@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
- package/modules/calendars/dist/crypto.d.ts.map +1 -0
- 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
- package/modules/calendars/dist/expirations.d.ts.map +1 -0
- package/modules/calendars/dist/expirations.js +158 -0
- package/modules/calendars/dist/expirations.js.map +1 -0
- package/modules/calendars/dist/index.d.ts +16 -0
- package/modules/calendars/dist/index.d.ts.map +1 -0
- package/modules/calendars/dist/index.js +13 -0
- package/modules/calendars/dist/index.js.map +1 -0
- package/modules/calendars/dist/nyse.d.ts +11 -0
- package/modules/calendars/dist/nyse.d.ts.map +1 -0
- package/modules/calendars/dist/nyse.js +12 -0
- package/modules/calendars/dist/nyse.js.map +1 -0
- package/modules/calendars/dist/trading-calendar.d.ts +32 -0
- package/modules/calendars/dist/trading-calendar.d.ts.map +1 -0
- package/modules/calendars/dist/trading-calendar.js +67 -0
- package/modules/calendars/dist/trading-calendar.js.map +1 -0
- package/modules/calendars/dist/us-market.d.ts +29 -0
- package/modules/calendars/dist/us-market.d.ts.map +1 -0
- package/modules/calendars/dist/us-market.js +72 -0
- package/modules/calendars/dist/us-market.js.map +1 -0
- package/modules/calendars/etc/calendars.api.md +22 -0
- package/modules/calendars/src/cboe.ts +17 -0
- package/modules/calendars/src/crypto.ts +17 -0
- package/modules/calendars/src/expirations.ts +200 -0
- package/modules/calendars/src/index.ts +23 -0
- package/modules/calendars/src/nyse.ts +13 -0
- package/modules/calendars/src/trading-calendar.ts +85 -0
- package/modules/calendars/src/us-market.ts +86 -0
- package/modules/cli/dist/bin.d.ts +9 -0
- package/modules/cli/dist/bin.d.ts.map +1 -0
- package/modules/cli/dist/bin.js +458 -0
- package/modules/cli/dist/bin.js.map +1 -0
- package/modules/cli/dist/commands.d.ts +7 -0
- package/modules/cli/dist/commands.d.ts.map +1 -0
- package/modules/cli/dist/commands.js +17 -0
- package/modules/cli/dist/commands.js.map +1 -0
- package/modules/cli/dist/exit-codes.d.ts +20 -0
- package/modules/cli/dist/exit-codes.d.ts.map +1 -0
- package/modules/cli/dist/exit-codes.js +19 -0
- package/modules/cli/dist/exit-codes.js.map +1 -0
- package/modules/cli/dist/index.d.ts +13 -0
- package/modules/cli/dist/index.d.ts.map +1 -0
- package/modules/cli/dist/index.js +10 -0
- package/modules/cli/dist/index.js.map +1 -0
- package/modules/cli/etc/cli.api.md +25 -0
- package/modules/cli/src/bin.ts +530 -0
- package/modules/cli/src/commands.ts +19 -0
- package/modules/cli/src/exit-codes.ts +21 -0
- package/modules/cli/src/index.ts +29 -0
- package/modules/commodities/dist/forwards.d.ts +274 -0
- package/modules/commodities/dist/forwards.d.ts.map +1 -0
- package/modules/commodities/dist/forwards.js +359 -0
- package/modules/commodities/dist/forwards.js.map +1 -0
- package/modules/commodities/dist/index.d.ts +10 -0
- package/modules/commodities/dist/index.d.ts.map +1 -0
- package/modules/commodities/dist/index.js +10 -0
- package/modules/commodities/dist/index.js.map +1 -0
- package/modules/commodities/dist/internal.d.ts +6 -0
- package/modules/commodities/dist/internal.d.ts.map +1 -0
- package/modules/commodities/dist/internal.js +6 -0
- package/modules/commodities/dist/internal.js.map +1 -0
- package/modules/commodities/dist/term-structure.d.ts +327 -0
- package/modules/commodities/dist/term-structure.d.ts.map +1 -0
- package/modules/commodities/dist/term-structure.js +416 -0
- package/modules/commodities/dist/term-structure.js.map +1 -0
- package/modules/commodities/etc/commodities.api.md +53 -0
- package/modules/commodities/src/forwards.ts +791 -0
- package/modules/commodities/src/index.ts +10 -0
- package/modules/commodities/src/internal.ts +6 -0
- package/modules/commodities/src/term-structure.ts +828 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
- package/modules/core/dist/artifacts/analysis-artifact.d.ts.map +1 -0
- package/modules/core/dist/artifacts/analysis-artifact.js +356 -0
- package/modules/core/dist/artifacts/analysis-artifact.js.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts +125 -0
- package/modules/core/dist/artifacts/calculation-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/calculation-comparison.js +444 -0
- package/modules/core/dist/artifacts/calculation-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts +58 -0
- package/modules/core/dist/artifacts/canonical-scan.d.ts.map +1 -0
- package/modules/core/dist/artifacts/canonical-scan.js +250 -0
- package/modules/core/dist/artifacts/canonical-scan.js.map +1 -0
- package/modules/core/dist/artifacts/comparison.d.ts +179 -0
- package/modules/core/dist/artifacts/comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/comparison.js +383 -0
- package/modules/core/dist/artifacts/comparison.js.map +1 -0
- package/modules/core/dist/artifacts/content-hash.d.ts +38 -0
- package/modules/core/dist/artifacts/content-hash.d.ts.map +1 -0
- package/modules/core/dist/artifacts/content-hash.js +170 -0
- package/modules/core/dist/artifacts/content-hash.js.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts +8 -0
- package/modules/core/dist/artifacts/deep-freeze.d.ts.map +1 -0
- package/modules/core/dist/artifacts/deep-freeze.js +16 -0
- package/modules/core/dist/artifacts/deep-freeze.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts +123 -0
- package/modules/core/dist/artifacts/fitted-model-kit.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js +281 -0
- package/modules/core/dist/artifacts/fitted-model-kit.js.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts +73 -0
- package/modules/core/dist/artifacts/fitted-model-summary.d.ts.map +1 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js +254 -0
- package/modules/core/dist/artifacts/fitted-model-summary.js.map +1 -0
- package/modules/core/dist/artifacts/index.d.ts +52 -0
- package/modules/core/dist/artifacts/index.d.ts.map +1 -0
- package/modules/core/dist/artifacts/index.js +47 -0
- package/modules/core/dist/artifacts/index.js.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts +189 -0
- package/modules/core/dist/artifacts/market-snapshot.d.ts.map +1 -0
- package/modules/core/dist/artifacts/market-snapshot.js +517 -0
- package/modules/core/dist/artifacts/market-snapshot.js.map +1 -0
- package/modules/core/dist/artifacts/migration.d.ts +60 -0
- package/modules/core/dist/artifacts/migration.d.ts.map +1 -0
- package/modules/core/dist/artifacts/migration.js +106 -0
- package/modules/core/dist/artifacts/migration.js.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts +12 -0
- package/modules/core/dist/artifacts/numeric-comparison.d.ts.map +1 -0
- package/modules/core/dist/artifacts/numeric-comparison.js +53 -0
- package/modules/core/dist/artifacts/numeric-comparison.js.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts +97 -0
- package/modules/core/dist/artifacts/scenario-set.d.ts.map +1 -0
- package/modules/core/dist/artifacts/scenario-set.js +249 -0
- package/modules/core/dist/artifacts/scenario-set.js.map +1 -0
- package/modules/core/dist/artifacts/table-handle.d.ts +96 -0
- package/modules/core/dist/artifacts/table-handle.d.ts.map +1 -0
- package/modules/core/dist/artifacts/table-handle.js +253 -0
- package/modules/core/dist/artifacts/table-handle.js.map +1 -0
- package/modules/core/dist/assumptions.d.ts +52 -0
- package/modules/core/dist/assumptions.d.ts.map +1 -0
- package/modules/core/dist/assumptions.js +13 -0
- package/modules/core/dist/assumptions.js.map +1 -0
- package/modules/core/dist/calendar.d.ts +98 -0
- package/modules/core/dist/calendar.d.ts.map +1 -0
- package/modules/core/dist/calendar.js +301 -0
- package/modules/core/dist/calendar.js.map +1 -0
- package/modules/core/dist/canonical-json.d.ts +63 -0
- package/modules/core/dist/canonical-json.d.ts.map +1 -0
- package/modules/core/dist/canonical-json.js +241 -0
- package/modules/core/dist/canonical-json.js.map +1 -0
- package/modules/core/dist/computed.d.ts +31 -0
- package/modules/core/dist/computed.d.ts.map +1 -0
- package/modules/core/dist/computed.js +40 -0
- package/modules/core/dist/computed.js.map +1 -0
- package/modules/core/dist/contracts.d.ts +59 -0
- package/modules/core/dist/contracts.d.ts.map +1 -0
- package/modules/core/dist/contracts.js +9 -0
- package/modules/core/dist/contracts.js.map +1 -0
- package/modules/core/dist/dates.d.ts +31 -0
- package/modules/core/dist/dates.d.ts.map +1 -0
- package/modules/core/dist/dates.js +126 -0
- package/modules/core/dist/dates.js.map +1 -0
- package/modules/core/dist/diagnostics.d.ts +278 -0
- package/modules/core/dist/diagnostics.d.ts.map +1 -0
- package/modules/core/dist/diagnostics.js +287 -0
- package/modules/core/dist/diagnostics.js.map +1 -0
- package/modules/core/dist/errors.d.ts +324 -0
- package/modules/core/dist/errors.d.ts.map +1 -0
- package/modules/core/dist/errors.js +363 -0
- package/modules/core/dist/errors.js.map +1 -0
- package/modules/core/dist/facade.d.ts +97 -0
- package/modules/core/dist/facade.d.ts.map +1 -0
- package/modules/core/dist/facade.js +354 -0
- package/modules/core/dist/facade.js.map +1 -0
- package/modules/core/dist/index.d.ts +45 -0
- package/modules/core/dist/index.d.ts.map +1 -0
- package/modules/core/dist/index.js +23 -0
- package/modules/core/dist/index.js.map +1 -0
- package/modules/core/dist/invariants.d.ts +112 -0
- package/modules/core/dist/invariants.d.ts.map +1 -0
- package/modules/core/dist/invariants.js +240 -0
- package/modules/core/dist/invariants.js.map +1 -0
- package/modules/core/dist/market-data.d.ts +219 -0
- package/modules/core/dist/market-data.d.ts.map +1 -0
- package/modules/core/dist/market-data.js +183 -0
- package/modules/core/dist/market-data.js.map +1 -0
- package/modules/core/dist/numeric.d.ts +46 -0
- package/modules/core/dist/numeric.d.ts.map +1 -0
- package/modules/core/dist/numeric.js +145 -0
- package/modules/core/dist/numeric.js.map +1 -0
- package/modules/core/dist/orders.d.ts +28 -0
- package/modules/core/dist/orders.d.ts.map +1 -0
- package/modules/core/dist/orders.js +49 -0
- package/modules/core/dist/orders.js.map +1 -0
- package/modules/core/dist/pricing.d.ts +418 -0
- package/modules/core/dist/pricing.d.ts.map +1 -0
- package/modules/core/dist/pricing.js +987 -0
- package/modules/core/dist/pricing.js.map +1 -0
- package/modules/core/dist/provenance.d.ts +25 -0
- package/modules/core/dist/provenance.d.ts.map +1 -0
- package/modules/core/dist/provenance.js +75 -0
- package/modules/core/dist/provenance.js.map +1 -0
- package/modules/core/dist/schema/index.d.ts +14 -0
- package/modules/core/dist/schema/index.d.ts.map +1 -0
- package/modules/core/dist/schema/index.js +12 -0
- package/modules/core/dist/schema/index.js.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts +21 -0
- package/modules/core/dist/schema/json-schema-guard.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema-guard.js +114 -0
- package/modules/core/dist/schema/json-schema-guard.js.map +1 -0
- package/modules/core/dist/schema/json-schema.d.ts +33 -0
- package/modules/core/dist/schema/json-schema.d.ts.map +1 -0
- package/modules/core/dist/schema/json-schema.js +3 -0
- package/modules/core/dist/schema/json-schema.js.map +1 -0
- package/modules/core/dist/schema/payloads.d.ts +429 -0
- package/modules/core/dist/schema/payloads.d.ts.map +1 -0
- package/modules/core/dist/schema/payloads.js +323 -0
- package/modules/core/dist/schema/payloads.js.map +1 -0
- package/modules/core/dist/schema/schema.d.ts +282 -0
- package/modules/core/dist/schema/schema.d.ts.map +1 -0
- package/modules/core/dist/schema/schema.js +780 -0
- package/modules/core/dist/schema/schema.js.map +1 -0
- package/modules/core/dist/schema/standard.d.ts +32 -0
- package/modules/core/dist/schema/standard.d.ts.map +1 -0
- package/modules/core/dist/schema/standard.js +8 -0
- package/modules/core/dist/schema/standard.js.map +1 -0
- package/modules/core/dist/symbology.d.ts +30 -0
- package/modules/core/dist/symbology.d.ts.map +1 -0
- package/modules/core/dist/symbology.js +126 -0
- package/modules/core/dist/symbology.js.map +1 -0
- package/modules/core/dist/time.d.ts +122 -0
- package/modules/core/dist/time.d.ts.map +1 -0
- package/modules/core/dist/time.js +349 -0
- package/modules/core/dist/time.js.map +1 -0
- package/modules/core/dist/validation-codes.d.ts +24 -0
- package/modules/core/dist/validation-codes.d.ts.map +1 -0
- package/modules/core/dist/validation-codes.js +24 -0
- package/modules/core/dist/validation-codes.js.map +1 -0
- package/modules/core/dist/validation.d.ts +117 -0
- package/modules/core/dist/validation.d.ts.map +1 -0
- package/modules/core/dist/validation.js +415 -0
- package/modules/core/dist/validation.js.map +1 -0
- package/modules/core/etc/core.api.md +157 -0
- package/modules/core/src/artifacts/analysis-artifact.ts +515 -0
- package/modules/core/src/artifacts/calculation-comparison.ts +641 -0
- package/modules/core/src/artifacts/canonical-scan.ts +358 -0
- package/modules/core/src/artifacts/comparison.ts +586 -0
- package/modules/core/src/artifacts/content-hash.ts +183 -0
- package/modules/core/src/artifacts/deep-freeze.ts +15 -0
- package/modules/core/src/artifacts/fitted-model-kit.ts +402 -0
- package/modules/core/src/artifacts/fitted-model-summary.ts +478 -0
- package/modules/core/src/artifacts/index.ts +155 -0
- package/modules/core/src/artifacts/market-snapshot.ts +787 -0
- package/modules/core/src/artifacts/migration.ts +195 -0
- package/modules/core/src/artifacts/numeric-comparison.ts +71 -0
- package/modules/core/src/artifacts/scenario-set.ts +383 -0
- package/modules/core/src/artifacts/table-handle.ts +329 -0
- package/modules/core/src/assumptions.ts +62 -0
- package/modules/core/src/calendar.ts +407 -0
- package/modules/core/src/canonical-json.ts +289 -0
- package/modules/core/src/computed.ts +55 -0
- package/modules/core/src/contracts.ts +63 -0
- package/modules/core/src/dates.ts +163 -0
- package/modules/core/src/diagnostics.ts +397 -0
- package/modules/core/src/errors.ts +404 -0
- package/modules/core/src/facade.ts +436 -0
- package/modules/core/src/index.ts +185 -0
- package/modules/core/src/invariants.ts +339 -0
- package/modules/core/src/market-data.ts +481 -0
- package/modules/core/src/numeric.ts +205 -0
- package/modules/core/src/orders.ts +71 -0
- package/modules/core/src/pricing.ts +1647 -0
- package/modules/core/src/provenance.ts +121 -0
- package/modules/core/src/schema/index.ts +61 -0
- package/modules/core/src/schema/json-schema-guard.ts +172 -0
- package/modules/core/src/schema/json-schema.ts +52 -0
- package/modules/core/src/schema/payloads.ts +364 -0
- package/modules/core/src/schema/schema.ts +986 -0
- package/modules/core/src/schema/standard.ts +40 -0
- package/modules/core/src/symbology.ts +170 -0
- package/modules/core/src/time.ts +458 -0
- package/modules/core/src/validation-codes.ts +23 -0
- package/modules/core/src/validation.ts +607 -0
- package/modules/crypto/dist/carry.d.ts +176 -0
- package/modules/crypto/dist/carry.d.ts.map +1 -0
- package/modules/crypto/dist/carry.js +349 -0
- package/modules/crypto/dist/carry.js.map +1 -0
- package/modules/crypto/dist/curve.d.ts +69 -0
- package/modules/crypto/dist/curve.d.ts.map +1 -0
- package/modules/crypto/dist/curve.js +180 -0
- package/modules/crypto/dist/curve.js.map +1 -0
- package/modules/crypto/dist/index.d.ts +20 -0
- package/modules/crypto/dist/index.d.ts.map +1 -0
- package/modules/crypto/dist/index.js +16 -0
- package/modules/crypto/dist/index.js.map +1 -0
- package/modules/crypto/dist/inverse.d.ts +61 -0
- package/modules/crypto/dist/inverse.d.ts.map +1 -0
- package/modules/crypto/dist/inverse.js +89 -0
- package/modules/crypto/dist/inverse.js.map +1 -0
- package/modules/crypto/dist/liquidation.d.ts +67 -0
- package/modules/crypto/dist/liquidation.d.ts.map +1 -0
- package/modules/crypto/dist/liquidation.js +103 -0
- package/modules/crypto/dist/liquidation.js.map +1 -0
- package/modules/crypto/etc/crypto.api.md +45 -0
- package/modules/crypto/src/carry.ts +656 -0
- package/modules/crypto/src/curve.ts +273 -0
- package/modules/crypto/src/index.ts +62 -0
- package/modules/crypto/src/inverse.ts +172 -0
- package/modules/crypto/src/liquidation.ts +174 -0
- package/modules/fixed-income/dist/artifacts.d.ts +24 -0
- package/modules/fixed-income/dist/artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/artifacts.js +21 -0
- package/modules/fixed-income/dist/artifacts.js.map +1 -0
- package/modules/fixed-income/dist/bonds.d.ts +298 -0
- package/modules/fixed-income/dist/bonds.d.ts.map +1 -0
- package/modules/fixed-income/dist/bonds.js +951 -0
- package/modules/fixed-income/dist/bonds.js.map +1 -0
- package/modules/fixed-income/dist/conventions.d.ts +77 -0
- package/modules/fixed-income/dist/conventions.d.ts.map +1 -0
- package/modules/fixed-income/dist/conventions.js +266 -0
- package/modules/fixed-income/dist/conventions.js.map +1 -0
- package/modules/fixed-income/dist/convertible.d.ts +76 -0
- package/modules/fixed-income/dist/convertible.d.ts.map +1 -0
- package/modules/fixed-income/dist/convertible.js +182 -0
- package/modules/fixed-income/dist/convertible.js.map +1 -0
- package/modules/fixed-income/dist/credit.d.ts +227 -0
- package/modules/fixed-income/dist/credit.d.ts.map +1 -0
- package/modules/fixed-income/dist/credit.js +653 -0
- package/modules/fixed-income/dist/credit.js.map +1 -0
- package/modules/fixed-income/dist/cross-currency.d.ts +82 -0
- package/modules/fixed-income/dist/cross-currency.d.ts.map +1 -0
- package/modules/fixed-income/dist/cross-currency.js +93 -0
- package/modules/fixed-income/dist/cross-currency.js.map +1 -0
- package/modules/fixed-income/dist/curve-data.d.ts +70 -0
- package/modules/fixed-income/dist/curve-data.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-data.js +254 -0
- package/modules/fixed-income/dist/curve-data.js.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts +57 -0
- package/modules/fixed-income/dist/curve-mappers.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-mappers.js +131 -0
- package/modules/fixed-income/dist/curve-mappers.js.map +1 -0
- package/modules/fixed-income/dist/curve-state.d.ts +47 -0
- package/modules/fixed-income/dist/curve-state.d.ts.map +1 -0
- package/modules/fixed-income/dist/curve-state.js +33 -0
- package/modules/fixed-income/dist/curve-state.js.map +1 -0
- package/modules/fixed-income/dist/curves.d.ts +198 -0
- package/modules/fixed-income/dist/curves.d.ts.map +1 -0
- package/modules/fixed-income/dist/curves.js +803 -0
- package/modules/fixed-income/dist/curves.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts +277 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js +839 -0
- package/modules/fixed-income/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts +170 -0
- package/modules/fixed-income/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/fixed-income/dist/fitted-model-families.js +461 -0
- package/modules/fixed-income/dist/fitted-model-families.js.map +1 -0
- package/modules/fixed-income/dist/futures.d.ts +264 -0
- package/modules/fixed-income/dist/futures.d.ts.map +1 -0
- package/modules/fixed-income/dist/futures.js +630 -0
- package/modules/fixed-income/dist/futures.js.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts +12 -0
- package/modules/fixed-income/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/fixed-income/dist/generated/validation-specs.js +556 -0
- package/modules/fixed-income/dist/generated/validation-specs.js.map +1 -0
- package/modules/fixed-income/dist/index.d.ts +36 -0
- package/modules/fixed-income/dist/index.d.ts.map +1 -0
- package/modules/fixed-income/dist/index.js +37 -0
- package/modules/fixed-income/dist/index.js.map +1 -0
- package/modules/fixed-income/dist/inflation.d.ts +174 -0
- package/modules/fixed-income/dist/inflation.d.ts.map +1 -0
- package/modules/fixed-income/dist/inflation.js +335 -0
- package/modules/fixed-income/dist/inflation.js.map +1 -0
- package/modules/fixed-income/dist/lattice.d.ts +156 -0
- package/modules/fixed-income/dist/lattice.d.ts.map +1 -0
- package/modules/fixed-income/dist/lattice.js +433 -0
- package/modules/fixed-income/dist/lattice.js.map +1 -0
- package/modules/fixed-income/dist/models.d.ts +187 -0
- package/modules/fixed-income/dist/models.d.ts.map +1 -0
- package/modules/fixed-income/dist/models.js +580 -0
- package/modules/fixed-income/dist/models.js.map +1 -0
- package/modules/fixed-income/dist/pricer.d.ts +48 -0
- package/modules/fixed-income/dist/pricer.d.ts.map +1 -0
- package/modules/fixed-income/dist/pricer.js +445 -0
- package/modules/fixed-income/dist/pricer.js.map +1 -0
- package/modules/fixed-income/dist/rates.d.ts +305 -0
- package/modules/fixed-income/dist/rates.d.ts.map +1 -0
- package/modules/fixed-income/dist/rates.js +686 -0
- package/modules/fixed-income/dist/rates.js.map +1 -0
- package/modules/fixed-income/dist/validate.d.ts +28 -0
- package/modules/fixed-income/dist/validate.d.ts.map +1 -0
- package/modules/fixed-income/dist/validate.js +123 -0
- package/modules/fixed-income/dist/validate.js.map +1 -0
- package/modules/fixed-income/dist/xva.d.ts +88 -0
- package/modules/fixed-income/dist/xva.d.ts.map +1 -0
- package/modules/fixed-income/dist/xva.js +316 -0
- package/modules/fixed-income/dist/xva.js.map +1 -0
- package/modules/fixed-income/etc/fixed-income.api.md +195 -0
- package/modules/fixed-income/src/artifacts.ts +60 -0
- package/modules/fixed-income/src/bonds.ts +1514 -0
- package/modules/fixed-income/src/conventions.ts +387 -0
- package/modules/fixed-income/src/convertible.ts +286 -0
- package/modules/fixed-income/src/credit.ts +1065 -0
- package/modules/fixed-income/src/cross-currency.ts +176 -0
- package/modules/fixed-income/src/curve-data.ts +381 -0
- package/modules/fixed-income/src/curve-mappers.ts +170 -0
- package/modules/fixed-income/src/curve-state.ts +70 -0
- package/modules/fixed-income/src/curves.ts +1169 -0
- package/modules/fixed-income/src/fitted-model-artifacts.ts +1414 -0
- package/modules/fixed-income/src/fitted-model-families.ts +834 -0
- package/modules/fixed-income/src/futures.ts +1018 -0
- package/modules/fixed-income/src/generated/validation-specs.ts +559 -0
- package/modules/fixed-income/src/index.ts +241 -0
