
+
}
|
|
111
|
+
/** Turn a trend series (>0 ⇒ in-trend) into trend/entry/exit flags. */
|
|
112
|
+
export declare const trendSignals: import("./framework.js").Indicator<Record<string, never>, number, TrendSignalPoint>;
|
|
113
|
+
export interface CrossSignalParameters {
|
|
114
|
+
/** Enter long when the series crosses up through this level. Default 0. */
|
|
115
|
+
above?: number;
|
|
116
|
+
/** Exit when the series crosses down through this level. Default 0. */
|
|
117
|
+
below?: number;
|
|
118
|
+
}
|
|
119
|
+
/** Cross-based long/flat state machine: enter when the series crosses above `above`, exit below `below`. */
|
|
120
|
+
export declare const crossSignals: import("./framework.js").Indicator<CrossSignalParameters, number, TrendSignalPoint>;
|
|
121
|
+
//# sourceMappingURL=trend-ext.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|