- package/modules/fixed-income/src/inflation.ts +554 -0
- package/modules/fixed-income/src/lattice.ts +675 -0
- package/modules/fixed-income/src/models.ts +897 -0
- package/modules/fixed-income/src/pricer.ts +624 -0
- package/modules/fixed-income/src/rates.ts +1086 -0
- package/modules/fixed-income/src/validate.ts +169 -0
- package/modules/fixed-income/src/xva.ts +466 -0
- package/modules/foreign-exchange/dist/exposure.d.ts +140 -0
- package/modules/foreign-exchange/dist/exposure.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/exposure.js +253 -0
- package/modules/foreign-exchange/dist/exposure.js.map +1 -0
- package/modules/foreign-exchange/dist/forwards.d.ts +159 -0
- package/modules/foreign-exchange/dist/forwards.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/forwards.js +310 -0
- package/modules/foreign-exchange/dist/forwards.js.map +1 -0
- package/modules/foreign-exchange/dist/index.d.ts +11 -0
- package/modules/foreign-exchange/dist/index.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/index.js +11 -0
- package/modules/foreign-exchange/dist/index.js.map +1 -0
- package/modules/foreign-exchange/dist/internal.d.ts +6 -0
- package/modules/foreign-exchange/dist/internal.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/internal.js +6 -0
- package/modules/foreign-exchange/dist/internal.js.map +1 -0
- package/modules/foreign-exchange/dist/spot.d.ts +150 -0
- package/modules/foreign-exchange/dist/spot.d.ts.map +1 -0
- package/modules/foreign-exchange/dist/spot.js +289 -0
- package/modules/foreign-exchange/dist/spot.js.map +1 -0
- package/modules/foreign-exchange/etc/foreign-exchange.api.md +52 -0
- package/modules/foreign-exchange/src/exposure.ts +485 -0
- package/modules/foreign-exchange/src/forwards.ts +595 -0
- package/modules/foreign-exchange/src/index.ts +11 -0
- package/modules/foreign-exchange/src/internal.ts +6 -0
- package/modules/foreign-exchange/src/spot.ts +530 -0
- package/modules/fundamentals/dist/analyze.d.ts +90 -0
- package/modules/fundamentals/dist/analyze.d.ts.map +1 -0
- package/modules/fundamentals/dist/analyze.js +293 -0
- package/modules/fundamentals/dist/analyze.js.map +1 -0
- package/modules/fundamentals/dist/index.d.ts +17 -0
- package/modules/fundamentals/dist/index.d.ts.map +1 -0
- package/modules/fundamentals/dist/index.js +15 -0
- package/modules/fundamentals/dist/index.js.map +1 -0
- package/modules/fundamentals/dist/periods.d.ts +47 -0
- package/modules/fundamentals/dist/periods.d.ts.map +1 -0
- package/modules/fundamentals/dist/periods.js +106 -0
- package/modules/fundamentals/dist/periods.js.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts +47 -0
- package/modules/fundamentals/dist/ratio-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-heads.js +766 -0
- package/modules/fundamentals/dist/ratio-heads.js.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts +187 -0
- package/modules/fundamentals/dist/ratio-internals.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratio-internals.js +299 -0
- package/modules/fundamentals/dist/ratio-internals.js.map +1 -0
- package/modules/fundamentals/dist/ratios.d.ts +9 -0
- package/modules/fundamentals/dist/ratios.d.ts.map +1 -0
- package/modules/fundamentals/dist/ratios.js +8 -0
- package/modules/fundamentals/dist/ratios.js.map +1 -0
- package/modules/fundamentals/dist/score-heads.d.ts +130 -0
- package/modules/fundamentals/dist/score-heads.d.ts.map +1 -0
- package/modules/fundamentals/dist/score-heads.js +364 -0
- package/modules/fundamentals/dist/score-heads.js.map +1 -0
- package/modules/fundamentals/dist/scores.d.ts +6 -0
- package/modules/fundamentals/dist/scores.d.ts.map +1 -0
- package/modules/fundamentals/dist/scores.js +6 -0
- package/modules/fundamentals/dist/scores.js.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts +170 -0
- package/modules/fundamentals/dist/statement-contracts.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-contracts.js +207 -0
- package/modules/fundamentals/dist/statement-contracts.js.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts +190 -0
- package/modules/fundamentals/dist/statement-utilities.d.ts.map +1 -0
- package/modules/fundamentals/dist/statement-utilities.js +501 -0
- package/modules/fundamentals/dist/statement-utilities.js.map +1 -0
- package/modules/fundamentals/dist/statements.d.ts +8 -0
- package/modules/fundamentals/dist/statements.d.ts.map +1 -0
- package/modules/fundamentals/dist/statements.js +7 -0
- package/modules/fundamentals/dist/statements.js.map +1 -0
- package/modules/fundamentals/etc/fundamentals.api.md +110 -0
- package/modules/fundamentals/src/analyze.ts +401 -0
- package/modules/fundamentals/src/index.ts +24 -0
- package/modules/fundamentals/src/periods.ts +197 -0
- package/modules/fundamentals/src/ratio-heads.ts +945 -0
- package/modules/fundamentals/src/ratio-internals.ts +562 -0
- package/modules/fundamentals/src/ratios.ts +23 -0
- package/modules/fundamentals/src/score-heads.ts +651 -0
- package/modules/fundamentals/src/scores.ts +6 -0
- package/modules/fundamentals/src/statement-contracts.ts +393 -0
- package/modules/fundamentals/src/statement-utilities.ts +833 -0
- package/modules/fundamentals/src/statements.ts +22 -0
- package/modules/http/dist/bin.d.ts +7 -0
- package/modules/http/dist/bin.d.ts.map +1 -0
- package/modules/http/dist/bin.js +167 -0
- package/modules/http/dist/bin.js.map +1 -0
- package/modules/http/dist/index.d.ts +10 -0
- package/modules/http/dist/index.d.ts.map +1 -0
- package/modules/http/dist/index.js +8 -0
- package/modules/http/dist/index.js.map +1 -0
- package/modules/http/dist/openapi.d.ts +38 -0
- package/modules/http/dist/openapi.d.ts.map +1 -0
- package/modules/http/dist/openapi.js +431 -0
- package/modules/http/dist/openapi.js.map +1 -0
- package/modules/http/dist/security.d.ts +21 -0
- package/modules/http/dist/security.d.ts.map +1 -0
- package/modules/http/dist/security.js +116 -0
- package/modules/http/dist/security.js.map +1 -0
- package/modules/http/dist/server.d.ts +63 -0
- package/modules/http/dist/server.d.ts.map +1 -0
- package/modules/http/dist/server.js +544 -0
- package/modules/http/dist/server.js.map +1 -0
- package/modules/http/etc/http.api.md +15 -0
- package/modules/http/etc/openapi.json +51958 -0
- package/modules/http/src/bin.ts +190 -0
- package/modules/http/src/index.ts +10 -0
- package/modules/http/src/openapi.ts +488 -0
- package/modules/http/src/security.ts +158 -0
- package/modules/http/src/server.ts +941 -0
- package/modules/math/dist/bivariate.d.ts +17 -0
- package/modules/math/dist/bivariate.d.ts.map +1 -0
- package/modules/math/dist/bivariate.js +123 -0
- package/modules/math/dist/bivariate.js.map +1 -0
- package/modules/math/dist/distributions.d.ts +66 -0
- package/modules/math/dist/distributions.d.ts.map +1 -0
- package/modules/math/dist/distributions.js +465 -0
- package/modules/math/dist/distributions.js.map +1 -0
- package/modules/math/dist/filters.d.ts +96 -0
- package/modules/math/dist/filters.d.ts.map +1 -0
- package/modules/math/dist/filters.js +347 -0
- package/modules/math/dist/filters.js.map +1 -0
- package/modules/math/dist/index.d.ts +34 -0
- package/modules/math/dist/index.d.ts.map +1 -0
- package/modules/math/dist/index.js +23 -0
- package/modules/math/dist/index.js.map +1 -0
- package/modules/math/dist/integration.d.ts +58 -0
- package/modules/math/dist/integration.d.ts.map +1 -0
- package/modules/math/dist/integration.js +176 -0
- package/modules/math/dist/integration.js.map +1 -0
- package/modules/math/dist/interpolation.d.ts +57 -0
- package/modules/math/dist/interpolation.d.ts.map +1 -0
- package/modules/math/dist/interpolation.js +464 -0
- package/modules/math/dist/interpolation.js.map +1 -0
- package/modules/math/dist/linalg.d.ts +251 -0
- package/modules/math/dist/linalg.d.ts.map +1 -0
- package/modules/math/dist/linalg.js +1503 -0
- package/modules/math/dist/linalg.js.map +1 -0
- package/modules/math/dist/lowdiscrepancy.d.ts +21 -0
- package/modules/math/dist/lowdiscrepancy.d.ts.map +1 -0
- package/modules/math/dist/lowdiscrepancy.js +200 -0
- package/modules/math/dist/lowdiscrepancy.js.map +1 -0
- package/modules/math/dist/montecarlo.d.ts +58 -0
- package/modules/math/dist/montecarlo.d.ts.map +1 -0
- package/modules/math/dist/montecarlo.js +248 -0
- package/modules/math/dist/montecarlo.js.map +1 -0
- package/modules/math/dist/normal.d.ts +40 -0
- package/modules/math/dist/normal.d.ts.map +1 -0
- package/modules/math/dist/normal.js +157 -0
- package/modules/math/dist/normal.js.map +1 -0
- package/modules/math/dist/optimize.d.ts +83 -0
- package/modules/math/dist/optimize.d.ts.map +1 -0
- package/modules/math/dist/optimize.js +784 -0
- package/modules/math/dist/optimize.js.map +1 -0
- package/modules/math/dist/random.d.ts +76 -0
- package/modules/math/dist/random.d.ts.map +1 -0
- package/modules/math/dist/random.js +261 -0
- package/modules/math/dist/random.js.map +1 -0
- package/modules/math/dist/regression.d.ts +58 -0
- package/modules/math/dist/regression.d.ts.map +1 -0
- package/modules/math/dist/regression.js +283 -0
- package/modules/math/dist/regression.js.map +1 -0
- package/modules/math/dist/resource-validation.d.ts +18 -0
- package/modules/math/dist/resource-validation.d.ts.map +1 -0
- package/modules/math/dist/resource-validation.js +60 -0
- package/modules/math/dist/resource-validation.js.map +1 -0
- package/modules/math/dist/sobol-data.d.ts +36 -0
- package/modules/math/dist/sobol-data.d.ts.map +1 -0
- package/modules/math/dist/sobol-data.js +172 -0
- package/modules/math/dist/sobol-data.js.map +1 -0
- package/modules/math/dist/solvers.d.ts +90 -0
- package/modules/math/dist/solvers.d.ts.map +1 -0
- package/modules/math/dist/solvers.js +663 -0
- package/modules/math/dist/solvers.js.map +1 -0
- package/modules/math/dist/statistics-internal.d.ts +73 -0
- package/modules/math/dist/statistics-internal.d.ts.map +1 -0
- package/modules/math/dist/statistics-internal.js +217 -0
- package/modules/math/dist/statistics-internal.js.map +1 -0
- package/modules/math/dist/statistics.d.ts +113 -0
- package/modules/math/dist/statistics.d.ts.map +1 -0
- package/modules/math/dist/statistics.js +545 -0
- package/modules/math/dist/statistics.js.map +1 -0
- package/modules/math/dist/timeseries.d.ts +131 -0
- package/modules/math/dist/timeseries.d.ts.map +1 -0
- package/modules/math/dist/timeseries.js +502 -0
- package/modules/math/dist/timeseries.js.map +1 -0
- package/modules/math/etc/math.api.md +178 -0
- package/modules/math/src/bivariate.ts +124 -0
- package/modules/math/src/distributions.ts +481 -0
- package/modules/math/src/filters.ts +452 -0
- package/modules/math/src/index.ts +223 -0
- package/modules/math/src/integration.ts +259 -0
- package/modules/math/src/interpolation.ts +588 -0
- package/modules/math/src/linalg.ts +1892 -0
- package/modules/math/src/lowdiscrepancy.ts +241 -0
- package/modules/math/src/montecarlo.ts +326 -0
- package/modules/math/src/normal.ts +161 -0
- package/modules/math/src/optimize.ts +943 -0
- package/modules/math/src/random.ts +372 -0
- package/modules/math/src/regression.ts +340 -0
- package/modules/math/src/resource-validation.ts +79 -0
- package/modules/math/src/sobol-data.ts +187 -0
- package/modules/math/src/solvers.ts +859 -0
- package/modules/math/src/statistics-internal.ts +256 -0
- package/modules/math/src/statistics.ts +636 -0
- package/modules/math/src/timeseries.ts +611 -0
- package/modules/options/dist/american-iv.d.ts +116 -0
- package/modules/options/dist/american-iv.d.ts.map +1 -0
- package/modules/options/dist/american-iv.js +385 -0
- package/modules/options/dist/american-iv.js.map +1 -0
- package/modules/options/dist/arbitrage.d.ts +42 -0
- package/modules/options/dist/arbitrage.d.ts.map +1 -0
- package/modules/options/dist/arbitrage.js +79 -0
- package/modules/options/dist/arbitrage.js.map +1 -0
- package/modules/options/dist/bachelier.d.ts +68 -0
- package/modules/options/dist/bachelier.d.ts.map +1 -0
- package/modules/options/dist/bachelier.js +348 -0
- package/modules/options/dist/bachelier.js.map +1 -0
- package/modules/options/dist/batch.d.ts +82 -0
- package/modules/options/dist/batch.d.ts.map +1 -0
- package/modules/options/dist/batch.js +346 -0
- package/modules/options/dist/batch.js.map +1 -0
- package/modules/options/dist/black-scholes.d.ts +42 -0
- package/modules/options/dist/black-scholes.d.ts.map +1 -0
- package/modules/options/dist/black-scholes.js +334 -0
- package/modules/options/dist/black-scholes.js.map +1 -0
- package/modules/options/dist/black76.d.ts +77 -0
- package/modules/options/dist/black76.d.ts.map +1 -0
- package/modules/options/dist/black76.js +400 -0
- package/modules/options/dist/black76.js.map +1 -0
- package/modules/options/dist/bsm.d.ts +120 -0
- package/modules/options/dist/bsm.d.ts.map +1 -0
- package/modules/options/dist/bsm.js +414 -0
- package/modules/options/dist/bsm.js.map +1 -0
- package/modules/options/dist/chain-greeks.d.ts +69 -0
- package/modules/options/dist/chain-greeks.d.ts.map +1 -0
- package/modules/options/dist/chain-greeks.js +154 -0
- package/modules/options/dist/chain-greeks.js.map +1 -0
- package/modules/options/dist/chain-health.d.ts +254 -0
- package/modules/options/dist/chain-health.d.ts.map +1 -0
- package/modules/options/dist/chain-health.js +746 -0
- package/modules/options/dist/chain-health.js.map +1 -0
- package/modules/options/dist/contract.d.ts +73 -0
- package/modules/options/dist/contract.d.ts.map +1 -0
- package/modules/options/dist/contract.js +226 -0
- package/modules/options/dist/contract.js.map +1 -0
- package/modules/options/dist/dividend-term-structure.d.ts +76 -0
- package/modules/options/dist/dividend-term-structure.d.ts.map +1 -0
- package/modules/options/dist/dividend-term-structure.js +180 -0
- package/modules/options/dist/dividend-term-structure.js.map +1 -0
- package/modules/options/dist/dividends.d.ts +34 -0
- package/modules/options/dist/dividends.d.ts.map +1 -0
- package/modules/options/dist/dividends.js +51 -0
- package/modules/options/dist/dividends.js.map +1 -0
- package/modules/options/dist/engine-bsm.d.ts +22 -0
- package/modules/options/dist/engine-bsm.d.ts.map +1 -0
- package/modules/options/dist/engine-bsm.js +236 -0
- package/modules/options/dist/engine-bsm.js.map +1 -0
- package/modules/options/dist/engines/american-approx.d.ts +29 -0
- package/modules/options/dist/engines/american-approx.d.ts.map +1 -0
- package/modules/options/dist/engines/american-approx.js +483 -0
- package/modules/options/dist/engines/american-approx.js.map +1 -0
- package/modules/options/dist/engines/bounds.d.ts +49 -0
- package/modules/options/dist/engines/bounds.d.ts.map +1 -0
- package/modules/options/dist/engines/bounds.js +58 -0
- package/modules/options/dist/engines/bounds.js.map +1 -0
- package/modules/options/dist/engines/engine-factory.d.ts +92 -0
- package/modules/options/dist/engines/engine-factory.d.ts.map +1 -0
- package/modules/options/dist/engines/engine-factory.js +372 -0
- package/modules/options/dist/engines/engine-factory.js.map +1 -0
- package/modules/options/dist/engines/fd-greeks.d.ts +84 -0
- package/modules/options/dist/engines/fd-greeks.d.ts.map +1 -0
- package/modules/options/dist/engines/fd-greeks.js +343 -0
- package/modules/options/dist/engines/fd-greeks.js.map +1 -0
- package/modules/options/dist/engines/fdm.d.ts +78 -0
- package/modules/options/dist/engines/fdm.d.ts.map +1 -0
- package/modules/options/dist/engines/fdm.js +218 -0
- package/modules/options/dist/engines/fdm.js.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts +24 -0
- package/modules/options/dist/engines/scalar-pricing.d.ts.map +1 -0
- package/modules/options/dist/engines/scalar-pricing.js +2 -0
- package/modules/options/dist/engines/scalar-pricing.js.map +1 -0
- package/modules/options/dist/engines/tree.d.ts +78 -0
- package/modules/options/dist/engines/tree.d.ts.map +1 -0
- package/modules/options/dist/engines/tree.js +247 -0
- package/modules/options/dist/engines/tree.js.map +1 -0
- package/modules/options/dist/engines.d.ts +272 -0
- package/modules/options/dist/engines.d.ts.map +1 -0
- package/modules/options/dist/engines.js +1309 -0
- package/modules/options/dist/engines.js.map +1 -0
- package/modules/options/dist/equity-lattice.d.ts +58 -0
- package/modules/options/dist/equity-lattice.d.ts.map +1 -0
- package/modules/options/dist/equity-lattice.js +139 -0
- package/modules/options/dist/equity-lattice.js.map +1 -0
- package/modules/options/dist/exercise.d.ts +80 -0
- package/modules/options/dist/exercise.d.ts.map +1 -0
- package/modules/options/dist/exercise.js +266 -0
- package/modules/options/dist/exercise.js.map +1 -0
- package/modules/options/dist/exotics.d.ts +640 -0
- package/modules/options/dist/exotics.d.ts.map +1 -0
- package/modules/options/dist/exotics.js +2880 -0
- package/modules/options/dist/exotics.js.map +1 -0
- package/modules/options/dist/facade-util.d.ts +51 -0
- package/modules/options/dist/facade-util.d.ts.map +1 -0
- package/modules/options/dist/facade-util.js +93 -0
- package/modules/options/dist/facade-util.js.map +1 -0
- package/modules/options/dist/generated/validation-specs.d.ts +12 -0
- package/modules/options/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/options/dist/generated/validation-specs.js +2616 -0
- package/modules/options/dist/generated/validation-specs.js.map +1 -0
- package/modules/options/dist/heston.d.ts +160 -0
- package/modules/options/dist/heston.d.ts.map +1 -0
- package/modules/options/dist/heston.js +983 -0
- package/modules/options/dist/heston.js.map +1 -0
- package/modules/options/dist/index.d.ts +65 -0
- package/modules/options/dist/index.d.ts.map +1 -0
- package/modules/options/dist/index.js +58 -0
- package/modules/options/dist/index.js.map +1 -0
- package/modules/options/dist/iv.d.ts +85 -0
- package/modules/options/dist/iv.d.ts.map +1 -0
- package/modules/options/dist/iv.js +424 -0
- package/modules/options/dist/iv.js.map +1 -0
- package/modules/options/dist/lattice.d.ts +7 -0
- package/modules/options/dist/lattice.d.ts.map +1 -0
- package/modules/options/dist/lattice.js +7 -0
- package/modules/options/dist/lattice.js.map +1 -0
- package/modules/options/dist/local-volatility.d.ts +128 -0
- package/modules/options/dist/local-volatility.d.ts.map +1 -0
- package/modules/options/dist/local-volatility.js +333 -0
- package/modules/options/dist/local-volatility.js.map +1 -0
- package/modules/options/dist/market.d.ts +19 -0
- package/modules/options/dist/market.d.ts.map +1 -0
- package/modules/options/dist/market.js +58 -0
- package/modules/options/dist/market.js.map +1 -0
- package/modules/options/dist/mc/complex.d.ts +23 -0
- package/modules/options/dist/mc/complex.d.ts.map +1 -0
- package/modules/options/dist/mc/complex.js +42 -0
- package/modules/options/dist/mc/complex.js.map +1 -0
- package/modules/options/dist/mc/core.d.ts +151 -0
- package/modules/options/dist/mc/core.d.ts.map +1 -0
- package/modules/options/dist/mc/core.js +319 -0
- package/modules/options/dist/mc/core.js.map +1 -0
- package/modules/options/dist/monte-carlo.d.ts +66 -0
- package/modules/options/dist/monte-carlo.d.ts.map +1 -0
- package/modules/options/dist/monte-carlo.js +388 -0
- package/modules/options/dist/monte-carlo.js.map +1 -0
- package/modules/options/dist/parity.d.ts +191 -0
- package/modules/options/dist/parity.d.ts.map +1 -0
- package/modules/options/dist/parity.js +566 -0
- package/modules/options/dist/parity.js.map +1 -0
- package/modules/options/dist/payoff-kernel.d.ts +33 -0
- package/modules/options/dist/payoff-kernel.d.ts.map +1 -0
- package/modules/options/dist/payoff-kernel.js +27 -0
- package/modules/options/dist/payoff-kernel.js.map +1 -0
- package/modules/options/dist/payoff.d.ts +34 -0
- package/modules/options/dist/payoff.d.ts.map +1 -0
- package/modules/options/dist/payoff.js +60 -0
- package/modules/options/dist/payoff.js.map +1 -0
- package/modules/options/dist/pricer.d.ts +44 -0
- package/modules/options/dist/pricer.d.ts.map +1 -0
- package/modules/options/dist/pricer.js +179 -0
- package/modules/options/dist/pricer.js.map +1 -0
- package/modules/options/dist/pro.d.ts +82 -0
- package/modules/options/dist/pro.d.ts.map +1 -0
- package/modules/options/dist/pro.js +177 -0
- package/modules/options/dist/pro.js.map +1 -0
- package/modules/options/dist/quote.d.ts +18 -0
- package/modules/options/dist/quote.d.ts.map +1 -0
- package/modules/options/dist/quote.js +26 -0
- package/modules/options/dist/quote.js.map +1 -0
- package/modules/options/dist/resource-validation-internal.d.ts +8 -0
- package/modules/options/dist/resource-validation-internal.d.ts.map +1 -0
- package/modules/options/dist/resource-validation-internal.js +23 -0
- package/modules/options/dist/resource-validation-internal.js.map +1 -0
- package/modules/options/dist/sabr.d.ts +153 -0
- package/modules/options/dist/sabr.d.ts.map +1 -0
- package/modules/options/dist/sabr.js +515 -0
- package/modules/options/dist/sabr.js.map +1 -0
- package/modules/options/dist/schema.d.ts +120 -0
- package/modules/options/dist/schema.d.ts.map +1 -0
- package/modules/options/dist/schema.js +62 -0
- package/modules/options/dist/schema.js.map +1 -0
- package/modules/options/dist/time.d.ts +44 -0
- package/modules/options/dist/time.d.ts.map +1 -0
- package/modules/options/dist/time.js +76 -0
- package/modules/options/dist/time.js.map +1 -0
- package/modules/options/dist/types.d.ts +115 -0
- package/modules/options/dist/types.d.ts.map +1 -0
- package/modules/options/dist/types.js +3 -0
- package/modules/options/dist/types.js.map +1 -0
- package/modules/options/etc/options.api.md +230 -0
- package/modules/options/src/american-iv.ts +547 -0
- package/modules/options/src/arbitrage.ts +134 -0
- package/modules/options/src/bachelier.ts +515 -0
- package/modules/options/src/batch.ts +496 -0
- package/modules/options/src/black-scholes.ts +501 -0
- package/modules/options/src/black76.ts +573 -0
- package/modules/options/src/bsm.ts +575 -0
- package/modules/options/src/chain-greeks.ts +242 -0
- package/modules/options/src/chain-health.ts +1083 -0
- package/modules/options/src/contract.ts +329 -0
- package/modules/options/src/dividend-term-structure.ts +303 -0
- package/modules/options/src/dividends.ts +75 -0
- package/modules/options/src/engine-bsm.ts +306 -0
- package/modules/options/src/engines/american-approx.ts +669 -0
- package/modules/options/src/engines/bounds.ts +106 -0
- package/modules/options/src/engines/engine-factory.ts +502 -0
- package/modules/options/src/engines/fd-greeks.ts +426 -0
- package/modules/options/src/engines/fdm.ts +302 -0
- package/modules/options/src/engines/scalar-pricing.ts +27 -0
- package/modules/options/src/engines/tree.ts +350 -0
- package/modules/options/src/engines.ts +1845 -0
- package/modules/options/src/equity-lattice.ts +224 -0
- package/modules/options/src/exercise.ts +422 -0
- package/modules/options/src/exotics.ts +3966 -0
- package/modules/options/src/facade-util.ts +137 -0
- package/modules/options/src/generated/validation-specs.ts +2621 -0
- package/modules/options/src/heston.ts +1348 -0
- package/modules/options/src/index.ts +325 -0
- package/modules/options/src/iv.ts +591 -0
- package/modules/options/src/lattice.ts +6 -0
- package/modules/options/src/local-volatility.ts +493 -0
- package/modules/options/src/market.ts +74 -0
- package/modules/options/src/mc/complex.ts +55 -0
- package/modules/options/src/mc/core.ts +538 -0
- package/modules/options/src/monte-carlo.ts +567 -0
- package/modules/options/src/parity.ts +928 -0
- package/modules/options/src/payoff-kernel.ts +39 -0
- package/modules/options/src/payoff.ts +81 -0
- package/modules/options/src/pricer.ts +217 -0
- package/modules/options/src/pro.ts +272 -0
- package/modules/options/src/quote.ts +34 -0
- package/modules/options/src/resource-validation-internal.ts +31 -0
- package/modules/options/src/sabr.ts +716 -0
- package/modules/options/src/schema.ts +73 -0
- package/modules/options/src/time.ts +104 -0
- package/modules/options/src/types.ts +124 -0
- package/modules/performance/dist/activity.d.ts +24 -0
- package/modules/performance/dist/activity.d.ts.map +1 -0
- package/modules/performance/dist/activity.js +137 -0
- package/modules/performance/dist/activity.js.map +1 -0
- package/modules/performance/dist/analyze.d.ts +85 -0
- package/modules/performance/dist/analyze.d.ts.map +1 -0
- package/modules/performance/dist/analyze.js +203 -0
- package/modules/performance/dist/analyze.js.map +1 -0
- package/modules/performance/dist/annualization-internal.d.ts +21 -0
- package/modules/performance/dist/annualization-internal.d.ts.map +1 -0
- package/modules/performance/dist/annualization-internal.js +34 -0
- package/modules/performance/dist/annualization-internal.js.map +1 -0
- package/modules/performance/dist/drawdown.d.ts +34 -0
- package/modules/performance/dist/drawdown.d.ts.map +1 -0
- package/modules/performance/dist/drawdown.js +99 -0
- package/modules/performance/dist/drawdown.js.map +1 -0
- package/modules/performance/dist/flow-aware.d.ts +388 -0
- package/modules/performance/dist/flow-aware.d.ts.map +1 -0
- package/modules/performance/dist/flow-aware.js +888 -0
- package/modules/performance/dist/flow-aware.js.map +1 -0
- package/modules/performance/dist/index.d.ts +26 -0
- package/modules/performance/dist/index.d.ts.map +1 -0
- package/modules/performance/dist/index.js +25 -0
- package/modules/performance/dist/index.js.map +1 -0
- package/modules/performance/dist/metrics.d.ts +13 -0
- package/modules/performance/dist/metrics.d.ts.map +1 -0
- package/modules/performance/dist/metrics.js +87 -0
- package/modules/performance/dist/metrics.js.map +1 -0
- package/modules/performance/dist/ratios.d.ts +55 -0
- package/modules/performance/dist/ratios.d.ts.map +1 -0
- package/modules/performance/dist/ratios.js +168 -0
- package/modules/performance/dist/ratios.js.map +1 -0
- package/modules/performance/dist/relative.d.ts +33 -0
- package/modules/performance/dist/relative.d.ts.map +1 -0
- package/modules/performance/dist/relative.js +150 -0
- package/modules/performance/dist/relative.js.map +1 -0
- package/modules/performance/dist/returns.d.ts +18 -0
- package/modules/performance/dist/returns.d.ts.map +1 -0
- package/modules/performance/dist/returns.js +70 -0
- package/modules/performance/dist/returns.js.map +1 -0
- package/modules/performance/dist/rolling.d.ts +36 -0
- package/modules/performance/dist/rolling.d.ts.map +1 -0
- package/modules/performance/dist/rolling.js +102 -0
- package/modules/performance/dist/rolling.js.map +1 -0
- package/modules/performance/dist/sector-performance-internal.d.ts +61 -0
- package/modules/performance/dist/sector-performance-internal.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance-internal.js +216 -0
- package/modules/performance/dist/sector-performance-internal.js.map +1 -0
- package/modules/performance/dist/sector-performance.d.ts +288 -0
- package/modules/performance/dist/sector-performance.d.ts.map +1 -0
- package/modules/performance/dist/sector-performance.js +690 -0
- package/modules/performance/dist/sector-performance.js.map +1 -0
- package/modules/performance/dist/sharpe.d.ts +74 -0
- package/modules/performance/dist/sharpe.d.ts.map +1 -0
- package/modules/performance/dist/sharpe.js +157 -0
- package/modules/performance/dist/sharpe.js.map +1 -0
- package/modules/performance/etc/performance.api.md +109 -0
- package/modules/performance/src/activity.ts +182 -0
- package/modules/performance/src/analyze.ts +305 -0
- package/modules/performance/src/annualization-internal.ts +43 -0
- package/modules/performance/src/drawdown.ts +132 -0
- package/modules/performance/src/flow-aware.ts +1518 -0
- package/modules/performance/src/index.ts +89 -0
- package/modules/performance/src/metrics.ts +150 -0
- package/modules/performance/src/ratios.ts +243 -0
- package/modules/performance/src/relative.ts +278 -0
- package/modules/performance/src/returns.ts +80 -0
- package/modules/performance/src/rolling.ts +155 -0
- package/modules/performance/src/sector-performance-internal.ts +293 -0
- package/modules/performance/src/sector-performance.ts +1263 -0
- package/modules/performance/src/sharpe.ts +256 -0
- package/modules/portfolio/dist/allocation.d.ts +227 -0
- package/modules/portfolio/dist/allocation.d.ts.map +1 -0
- package/modules/portfolio/dist/allocation.js +545 -0
- package/modules/portfolio/dist/allocation.js.map +1 -0
- package/modules/portfolio/dist/events.d.ts +502 -0
- package/modules/portfolio/dist/events.d.ts.map +1 -0
- package/modules/portfolio/dist/events.js +1061 -0
- package/modules/portfolio/dist/events.js.map +1 -0
- package/modules/portfolio/dist/index.d.ts +47 -0
- package/modules/portfolio/dist/index.d.ts.map +1 -0
- package/modules/portfolio/dist/index.js +34 -0
- package/modules/portfolio/dist/index.js.map +1 -0
- package/modules/portfolio/dist/internal.d.ts +101 -0
- package/modules/portfolio/dist/internal.d.ts.map +1 -0
- package/modules/portfolio/dist/internal.js +356 -0
- package/modules/portfolio/dist/internal.js.map +1 -0
- package/modules/portfolio/dist/ledger.d.ts +129 -0
- package/modules/portfolio/dist/ledger.d.ts.map +1 -0
- package/modules/portfolio/dist/ledger.js +271 -0
- package/modules/portfolio/dist/ledger.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts +49 -0
- package/modules/portfolio/dist/lifecycle-corporate.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-corporate.js +462 -0
- package/modules/portfolio/dist/lifecycle-corporate.js.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts +59 -0
- package/modules/portfolio/dist/lifecycle-derivatives.d.ts.map +1 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js +422 -0
- package/modules/portfolio/dist/lifecycle-derivatives.js.map +1 -0
- package/modules/portfolio/dist/marks.d.ts +44 -0
- package/modules/portfolio/dist/marks.d.ts.map +1 -0
- package/modules/portfolio/dist/marks.js +81 -0
- package/modules/portfolio/dist/marks.js.map +1 -0
- package/modules/portfolio/dist/monitor.d.ts +222 -0
- package/modules/portfolio/dist/monitor.d.ts.map +1 -0
- package/modules/portfolio/dist/monitor.js +1806 -0
- package/modules/portfolio/dist/monitor.js.map +1 -0
- package/modules/portfolio/dist/performance.d.ts +78 -0
- package/modules/portfolio/dist/performance.d.ts.map +1 -0
- package/modules/portfolio/dist/performance.js +146 -0
- package/modules/portfolio/dist/performance.js.map +1 -0
- package/modules/portfolio/dist/pnl.d.ts +154 -0
- package/modules/portfolio/dist/pnl.d.ts.map +1 -0
- package/modules/portfolio/dist/pnl.js +548 -0
- package/modules/portfolio/dist/pnl.js.map +1 -0
- package/modules/portfolio/dist/policy-grammar.d.ts +358 -0
- package/modules/portfolio/dist/policy-grammar.d.ts.map +1 -0
- package/modules/portfolio/dist/policy-grammar.js +1198 -0
- package/modules/portfolio/dist/policy-grammar.js.map +1 -0
- package/modules/portfolio/dist/policy.d.ts +24 -0
- package/modules/portfolio/dist/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/policy.js +20 -0
- package/modules/portfolio/dist/policy.js.map +1 -0
- package/modules/portfolio/dist/rebalance.d.ts +281 -0
- package/modules/portfolio/dist/rebalance.d.ts.map +1 -0
- package/modules/portfolio/dist/rebalance.js +1236 -0
- package/modules/portfolio/dist/rebalance.js.map +1 -0
- package/modules/portfolio/dist/reconciliation.d.ts +150 -0
- package/modules/portfolio/dist/reconciliation.d.ts.map +1 -0
- package/modules/portfolio/dist/reconciliation.js +392 -0
- package/modules/portfolio/dist/reconciliation.js.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts +92 -0
- package/modules/portfolio/dist/reducer-kernel.d.ts.map +1 -0
- package/modules/portfolio/dist/reducer-kernel.js +320 -0
- package/modules/portfolio/dist/reducer-kernel.js.map +1 -0
- package/modules/portfolio/dist/snapshot.d.ts +128 -0
- package/modules/portfolio/dist/snapshot.d.ts.map +1 -0
- package/modules/portfolio/dist/snapshot.js +205 -0
- package/modules/portfolio/dist/snapshot.js.map +1 -0
- package/modules/portfolio/dist/state.d.ts +196 -0
- package/modules/portfolio/dist/state.d.ts.map +1 -0
- package/modules/portfolio/dist/state.js +1093 -0
- package/modules/portfolio/dist/state.js.map +1 -0
- package/modules/portfolio/dist/timeline.d.ts +107 -0
- package/modules/portfolio/dist/timeline.d.ts.map +1 -0
- package/modules/portfolio/dist/timeline.js +220 -0
- package/modules/portfolio/dist/timeline.js.map +1 -0
- package/modules/portfolio/dist/trade/grant.d.ts +21 -0
- package/modules/portfolio/dist/trade/grant.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/grant.js +411 -0
- package/modules/portfolio/dist/trade/grant.js.map +1 -0
- package/modules/portfolio/dist/trade/index.d.ts +20 -0
- package/modules/portfolio/dist/trade/index.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/index.js +17 -0
- package/modules/portfolio/dist/trade/index.js.map +1 -0
- package/modules/portfolio/dist/trade/journal.d.ts +23 -0
- package/modules/portfolio/dist/trade/journal.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/journal.js +352 -0
- package/modules/portfolio/dist/trade/journal.js.map +1 -0
- package/modules/portfolio/dist/trade/plan.d.ts +25 -0
- package/modules/portfolio/dist/trade/plan.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/plan.js +285 -0
- package/modules/portfolio/dist/trade/plan.js.map +1 -0
- package/modules/portfolio/dist/trade/policy.d.ts +5 -0
- package/modules/portfolio/dist/trade/policy.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/policy.js +133 -0
- package/modules/portfolio/dist/trade/policy.js.map +1 -0
- package/modules/portfolio/dist/trade/preflight.d.ts +3 -0
- package/modules/portfolio/dist/trade/preflight.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/preflight.js +381 -0
- package/modules/portfolio/dist/trade/preflight.js.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts +8 -0
- package/modules/portfolio/dist/trade/reconcile.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/reconcile.js +240 -0
- package/modules/portfolio/dist/trade/reconcile.js.map +1 -0
- package/modules/portfolio/dist/trade/types.d.ts +559 -0
- package/modules/portfolio/dist/trade/types.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/types.js +36 -0
- package/modules/portfolio/dist/trade/types.js.map +1 -0
- package/modules/portfolio/dist/trade/validate.d.ts +36 -0
- package/modules/portfolio/dist/trade/validate.d.ts.map +1 -0
- package/modules/portfolio/dist/trade/validate.js +776 -0
- package/modules/portfolio/dist/trade/validate.js.map +1 -0
- package/modules/portfolio/etc/portfolio.api.md +236 -0
- package/modules/portfolio/src/allocation.ts +844 -0
- package/modules/portfolio/src/events.ts +1968 -0
- package/modules/portfolio/src/index.ts +295 -0
- package/modules/portfolio/src/internal.ts +523 -0
- package/modules/portfolio/src/ledger.ts +420 -0
- package/modules/portfolio/src/lifecycle-corporate.ts +888 -0
- package/modules/portfolio/src/lifecycle-derivatives.ts +735 -0
- package/modules/portfolio/src/marks.ts +140 -0
- package/modules/portfolio/src/monitor.ts +2421 -0
- package/modules/portfolio/src/performance.ts +237 -0
- package/modules/portfolio/src/pnl.ts +840 -0
- package/modules/portfolio/src/policy-grammar.ts +1891 -0
- package/modules/portfolio/src/policy.ts +119 -0
- package/modules/portfolio/src/rebalance.ts +1742 -0
- package/modules/portfolio/src/reconciliation.ts +621 -0
- package/modules/portfolio/src/reducer-kernel.ts +512 -0
- package/modules/portfolio/src/snapshot.ts +372 -0
- package/modules/portfolio/src/state.ts +1776 -0
- package/modules/portfolio/src/timeline.ts +359 -0
- package/modules/portfolio/src/trade/grant.ts +514 -0
- package/modules/portfolio/src/trade/index.ts +96 -0
- package/modules/portfolio/src/trade/journal.ts +432 -0
- package/modules/portfolio/src/trade/plan.ts +424 -0
- package/modules/portfolio/src/trade/policy.ts +153 -0
- package/modules/portfolio/src/trade/preflight.ts +605 -0
- package/modules/portfolio/src/trade/reconcile.ts +276 -0
- package/modules/portfolio/src/trade/types.ts +637 -0
- package/modules/portfolio/src/trade/validate.ts +1213 -0
- package/modules/research/dist/artifacts.d.ts +25 -0
- package/modules/research/dist/artifacts.d.ts.map +1 -0
- package/modules/research/dist/artifacts.js +22 -0
- package/modules/research/dist/artifacts.js.map +1 -0
- package/modules/research/dist/events.d.ts +238 -0
- package/modules/research/dist/events.d.ts.map +1 -0
- package/modules/research/dist/events.js +844 -0
- package/modules/research/dist/events.js.map +1 -0
- package/modules/research/dist/factors.d.ts +330 -0
- package/modules/research/dist/factors.d.ts.map +1 -0
- package/modules/research/dist/factors.js +891 -0
- package/modules/research/dist/factors.js.map +1 -0
- package/modules/research/dist/index.d.ts +11 -0
- package/modules/research/dist/index.d.ts.map +1 -0
- package/modules/research/dist/index.js +13 -0
- package/modules/research/dist/index.js.map +1 -0
- package/modules/research/dist/observations.d.ts +77 -0
- package/modules/research/dist/observations.d.ts.map +1 -0
- package/modules/research/dist/observations.js +201 -0
- package/modules/research/dist/observations.js.map +1 -0
- package/modules/research/dist/point-in-time.d.ts +17 -0
- package/modules/research/dist/point-in-time.d.ts.map +1 -0
- package/modules/research/dist/point-in-time.js +34 -0
- package/modules/research/dist/point-in-time.js.map +1 -0
- package/modules/research/dist/research-hygiene.d.ts +126 -0
- package/modules/research/dist/research-hygiene.d.ts.map +1 -0
- package/modules/research/dist/research-hygiene.js +290 -0
- package/modules/research/dist/research-hygiene.js.map +1 -0
- package/modules/research/dist/research-run-artifacts.d.ts +315 -0
- package/modules/research/dist/research-run-artifacts.d.ts.map +1 -0
- package/modules/research/dist/research-run-artifacts.js +766 -0
- package/modules/research/dist/research-run-artifacts.js.map +1 -0
- package/modules/research/dist/research-run-kinds.d.ts +135 -0
- package/modules/research/dist/research-run-kinds.d.ts.map +1 -0
- package/modules/research/dist/research-run-kinds.js +470 -0
- package/modules/research/dist/research-run-kinds.js.map +1 -0
- package/modules/research/dist/screening.d.ts +215 -0
- package/modules/research/dist/screening.d.ts.map +1 -0
- package/modules/research/dist/screening.js +616 -0
- package/modules/research/dist/screening.js.map +1 -0
- package/modules/research/dist/universe.d.ts +131 -0
- package/modules/research/dist/universe.d.ts.map +1 -0
- package/modules/research/dist/universe.js +294 -0
- package/modules/research/dist/universe.js.map +1 -0
- package/modules/research/etc/research.api.md +109 -0
- package/modules/research/src/artifacts.ts +68 -0
- package/modules/research/src/events.ts +1358 -0
- package/modules/research/src/factors.ts +1322 -0
- package/modules/research/src/index.ts +28 -0
- package/modules/research/src/observations.ts +360 -0
- package/modules/research/src/point-in-time.ts +44 -0
- package/modules/research/src/research-hygiene.ts +544 -0
- package/modules/research/src/research-run-artifacts.ts +1464 -0
- package/modules/research/src/research-run-kinds.ts +723 -0
- package/modules/research/src/screening.ts +957 -0
- package/modules/research/src/universe.ts +494 -0
- package/modules/risk/dist/attribution.d.ts +166 -0
- package/modules/risk/dist/attribution.d.ts.map +1 -0
- package/modules/risk/dist/attribution.js +278 -0
- package/modules/risk/dist/attribution.js.map +1 -0
- package/modules/risk/dist/book-var.d.ts +113 -0
- package/modules/risk/dist/book-var.d.ts.map +1 -0
- package/modules/risk/dist/book-var.js +487 -0
- package/modules/risk/dist/book-var.js.map +1 -0
- package/modules/risk/dist/book.d.ts +95 -0
- package/modules/risk/dist/book.d.ts.map +1 -0
- package/modules/risk/dist/book.js +201 -0
- package/modules/risk/dist/book.js.map +1 -0
- package/modules/risk/dist/covariance.d.ts +96 -0
- package/modules/risk/dist/covariance.d.ts.map +1 -0
- package/modules/risk/dist/covariance.js +183 -0
- package/modules/risk/dist/covariance.js.map +1 -0
- package/modules/risk/dist/evt.d.ts +188 -0
- package/modules/risk/dist/evt.d.ts.map +1 -0
- package/modules/risk/dist/evt.js +625 -0
- package/modules/risk/dist/evt.js.map +1 -0
- package/modules/risk/dist/expected-returns.d.ts +139 -0
- package/modules/risk/dist/expected-returns.d.ts.map +1 -0
- package/modules/risk/dist/expected-returns.js +350 -0
- package/modules/risk/dist/expected-returns.js.map +1 -0
- package/modules/risk/dist/factor.d.ts +66 -0
- package/modules/risk/dist/factor.d.ts.map +1 -0
- package/modules/risk/dist/factor.js +133 -0
- package/modules/risk/dist/factor.js.map +1 -0
- package/modules/risk/dist/frontier.d.ts +158 -0
- package/modules/risk/dist/frontier.d.ts.map +1 -0
- package/modules/risk/dist/frontier.js +1183 -0
- package/modules/risk/dist/frontier.js.map +1 -0
- package/modules/risk/dist/index.d.ts +47 -0
- package/modules/risk/dist/index.d.ts.map +1 -0
- package/modules/risk/dist/index.js +43 -0
- package/modules/risk/dist/index.js.map +1 -0
- package/modules/risk/dist/input-description.d.ts +3 -0
- package/modules/risk/dist/input-description.d.ts.map +1 -0
- package/modules/risk/dist/input-description.js +24 -0
- package/modules/risk/dist/input-description.js.map +1 -0
- package/modules/risk/dist/kelly.d.ts +217 -0
- package/modules/risk/dist/kelly.d.ts.map +1 -0
- package/modules/risk/dist/kelly.js +731 -0
- package/modules/risk/dist/kelly.js.map +1 -0
- package/modules/risk/dist/linalg.d.ts +27 -0
- package/modules/risk/dist/linalg.d.ts.map +1 -0
- package/modules/risk/dist/linalg.js +89 -0
- package/modules/risk/dist/linalg.js.map +1 -0
- package/modules/risk/dist/numeric-vector.d.ts +9 -0
- package/modules/risk/dist/numeric-vector.d.ts.map +1 -0
- package/modules/risk/dist/numeric-vector.js +112 -0
- package/modules/risk/dist/numeric-vector.js.map +1 -0
- package/modules/risk/dist/optimize.d.ts +231 -0
- package/modules/risk/dist/optimize.d.ts.map +1 -0
- package/modules/risk/dist/optimize.js +1258 -0
- package/modules/risk/dist/optimize.js.map +1 -0
- package/modules/risk/dist/optimizer-validation.d.ts +26 -0
- package/modules/risk/dist/optimizer-validation.d.ts.map +1 -0
- package/modules/risk/dist/optimizer-validation.js +306 -0
- package/modules/risk/dist/optimizer-validation.js.map +1 -0
- package/modules/risk/dist/options-internal.d.ts +18 -0
- package/modules/risk/dist/options-internal.d.ts.map +1 -0
- package/modules/risk/dist/options-internal.js +49 -0
- package/modules/risk/dist/options-internal.js.map +1 -0
- package/modules/risk/dist/pnl-explain.d.ts +169 -0
- package/modules/risk/dist/pnl-explain.d.ts.map +1 -0
- package/modules/risk/dist/pnl-explain.js +327 -0
- package/modules/risk/dist/pnl-explain.js.map +1 -0
- package/modules/risk/dist/portfolio.d.ts +322 -0
- package/modules/risk/dist/portfolio.d.ts.map +1 -0
- package/modules/risk/dist/portfolio.js +547 -0
- package/modules/risk/dist/portfolio.js.map +1 -0
- package/modules/risk/dist/research-protocol.d.ts +74 -0
- package/modules/risk/dist/research-protocol.d.ts.map +1 -0
- package/modules/risk/dist/research-protocol.js +193 -0
- package/modules/risk/dist/research-protocol.js.map +1 -0
- package/modules/risk/dist/research.d.ts +255 -0
- package/modules/risk/dist/research.d.ts.map +1 -0
- package/modules/risk/dist/research.js +752 -0
- package/modules/risk/dist/research.js.map +1 -0
- package/modules/risk/dist/scenario.d.ts +279 -0
- package/modules/risk/dist/scenario.d.ts.map +1 -0
- package/modules/risk/dist/scenario.js +458 -0
- package/modules/risk/dist/scenario.js.map +1 -0
- package/modules/risk/dist/sizing.d.ts +14 -0
- package/modules/risk/dist/sizing.d.ts.map +1 -0
- package/modules/risk/dist/sizing.js +12 -0
- package/modules/risk/dist/sizing.js.map +1 -0
- package/modules/risk/dist/strategy-shape.d.ts +84 -0
- package/modules/risk/dist/strategy-shape.d.ts.map +1 -0
- package/modules/risk/dist/strategy-shape.js +17 -0
- package/modules/risk/dist/strategy-shape.js.map +1 -0
- package/modules/risk/dist/value-at-risk.d.ts +240 -0
- package/modules/risk/dist/value-at-risk.d.ts.map +1 -0
- package/modules/risk/dist/value-at-risk.js +743 -0
- package/modules/risk/dist/value-at-risk.js.map +1 -0
- package/modules/risk/etc/risk.api.md +228 -0
- package/modules/risk/src/attribution.ts +480 -0
- package/modules/risk/src/book-var.ts +717 -0
- package/modules/risk/src/book.ts +327 -0
- package/modules/risk/src/covariance.ts +293 -0
- package/modules/risk/src/evt.ts +899 -0
- package/modules/risk/src/expected-returns.ts +572 -0
- package/modules/risk/src/factor.ts +199 -0
- package/modules/risk/src/frontier.ts +1570 -0
- package/modules/risk/src/index.ts +281 -0
- package/modules/risk/src/input-description.ts +15 -0
- package/modules/risk/src/kelly.ts +1119 -0
- package/modules/risk/src/linalg.ts +100 -0
- package/modules/risk/src/numeric-vector.ts +153 -0
- package/modules/risk/src/optimize.ts +1769 -0
- package/modules/risk/src/optimizer-validation.ts +467 -0
- package/modules/risk/src/options-internal.ts +73 -0
- package/modules/risk/src/pnl-explain.ts +544 -0
- package/modules/risk/src/portfolio.ts +911 -0
- package/modules/risk/src/research-protocol.ts +277 -0
- package/modules/risk/src/research.ts +1076 -0
- package/modules/risk/src/scenario.ts +728 -0
- package/modules/risk/src/sizing.ts +15 -0
- package/modules/risk/src/strategy-shape.ts +90 -0
- package/modules/risk/src/value-at-risk.ts +1102 -0
- package/modules/scenarios/dist/aggregates.d.ts +27 -0
- package/modules/scenarios/dist/aggregates.d.ts.map +1 -0
- package/modules/scenarios/dist/aggregates.js +262 -0
- package/modules/scenarios/dist/aggregates.js.map +1 -0
- package/modules/scenarios/dist/fx.d.ts +69 -0
- package/modules/scenarios/dist/fx.d.ts.map +1 -0
- package/modules/scenarios/dist/fx.js +349 -0
- package/modules/scenarios/dist/fx.js.map +1 -0
- package/modules/scenarios/dist/index.d.ts +6 -0
- package/modules/scenarios/dist/index.d.ts.map +1 -0
- package/modules/scenarios/dist/index.js +6 -0
- package/modules/scenarios/dist/index.js.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts +28 -0
- package/modules/scenarios/dist/internal/behaviors.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/behaviors.js +169 -0
- package/modules/scenarios/dist/internal/behaviors.js.map +1 -0
- package/modules/scenarios/dist/internal/data.d.ts +35 -0
- package/modules/scenarios/dist/internal/data.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/data.js +194 -0
- package/modules/scenarios/dist/internal/data.js.map +1 -0
- package/modules/scenarios/dist/internal/failures.d.ts +18 -0
- package/modules/scenarios/dist/internal/failures.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/failures.js +184 -0
- package/modules/scenarios/dist/internal/failures.js.map +1 -0
- package/modules/scenarios/dist/internal/results.d.ts +18 -0
- package/modules/scenarios/dist/internal/results.d.ts.map +1 -0
- package/modules/scenarios/dist/internal/results.js +100 -0
- package/modules/scenarios/dist/internal/results.js.map +1 -0
- package/modules/scenarios/dist/market-resolution.d.ts +32 -0
- package/modules/scenarios/dist/market-resolution.d.ts.map +1 -0
- package/modules/scenarios/dist/market-resolution.js +296 -0
- package/modules/scenarios/dist/market-resolution.js.map +1 -0
- package/modules/scenarios/dist/portfolio.d.ts +11 -0
- package/modules/scenarios/dist/portfolio.d.ts.map +1 -0
- package/modules/scenarios/dist/portfolio.js +419 -0
- package/modules/scenarios/dist/portfolio.js.map +1 -0
- package/modules/scenarios/dist/run.d.ts +4 -0
- package/modules/scenarios/dist/run.d.ts.map +1 -0
- package/modules/scenarios/dist/run.js +933 -0
- package/modules/scenarios/dist/run.js.map +1 -0
- package/modules/scenarios/dist/spot-pricer.d.ts +21 -0
- package/modules/scenarios/dist/spot-pricer.d.ts.map +1 -0
- package/modules/scenarios/dist/spot-pricer.js +97 -0
- package/modules/scenarios/dist/spot-pricer.js.map +1 -0
- package/modules/scenarios/dist/targets.d.ts +18 -0
- package/modules/scenarios/dist/targets.d.ts.map +1 -0
- package/modules/scenarios/dist/targets.js +507 -0
- package/modules/scenarios/dist/targets.js.map +1 -0
- package/modules/scenarios/dist/taylor.d.ts +23 -0
- package/modules/scenarios/dist/taylor.d.ts.map +1 -0
- package/modules/scenarios/dist/taylor.js +209 -0
- package/modules/scenarios/dist/taylor.js.map +1 -0
- package/modules/scenarios/dist/transform.d.ts +31 -0
- package/modules/scenarios/dist/transform.d.ts.map +1 -0
- package/modules/scenarios/dist/transform.js +318 -0
- package/modules/scenarios/dist/transform.js.map +1 -0
- package/modules/scenarios/dist/types.d.ts +591 -0
- package/modules/scenarios/dist/types.d.ts.map +1 -0
- package/modules/scenarios/dist/types.js +2 -0
- package/modules/scenarios/dist/types.js.map +1 -0
- package/modules/scenarios/dist/work.d.ts +85 -0
- package/modules/scenarios/dist/work.d.ts.map +1 -0
- package/modules/scenarios/dist/work.js +629 -0
- package/modules/scenarios/dist/work.js.map +1 -0
- package/modules/scenarios/etc/scenarios.api.md +76 -0
- package/modules/scenarios/src/aggregates.ts +429 -0
- package/modules/scenarios/src/fx.ts +563 -0
- package/modules/scenarios/src/index.ts +5 -0
- package/modules/scenarios/src/internal/behaviors.ts +249 -0
- package/modules/scenarios/src/internal/data.ts +258 -0
- package/modules/scenarios/src/internal/failures.ts +219 -0
- package/modules/scenarios/src/internal/results.ts +131 -0
- package/modules/scenarios/src/market-resolution.ts +436 -0
- package/modules/scenarios/src/portfolio.ts +639 -0
- package/modules/scenarios/src/run.ts +1417 -0
- package/modules/scenarios/src/spot-pricer.ts +129 -0
- package/modules/scenarios/src/targets.ts +729 -0
- package/modules/scenarios/src/taylor.ts +287 -0
- package/modules/scenarios/src/transform.ts +468 -0
- package/modules/scenarios/src/types.ts +713 -0
- package/modules/scenarios/src/work.ts +1055 -0
- package/modules/strategy/dist/auto-range.d.ts +14 -0
- package/modules/strategy/dist/auto-range.d.ts.map +1 -0
- package/modules/strategy/dist/auto-range.js +19 -0
- package/modules/strategy/dist/auto-range.js.map +1 -0
- package/modules/strategy/dist/builders.d.ts +75 -0
- package/modules/strategy/dist/builders.d.ts.map +1 -0
- package/modules/strategy/dist/builders.js +112 -0
- package/modules/strategy/dist/builders.js.map +1 -0
- package/modules/strategy/dist/calendars.d.ts +70 -0
- package/modules/strategy/dist/calendars.d.ts.map +1 -0
- package/modules/strategy/dist/calendars.js +149 -0
- package/modules/strategy/dist/calendars.js.map +1 -0
- package/modules/strategy/dist/classify.d.ts +77 -0
- package/modules/strategy/dist/classify.d.ts.map +1 -0
- package/modules/strategy/dist/classify.js +144 -0
- package/modules/strategy/dist/classify.js.map +1 -0
- package/modules/strategy/dist/explain.d.ts +77 -0
- package/modules/strategy/dist/explain.d.ts.map +1 -0
- package/modules/strategy/dist/explain.js +300 -0
- package/modules/strategy/dist/explain.js.map +1 -0
- package/modules/strategy/dist/from-chain.d.ts +88 -0
- package/modules/strategy/dist/from-chain.d.ts.map +1 -0
- package/modules/strategy/dist/from-chain.js +457 -0
- package/modules/strategy/dist/from-chain.js.map +1 -0
- package/modules/strategy/dist/index.d.ts +102 -0
- package/modules/strategy/dist/index.d.ts.map +1 -0
- package/modules/strategy/dist/index.js +41 -0
- package/modules/strategy/dist/index.js.map +1 -0
- package/modules/strategy/dist/legs.d.ts +47 -0
- package/modules/strategy/dist/legs.d.ts.map +1 -0
- package/modules/strategy/dist/legs.js +87 -0
- package/modules/strategy/dist/legs.js.map +1 -0
- package/modules/strategy/dist/manifest.d.ts +116 -0
- package/modules/strategy/dist/manifest.d.ts.map +1 -0
- package/modules/strategy/dist/manifest.js +376 -0
- package/modules/strategy/dist/manifest.js.map +1 -0
- package/modules/strategy/dist/optimizer.d.ts +184 -0
- package/modules/strategy/dist/optimizer.d.ts.map +1 -0
- package/modules/strategy/dist/optimizer.js +404 -0
- package/modules/strategy/dist/optimizer.js.map +1 -0
- package/modules/strategy/dist/position.d.ts +181 -0
- package/modules/strategy/dist/position.d.ts.map +1 -0
- package/modules/strategy/dist/position.js +1693 -0
- package/modules/strategy/dist/position.js.map +1 -0
- package/modules/strategy/dist/probability.d.ts +192 -0
- package/modules/strategy/dist/probability.d.ts.map +1 -0
- package/modules/strategy/dist/probability.js +106 -0
- package/modules/strategy/dist/probability.js.map +1 -0
- package/modules/strategy/dist/scanner.d.ts +147 -0
- package/modules/strategy/dist/scanner.d.ts.map +1 -0
- package/modules/strategy/dist/scanner.js +438 -0
- package/modules/strategy/dist/scanner.js.map +1 -0
- package/modules/strategy/dist/strategies.d.ts +187 -0
- package/modules/strategy/dist/strategies.d.ts.map +1 -0
- package/modules/strategy/dist/strategies.js +541 -0
- package/modules/strategy/dist/strategies.js.map +1 -0
- package/modules/strategy/dist/svg.d.ts +35 -0
- package/modules/strategy/dist/svg.d.ts.map +1 -0
- package/modules/strategy/dist/svg.js +298 -0
- package/modules/strategy/dist/svg.js.map +1 -0
- package/modules/strategy/dist/thesis-distribution.d.ts +79 -0
- package/modules/strategy/dist/thesis-distribution.d.ts.map +1 -0
- package/modules/strategy/dist/thesis-distribution.js +125 -0
- package/modules/strategy/dist/thesis-distribution.js.map +1 -0
- package/modules/strategy/dist/types.d.ts +370 -0
- package/modules/strategy/dist/types.d.ts.map +1 -0
- package/modules/strategy/dist/types.js +8 -0
- package/modules/strategy/dist/types.js.map +1 -0
- package/modules/strategy/dist/validate.d.ts +63 -0
- package/modules/strategy/dist/validate.d.ts.map +1 -0
- package/modules/strategy/dist/validate.js +146 -0
- package/modules/strategy/dist/validate.js.map +1 -0
- package/modules/strategy/etc/strategy.api.md +174 -0
- package/modules/strategy/src/auto-range.ts +21 -0
- package/modules/strategy/src/builders.ts +221 -0
- package/modules/strategy/src/calendars.ts +245 -0
- package/modules/strategy/src/classify.ts +215 -0
- package/modules/strategy/src/explain.ts +471 -0
- package/modules/strategy/src/from-chain.ts +643 -0
- package/modules/strategy/src/index.ts +212 -0
- package/modules/strategy/src/legs.ts +140 -0
- package/modules/strategy/src/manifest.ts +756 -0
- package/modules/strategy/src/optimizer.ts +679 -0
- package/modules/strategy/src/position.ts +2084 -0
- package/modules/strategy/src/probability.ts +301 -0
- package/modules/strategy/src/scanner.ts +711 -0
- package/modules/strategy/src/strategies.ts +1018 -0
- package/modules/strategy/src/svg.ts +415 -0
- package/modules/strategy/src/thesis-distribution.ts +188 -0
- package/modules/strategy/src/types.ts +380 -0
- package/modules/strategy/src/validate.ts +207 -0
- package/modules/structure/OPTION-FLOW-DRIFT.md +126 -0
- package/modules/structure/dist/exposure.d.ts +350 -0
- package/modules/structure/dist/exposure.d.ts.map +1 -0
- package/modules/structure/dist/exposure.js +917 -0
- package/modules/structure/dist/exposure.js.map +1 -0
- package/modules/structure/dist/flow.d.ts +247 -0
- package/modules/structure/dist/flow.d.ts.map +1 -0
- package/modules/structure/dist/flow.js +643 -0
- package/modules/structure/dist/flow.js.map +1 -0
- package/modules/structure/dist/index.d.ts +20 -0
- package/modules/structure/dist/index.d.ts.map +1 -0
- package/modules/structure/dist/index.js +16 -0
- package/modules/structure/dist/index.js.map +1 -0
- package/modules/structure/dist/market-day.d.ts +29 -0
- package/modules/structure/dist/market-day.d.ts.map +1 -0
- package/modules/structure/dist/market-day.js +43 -0
- package/modules/structure/dist/market-day.js.map +1 -0
- package/modules/structure/dist/option-flow-drift.d.ts +184 -0
- package/modules/structure/dist/option-flow-drift.d.ts.map +1 -0
- package/modules/structure/dist/option-flow-drift.js +475 -0
- package/modules/structure/dist/option-flow-drift.js.map +1 -0
- package/modules/structure/dist/supplied-exposure.d.ts +191 -0
- package/modules/structure/dist/supplied-exposure.d.ts.map +1 -0
- package/modules/structure/dist/supplied-exposure.js +421 -0
- package/modules/structure/dist/supplied-exposure.js.map +1 -0
- package/modules/structure/etc/structure.api.md +72 -0
- package/modules/structure/src/exposure.ts +1330 -0
- package/modules/structure/src/flow.ts +955 -0
- package/modules/structure/src/index.ts +83 -0
- package/modules/structure/src/market-day.ts +47 -0
- package/modules/structure/src/option-flow-drift.ts +726 -0
- package/modules/structure/src/supplied-exposure.ts +671 -0
- package/modules/technical-analysis/dist/aliases.d.ts +42 -0
- package/modules/technical-analysis/dist/aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/aliases.js +413 -0
- package/modules/technical-analysis/dist/aliases.js.map +1 -0
- package/modules/technical-analysis/dist/bands.d.ts +31 -0
- package/modules/technical-analysis/dist/bands.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bands.js +79 -0
- package/modules/technical-analysis/dist/bands.js.map +1 -0
- package/modules/technical-analysis/dist/bars.d.ts +113 -0
- package/modules/technical-analysis/dist/bars.d.ts.map +1 -0
- package/modules/technical-analysis/dist/bars.js +374 -0
- package/modules/technical-analysis/dist/bars.js.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts +1817 -0
- package/modules/technical-analysis/dist/builtin-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/builtin-metadata.js +1399 -0
- package/modules/technical-analysis/dist/builtin-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts +56 -0
- package/modules/technical-analysis/dist/candle-aliases.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-aliases.js +246 -0
- package/modules/technical-analysis/dist/candle-aliases.js.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts +114 -0
- package/modules/technical-analysis/dist/candle-talib.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candle-talib.js +185 -0
- package/modules/technical-analysis/dist/candle-talib.js.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts +103 -0
- package/modules/technical-analysis/dist/candlesticks.d.ts.map +1 -0
- package/modules/technical-analysis/dist/candlesticks.js +1009 -0
- package/modules/technical-analysis/dist/candlesticks.js.map +1 -0
- package/modules/technical-analysis/dist/chart-types.d.ts +205 -0
- package/modules/technical-analysis/dist/chart-types.d.ts.map +1 -0
- package/modules/technical-analysis/dist/chart-types.js +633 -0
- package/modules/technical-analysis/dist/chart-types.js.map +1 -0
- package/modules/technical-analysis/dist/columns.d.ts +24 -0
- package/modules/technical-analysis/dist/columns.d.ts.map +1 -0
- package/modules/technical-analysis/dist/columns.js +71 -0
- package/modules/technical-analysis/dist/columns.js.map +1 -0
- package/modules/technical-analysis/dist/cycle.d.ts +174 -0
- package/modules/technical-analysis/dist/cycle.d.ts.map +1 -0
- package/modules/technical-analysis/dist/cycle.js +489 -0
- package/modules/technical-analysis/dist/cycle.js.map +1 -0
- package/modules/technical-analysis/dist/discover.d.ts +100 -0
- package/modules/technical-analysis/dist/discover.d.ts.map +1 -0
- package/modules/technical-analysis/dist/discover.js +273 -0
- package/modules/technical-analysis/dist/discover.js.map +1 -0
- package/modules/technical-analysis/dist/divergence.d.ts +82 -0
- package/modules/technical-analysis/dist/divergence.d.ts.map +1 -0
- package/modules/technical-analysis/dist/divergence.js +269 -0
- package/modules/technical-analysis/dist/divergence.js.map +1 -0
- package/modules/technical-analysis/dist/features-ext.d.ts +162 -0
- package/modules/technical-analysis/dist/features-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features-ext.js +633 -0
- package/modules/technical-analysis/dist/features-ext.js.map +1 -0
- package/modules/technical-analysis/dist/features.d.ts +10 -0
- package/modules/technical-analysis/dist/features.d.ts.map +1 -0
- package/modules/technical-analysis/dist/features.js +10 -0
- package/modules/technical-analysis/dist/features.js.map +1 -0
- package/modules/technical-analysis/dist/framework.d.ts +353 -0
- package/modules/technical-analysis/dist/framework.d.ts.map +1 -0
- package/modules/technical-analysis/dist/framework.js +999 -0
- package/modules/technical-analysis/dist/framework.js.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts +33 -0
- package/modules/technical-analysis/dist/fuzzy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/fuzzy.js +80 -0
- package/modules/technical-analysis/dist/fuzzy.js.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts +12 -0
- package/modules/technical-analysis/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js +1052 -0
- package/modules/technical-analysis/dist/generated/validation-specs.js.map +1 -0
- package/modules/technical-analysis/dist/index.d.ts +132 -0
- package/modules/technical-analysis/dist/index.d.ts.map +1 -0
- package/modules/technical-analysis/dist/index.js +100 -0
- package/modules/technical-analysis/dist/index.js.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts +21 -0
- package/modules/technical-analysis/dist/indicator-metadata.d.ts.map +1 -0
- package/modules/technical-analysis/dist/indicator-metadata.js +23 -0
- package/modules/technical-analysis/dist/indicator-metadata.js.map +1 -0
- package/modules/technical-analysis/dist/limits.d.ts +19 -0
- package/modules/technical-analysis/dist/limits.d.ts.map +1 -0
- package/modules/technical-analysis/dist/limits.js +19 -0
- package/modules/technical-analysis/dist/limits.js.map +1 -0
- package/modules/technical-analysis/dist/macd.d.ts +29 -0
- package/modules/technical-analysis/dist/macd.d.ts.map +1 -0
- package/modules/technical-analysis/dist/macd.js +61 -0
- package/modules/technical-analysis/dist/macd.js.map +1 -0
- package/modules/technical-analysis/dist/math.d.ts +69 -0
- package/modules/technical-analysis/dist/math.d.ts.map +1 -0
- package/modules/technical-analysis/dist/math.js +124 -0
- package/modules/technical-analysis/dist/math.js.map +1 -0
- package/modules/technical-analysis/dist/microstructure.d.ts +252 -0
- package/modules/technical-analysis/dist/microstructure.d.ts.map +1 -0
- package/modules/technical-analysis/dist/microstructure.js +552 -0
- package/modules/technical-analysis/dist/microstructure.js.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts +619 -0
- package/modules/technical-analysis/dist/momentum-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum-ext.js +1772 -0
- package/modules/technical-analysis/dist/momentum-ext.js.map +1 -0
- package/modules/technical-analysis/dist/momentum.d.ts +15 -0
- package/modules/technical-analysis/dist/momentum.d.ts.map +1 -0
- package/modules/technical-analysis/dist/momentum.js +14 -0
- package/modules/technical-analysis/dist/momentum.js.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts +344 -0
- package/modules/technical-analysis/dist/moving-averages.d.ts.map +1 -0
- package/modules/technical-analysis/dist/moving-averages.js +1279 -0
- package/modules/technical-analysis/dist/moving-averages.js.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts +42 -0
- package/modules/technical-analysis/dist/nan-policy.d.ts.map +1 -0
- package/modules/technical-analysis/dist/nan-policy.js +60 -0
- package/modules/technical-analysis/dist/nan-policy.js.map +1 -0
- package/modules/technical-analysis/dist/oscillators.d.ts +377 -0
- package/modules/technical-analysis/dist/oscillators.d.ts.map +1 -0
- package/modules/technical-analysis/dist/oscillators.js +1225 -0
- package/modules/technical-analysis/dist/oscillators.js.map +1 -0
- package/modules/technical-analysis/dist/output-meta.d.ts +71 -0
- package/modules/technical-analysis/dist/output-meta.d.ts.map +1 -0
- package/modules/technical-analysis/dist/output-meta.js +399 -0
- package/modules/technical-analysis/dist/output-meta.js.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts +206 -0
- package/modules/technical-analysis/dist/overlap-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap-ext.js +550 -0
- package/modules/technical-analysis/dist/overlap-ext.js.map +1 -0
- package/modules/technical-analysis/dist/overlap.d.ts +11 -0
- package/modules/technical-analysis/dist/overlap.d.ts.map +1 -0
- package/modules/technical-analysis/dist/overlap.js +10 -0
- package/modules/technical-analysis/dist/overlap.js.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts +21 -0
- package/modules/technical-analysis/dist/performance-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/performance-ext.js +31 -0
- package/modules/technical-analysis/dist/performance-ext.js.map +1 -0
- package/modules/technical-analysis/dist/pipeline.d.ts +105 -0
- package/modules/technical-analysis/dist/pipeline.d.ts.map +1 -0
- package/modules/technical-analysis/dist/pipeline.js +224 -0
- package/modules/technical-analysis/dist/pipeline.js.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts +90 -0
- package/modules/technical-analysis/dist/price-action-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action-ext.js +511 -0
- package/modules/technical-analysis/dist/price-action-ext.js.map +1 -0
- package/modules/technical-analysis/dist/price-action.d.ts +348 -0
- package/modules/technical-analysis/dist/price-action.d.ts.map +1 -0
- package/modules/technical-analysis/dist/price-action.js +613 -0
- package/modules/technical-analysis/dist/price-action.js.map +1 -0
- package/modules/technical-analysis/dist/registry.d.ts +84 -0
- package/modules/technical-analysis/dist/registry.d.ts.map +1 -0
- package/modules/technical-analysis/dist/registry.js +625 -0
- package/modules/technical-analysis/dist/registry.js.map +1 -0
- package/modules/technical-analysis/dist/resample.d.ts +77 -0
- package/modules/technical-analysis/dist/resample.d.ts.map +1 -0
- package/modules/technical-analysis/dist/resample.js +239 -0
- package/modules/technical-analysis/dist/resample.js.map +1 -0
- package/modules/technical-analysis/dist/rsi.d.ts +36 -0
- package/modules/technical-analysis/dist/rsi.d.ts.map +1 -0
- package/modules/technical-analysis/dist/rsi.js +95 -0
- package/modules/technical-analysis/dist/rsi.js.map +1 -0
- package/modules/technical-analysis/dist/series.d.ts +40 -0
- package/modules/technical-analysis/dist/series.d.ts.map +1 -0
- package/modules/technical-analysis/dist/series.js +125 -0
- package/modules/technical-analysis/dist/series.js.map +1 -0
- package/modules/technical-analysis/dist/signal.d.ts +140 -0
- package/modules/technical-analysis/dist/signal.d.ts.map +1 -0
- package/modules/technical-analysis/dist/signal.js +353 -0
- package/modules/technical-analysis/dist/signal.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts +17 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js +53 -0
- package/modules/technical-analysis/dist/snapshot-cardinality.js.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts +19 -0
- package/modules/technical-analysis/dist/snapshot-envelope.d.ts.map +1 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js +87 -0
- package/modules/technical-analysis/dist/snapshot-envelope.js.map +1 -0
- package/modules/technical-analysis/dist/statistics.d.ts +146 -0
- package/modules/technical-analysis/dist/statistics.d.ts.map +1 -0
- package/modules/technical-analysis/dist/statistics.js +524 -0
- package/modules/technical-analysis/dist/statistics.js.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts +14 -0
- package/modules/technical-analysis/dist/stream-validation.d.ts.map +1 -0
- package/modules/technical-analysis/dist/stream-validation.js +35 -0
- package/modules/technical-analysis/dist/stream-validation.js.map +1 -0
- package/modules/technical-analysis/dist/transforms.d.ts +77 -0
- package/modules/technical-analysis/dist/transforms.d.ts.map +1 -0
- package/modules/technical-analysis/dist/transforms.js +246 -0
- package/modules/technical-analysis/dist/transforms.js.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts +121 -0
- package/modules/technical-analysis/dist/trend-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend-ext.js +691 -0
- package/modules/technical-analysis/dist/trend-ext.js.map +1 -0
- package/modules/technical-analysis/dist/trend.d.ts +373 -0
- package/modules/technical-analysis/dist/trend.d.ts.map +1 -0
- package/modules/technical-analysis/dist/trend.js +1159 -0
- package/modules/technical-analysis/dist/trend.js.map +1 -0
- package/modules/technical-analysis/dist/validate.d.ts +61 -0
- package/modules/technical-analysis/dist/validate.d.ts.map +1 -0
- package/modules/technical-analysis/dist/validate.js +334 -0
- package/modules/technical-analysis/dist/validate.js.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts +98 -0
- package/modules/technical-analysis/dist/volatility-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility-ext.js +535 -0
- package/modules/technical-analysis/dist/volatility-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volatility.d.ts +239 -0
- package/modules/technical-analysis/dist/volatility.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volatility.js +709 -0
- package/modules/technical-analysis/dist/volatility.js.map +1 -0
- package/modules/technical-analysis/dist/volume-core.d.ts +273 -0
- package/modules/technical-analysis/dist/volume-core.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-core.js +847 -0
- package/modules/technical-analysis/dist/volume-core.js.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts +61 -0
- package/modules/technical-analysis/dist/volume-ext.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume-ext.js +270 -0
- package/modules/technical-analysis/dist/volume-ext.js.map +1 -0
- package/modules/technical-analysis/dist/volume.d.ts +15 -0
- package/modules/technical-analysis/dist/volume.d.ts.map +1 -0
- package/modules/technical-analysis/dist/volume.js +15 -0
- package/modules/technical-analysis/dist/volume.js.map +1 -0
- package/modules/technical-analysis/dist/warmup.d.ts +38 -0
- package/modules/technical-analysis/dist/warmup.d.ts.map +1 -0
- package/modules/technical-analysis/dist/warmup.js +269 -0
- package/modules/technical-analysis/dist/warmup.js.map +1 -0
- package/modules/technical-analysis/etc/technical-analysis.api.md +663 -0
- package/modules/technical-analysis/src/aliases.ts +466 -0
- package/modules/technical-analysis/src/bands.ts +113 -0
- package/modules/technical-analysis/src/bars.ts +456 -0
- package/modules/technical-analysis/src/builtin-metadata.ts +1686 -0
- package/modules/technical-analysis/src/candle-aliases.ts +289 -0
- package/modules/technical-analysis/src/candle-talib.ts +215 -0
- package/modules/technical-analysis/src/candlesticks.ts +1024 -0
- package/modules/technical-analysis/src/chart-types.ts +813 -0
- package/modules/technical-analysis/src/columns.ts +87 -0
- package/modules/technical-analysis/src/cycle.ts +625 -0
- package/modules/technical-analysis/src/discover.ts +390 -0
- package/modules/technical-analysis/src/divergence.ts +388 -0
- package/modules/technical-analysis/src/features-ext.ts +866 -0
- package/modules/technical-analysis/src/features.ts +9 -0
- package/modules/technical-analysis/src/framework.ts +1331 -0
- package/modules/technical-analysis/src/fuzzy.ts +92 -0
- package/modules/technical-analysis/src/generated/validation-specs.ts +1055 -0
- package/modules/technical-analysis/src/index.ts +825 -0
- package/modules/technical-analysis/src/indicator-metadata.ts +43 -0
- package/modules/technical-analysis/src/limits.ts +19 -0
- package/modules/technical-analysis/src/macd.ts +95 -0
- package/modules/technical-analysis/src/math.ts +181 -0
- package/modules/technical-analysis/src/microstructure.ts +870 -0
- package/modules/technical-analysis/src/momentum-ext.ts +2348 -0
- package/modules/technical-analysis/src/momentum.ts +16 -0
- package/modules/technical-analysis/src/moving-averages.ts +1525 -0
- package/modules/technical-analysis/src/nan-policy.ts +58 -0
- package/modules/technical-analysis/src/oscillators.ts +1586 -0
- package/modules/technical-analysis/src/output-meta.ts +466 -0
- package/modules/technical-analysis/src/overlap-ext.ts +792 -0
- package/modules/technical-analysis/src/overlap.ts +12 -0
- package/modules/technical-analysis/src/performance-ext.ts +57 -0
- package/modules/technical-analysis/src/pipeline.ts +270 -0
- package/modules/technical-analysis/src/price-action-ext.ts +675 -0
- package/modules/technical-analysis/src/price-action.ts +955 -0
- package/modules/technical-analysis/src/registry.ts +784 -0
- package/modules/technical-analysis/src/resample.ts +335 -0
- package/modules/technical-analysis/src/rsi.ts +120 -0
- package/modules/technical-analysis/src/series.ts +168 -0
- package/modules/technical-analysis/src/signal.ts +429 -0
- package/modules/technical-analysis/src/snapshot-cardinality.ts +83 -0
- package/modules/technical-analysis/src/snapshot-envelope.ts +131 -0
- package/modules/technical-analysis/src/statistics.ts +720 -0
- package/modules/technical-analysis/src/stream-validation.ts +42 -0
- package/modules/technical-analysis/src/transforms.ts +351 -0
- package/modules/technical-analysis/src/trend-ext.ts +957 -0
- package/modules/technical-analysis/src/trend.ts +1529 -0
- package/modules/technical-analysis/src/validate.ts +555 -0
- package/modules/technical-analysis/src/volatility-ext.ts +781 -0
- package/modules/technical-analysis/src/volatility.ts +963 -0
- package/modules/technical-analysis/src/volume-core.ts +1106 -0
- package/modules/technical-analysis/src/volume-ext.ts +380 -0
- package/modules/technical-analysis/src/volume.ts +14 -0
- package/modules/technical-analysis/src/warmup.ts +322 -0
- package/modules/totalfinance/dist/backtest.d.ts +3 -0
- package/modules/totalfinance/dist/backtest.d.ts.map +1 -0
- package/modules/totalfinance/dist/backtest.js +3 -0
- package/modules/totalfinance/dist/backtest.js.map +1 -0
- package/modules/totalfinance/dist/calendars.d.ts +3 -0
- package/modules/totalfinance/dist/calendars.d.ts.map +1 -0
- package/modules/totalfinance/dist/calendars.js +3 -0
- package/modules/totalfinance/dist/calendars.js.map +1 -0
- package/modules/totalfinance/dist/commodities.d.ts +2 -0
- package/modules/totalfinance/dist/commodities.d.ts.map +1 -0
- package/modules/totalfinance/dist/commodities.js +2 -0
- package/modules/totalfinance/dist/commodities.js.map +1 -0
- package/modules/totalfinance/dist/core.d.ts +3 -0
- package/modules/totalfinance/dist/core.d.ts.map +1 -0
- package/modules/totalfinance/dist/core.js +3 -0
- package/modules/totalfinance/dist/core.js.map +1 -0
- package/modules/totalfinance/dist/crypto.d.ts +3 -0
- package/modules/totalfinance/dist/crypto.d.ts.map +1 -0
- package/modules/totalfinance/dist/crypto.js +3 -0
- package/modules/totalfinance/dist/crypto.js.map +1 -0
- package/modules/totalfinance/dist/fixed-income.d.ts +3 -0
- package/modules/totalfinance/dist/fixed-income.d.ts.map +1 -0
- package/modules/totalfinance/dist/fixed-income.js +3 -0
- package/modules/totalfinance/dist/fixed-income.js.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts +2 -0
- package/modules/totalfinance/dist/foreign-exchange.d.ts.map +1 -0
- package/modules/totalfinance/dist/foreign-exchange.js +2 -0
- package/modules/totalfinance/dist/foreign-exchange.js.map +1 -0
- package/modules/totalfinance/dist/fundamentals.d.ts +3 -0
- package/modules/totalfinance/dist/fundamentals.d.ts.map +1 -0
- package/modules/totalfinance/dist/fundamentals.js +3 -0
- package/modules/totalfinance/dist/fundamentals.js.map +1 -0
- package/modules/totalfinance/dist/index.d.ts +90 -0
- package/modules/totalfinance/dist/index.d.ts.map +1 -0
- package/modules/totalfinance/dist/index.js +68 -0
- package/modules/totalfinance/dist/index.js.map +1 -0
- package/modules/totalfinance/dist/math.d.ts +3 -0
- package/modules/totalfinance/dist/math.d.ts.map +1 -0
- package/modules/totalfinance/dist/math.js +3 -0
- package/modules/totalfinance/dist/math.js.map +1 -0
- package/modules/totalfinance/dist/options.d.ts +3 -0
- package/modules/totalfinance/dist/options.d.ts.map +1 -0
- package/modules/totalfinance/dist/options.js +3 -0
- package/modules/totalfinance/dist/options.js.map +1 -0
- package/modules/totalfinance/dist/performance.d.ts +3 -0
- package/modules/totalfinance/dist/performance.d.ts.map +1 -0
- package/modules/totalfinance/dist/performance.js +3 -0
- package/modules/totalfinance/dist/performance.js.map +1 -0
- package/modules/totalfinance/dist/portfolio.d.ts +2 -0
- package/modules/totalfinance/dist/portfolio.d.ts.map +1 -0
- package/modules/totalfinance/dist/portfolio.js +2 -0
- package/modules/totalfinance/dist/portfolio.js.map +1 -0
- package/modules/totalfinance/dist/research.d.ts +2 -0
- package/modules/totalfinance/dist/research.d.ts.map +1 -0
- package/modules/totalfinance/dist/research.js +2 -0
- package/modules/totalfinance/dist/research.js.map +1 -0
- package/modules/totalfinance/dist/risk.d.ts +3 -0
- package/modules/totalfinance/dist/risk.d.ts.map +1 -0
- package/modules/totalfinance/dist/risk.js +3 -0
- package/modules/totalfinance/dist/risk.js.map +1 -0
- package/modules/totalfinance/dist/scenarios.d.ts +2 -0
- package/modules/totalfinance/dist/scenarios.d.ts.map +1 -0
- package/modules/totalfinance/dist/scenarios.js +2 -0
- package/modules/totalfinance/dist/scenarios.js.map +1 -0
- package/modules/totalfinance/dist/strategy.d.ts +3 -0
- package/modules/totalfinance/dist/strategy.d.ts.map +1 -0
- package/modules/totalfinance/dist/strategy.js +3 -0
- package/modules/totalfinance/dist/strategy.js.map +1 -0
- package/modules/totalfinance/dist/structure.d.ts +3 -0
- package/modules/totalfinance/dist/structure.d.ts.map +1 -0
- package/modules/totalfinance/dist/structure.js +3 -0
- package/modules/totalfinance/dist/structure.js.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts +3 -0
- package/modules/totalfinance/dist/technical-analysis.d.ts.map +1 -0
- package/modules/totalfinance/dist/technical-analysis.js +3 -0
- package/modules/totalfinance/dist/technical-analysis.js.map +1 -0
- package/modules/totalfinance/dist/valuation.d.ts +3 -0
- package/modules/totalfinance/dist/valuation.d.ts.map +1 -0
- package/modules/totalfinance/dist/valuation.js +3 -0
- package/modules/totalfinance/dist/valuation.js.map +1 -0
- package/modules/totalfinance/dist/volatility.d.ts +3 -0
- package/modules/totalfinance/dist/volatility.d.ts.map +1 -0
- package/modules/totalfinance/dist/volatility.js +3 -0
- package/modules/totalfinance/dist/volatility.js.map +1 -0
- package/modules/totalfinance/etc/totalfinance.api.md +73 -0
- package/modules/totalfinance/src/backtest.ts +2 -0
- package/modules/totalfinance/src/calendars.ts +2 -0
- package/modules/totalfinance/src/commodities.ts +1 -0
- package/modules/totalfinance/src/core.ts +2 -0
- package/modules/totalfinance/src/crypto.ts +2 -0
- package/modules/totalfinance/src/fixed-income.ts +2 -0
- package/modules/totalfinance/src/foreign-exchange.ts +1 -0
- package/modules/totalfinance/src/fundamentals.ts +2 -0
- package/modules/totalfinance/src/index.ts +129 -0
- package/modules/totalfinance/src/math.ts +2 -0
- package/modules/totalfinance/src/options.ts +2 -0
- package/modules/totalfinance/src/performance.ts +2 -0
- package/modules/totalfinance/src/portfolio.ts +1 -0
- package/modules/totalfinance/src/research.ts +1 -0
- package/modules/totalfinance/src/risk.ts +2 -0
- package/modules/totalfinance/src/scenarios.ts +1 -0
- package/modules/totalfinance/src/strategy.ts +2 -0
- package/modules/totalfinance/src/structure.ts +2 -0
- package/modules/totalfinance/src/technical-analysis.ts +2 -0
- package/modules/totalfinance/src/valuation.ts +2 -0
- package/modules/totalfinance/src/volatility.ts +2 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts +62 -0
- package/modules/valuation/dist/adjusted-present-value.d.ts.map +1 -0
- package/modules/valuation/dist/adjusted-present-value.js +85 -0
- package/modules/valuation/dist/adjusted-present-value.js.map +1 -0
- package/modules/valuation/dist/capital-budgeting.d.ts +84 -0
- package/modules/valuation/dist/capital-budgeting.d.ts.map +1 -0
- package/modules/valuation/dist/capital-budgeting.js +204 -0
- package/modules/valuation/dist/capital-budgeting.js.map +1 -0
- package/modules/valuation/dist/cash-flows.d.ts +11 -0
- package/modules/valuation/dist/cash-flows.d.ts.map +1 -0
- package/modules/valuation/dist/cash-flows.js +10 -0
- package/modules/valuation/dist/cash-flows.js.map +1 -0
- package/modules/valuation/dist/comparable.d.ts +101 -0
- package/modules/valuation/dist/comparable.d.ts.map +1 -0
- package/modules/valuation/dist/comparable.js +194 -0
- package/modules/valuation/dist/comparable.js.map +1 -0
- package/modules/valuation/dist/corporate-primitives.d.ts +185 -0
- package/modules/valuation/dist/corporate-primitives.d.ts.map +1 -0
- package/modules/valuation/dist/corporate-primitives.js +337 -0
- package/modules/valuation/dist/corporate-primitives.js.map +1 -0
- package/modules/valuation/dist/corporate.d.ts +14 -0
- package/modules/valuation/dist/corporate.d.ts.map +1 -0
- package/modules/valuation/dist/corporate.js +13 -0
- package/modules/valuation/dist/corporate.js.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts +269 -0
- package/modules/valuation/dist/discounted-cash-flow.d.ts.map +1 -0
- package/modules/valuation/dist/discounted-cash-flow.js +611 -0
- package/modules/valuation/dist/discounted-cash-flow.js.map +1 -0
- package/modules/valuation/dist/discounting.d.ts +124 -0
- package/modules/valuation/dist/discounting.d.ts.map +1 -0
- package/modules/valuation/dist/discounting.js +235 -0
- package/modules/valuation/dist/discounting.js.map +1 -0
- package/modules/valuation/dist/equity-valuation.d.ts +104 -0
- package/modules/valuation/dist/equity-valuation.d.ts.map +1 -0
- package/modules/valuation/dist/equity-valuation.js +164 -0
- package/modules/valuation/dist/equity-valuation.js.map +1 -0
- package/modules/valuation/dist/flows.d.ts +30 -0
- package/modules/valuation/dist/flows.d.ts.map +1 -0
- package/modules/valuation/dist/flows.js +77 -0
- package/modules/valuation/dist/flows.js.map +1 -0
- package/modules/valuation/dist/forecasting.d.ts +205 -0
- package/modules/valuation/dist/forecasting.d.ts.map +1 -0
- package/modules/valuation/dist/forecasting.js +359 -0
- package/modules/valuation/dist/forecasting.js.map +1 -0
- package/modules/valuation/dist/index.d.ts +9 -0
- package/modules/valuation/dist/index.d.ts.map +1 -0
- package/modules/valuation/dist/index.js +10 -0
- package/modules/valuation/dist/index.js.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts +160 -0
- package/modules/valuation/dist/leveraged-buyout.d.ts.map +1 -0
- package/modules/valuation/dist/leveraged-buyout.js +326 -0
- package/modules/valuation/dist/leveraged-buyout.js.map +1 -0
- package/modules/valuation/dist/loans.d.ts +148 -0
- package/modules/valuation/dist/loans.d.ts.map +1 -0
- package/modules/valuation/dist/loans.js +518 -0
- package/modules/valuation/dist/loans.js.map +1 -0
- package/modules/valuation/dist/probabilistic.d.ts +88 -0
- package/modules/valuation/dist/probabilistic.d.ts.map +1 -0
- package/modules/valuation/dist/probabilistic.js +239 -0
- package/modules/valuation/dist/probabilistic.js.map +1 -0
- package/modules/valuation/dist/solvers.d.ts +90 -0
- package/modules/valuation/dist/solvers.d.ts.map +1 -0
- package/modules/valuation/dist/solvers.js +238 -0
- package/modules/valuation/dist/solvers.js.map +1 -0
- package/modules/valuation/etc/valuation.api.md +162 -0
- package/modules/valuation/src/adjusted-present-value.ts +181 -0
- package/modules/valuation/src/capital-budgeting.ts +329 -0
- package/modules/valuation/src/cash-flows.ts +11 -0
- package/modules/valuation/src/comparable.ts +340 -0
- package/modules/valuation/src/corporate-primitives.ts +665 -0
- package/modules/valuation/src/corporate.ts +36 -0
- package/modules/valuation/src/discounted-cash-flow.ts +1083 -0
- package/modules/valuation/src/discounting.ts +437 -0
- package/modules/valuation/src/equity-valuation.ts +313 -0
- package/modules/valuation/src/flows.ts +144 -0
- package/modules/valuation/src/forecasting.ts +666 -0
- package/modules/valuation/src/index.ts +10 -0
- package/modules/valuation/src/leveraged-buyout.ts +560 -0
- package/modules/valuation/src/loans.ts +778 -0
- package/modules/valuation/src/probabilistic.ts +438 -0
- package/modules/valuation/src/solvers.ts +397 -0
- package/modules/volatility/dist/analytics.d.ts +133 -0
- package/modules/volatility/dist/analytics.d.ts.map +1 -0
- package/modules/volatility/dist/analytics.js +320 -0
- package/modules/volatility/dist/analytics.js.map +1 -0
- package/modules/volatility/dist/arbitrage.d.ts +118 -0
- package/modules/volatility/dist/arbitrage.d.ts.map +1 -0
- package/modules/volatility/dist/arbitrage.js +397 -0
- package/modules/volatility/dist/arbitrage.js.map +1 -0
- package/modules/volatility/dist/artifacts.d.ts +24 -0
- package/modules/volatility/dist/artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/artifacts.js +22 -0
- package/modules/volatility/dist/artifacts.js.map +1 -0
- package/modules/volatility/dist/calibration-limits.d.ts +13 -0
- package/modules/volatility/dist/calibration-limits.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-limits.js +46 -0
- package/modules/volatility/dist/calibration-limits.js.map +1 -0
- package/modules/volatility/dist/calibration-start.d.ts +13 -0
- package/modules/volatility/dist/calibration-start.d.ts.map +1 -0
- package/modules/volatility/dist/calibration-start.js +55 -0
- package/modules/volatility/dist/calibration-start.js.map +1 -0
- package/modules/volatility/dist/earnings.d.ts +152 -0
- package/modules/volatility/dist/earnings.d.ts.map +1 -0
- package/modules/volatility/dist/earnings.js +340 -0
- package/modules/volatility/dist/earnings.js.map +1 -0
- package/modules/volatility/dist/essvi.d.ts +115 -0
- package/modules/volatility/dist/essvi.d.ts.map +1 -0
- package/modules/volatility/dist/essvi.js +362 -0
- package/modules/volatility/dist/essvi.js.map +1 -0
- package/modules/volatility/dist/estimate.d.ts +14 -0
- package/modules/volatility/dist/estimate.d.ts.map +1 -0
- package/modules/volatility/dist/estimate.js +18 -0
- package/modules/volatility/dist/estimate.js.map +1 -0
- package/modules/volatility/dist/event.d.ts +155 -0
- package/modules/volatility/dist/event.d.ts.map +1 -0
- package/modules/volatility/dist/event.js +319 -0
- package/modules/volatility/dist/event.js.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts +378 -0
- package/modules/volatility/dist/fitted-model-artifacts.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-artifacts.js +1139 -0
- package/modules/volatility/dist/fitted-model-artifacts.js.map +1 -0
- package/modules/volatility/dist/fitted-model-families.d.ts +287 -0
- package/modules/volatility/dist/fitted-model-families.d.ts.map +1 -0
- package/modules/volatility/dist/fitted-model-families.js +1251 -0
- package/modules/volatility/dist/fitted-model-families.js.map +1 -0
- package/modules/volatility/dist/forecast.d.ts +195 -0
- package/modules/volatility/dist/forecast.d.ts.map +1 -0
- package/modules/volatility/dist/forecast.js +493 -0
- package/modules/volatility/dist/forecast.js.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts +12 -0
- package/modules/volatility/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/volatility/dist/generated/validation-specs.js +2181 -0
- package/modules/volatility/dist/generated/validation-specs.js.map +1 -0
- package/modules/volatility/dist/heston-surface.d.ts +67 -0
- package/modules/volatility/dist/heston-surface.d.ts.map +1 -0
- package/modules/volatility/dist/heston-surface.js +135 -0
- package/modules/volatility/dist/heston-surface.js.map +1 -0
- package/modules/volatility/dist/index.d.ts +64 -0
- package/modules/volatility/dist/index.d.ts.map +1 -0
- package/modules/volatility/dist/index.js +68 -0
- package/modules/volatility/dist/index.js.map +1 -0
- package/modules/volatility/dist/local-volatility.d.ts +34 -0
- package/modules/volatility/dist/local-volatility.d.ts.map +1 -0
- package/modules/volatility/dist/local-volatility.js +59 -0
- package/modules/volatility/dist/local-volatility.js.map +1 -0
- package/modules/volatility/dist/metrics.d.ts +41 -0
- package/modules/volatility/dist/metrics.d.ts.map +1 -0
- package/modules/volatility/dist/metrics.js +117 -0
- package/modules/volatility/dist/metrics.js.map +1 -0
- package/modules/volatility/dist/min-variance-delta.d.ts +61 -0
- package/modules/volatility/dist/min-variance-delta.d.ts.map +1 -0
- package/modules/volatility/dist/min-variance-delta.js +101 -0
- package/modules/volatility/dist/min-variance-delta.js.map +1 -0
- package/modules/volatility/dist/observed-skew.d.ts +137 -0
- package/modules/volatility/dist/observed-skew.d.ts.map +1 -0
- package/modules/volatility/dist/observed-skew.js +461 -0
- package/modules/volatility/dist/observed-skew.js.map +1 -0
- package/modules/volatility/dist/otm-strip.d.ts +39 -0
- package/modules/volatility/dist/otm-strip.d.ts.map +1 -0
- package/modules/volatility/dist/otm-strip.js +181 -0
- package/modules/volatility/dist/otm-strip.js.map +1 -0
- package/modules/volatility/dist/risk-reversal.d.ts +89 -0
- package/modules/volatility/dist/risk-reversal.d.ts.map +1 -0
- package/modules/volatility/dist/risk-reversal.js +176 -0
- package/modules/volatility/dist/risk-reversal.js.map +1 -0
- package/modules/volatility/dist/sabr-delta.d.ts +67 -0
- package/modules/volatility/dist/sabr-delta.d.ts.map +1 -0
- package/modules/volatility/dist/sabr-delta.js +153 -0
- package/modules/volatility/dist/sabr-delta.js.map +1 -0
- package/modules/volatility/dist/sabr.d.ts +62 -0
- package/modules/volatility/dist/sabr.d.ts.map +1 -0
- package/modules/volatility/dist/sabr.js +262 -0
- package/modules/volatility/dist/sabr.js.map +1 -0
- package/modules/volatility/dist/skew.d.ts +63 -0
- package/modules/volatility/dist/skew.d.ts.map +1 -0
- package/modules/volatility/dist/skew.js +147 -0
- package/modules/volatility/dist/skew.js.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts +90 -0
- package/modules/volatility/dist/ssvi-kernel.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi-kernel.js +103 -0
- package/modules/volatility/dist/ssvi-kernel.js.map +1 -0
- package/modules/volatility/dist/ssvi.d.ts +181 -0
- package/modules/volatility/dist/ssvi.d.ts.map +1 -0
- package/modules/volatility/dist/ssvi.js +490 -0
- package/modules/volatility/dist/ssvi.js.map +1 -0
- package/modules/volatility/dist/sticky-regime.d.ts +47 -0
- package/modules/volatility/dist/sticky-regime.d.ts.map +1 -0
- package/modules/volatility/dist/sticky-regime.js +81 -0
- package/modules/volatility/dist/sticky-regime.js.map +1 -0
- package/modules/volatility/dist/surface-pca.d.ts +111 -0
- package/modules/volatility/dist/surface-pca.d.ts.map +1 -0
- package/modules/volatility/dist/surface-pca.js +297 -0
- package/modules/volatility/dist/surface-pca.js.map +1 -0
- package/modules/volatility/dist/surface.d.ts +286 -0
- package/modules/volatility/dist/surface.d.ts.map +1 -0
- package/modules/volatility/dist/surface.js +1105 -0
- package/modules/volatility/dist/surface.js.map +1 -0
- package/modules/volatility/dist/svi.d.ts +133 -0
- package/modules/volatility/dist/svi.d.ts.map +1 -0
- package/modules/volatility/dist/svi.js +491 -0
- package/modules/volatility/dist/svi.js.map +1 -0
- package/modules/volatility/dist/swaption-cube.d.ts +125 -0
- package/modules/volatility/dist/swaption-cube.d.ts.map +1 -0
- package/modules/volatility/dist/swaption-cube.js +334 -0
- package/modules/volatility/dist/swaption-cube.js.map +1 -0
- package/modules/volatility/dist/tail-risk.d.ts +65 -0
- package/modules/volatility/dist/tail-risk.d.ts.map +1 -0
- package/modules/volatility/dist/tail-risk.js +155 -0
- package/modules/volatility/dist/tail-risk.js.map +1 -0
- package/modules/volatility/dist/term.d.ts +121 -0
- package/modules/volatility/dist/term.d.ts.map +1 -0
- package/modules/volatility/dist/term.js +336 -0
- package/modules/volatility/dist/term.js.map +1 -0
- package/modules/volatility/dist/vanna-volga.d.ts +278 -0
- package/modules/volatility/dist/vanna-volga.d.ts.map +1 -0
- package/modules/volatility/dist/vanna-volga.js +833 -0
- package/modules/volatility/dist/vanna-volga.js.map +1 -0
- package/modules/volatility/dist/variance-index.d.ts +101 -0
- package/modules/volatility/dist/variance-index.d.ts.map +1 -0
- package/modules/volatility/dist/variance-index.js +240 -0
- package/modules/volatility/dist/variance-index.js.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts +57 -0
- package/modules/volatility/dist/volatility-spot-beta.d.ts.map +1 -0
- package/modules/volatility/dist/volatility-spot-beta.js +136 -0
- package/modules/volatility/dist/volatility-spot-beta.js.map +1 -0
- package/modules/volatility/etc/volatility.api.md +207 -0
- package/modules/volatility/src/analytics.ts +513 -0
- package/modules/volatility/src/arbitrage.ts +561 -0
- package/modules/volatility/src/artifacts.ts +62 -0
- package/modules/volatility/src/calibration-limits.ts +61 -0
- package/modules/volatility/src/calibration-start.ts +79 -0
- package/modules/volatility/src/earnings.ts +548 -0
- package/modules/volatility/src/essvi.ts +528 -0
- package/modules/volatility/src/estimate.ts +21 -0
- package/modules/volatility/src/event.ts +542 -0
- package/modules/volatility/src/fitted-model-artifacts.ts +1844 -0
- package/modules/volatility/src/fitted-model-families.ts +1681 -0
- package/modules/volatility/src/forecast.ts +757 -0
- package/modules/volatility/src/generated/validation-specs.ts +2184 -0
- package/modules/volatility/src/heston-surface.ts +215 -0
- package/modules/volatility/src/index.ts +285 -0
- package/modules/volatility/src/local-volatility.ts +104 -0
- package/modules/volatility/src/metrics.ts +176 -0
- package/modules/volatility/src/min-variance-delta.ts +167 -0
- package/modules/volatility/src/observed-skew.ts +684 -0
- package/modules/volatility/src/otm-strip.ts +234 -0
- package/modules/volatility/src/risk-reversal.ts +316 -0
- package/modules/volatility/src/sabr-delta.ts +238 -0
- package/modules/volatility/src/sabr.ts +375 -0
- package/modules/volatility/src/skew.ts +244 -0
- package/modules/volatility/src/ssvi-kernel.ts +134 -0
- package/modules/volatility/src/ssvi.ts +707 -0
- package/modules/volatility/src/sticky-regime.ts +150 -0
- package/modules/volatility/src/surface-pca.ts +439 -0
- package/modules/volatility/src/surface.ts +1499 -0
- package/modules/volatility/src/svi.ts +687 -0
- package/modules/volatility/src/swaption-cube.ts +539 -0
- package/modules/volatility/src/tail-risk.ts +254 -0
- package/modules/volatility/src/term.ts +587 -0
- package/modules/volatility/src/vanna-volga.ts +1337 -0
- package/modules/volatility/src/variance-index.ts +396 -0
- package/modules/volatility/src/volatility-spot-beta.ts +252 -0
- package/modules/workflows/dist/capabilities.d.ts +8 -0
- package/modules/workflows/dist/capabilities.d.ts.map +1 -0
- package/modules/workflows/dist/capabilities.js +50 -0
- package/modules/workflows/dist/capabilities.js.map +1 -0
- package/modules/workflows/dist/envelope-schema.d.ts +36 -0
- package/modules/workflows/dist/envelope-schema.d.ts.map +1 -0
- package/modules/workflows/dist/envelope-schema.js +152 -0
- package/modules/workflows/dist/envelope-schema.js.map +1 -0
- package/modules/workflows/dist/index.d.ts +33 -0
- package/modules/workflows/dist/index.d.ts.map +1 -0
- package/modules/workflows/dist/index.js +27 -0
- package/modules/workflows/dist/index.js.map +1 -0
- package/modules/workflows/dist/json-safe.d.ts +7 -0
- package/modules/workflows/dist/json-safe.d.ts.map +1 -0
- package/modules/workflows/dist/json-safe.js +23 -0
- package/modules/workflows/dist/json-safe.js.map +1 -0
- package/modules/workflows/dist/local/file-lock.d.ts +23 -0
- package/modules/workflows/dist/local/file-lock.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-lock.js +198 -0
- package/modules/workflows/dist/local/file-lock.js.map +1 -0
- package/modules/workflows/dist/local/file-stores.d.ts +33 -0
- package/modules/workflows/dist/local/file-stores.d.ts.map +1 -0
- package/modules/workflows/dist/local/file-stores.js +376 -0
- package/modules/workflows/dist/local/file-stores.js.map +1 -0
- package/modules/workflows/dist/local/index.d.ts +15 -0
- package/modules/workflows/dist/local/index.d.ts.map +1 -0
- package/modules/workflows/dist/local/index.js +12 -0
- package/modules/workflows/dist/local/index.js.map +1 -0
- package/modules/workflows/dist/local/job-worker.d.ts +28 -0
- package/modules/workflows/dist/local/job-worker.d.ts.map +1 -0
- package/modules/workflows/dist/local/job-worker.js +56 -0
- package/modules/workflows/dist/local/job-worker.js.map +1 -0
- package/modules/workflows/dist/local/jobs.d.ts +51 -0
- package/modules/workflows/dist/local/jobs.d.ts.map +1 -0
- package/modules/workflows/dist/local/jobs.js +313 -0
- package/modules/workflows/dist/local/jobs.js.map +1 -0
- package/modules/workflows/dist/local/local-runner.d.ts +39 -0
- package/modules/workflows/dist/local/local-runner.d.ts.map +1 -0
- package/modules/workflows/dist/local/local-runner.js +102 -0
- package/modules/workflows/dist/local/local-runner.js.map +1 -0
- package/modules/workflows/dist/local/profiles.d.ts +27 -0
- package/modules/workflows/dist/local/profiles.d.ts.map +1 -0
- package/modules/workflows/dist/local/profiles.js +77 -0
- package/modules/workflows/dist/local/profiles.js.map +1 -0
- package/modules/workflows/dist/operation-kit.d.ts +10 -0
- package/modules/workflows/dist/operation-kit.d.ts.map +1 -0
- package/modules/workflows/dist/operation-kit.js +193 -0
- package/modules/workflows/dist/operation-kit.js.map +1 -0
- package/modules/workflows/dist/operation.d.ts +210 -0
- package/modules/workflows/dist/operation.d.ts.map +1 -0
- package/modules/workflows/dist/operation.js +255 -0
- package/modules/workflows/dist/operation.js.map +1 -0
- package/modules/workflows/dist/operations-analysis.d.ts +188 -0
- package/modules/workflows/dist/operations-analysis.d.ts.map +1 -0
- package/modules/workflows/dist/operations-analysis.js +908 -0
- package/modules/workflows/dist/operations-analysis.js.map +1 -0
- package/modules/workflows/dist/operations-compute.d.ts +21 -0
- package/modules/workflows/dist/operations-compute.d.ts.map +1 -0
- package/modules/workflows/dist/operations-compute.js +1227 -0
- package/modules/workflows/dist/operations-compute.js.map +1 -0
- package/modules/workflows/dist/operations-journey.d.ts +27 -0
- package/modules/workflows/dist/operations-journey.d.ts.map +1 -0
- package/modules/workflows/dist/operations-journey.js +2445 -0
- package/modules/workflows/dist/operations-journey.js.map +1 -0
- package/modules/workflows/dist/operations-trade.d.ts +3 -0
- package/modules/workflows/dist/operations-trade.d.ts.map +1 -0
- package/modules/workflows/dist/operations-trade.js +648 -0
- package/modules/workflows/dist/operations-trade.js.map +1 -0
- package/modules/workflows/dist/preview.d.ts +16 -0
- package/modules/workflows/dist/preview.d.ts.map +1 -0
- package/modules/workflows/dist/preview.js +30 -0
- package/modules/workflows/dist/preview.js.map +1 -0
- package/modules/workflows/dist/registry.d.ts +26 -0
- package/modules/workflows/dist/registry.d.ts.map +1 -0
- package/modules/workflows/dist/registry.js +110 -0
- package/modules/workflows/dist/registry.js.map +1 -0
- package/modules/workflows/dist/runtime.d.ts +76 -0
- package/modules/workflows/dist/runtime.d.ts.map +1 -0
- package/modules/workflows/dist/runtime.js +445 -0
- package/modules/workflows/dist/runtime.js.map +1 -0
- package/modules/workflows/dist/stores-trade.d.ts +101 -0
- package/modules/workflows/dist/stores-trade.d.ts.map +1 -0
- package/modules/workflows/dist/stores-trade.js +275 -0
- package/modules/workflows/dist/stores-trade.js.map +1 -0
- package/modules/workflows/dist/stores.d.ts +109 -0
- package/modules/workflows/dist/stores.d.ts.map +1 -0
- package/modules/workflows/dist/stores.js +393 -0
- package/modules/workflows/dist/stores.js.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts +57 -0
- package/modules/workflows/dist/trade-wire-common-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js +286 -0
- package/modules/workflows/dist/trade-wire-common-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts +102 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js +321 -0
- package/modules/workflows/dist/trade-wire-ledger-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts +5 -0
- package/modules/workflows/dist/trade-wire-market-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js +84 -0
- package/modules/workflows/dist/trade-wire-market-schemas.js.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts +1134 -0
- package/modules/workflows/dist/trade-wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/trade-wire-schemas.js +755 -0
- package/modules/workflows/dist/trade-wire-schemas.js.map +1 -0
- package/modules/workflows/dist/version.d.ts +3 -0
- package/modules/workflows/dist/version.d.ts.map +1 -0
- package/modules/workflows/dist/version.js +3 -0
- package/modules/workflows/dist/version.js.map +1 -0
- package/modules/workflows/dist/wire-schemas.d.ts +84 -0
- package/modules/workflows/dist/wire-schemas.d.ts.map +1 -0
- package/modules/workflows/dist/wire-schemas.js +88 -0
- package/modules/workflows/dist/wire-schemas.js.map +1 -0
- package/modules/workflows/etc/workflows.api.md +95 -0
- package/modules/workflows/src/capabilities.ts +67 -0
- package/modules/workflows/src/envelope-schema.ts +170 -0
- package/modules/workflows/src/index.ts +118 -0
- package/modules/workflows/src/json-safe.ts +19 -0
- package/modules/workflows/src/local/file-lock.ts +200 -0
- package/modules/workflows/src/local/file-stores.ts +452 -0
- package/modules/workflows/src/local/index.ts +20 -0
- package/modules/workflows/src/local/job-worker.ts +74 -0
- package/modules/workflows/src/local/jobs.ts +458 -0
- package/modules/workflows/src/local/local-runner.ts +170 -0
- package/modules/workflows/src/local/profiles.ts +113 -0
- package/modules/workflows/src/operation-kit.ts +234 -0
- package/modules/workflows/src/operation.ts +607 -0
- package/modules/workflows/src/operations-analysis.ts +1058 -0
- package/modules/workflows/src/operations-compute.ts +1458 -0
- package/modules/workflows/src/operations-journey.ts +2744 -0
- package/modules/workflows/src/operations-trade.ts +946 -0
- package/modules/workflows/src/preview.ts +34 -0
- package/modules/workflows/src/registry.ts +150 -0
- package/modules/workflows/src/runtime.ts +633 -0
- package/modules/workflows/src/stores-trade.ts +463 -0
- package/modules/workflows/src/stores.ts +608 -0
- package/modules/workflows/src/trade-wire-common-schemas.ts +337 -0
- package/modules/workflows/src/trade-wire-ledger-schemas.ts +359 -0
- package/modules/workflows/src/trade-wire-market-schemas.ts +103 -0
- package/modules/workflows/src/trade-wire-schemas.ts +906 -0
- package/modules/workflows/src/version.ts +2 -0
- package/modules/workflows/src/wire-schemas.ts +100 -0
- package/package.json +1008 -0
|
@@ -0,0 +1,663 @@
|
|
|
1
|
+
# @insiderfinance/totalfinance/technical-analysis — public API
|
|
2
|
+
|
|
3
|
+
> Generated by `tools/api-report`. Do not edit by hand. Run `pnpm api:update` after intentional
|
|
4
|
+
> public API changes; `pnpm api:check` fails on undocumented drift.
|
|
5
|
+
|
|
6
|
+
## Exports (656)
|
|
7
|
+
|
|
8
|
+
- `class BarAggregator`: typeof BarAggregator
|
|
9
|
+
- `class CandleView`: typeof CandleView
|
|
10
|
+
- `class CvdAggregator`: typeof CvdAggregator
|
|
11
|
+
- `class FeaturePipeline`: typeof FeaturePipeline
|
|
12
|
+
- `class HilbertCore`: typeof HilbertCore
|
|
13
|
+
- `class InformationBarAggregator`: typeof InformationBarAggregator
|
|
14
|
+
- `class LineBreakStream`: typeof LineBreakStream
|
|
15
|
+
- `class RenkoStream`: typeof RenkoStream
|
|
16
|
+
- `class RuleBuilder`: typeof RuleBuilder
|
|
17
|
+
- `class SignalBuilder`: typeof SignalBuilder
|
|
18
|
+
- `class SignalContext`: typeof SignalContext
|
|
19
|
+
- `class SnapshotState`: typeof SnapshotState
|
|
20
|
+
- `const aberration`: Indicator<AberrationParameters, BarInput, AberrationPoint>
|
|
21
|
+
- `const accelerationBands`: Indicator<AccelerationBandsParameters, BarInput, ChannelPoint>
|
|
22
|
+
- `const acos`: Indicator<Empty, number, number>
|
|
23
|
+
- `const add`: Indicator<Empty, Pair, number>
|
|
24
|
+
- `const adLine`: Indicator<Record<never, never>, BarInput, number>
|
|
25
|
+
- `const adx`: Indicator<WilderPeriodParameters, BarInput, AdxPoint>
|
|
26
|
+
- `const adxr`: Indicator<WilderPeriodParameters, BarInput, number>
|
|
27
|
+
- `const aggregators`: { readonly range: (size: number) => BarAggregator; readonly tick: (count: number) => BarAggregator; readonly volume: (threshold: number) => BarAggregator; readonly dollar: (threshold: number) => BarAggregator; readonly imbalance: (threshold: number) => InformationBarAggregator; readonly volumeImbalance: (threshold: number) => InformationBarAggregator; readonly dollarImbalance: (threshold: number) => InformationBarAggregator; readonly run: (threshold: number) => InformationBarAggregator; readonly volumeRun: (threshold: number) => InformationBarAggregator; readonly dollarRun: (threshold: number) => InformationBarAggregator; }
|
|
28
|
+
- `const ALIAS_TABLE`: ReadonlyArray<IndicatorAliasRow>
|
|
29
|
+
- `const alma`: Indicator<AlmaParameters, number, number>
|
|
30
|
+
- `const amat`: Indicator<AmatParameters, number, AmatPoint>
|
|
31
|
+
- `const anchoredVwap`: Indicator<AnchoredVwapParameters, BarInput, number>
|
|
32
|
+
- `const apo`: Indicator<ApoParameters, number, number>
|
|
33
|
+
- `const archerObv`: Indicator<ArcherObvParameters, BarInput, ArcherObvPoint>
|
|
34
|
+
- `const aroon`: Indicator<{ period?: number; }, BarInput, AroonPoint>
|
|
35
|
+
- `const aroonOscillator`: Indicator<{ period?: number; }, BarInput, number>
|
|
36
|
+
- `const asin`: Indicator<Empty, number, number>
|
|
37
|
+
- `const atan`: Indicator<Empty, number, number>
|
|
38
|
+
- `const atr`: Indicator<WilderPeriodParameters, BarInput, number>
|
|
39
|
+
- `const atrBands`: Indicator<AtrBandsParameters, BarInput, ChannelPoint>
|
|
40
|
+
- `const atrTrailingStop`: Indicator<AtrTrailingStopParameters, BarInput, TrailingStopPoint>
|
|
41
|
+
- `const averagePrice`: Indicator<Empty, BarInput, number>
|
|
42
|
+
- `const awesomeOscillator`: Indicator<AwesomeParameters, BarInput, number>
|
|
43
|
+
- `const bar`: { readonly open: (bar: BarInput) => number; readonly typical: (bar: BarInput) => number; readonly median: (bar: BarInput) => number; readonly weighted: (bar: BarInput) => number; readonly average: (bar: BarInput) => number; readonly body: (bar: BarInput) => number; readonly upperShadow: (bar: BarInput) => number; readonly lowerShadow: (bar: BarInput) => number; readonly range: (bar: BarInput) => number; readonly trueRange: (bar: BarInput, previousClose: number) => number; }
|
|
44
|
+
- `const barSince`: Indicator<Record<string, never>, number, number>
|
|
45
|
+
- `const bb`: Indicator<BollingerParameters, number, BollingerPoint>
|
|
46
|
+
- `const bbands`: Indicator<BollingerParameters, number, BollingerPoint>
|
|
47
|
+
- `const beta`: Indicator<PeriodParameters, Pair, number>
|
|
48
|
+
- `const bias`: Indicator<{ period?: number; }, number, number>
|
|
49
|
+
- `const bollingerBandWidth`: Indicator<BollingerParameters, number, number>
|
|
50
|
+
- `const bollingerPercentB`: Indicator<BollingerParameters, number, number>
|
|
51
|
+
- `const bookImbalance`: SeriesFacade<[book: OrderBook, parameters?: BookImbalanceParameters | undefined], number | null, { conventionsVersion: string; levels: number; weighted: boolean; }>
|
|
52
|
+
- `const bop`: Indicator<Empty, BarInput, number>
|
|
53
|
+
- `const brar`: Indicator<{ period?: number; }, BarInput, BrarPoint>
|
|
54
|
+
- `const CANDLE_SETTINGS`: { readonly bodyLong: { readonly range: 'realBody'; readonly averagePeriod: 10; readonly factor: 1; }; readonly bodyVeryLong: { readonly range: 'realBody'; readonly averagePeriod: 10; readonly factor: 3; }; readonly bodyShort: { readonly range: 'realBody'; readonly averagePeriod: 10; readonly factor: 1; }; readonly bodyDoji: { readonly range: 'highLow'; readonly averagePeriod: 10; readonly factor: 0.1; }; readonly shadowLong: { readonly range: 'realBody'; readonly averagePeriod: 0; readonly factor: 1; }; readonly shadowVeryLong: { readonly range: 'realBody'; readonly averagePeriod: 0; readonly factor: 3; }; readonly shadowShort: { readonly range: 'shadows'; readonly averagePeriod: 10; readonly factor: 1; }; readonly shadowVeryShort: { readonly range: 'highLow'; readonly averagePeriod: 10; readonly factor: 0.1; }; readonly near: { readonly range: 'highLow'; readonly averagePeriod: 5; readonly factor: 0.2; }; readonly far: { readonly range: 'highLow'; readonly averagePeriod: 5; readonly factor: 0.6; }; readonly equal: { readonly range: 'highLow'; readonly averagePeriod: 5; readonly factor: 0.05; }; }
|
|
55
|
+
- `const candleColor`: (bar: BarInput) => number
|
|
56
|
+
- `const candleRange`: Indicator<Empty, BarInput, number>
|
|
57
|
+
- `const candlestickNames`: Array<string>
|
|
58
|
+
- `const candlesticks`: Record<string, Indicator<Empty, BarInput, number>>
|
|
59
|
+
- `const cci`: Indicator<{ period?: number; }, BarInput, number>
|
|
60
|
+
- `const CDL_ALIASES`: Readonly<Record<string, string>>
|
|
61
|
+
- `const cdlDoji`: Indicator<{}, BarInput, number>
|
|
62
|
+
- `const cdlInside`: Indicator<{}, BarInput, number>
|
|
63
|
+
- `const cdlZ`: Indicator<CandleZParameters, BarInput, CandleZPoint>
|
|
64
|
+
- `const ceil`: Indicator<Empty, number, number>
|
|
65
|
+
- `const centerOfGravity`: Indicator<{ period?: number; }, number, number>
|
|
66
|
+
- `const centralPivotRange`: Indicator<Record<string, never>, BarInput, CprPoint>
|
|
67
|
+
- `const cfo`: Indicator<{ period?: number; }, number, number>
|
|
68
|
+
- `const chaikinMoneyFlow`: Indicator<{ period?: number; }, BarInput, number>
|
|
69
|
+
- `const chaikinOscillator`: Indicator<ChaikinOscParameters, BarInput, number>
|
|
70
|
+
- `const chaikinVolatility`: Indicator<ChaikinVolatilityParameters, BarInput, number>
|
|
71
|
+
- `const chandeKrollStop`: Indicator<ChandeKrollStopParameters, BarInput, ChandeKrollStopPoint>
|
|
72
|
+
- `const chandelierExit`: Indicator<ChandelierParameters, BarInput, ChandelierPoint>
|
|
73
|
+
- `const change`: Indicator<{ period?: number; }, number, number>
|
|
74
|
+
- `const charts`: { readonly renko: (bars: ArrayLike<BarInput>, parameters: RenkoParameters) => RenkoBrick[]; readonly lineBreak: (bars: ArrayLike<BarInput>, parameters?: LineBreakParameters) => LineBreakBar[]; readonly kagi: (bars: ArrayLike<BarInput>, parameters: KagiParameters) => KagiSegment[]; readonly pointAndFigure: (bars: ArrayLike<BarInput>, parameters: PnfParameters) => PnfColumn[]; readonly rangeBars: (bars: ArrayLike<BarInput>, parameters: RangeBarParameters) => BarInput[]; readonly tickBars: (bars: ArrayLike<BarInput>, parameters: CountBarParameters) => BarInput[]; readonly volumeBars: (bars: ArrayLike<BarInput>, parameters: VolumeBarParameters) => BarInput[]; readonly dollarBars: (bars: ArrayLike<BarInput>, parameters: DollarBarParameters) => BarInput[]; readonly imbalanceBars: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]; readonly volumeImbalanceBars: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]; readonly dollarImbalanceBars: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]; readonly runBars: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]; readonly volumeRunBars: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]; readonly dollarRunBars: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]; }
|
|
75
|
+
- `const choppinessIndex`: Indicator<{ period?: number; }, BarInput, number>
|
|
76
|
+
- `const cmo`: Indicator<CmoParameters, number, number>
|
|
77
|
+
- `const connorsRsi`: Indicator<ConnorsRsiParameters, number, number>
|
|
78
|
+
- `const coppock`: Indicator<CoppockParameters, number, number>
|
|
79
|
+
- `const correl`: Indicator<PeriodParameters, Pair, number>
|
|
80
|
+
- `const cos`: Indicator<Empty, number, number>
|
|
81
|
+
- `const cosh`: Indicator<Empty, number, number>
|
|
82
|
+
- `const covariance`: Indicator<CovarianceParameters, Pair, number>
|
|
83
|
+
- `const crossany`: Indicator<Empty, Pair, number>
|
|
84
|
+
- `const crossover`: Indicator<Empty, Pair, number>
|
|
85
|
+
- `const crossSignals`: Indicator<CrossSignalParameters, number, TrendSignalPoint>
|
|
86
|
+
- `const cti`: Indicator<{ period?: number; }, number, number>
|
|
87
|
+
- `const cumulativeSum`: Indicator<Record<string, never>, number, number>
|
|
88
|
+
- `const cvd`: Indicator<Record<never, never>, BarInput, number>
|
|
89
|
+
- `const decreasing`: Indicator<TrendTestParameters, number, number>
|
|
90
|
+
- `const dema`: Indicator<PeriodParameters, number, number>
|
|
91
|
+
- `const difference`: Indicator<{ period?: number; }, number, number>
|
|
92
|
+
- `const div`: Indicator<Empty, Pair, number>
|
|
93
|
+
- `const divergence`: Indicator<DivergenceParameters, Pair, DivergencePoint>
|
|
94
|
+
- `const dmi`: Indicator<WilderPeriodParameters, BarInput, DmiPoint>
|
|
95
|
+
- `const donchian`: Indicator<PeriodParameters, BarInput, ChannelPoint>
|
|
96
|
+
- `const donchianTrend`: Indicator<{ period?: number; }, BarInput, number>
|
|
97
|
+
- `const dpo`: Indicator<PeriodParameters, number, number>
|
|
98
|
+
- `const drawdown`: Indicator<Empty, number, DrawdownPoint>
|
|
99
|
+
- `const dsp`: Indicator<DspParameters, number, number>
|
|
100
|
+
- `const dx`: Indicator<WilderPeriodParameters, BarInput, number>
|
|
101
|
+
- `const easeOfMovement`: Indicator<EomParameters, BarInput, number>
|
|
102
|
+
- `const ebsw`: Indicator<EbswParameters, number, number>
|
|
103
|
+
- `const efficiencyRatio`: Indicator<{ period?: number; }, number, number>
|
|
104
|
+
- `const efi`: Indicator<{ period?: number; }, BarInput, number>
|
|
105
|
+
- `const elderRay`: Indicator<{ period?: number; }, BarInput, ElderRayPoint>
|
|
106
|
+
- `const elderThermometer`: Indicator<ElderThermometerParameters, BarInput, ElderThermometerPoint>
|
|
107
|
+
- `const ema`: Indicator<PeriodParameters, number, number>
|
|
108
|
+
- `const emv`: Indicator<EomParameters, BarInput, number>
|
|
109
|
+
- `const entropy`: Indicator<{ period?: number; }, number, number>
|
|
110
|
+
- `const equalHighs`: Indicator<EqualLevelParameters, BarInput, EqualLevelPoint>
|
|
111
|
+
- `const equalLows`: Indicator<EqualLevelParameters, BarInput, EqualLevelPoint>
|
|
112
|
+
- `const exp`: Indicator<Empty, number, number>
|
|
113
|
+
- `const exponentialDecay`: Indicator<{ period?: number; }, number, number>
|
|
114
|
+
- `const fairValueGaps`: Indicator<FvgParameters, BarInput, ZonePoint>
|
|
115
|
+
- `const FIB_EXTENSION_LEVELS`: readonly [0, 0.618, 1, 1.618, 2, 2.618]
|
|
116
|
+
- `const FIB_RETRACEMENT_LEVELS`: readonly [0, 0.236, 0.382, 0.5, 0.618, 0.786, 1]
|
|
117
|
+
- `const fisherTransform`: Indicator<FisherParameters, BarInput, FisherPoint>
|
|
118
|
+
- `const floor`: Indicator<Empty, number, number>
|
|
119
|
+
- `const forceIndex`: Indicator<{ period?: number; }, BarInput, number>
|
|
120
|
+
- `const forecastOscillator`: Indicator<{ period?: number; }, number, number>
|
|
121
|
+
- `const fractionalChange`: Indicator<{ period?: number; }, number, number>
|
|
122
|
+
- `const frama`: Indicator<FramaParameters, BarInput, number>
|
|
123
|
+
- `const fwma`: Indicator<PeriodParameters, number, number>
|
|
124
|
+
- `const gannHighLowActivator`: Indicator<{ period?: number; }, BarInput, GannHiLoPoint>
|
|
125
|
+
- `const gap`: Indicator<Empty, BarInput, number>
|
|
126
|
+
- `const garmanKlass`: Indicator<RangeVolatilityParameters, BarInput, number>
|
|
127
|
+
- `const heikinAshi`: Indicator<Empty, BarInput, HeikinAshiBar>
|
|
128
|
+
- `const highestBars`: Indicator<PeriodParameters, number, number>
|
|
129
|
+
- `const historicalVolatility`: Indicator<HistoricalVolatilityParameters, number, number>
|
|
130
|
+
- `const hl2`: Indicator<{}, BarInput, number>
|
|
131
|
+
- `const hlc3`: Indicator<{}, BarInput, number>
|
|
132
|
+
- `const hma`: Indicator<PeriodParameters, number, number>
|
|
133
|
+
- `const holtWinterChannel`: Indicator<HoltWinterChannelParameters, number, ChannelPoint>
|
|
134
|
+
- `const holtWinterMovingAverage`: Indicator<HwmaParameters, number, number>
|
|
135
|
+
- `const htDcPeriod`: Indicator<Empty, number, number>
|
|
136
|
+
- `const htDcPhase`: Indicator<Empty, number, number>
|
|
137
|
+
- `const htPhasor`: Indicator<Empty, number, PhasorPoint>
|
|
138
|
+
- `const htSine`: Indicator<Empty, number, SinePoint>
|
|
139
|
+
- `const htTrendline`: Indicator<Empty, number, number>
|
|
140
|
+
- `const htTrendMode`: Indicator<Empty, number, number>
|
|
141
|
+
- `const ichimoku`: Indicator<IchimokuParameters, BarInput, IchimokuPoint>
|
|
142
|
+
- `const increasing`: Indicator<TrendTestParameters, number, number>
|
|
143
|
+
- `const inertia`: Indicator<InertiaParameters, number, number>
|
|
144
|
+
- `const jma`: Indicator<JmaParameters, number, number>
|
|
145
|
+
- `const kama`: Indicator<KamaParameters, number, number>
|
|
146
|
+
- `const kdj`: Indicator<KdjParameters, BarInput, KdjPoint>
|
|
147
|
+
- `const keltner`: Indicator<KeltnerParameters, BarInput, ChannelPoint>
|
|
148
|
+
- `const klinger`: Indicator<KlingerParameters, BarInput, KlingerPoint>
|
|
149
|
+
- `const kst`: Indicator<KstParameters, number, KstPoint>
|
|
150
|
+
- `const kurtosis`: Indicator<{ period?: number; }, number, number>
|
|
151
|
+
- `const kvo`: Indicator<KlingerParameters, BarInput, KlingerPoint>
|
|
152
|
+
- `const lag`: Indicator<{ period?: number; }, number, number>
|
|
153
|
+
- `const laguerreRsi`: Indicator<LaguerreParameters, number, number>
|
|
154
|
+
- `const linearDecay`: Indicator<{ period?: number; }, number, number>
|
|
155
|
+
- `const linreg`: Indicator<PeriodParameters, number, LinregPoint>
|
|
156
|
+
- `const linregAngle`: Indicator<PeriodParameters, number, number>
|
|
157
|
+
- `const linregIntercept`: Indicator<PeriodParameters, number, number>
|
|
158
|
+
- `const linregSlope`: Indicator<PeriodParameters, number, number>
|
|
159
|
+
- `const liquiditySweeps`: Indicator<LiquiditySweepParameters, BarInput, LiquiditySweepPoint>
|
|
160
|
+
- `const ln`: Indicator<Empty, number, number>
|
|
161
|
+
- `const log10`: Indicator<Empty, number, number>
|
|
162
|
+
- `const logReturns`: Indicator<Record<never, never>, number, number>
|
|
163
|
+
- `const longRun`: Indicator<{ period?: number; }, Pair, number>
|
|
164
|
+
- `const lowerShadow`: Indicator<Empty, BarInput, number>
|
|
165
|
+
- `const lowestBars`: Indicator<PeriodParameters, number, number>
|
|
166
|
+
- `const macd`: Indicator<MacdParameters, number, MacdPoint>
|
|
167
|
+
- `const macdExt`: Indicator<MacdExtParameters, number, MacdPoint>
|
|
168
|
+
- `const macdFix`: Indicator<MacdFixParameters, number, MacdPoint>
|
|
169
|
+
- `const mama`: Indicator<MamaParameters, BarInput, MamaPoint>
|
|
170
|
+
- `const marketFacilitationIndex`: Indicator<Record<string, never>, BarInput, number>
|
|
171
|
+
- `const massIndex`: Indicator<MassIndexParameters, BarInput, number>
|
|
172
|
+
- `const mcginley`: Indicator<PeriodParameters, number, number>
|
|
173
|
+
- `const medianPrice`: Indicator<Empty, BarInput, number>
|
|
174
|
+
- `const mfi`: Indicator<{ period?: number; }, BarInput, number>
|
|
175
|
+
- `const microprice`: Facade<OrderBook, number | null, { conventionsVersion: string; }, number | null>
|
|
176
|
+
- `const midpoint`: Indicator<PeriodParameters, number, number>
|
|
177
|
+
- `const midprice`: Indicator<PeriodParameters, BarInput, number>
|
|
178
|
+
- `const minusDI`: Indicator<WilderPeriodParameters, BarInput, number>
|
|
179
|
+
- `const minusDM`: Indicator<WilderPeriodParameters, BarInput, number>
|
|
180
|
+
- `const momentum`: Indicator<RocParameters, number, number>
|
|
181
|
+
- `const movingAverage`: Indicator<MovingAverageParameters, number, number>
|
|
182
|
+
- `const movingAverageRibbon`: Indicator<MovingAverageRibbonParameters, number, Array<number>>
|
|
183
|
+
- `const msw`: Indicator<MswParameters, number, MswPoint>
|
|
184
|
+
- `const mult`: Indicator<Empty, Pair, number>
|
|
185
|
+
- `const natr`: Indicator<PeriodParameters, BarInput, number>
|
|
186
|
+
- `const normalize`: Indicator<{ period?: number; }, number, number>
|
|
187
|
+
- `const nvi`: Indicator<Record<never, never>, BarInput, number>
|
|
188
|
+
- `const obv`: Indicator<{ talib?: boolean; }, BarInput, number>
|
|
189
|
+
- `const ohlc4`: Indicator<{}, BarInput, number>
|
|
190
|
+
- `const orderBlocks`: Indicator<OrderBlockParameters, BarInput, ZonePoint>
|
|
191
|
+
- `const orderBookImbalance`: Facade<OrderBookLevel, number | null, { conventionsVersion: string; }, number | null>
|
|
192
|
+
- `const PANDAS_CDL_ALIASES`: Readonly<Record<string, string>>
|
|
193
|
+
- `const parkinson`: Indicator<RangeVolatilityParameters, BarInput, number>
|
|
194
|
+
- `const pascalWma`: Indicator<PeriodParameters, number, number>
|
|
195
|
+
- `const percentAtr`: Indicator<{ period?: number; }, BarInput, number>
|
|
196
|
+
- `const percentRank`: Indicator<{ period?: number; }, number, number>
|
|
197
|
+
- `const pgo`: Indicator<{ period?: number; }, BarInput, number>
|
|
198
|
+
- `const plusDI`: Indicator<WilderPeriodParameters, BarInput, number>
|
|
199
|
+
- `const plusDM`: Indicator<WilderPeriodParameters, BarInput, number>
|
|
200
|
+
- `const pMax`: Indicator<PmaxParameters, BarInput, PmaxPoint>
|
|
201
|
+
- `const ppo`: Indicator<PpoParameters, number, PpoPoint>
|
|
202
|
+
- `const priceAction`: { readonly pivots: (bar: BarInput, method?: PivotMethod) => PivotLevels; readonly swings: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => Swings; readonly fractals: (bars: ArrayLike<BarInput>) => Fractals; readonly supportResistance: (bars: ArrayLike<BarInput>, options?: { strength?: number; tolerance?: number; }) => SupportResistance; readonly trendlines: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => TrendlineChannel; readonly channel: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => TrendlineChannel; readonly lineAt: (line: Line, index: number) => number; readonly breakouts: (bars: ArrayLike<BarInput>, options?: { lookback?: number; }) => BreakoutsReport; readonly gaps: (bars: ArrayLike<BarInput>, options?: { minSizeFraction?: number; }) => GapsReport; readonly marketStructure: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => MarketStructure; readonly sessionRanges: (bars: ArrayLike<BarInput>, sessionIds: ArrayLike<number>) => SessionRange[]; readonly openingRange: (bars: ArrayLike<BarInput>, options: OpeningRangeParameters) => OpeningRange; readonly openingRangeBreakout: (bars: ArrayLike<BarInput>, options: OpeningRangeParameters) => number[]; readonly orbRetest: (bars: ArrayLike<BarInput>, options: OpeningRangeParameters) => number[]; readonly fibRetracement: (start: number, end: number, levels?: readonly number[]) => FibLevel[]; readonly fibExtension: (input: FibExtensionInput) => FibLevel[]; readonly previousSessionLevels: (bars: ArrayLike<BarInput>, sessionIds: ArrayLike<number>) => (PriorSessionLevel | null)[]; readonly gapFill: (bars: ArrayLike<BarInput>, options?: { minSizeFraction?: number; }) => GapFillReport; }
|
|
203
|
+
- `const priceDistance`: Indicator<{ drift?: number; }, BarInput, number>
|
|
204
|
+
- `const priceVolume`: Indicator<PriceVolumeParameters, BarInput, number>
|
|
205
|
+
- `const priceVolumeRank`: Indicator<Record<string, never>, BarInput, number>
|
|
206
|
+
- `const projectionOscillator`: Indicator<{ period?: number; }, BarInput, ProjectionPoint>
|
|
207
|
+
- `const psar`: Indicator<PsarParameters, BarInput, PsarPoint>
|
|
208
|
+
- `const psarExt`: Indicator<PsarExtParameters, BarInput, number>
|
|
209
|
+
- `const psychologicalLine`: Indicator<{ period?: number; }, number, number>
|
|
210
|
+
- `const pvi`: Indicator<Record<never, never>, BarInput, number>
|
|
211
|
+
- `const pvo`: Indicator<PvoParameters, BarInput, PvoPoint>
|
|
212
|
+
- `const pvt`: Indicator<Record<never, never>, BarInput, number>
|
|
213
|
+
- `const qqe`: Indicator<QqeParameters, number, QqePoint>
|
|
214
|
+
- `const qstick`: Indicator<{ period?: number; }, BarInput, number>
|
|
215
|
+
- `const rainbowMovingAverage`: Indicator<RainbowParameters, number, number>
|
|
216
|
+
- `const realBody`: Indicator<Empty, BarInput, number>
|
|
217
|
+
- `const realizedVolatility`: Indicator<HistoricalVolatilityParameters, number, number>
|
|
218
|
+
- `const relativeVigorIndex`: Indicator<{ period?: number; }, BarInput, RvgiPoint>
|
|
219
|
+
- `const relativeVolatilityIndex`: Indicator<RviParameters, number, number>
|
|
220
|
+
- `const relativeVolume`: Indicator<PeriodParameters, BarInput, number>
|
|
221
|
+
- `const rescale`: Indicator<RescaleParameters, number, number>
|
|
222
|
+
- `const returns`: Indicator<Record<never, never>, number, number>
|
|
223
|
+
- `const rma`: Indicator<PeriodParameters, number, number>
|
|
224
|
+
- `const roc`: Indicator<RocParameters, number, number>
|
|
225
|
+
- `const rocp`: Indicator<RocParameters, number, number>
|
|
226
|
+
- `const rocr`: Indicator<RocParameters, number, number>
|
|
227
|
+
- `const rocr100`: Indicator<RocParameters, number, number>
|
|
228
|
+
- `const rogersSatchell`: Indicator<RangeVolatilityParameters, BarInput, number>
|
|
229
|
+
- `const rollingAnchoredVwap`: Indicator<RollingAnchoredVwapParameters, BarInput, AnchoredVwapPoint>
|
|
230
|
+
- `const rollingBeta`: Indicator<PeriodParameters, Pair, number>
|
|
231
|
+
- `const rollingCorrelation`: Indicator<PeriodParameters, Pair, number>
|
|
232
|
+
- `const rollingMax`: Indicator<PeriodParameters, number, number>
|
|
233
|
+
- `const rollingMaxIndex`: Indicator<PeriodParameters, number, number>
|
|
234
|
+
- `const rollingMean`: Indicator<PeriodParameters, number, number>
|
|
235
|
+
- `const rollingMeanAbsoluteDeviation`: Indicator<{ period?: number; }, number, number>
|
|
236
|
+
- `const rollingMedian`: Indicator<{ period?: number; }, number, number>
|
|
237
|
+
- `const rollingMin`: Indicator<PeriodParameters, number, number>
|
|
238
|
+
- `const rollingMinIndex`: Indicator<PeriodParameters, number, number>
|
|
239
|
+
- `const rollingMinMax`: Indicator<PeriodParameters, number, MinMaxPoint>
|
|
240
|
+
- `const rollingMinMaxIndex`: Indicator<PeriodParameters, number, MinMaxIndexPoint>
|
|
241
|
+
- `const rollingQuantile`: Indicator<QuantileParameters, number, number>
|
|
242
|
+
- `const rollingRank`: Indicator<{ period?: number; }, number, number>
|
|
243
|
+
- `const rollingRegression`: Indicator<{ period?: number; }, Pair, RegressionPoint>
|
|
244
|
+
- `const rollingSum`: Indicator<PeriodParameters, number, number>
|
|
245
|
+
- `const rollingVolatility`: Indicator<RollingVolatilityParameters, number, number>
|
|
246
|
+
- `const rollingVwap`: Indicator<PeriodParameters, BarInput, number>
|
|
247
|
+
- `const rsi`: Indicator<RsiParameters, number, number>
|
|
248
|
+
- `const rSquared`: Indicator<{ period?: number; }, Pair, number>
|
|
249
|
+
- `const rsx`: Indicator<{ period?: number; }, number, number>
|
|
250
|
+
- `const schaffTrendCycle`: Indicator<StcParameters, number, number>
|
|
251
|
+
- `const SCHEMA_VERSION`: 3
|
|
252
|
+
- `const sessionVwap`: Indicator<SessionVwapParameters, BarInput, number>
|
|
253
|
+
- `const shift`: Indicator<{ period?: number; }, number, number>
|
|
254
|
+
- `const shortRun`: Indicator<{ period?: number; }, Pair, number>
|
|
255
|
+
- `const sin`: Indicator<Empty, number, number>
|
|
256
|
+
- `const sineWma`: Indicator<PeriodParameters, number, number>
|
|
257
|
+
- `const sinh`: Indicator<Empty, number, number>
|
|
258
|
+
- `const skew`: Indicator<{ period?: number; }, number, number>
|
|
259
|
+
- `const slope`: Indicator<{ period?: number; }, number, number>
|
|
260
|
+
- `const sma`: Indicator<PeriodParameters, number, number>
|
|
261
|
+
- `const smcSweep`: Indicator<SmcSweepParameters, BarInput, number>
|
|
262
|
+
- `const smiErgodic`: Indicator<SmiParameters, number, SmiPoint>
|
|
263
|
+
- `const sqrt`: Indicator<Empty, number, number>
|
|
264
|
+
- `const squeeze`: Indicator<SqueezeParameters, BarInput, SqueezePoint>
|
|
265
|
+
- `const squeezePro`: Indicator<SqueezeProParameters, BarInput, SqueezeProPoint>
|
|
266
|
+
- `const standardDeviation`: Indicator<StandardDeviationParameters, number, number>
|
|
267
|
+
- `const standardError`: Indicator<{ period?: number; }, number, number>
|
|
268
|
+
- `const stoch`: Indicator<StochasticParameters, BarInput, StochasticPoint>
|
|
269
|
+
- `const stochastic`: Indicator<StochasticParameters, BarInput, StochasticPoint>
|
|
270
|
+
- `const stochFast`: Indicator<StochasticParameters, BarInput, StochasticPoint>
|
|
271
|
+
- `const stochRsi`: Indicator<StochRsiParameters, number, StochRsiPoint>
|
|
272
|
+
- `const sub`: Indicator<Empty, Pair, number>
|
|
273
|
+
- `const superSmoother`: Indicator<PeriodParameters, number, number>
|
|
274
|
+
- `const supertrend`: Indicator<SupertrendParameters, BarInput, SupertrendPoint>
|
|
275
|
+
- `const swingTrailingStop`: Indicator<SwingTrailingStopParameters, BarInput, TrailingStopPoint>
|
|
276
|
+
- `const symmetricWma`: Indicator<PeriodParameters, number, number>
|
|
277
|
+
- `const t3`: Indicator<T3Parameters, number, number>
|
|
278
|
+
- `const TALIB_CANDLE_NAMES`: Array<string>
|
|
279
|
+
- `const tan`: Indicator<Empty, number, number>
|
|
280
|
+
- `const tanh`: Indicator<Empty, number, number>
|
|
281
|
+
- `const tdSequential`: Indicator<TdSequentialParameters, BarInput, TdSequentialPoint>
|
|
282
|
+
- `const tema`: Indicator<PeriodParameters, number, number>
|
|
283
|
+
- `const tosStdevAll`: Indicator<TosStdevAllParameters, number, TosStdevAllPoint>
|
|
284
|
+
- `const tradeSign`: SeriesFacade<[trade: Trade, context?: SignContext | undefined], TradeDirection, { conventionsVersion: string; method: AggressorMethod; }>
|
|
285
|
+
- `const trendSignals`: Indicator<Record<string, never>, number, TrendSignalPoint>
|
|
286
|
+
- `const trima`: Indicator<PeriodParameters, number, number>
|
|
287
|
+
- `const trix`: Indicator<{ period?: number; }, number, number>
|
|
288
|
+
- `const trixHistogram`: Indicator<TrixHistogramParameters, number, TrixHistogramPoint>
|
|
289
|
+
- `const trueRange`: Indicator<Empty, BarInput, number>
|
|
290
|
+
- `const tsf`: Indicator<PeriodParameters, number, number>
|
|
291
|
+
- `const tsi`: Indicator<TsiParameters, number, TsiPoint>
|
|
292
|
+
- `const ttmTrend`: Indicator<{ period?: number; }, BarInput, number>
|
|
293
|
+
- `const typicalPrice`: Indicator<Empty, BarInput, number>
|
|
294
|
+
- `const ulcerIndex`: Indicator<{ period?: number; }, number, number>
|
|
295
|
+
- `const ultimateOscillator`: Indicator<UltimateParameters, BarInput, number>
|
|
296
|
+
- `const upperShadow`: Indicator<Empty, BarInput, number>
|
|
297
|
+
- `const valueWhen`: Indicator<ValueWhenParameters, Pair, number>
|
|
298
|
+
- `const variance`: Indicator<StandardDeviationParameters, number, number>
|
|
299
|
+
- `const verticalHorizontalFilter`: Indicator<{ period?: number; }, number, number>
|
|
300
|
+
- `const vfi`: Indicator<VfiParameters, BarInput, number>
|
|
301
|
+
- `const vidya`: Indicator<VidyaParameters, number, number>
|
|
302
|
+
- `const volatilityStop`: Indicator<VolatilityStopParameters, BarInput, VolatilityStopPoint>
|
|
303
|
+
- `const volumeOscillator`: Indicator<VolumeOscillatorParameters, BarInput, number>
|
|
304
|
+
- `const volumeWeightedMacd`: Indicator<VwMacdParameters, BarInput, MacdPoint>
|
|
305
|
+
- `const vortex`: Indicator<{ period?: number; }, BarInput, VortexPoint>
|
|
306
|
+
- `const vwap`: Indicator<Record<never, never>, BarInput, number>
|
|
307
|
+
- `const vwapBands`: Indicator<VwapBandsParameters, BarInput, VwapBandsPoint>
|
|
308
|
+
- `const vwma`: Indicator<PeriodParameters, BarInput, number>
|
|
309
|
+
- `const wcp`: Indicator<{}, BarInput, number>
|
|
310
|
+
- `const weightedClose`: Indicator<Empty, BarInput, number>
|
|
311
|
+
- `const williamsAd`: Indicator<Record<string, never>, BarInput, number>
|
|
312
|
+
- `const williamsR`: Indicator<{ period?: number; }, BarInput, number>
|
|
313
|
+
- `const willr`: Indicator<{ period?: number; }, BarInput, number>
|
|
314
|
+
- `const winsorize`: Indicator<WinsorizeParameters, number, number>
|
|
315
|
+
- `const wma`: Indicator<PeriodParameters, number, number>
|
|
316
|
+
- `const yangZhang`: Indicator<RangeVolatilityParameters, BarInput, number>
|
|
317
|
+
- `const zlema`: Indicator<PeriodParameters, number, number>
|
|
318
|
+
- `const zlma`: Indicator<PeriodParameters, number, number>
|
|
319
|
+
- `const zScore`: Indicator<{ period?: number; }, number, number>
|
|
320
|
+
- `function aliasesOf`: (canonical: string) => IndicatorAliasRow | undefined
|
|
321
|
+
- `function alignToBars`: (input: AlignToBarsInput) => number[]
|
|
322
|
+
- `function barsFromColumns`: (columns: BarColumns) => BarInput[]
|
|
323
|
+
- `function between`: (operand: Operand, low: number, high: number) => Condition
|
|
324
|
+
- `function breakouts`: (bars: ArrayLike<BarInput>, options?: { lookback?: number; }) => BreakoutsReport
|
|
325
|
+
- `function candleAverage`: (bars: ArrayLike<BarInput>, setting: CandleSetting) => number[]
|
|
326
|
+
- `function cdlClosingMarubozuTalib`: (bars: ArrayLike<BarInput>) => number[]
|
|
327
|
+
- `function cdlDojiTalib`: (bars: ArrayLike<BarInput>) => number[]
|
|
328
|
+
- `function cdlMarubozuTalib`: (bars: ArrayLike<BarInput>) => number[]
|
|
329
|
+
- `function cdlPattern`: { (bars: ArrayLike<BarInput>, name: string): number[]; (bars: ArrayLike<BarInput>, name: 'all'): CandleMatch[][]; }
|
|
330
|
+
- `function channel`: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => TrendlineChannel
|
|
331
|
+
- `function checkSnapshotVersion`: (snapshot: TechnicalAnalysisSnapshot) => void
|
|
332
|
+
- `function collectAsync`: <In, Out>(stream: IndicatorStream<In, Out>, source: AsyncIterable<In>, nan: Out) => Promise<{ value: Out[]; warmup: number; }>
|
|
333
|
+
- `function columnsFromBars`: (bars: readonly BarInput[]) => BarColumns
|
|
334
|
+
- `function compatibilityMatrixMarkdown`: () => string
|
|
335
|
+
- `function condition`: (refs: readonly string[], predicate: (context: SignalContext, barIndex: number) => boolean) => Condition
|
|
336
|
+
- `function crossOver`: (first: Operand, second: Operand) => Condition
|
|
337
|
+
- `function crossUnder`: (first: Operand, second: Operand) => Condition
|
|
338
|
+
- `function cumulativeVolumeDelta`: (trades: readonly Trade[], parameters?: CvdParameters) => CvdResult
|
|
339
|
+
- `function defineIndicator`: <P, In, Out>(definition: IndicatorDefinition<P, In, Out>) => Indicator<P, In, Out>
|
|
340
|
+
- `function describeIndicator`: (name: string, probeLength?: number) => IndicatorDescription
|
|
341
|
+
- `function detectCandles`: (bars: ArrayLike<BarInput>) => CandleMatch[][]
|
|
342
|
+
- `function divergences`: (input: DivergencesInput) => DivergenceEvent[]
|
|
343
|
+
- `function dollarBars`: (bars: ArrayLike<BarInput>, parameters: DollarBarParameters) => BarInput[]
|
|
344
|
+
- `function dollarImbalanceBars`: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]
|
|
345
|
+
- `function dollarRunBars`: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]
|
|
346
|
+
- `function falling`: (operand: Operand) => Condition
|
|
347
|
+
- `function features`: (candles: BarInput[]) => FeaturePipeline
|
|
348
|
+
- `function fibExtension`: (input: FibExtensionInput) => FibLevel[]
|
|
349
|
+
- `function fibRetracement`: (start: number, end: number, levels?: readonly number[]) => FibLevel[]
|
|
350
|
+
- `function footprintBars`: (trades: readonly Trade[], parameters: FootprintBarParameters) => FootprintBar[]
|
|
351
|
+
- `function fractals`: (bars: ArrayLike<BarInput>) => Fractals
|
|
352
|
+
- `function gapFill`: (bars: ArrayLike<BarInput>, options?: { minSizeFraction?: number; }) => GapFillReport
|
|
353
|
+
- `function gaps`: (bars: ArrayLike<BarInput>, options?: { minSizeFraction?: number; }) => GapsReport
|
|
354
|
+
- `function getIndicator`: (name: string) => Readonly<RegisteredIndicator> | undefined
|
|
355
|
+
- `function gt`: (left: Operand, right: Operand) => Condition
|
|
356
|
+
- `function gte`: (left: Operand, right: Operand) => Condition
|
|
357
|
+
- `function hasIndicator`: (name: string) => boolean
|
|
358
|
+
- `function imbalanceBars`: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]
|
|
359
|
+
- `function indicatorCategories`: () => IndicatorCategory[]
|
|
360
|
+
- `function indicatorWarmup`: (name: string, probeLength?: number) => WarmupMetadata
|
|
361
|
+
- `function indicatorWarmups`: (probeLength?: number) => WarmupMetadata[]
|
|
362
|
+
- `function kagi`: (bars: ArrayLike<BarInput>, parameters: KagiParameters) => KagiSegment[]
|
|
363
|
+
- `function lineAt`: (line: Line, index: number) => number
|
|
364
|
+
- `function lineBreak`: (bars: ArrayLike<BarInput>, parameters?: LineBreakParameters) => LineBreakBar[]
|
|
365
|
+
- `function listIndicators`: (category?: IndicatorCategory) => Readonly<RegisteredIndicator>[]
|
|
366
|
+
- `function lt`: (left: Operand, right: Operand) => Condition
|
|
367
|
+
- `function lte`: (left: Operand, right: Operand) => Condition
|
|
368
|
+
- `function marketStructure`: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => MarketStructure
|
|
369
|
+
- `function mavp`: (input: MavpInput) => number[]
|
|
370
|
+
- `function not`: (condition: Condition) => Condition
|
|
371
|
+
- `function openingRange`: (bars: ArrayLike<BarInput>, options: OpeningRangeParameters) => OpeningRange
|
|
372
|
+
- `function openingRangeBreakout`: (bars: ArrayLike<BarInput>, options: OpeningRangeParameters) => number[]
|
|
373
|
+
- `function orbRetest`: (bars: ArrayLike<BarInput>, options: OpeningRangeParameters) => number[]
|
|
374
|
+
- `function pairs`: (x: ArrayLike<number>, y: ArrayLike<number>) => Pair[]
|
|
375
|
+
- `function pivots`: (bar: BarInput, method?: PivotMethod) => PivotLevels
|
|
376
|
+
- `function pointAndFigure`: (bars: ArrayLike<BarInput>, parameters: PnfParameters) => PnfColumn[]
|
|
377
|
+
- `function previousSessionLevels`: (bars: ArrayLike<BarInput>, sessionIds: ArrayLike<number>) => (PriorSessionLevel | null)[]
|
|
378
|
+
- `function rangeBars`: (bars: ArrayLike<BarInput>, parameters: RangeBarParameters) => BarInput[]
|
|
379
|
+
- `function readSnapshot`: <Kind extends string>(snapshot: TechnicalAnalysisSnapshot, expected: Kind | readonly Kind[]) => SnapshotState<Kind>
|
|
380
|
+
- `function register`: (entry: RegisteredIndicator) => void
|
|
381
|
+
- `function registryMarkdown`: () => string
|
|
382
|
+
- `function renko`: (bars: ArrayLike<BarInput>, parameters: RenkoParameters) => RenkoBrick[]
|
|
383
|
+
- `function resample`: (bars: ArrayLike<TimeBar>, interval: ResampleInterval, options?: ResampleOptions) => ResampledBar[]
|
|
384
|
+
- `function resolveCandleName`: (name: string) => string
|
|
385
|
+
- `function resolveIndicator`: (name: string) => RegisteredIndicator | undefined
|
|
386
|
+
- `function resolveIndicatorName`: (name: string) => string | undefined
|
|
387
|
+
- `function rising`: (operand: Operand) => Condition
|
|
388
|
+
- `function runBars`: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]
|
|
389
|
+
- `function searchIndicators`: (options?: SearchIndicatorsOptions) => SearchIndicatorsResult
|
|
390
|
+
- `function sessionRanges`: (bars: ArrayLike<BarInput>, sessionIds: ArrayLike<number>) => SessionRange[]
|
|
391
|
+
- `function signal`: (candles: BarInput[]) => SignalBuilder
|
|
392
|
+
- `function snapshotOf`: (kind: string, state: Record<string, unknown>) => TechnicalAnalysisSnapshot
|
|
393
|
+
- `function streamAsync`: <In, Out>(stream: IndicatorStream<In, Out>, source: AsyncIterable<In>) => AsyncGenerator<Out>
|
|
394
|
+
- `function supportResistance`: (bars: ArrayLike<BarInput>, options?: { strength?: number; tolerance?: number; }) => SupportResistance
|
|
395
|
+
- `function swings`: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => Swings
|
|
396
|
+
- `function talibCandle`: (name: string, bars: ArrayLike<BarInput>) => number[]
|
|
397
|
+
- `function tickBars`: (bars: ArrayLike<BarInput>, parameters: CountBarParameters) => BarInput[]
|
|
398
|
+
- `function tickVolumeProfile`: (trades: readonly Trade[], parameters?: TickVolumeProfileParameters) => TickVolumeProfile
|
|
399
|
+
- `function trendlines`: (bars: ArrayLike<BarInput>, options?: { strength?: number; }) => TrendlineChannel
|
|
400
|
+
- `function volumeBars`: (bars: ArrayLike<BarInput>, parameters: VolumeBarParameters) => BarInput[]
|
|
401
|
+
- `function volumeImbalanceBars`: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]
|
|
402
|
+
- `function volumeProfile`: (bars: ArrayLike<BarInput>, parameters?: VolumeProfileParameters) => VolumeProfile
|
|
403
|
+
- `function volumeRunBars`: (bars: ArrayLike<BarInput>, parameters: InformationBarParameters) => BarInput[]
|
|
404
|
+
- `function warmupMarkdown`: () => string
|
|
405
|
+
- `function zigzag`: (bars: ArrayLike<BarInput>, parameters: ZigZagParameters) => ZigZagReport
|
|
406
|
+
- `interface AberrationParameters`: AberrationParameters
|
|
407
|
+
- `interface AberrationPoint`: AberrationPoint
|
|
408
|
+
- `interface AccelerationBandsParameters`: AccelerationBandsParameters
|
|
409
|
+
- `interface AdxPoint`: AdxPoint
|
|
410
|
+
- `interface AggregateStream`: AggregateStream<Out>
|
|
411
|
+
- `interface AlignOptions`: AlignOptions
|
|
412
|
+
- `interface AlmaParameters`: AlmaParameters
|
|
413
|
+
- `interface AmatParameters`: AmatParameters
|
|
414
|
+
- `interface AmatPoint`: AmatPoint
|
|
415
|
+
- `interface AnchoredVwapParameters`: AnchoredVwapParameters
|
|
416
|
+
- `interface AnchoredVwapPoint`: AnchoredVwapPoint
|
|
417
|
+
- `interface ApoParameters`: ApoParameters
|
|
418
|
+
- `interface ArcherObvParameters`: ArcherObvParameters
|
|
419
|
+
- `interface ArcherObvPoint`: ArcherObvPoint
|
|
420
|
+
- `interface AroonPoint`: AroonPoint
|
|
421
|
+
- `interface AtrBandsParameters`: AtrBandsParameters
|
|
422
|
+
- `interface AtrTrailingStopParameters`: AtrTrailingStopParameters
|
|
423
|
+
- `interface AwesomeParameters`: AwesomeParameters
|
|
424
|
+
- `interface BarColumns`: BarColumns
|
|
425
|
+
- `interface BarInput`: BarInput
|
|
426
|
+
- `interface BollingerParameters`: BollingerParameters
|
|
427
|
+
- `interface BollingerPoint`: BollingerPoint
|
|
428
|
+
- `interface BookImbalanceParameters`: BookImbalanceParameters
|
|
429
|
+
- `interface BookLevel`: BookLevel
|
|
430
|
+
- `interface BrarPoint`: BrarPoint
|
|
431
|
+
- `interface CandleMatch`: CandleMatch
|
|
432
|
+
- `interface CandleSetting`: CandleSetting
|
|
433
|
+
- `interface CandleZParameters`: CandleZParameters
|
|
434
|
+
- `interface CandleZPoint`: CandleZPoint
|
|
435
|
+
- `interface ChaikinOscParameters`: ChaikinOscParameters
|
|
436
|
+
- `interface ChaikinVolatilityParameters`: ChaikinVolatilityParameters
|
|
437
|
+
- `interface ChandeKrollStopParameters`: ChandeKrollStopParameters
|
|
438
|
+
- `interface ChandeKrollStopPoint`: ChandeKrollStopPoint
|
|
439
|
+
- `interface ChandelierParameters`: ChandelierParameters
|
|
440
|
+
- `interface ChandelierPoint`: ChandelierPoint
|
|
441
|
+
- `interface ChannelPoint`: ChannelPoint
|
|
442
|
+
- `interface Condition`: Condition
|
|
443
|
+
- `interface ConnorsRsiParameters`: ConnorsRsiParameters
|
|
444
|
+
- `interface CoppockParameters`: CoppockParameters
|
|
445
|
+
- `interface CountBarParameters`: CountBarParameters
|
|
446
|
+
- `interface CovarianceParameters`: CovarianceParameters
|
|
447
|
+
- `interface CprPoint`: CprPoint
|
|
448
|
+
- `interface CrossSignalParameters`: CrossSignalParameters
|
|
449
|
+
- `interface CvdParameters`: CvdParameters
|
|
450
|
+
- `interface CvdResult`: CvdResult
|
|
451
|
+
- `interface DivergenceEvent`: DivergenceEvent
|
|
452
|
+
- `interface DivergenceParameters`: DivergenceParameters
|
|
453
|
+
- `interface DivergencePoint`: DivergencePoint
|
|
454
|
+
- `interface DmiPoint`: DmiPoint
|
|
455
|
+
- `interface DollarBarParameters`: DollarBarParameters
|
|
456
|
+
- `interface DrawdownPoint`: DrawdownPoint
|
|
457
|
+
- `interface DspParameters`: DspParameters
|
|
458
|
+
- `interface EbswParameters`: EbswParameters
|
|
459
|
+
- `interface ElderRayPoint`: ElderRayPoint
|
|
460
|
+
- `interface ElderThermometerParameters`: ElderThermometerParameters
|
|
461
|
+
- `interface ElderThermometerPoint`: ElderThermometerPoint
|
|
462
|
+
- `interface EomParameters`: EomParameters
|
|
463
|
+
- `interface EqualLevelParameters`: EqualLevelParameters
|
|
464
|
+
- `interface EqualLevelPoint`: EqualLevelPoint
|
|
465
|
+
- `interface FibLevel`: FibLevel
|
|
466
|
+
- `interface FisherParameters`: FisherParameters
|
|
467
|
+
- `interface FisherPoint`: FisherPoint
|
|
468
|
+
- `interface FootprintBar`: FootprintBar
|
|
469
|
+
- `interface FootprintBarParameters`: FootprintBarParameters
|
|
470
|
+
- `interface FramaParameters`: FramaParameters
|
|
471
|
+
- `interface FvgParameters`: FvgParameters
|
|
472
|
+
- `interface GannHiLoPoint`: GannHiLoPoint
|
|
473
|
+
- `interface Gap`: Gap
|
|
474
|
+
- `interface GapFillEvent`: GapFillEvent
|
|
475
|
+
- `interface HeikinAshiBar`: HeikinAshiBar
|
|
476
|
+
- `interface HilbertOut`: HilbertOut
|
|
477
|
+
- `interface HistoricalVolatilityParameters`: HistoricalVolatilityParameters
|
|
478
|
+
- `interface HoltWinterChannelParameters`: HoltWinterChannelParameters
|
|
479
|
+
- `interface HwmaParameters`: HwmaParameters
|
|
480
|
+
- `interface IchimokuParameters`: IchimokuParameters
|
|
481
|
+
- `interface IchimokuPoint`: IchimokuPoint
|
|
482
|
+
- `interface Indicator`: Indicator<Params, In, Out>
|
|
483
|
+
- `interface IndicatorAliasRow`: IndicatorAliasRow
|
|
484
|
+
- `interface IndicatorDefinition`: IndicatorDefinition<P, In, Out>
|
|
485
|
+
- `interface IndicatorDescription`: IndicatorDescription
|
|
486
|
+
- `interface IndicatorMatchEvidence`: IndicatorMatchEvidence
|
|
487
|
+
- `interface IndicatorMetadata`: IndicatorMetadata
|
|
488
|
+
- `interface IndicatorNumberOutput`: IndicatorNumberOutput
|
|
489
|
+
- `interface IndicatorOutputMetadata`: IndicatorOutputMetadata
|
|
490
|
+
- `interface IndicatorRow`: IndicatorRow
|
|
491
|
+
- `interface IndicatorStream`: IndicatorStream<In, Out>
|
|
492
|
+
- `interface IndicatorVisualization`: IndicatorVisualization
|
|
493
|
+
- `interface InertiaParameters`: InertiaParameters
|
|
494
|
+
- `interface InformationBarParameters`: InformationBarParameters
|
|
495
|
+
- `interface JmaParameters`: JmaParameters
|
|
496
|
+
- `interface KagiParameters`: KagiParameters
|
|
497
|
+
- `interface KagiSegment`: KagiSegment
|
|
498
|
+
- `interface KamaParameters`: KamaParameters
|
|
499
|
+
- `interface KdjParameters`: KdjParameters
|
|
500
|
+
- `interface KdjPoint`: KdjPoint
|
|
501
|
+
- `interface KeltnerParameters`: KeltnerParameters
|
|
502
|
+
- `interface KlingerParameters`: KlingerParameters
|
|
503
|
+
- `interface KlingerPoint`: KlingerPoint
|
|
504
|
+
- `interface KstParameters`: KstParameters
|
|
505
|
+
- `interface KstPoint`: KstPoint
|
|
506
|
+
- `interface LabeledSwing`: LabeledSwing
|
|
507
|
+
- `interface LaguerreParameters`: LaguerreParameters
|
|
508
|
+
- `interface Line`: Line
|
|
509
|
+
- `interface LineBreakBar`: LineBreakBar
|
|
510
|
+
- `interface LineBreakParameters`: LineBreakParameters
|
|
511
|
+
- `interface LinregPoint`: LinregPoint
|
|
512
|
+
- `interface LiquiditySweepParameters`: LiquiditySweepParameters
|
|
513
|
+
- `interface LiquiditySweepPoint`: LiquiditySweepPoint
|
|
514
|
+
- `interface LiveStream`: LiveStream<In, Out>
|
|
515
|
+
- `interface MacdExtParameters`: MacdExtParameters
|
|
516
|
+
- `interface MacdFixParameters`: MacdFixParameters
|
|
517
|
+
- `interface MacdParameters`: MacdParameters
|
|
518
|
+
- `interface MacdPoint`: MacdPoint
|
|
519
|
+
- `interface MamaParameters`: MamaParameters
|
|
520
|
+
- `interface MamaPoint`: MamaPoint
|
|
521
|
+
- `interface MarketStructure`: MarketStructure
|
|
522
|
+
- `interface MassIndexParameters`: MassIndexParameters
|
|
523
|
+
- `interface MavpParameters`: MavpParameters
|
|
524
|
+
- `interface MinMaxIndexPoint`: MinMaxIndexPoint
|
|
525
|
+
- `interface MinMaxPoint`: MinMaxPoint
|
|
526
|
+
- `interface MovingAverageParameters`: MovingAverageParameters
|
|
527
|
+
- `interface MovingAverageRibbonParameters`: MovingAverageRibbonParameters
|
|
528
|
+
- `interface MswParameters`: MswParameters
|
|
529
|
+
- `interface MswPoint`: MswPoint
|
|
530
|
+
- `interface OpeningRange`: OpeningRange
|
|
531
|
+
- `interface OrderBlockParameters`: OrderBlockParameters
|
|
532
|
+
- `interface OrderBook`: OrderBook
|
|
533
|
+
- `interface OrderBookLevel`: OrderBookLevel
|
|
534
|
+
- `interface Pair`: Pair
|
|
535
|
+
- `interface PeriodParameters`: PeriodParameters
|
|
536
|
+
- `interface PhasorPoint`: PhasorPoint
|
|
537
|
+
- `interface PivotLevels`: PivotLevels
|
|
538
|
+
- `interface PmaxParameters`: PmaxParameters
|
|
539
|
+
- `interface PmaxPoint`: PmaxPoint
|
|
540
|
+
- `interface PnfColumn`: PnfColumn
|
|
541
|
+
- `interface PnfParameters`: PnfParameters
|
|
542
|
+
- `interface PpoParameters`: PpoParameters
|
|
543
|
+
- `interface PpoPoint`: PpoPoint
|
|
544
|
+
- `interface PriceVolumeParameters`: PriceVolumeParameters
|
|
545
|
+
- `interface PriorSessionLevel`: PriorSessionLevel
|
|
546
|
+
- `interface ProjectionPoint`: ProjectionPoint
|
|
547
|
+
- `interface PsarExtParameters`: PsarExtParameters
|
|
548
|
+
- `interface PsarParameters`: PsarParameters
|
|
549
|
+
- `interface PsarPoint`: PsarPoint
|
|
550
|
+
- `interface PvoParameters`: PvoParameters
|
|
551
|
+
- `interface PvoPoint`: PvoPoint
|
|
552
|
+
- `interface QqeParameters`: QqeParameters
|
|
553
|
+
- `interface QqePoint`: QqePoint
|
|
554
|
+
- `interface QuantileParameters`: QuantileParameters
|
|
555
|
+
- `interface Quote`: Quote
|
|
556
|
+
- `interface RainbowParameters`: RainbowParameters
|
|
557
|
+
- `interface RangeBarParameters`: RangeBarParameters
|
|
558
|
+
- `interface RangeVolatilityParameters`: RangeVolatilityParameters
|
|
559
|
+
- `interface RegisteredIndicator`: RegisteredIndicator
|
|
560
|
+
- `interface RegressionPoint`: RegressionPoint
|
|
561
|
+
- `interface RenkoBrick`: RenkoBrick
|
|
562
|
+
- `interface RenkoParameters`: RenkoParameters
|
|
563
|
+
- `interface ResampledBar`: ResampledBar
|
|
564
|
+
- `interface ResampleOptions`: ResampleOptions
|
|
565
|
+
- `interface RescaleParameters`: RescaleParameters
|
|
566
|
+
- `interface RocParameters`: RocParameters
|
|
567
|
+
- `interface RollingAnchoredVwapParameters`: RollingAnchoredVwapParameters
|
|
568
|
+
- `interface RollingVolatilityParameters`: RollingVolatilityParameters
|
|
569
|
+
- `interface RsiParameters`: RsiParameters
|
|
570
|
+
- `interface Rule`: Rule
|
|
571
|
+
- `interface RvgiPoint`: RvgiPoint
|
|
572
|
+
- `interface RviParameters`: RviParameters
|
|
573
|
+
- `interface SearchIndicatorsOptions`: SearchIndicatorsOptions
|
|
574
|
+
- `interface SearchIndicatorsResult`: SearchIndicatorsResult
|
|
575
|
+
- `interface SessionRange`: SessionRange
|
|
576
|
+
- `interface SessionVwapParameters`: SessionVwapParameters
|
|
577
|
+
- `interface SignalEvent`: SignalEvent
|
|
578
|
+
- `interface SignContext`: SignContext
|
|
579
|
+
- `interface SinePoint`: SinePoint
|
|
580
|
+
- `interface SmcSweepParameters`: SmcSweepParameters
|
|
581
|
+
- `interface SmiParameters`: SmiParameters
|
|
582
|
+
- `interface SmiPoint`: SmiPoint
|
|
583
|
+
- `interface SqueezeParameters`: SqueezeParameters
|
|
584
|
+
- `interface SqueezePoint`: SqueezePoint
|
|
585
|
+
- `interface SqueezeProParameters`: SqueezeProParameters
|
|
586
|
+
- `interface SqueezeProPoint`: SqueezeProPoint
|
|
587
|
+
- `interface SrLevel`: SrLevel
|
|
588
|
+
- `interface StandardDeviationParameters`: StandardDeviationParameters
|
|
589
|
+
- `interface StcParameters`: StcParameters
|
|
590
|
+
- `interface StochasticParameters`: StochasticParameters
|
|
591
|
+
- `interface StochasticPoint`: StochasticPoint
|
|
592
|
+
- `interface StochRsiParameters`: StochRsiParameters
|
|
593
|
+
- `interface StochRsiPoint`: StochRsiPoint
|
|
594
|
+
- `interface StructureEvent`: StructureEvent
|
|
595
|
+
- `interface SupertrendParameters`: SupertrendParameters
|
|
596
|
+
- `interface SupertrendPoint`: SupertrendPoint
|
|
597
|
+
- `interface SupportResistance`: SupportResistance
|
|
598
|
+
- `interface SwingPoint`: SwingPoint
|
|
599
|
+
- `interface Swings`: Swings
|
|
600
|
+
- `interface SwingTrailingStopParameters`: SwingTrailingStopParameters
|
|
601
|
+
- `interface SwingWindow`: SwingWindow
|
|
602
|
+
- `interface T3Parameters`: T3Parameters
|
|
603
|
+
- `interface TdSequentialParameters`: TdSequentialParameters
|
|
604
|
+
- `interface TdSequentialPoint`: TdSequentialPoint
|
|
605
|
+
- `interface TechnicalAnalysisAssumptionExtras`: TechnicalAnalysisAssumptionExtras
|
|
606
|
+
- `interface TechnicalAnalysisSnapshot`: TechnicalAnalysisSnapshot
|
|
607
|
+
- `interface Term`: Term
|
|
608
|
+
- `interface TickVolumeBin`: TickVolumeBin
|
|
609
|
+
- `interface TickVolumeProfile`: TickVolumeProfile
|
|
610
|
+
- `interface TickVolumeProfileParameters`: TickVolumeProfileParameters
|
|
611
|
+
- `interface TimeBar`: TimeBar
|
|
612
|
+
- `interface TosStdevAllParameters`: TosStdevAllParameters
|
|
613
|
+
- `interface TosStdevAllPoint`: TosStdevAllPoint
|
|
614
|
+
- `interface Trade`: Trade
|
|
615
|
+
- `interface TrailingStopPoint`: TrailingStopPoint
|
|
616
|
+
- `interface TrendSignalPoint`: TrendSignalPoint
|
|
617
|
+
- `interface TrendTestParameters`: TrendTestParameters
|
|
618
|
+
- `interface TrixHistogramParameters`: TrixHistogramParameters
|
|
619
|
+
- `interface TrixHistogramPoint`: TrixHistogramPoint
|
|
620
|
+
- `interface TsiParameters`: TsiParameters
|
|
621
|
+
- `interface TsiPoint`: TsiPoint
|
|
622
|
+
- `interface UltimateParameters`: UltimateParameters
|
|
623
|
+
- `interface ValueWhenParameters`: ValueWhenParameters
|
|
624
|
+
- `interface VfiParameters`: VfiParameters
|
|
625
|
+
- `interface VidyaParameters`: VidyaParameters
|
|
626
|
+
- `interface VolatilityStopParameters`: VolatilityStopParameters
|
|
627
|
+
- `interface VolatilityStopPoint`: VolatilityStopPoint
|
|
628
|
+
- `interface VolumeBarParameters`: VolumeBarParameters
|
|
629
|
+
- `interface VolumeBin`: VolumeBin
|
|
630
|
+
- `interface VolumeOscillatorParameters`: VolumeOscillatorParameters
|
|
631
|
+
- `interface VolumeProfile`: VolumeProfile
|
|
632
|
+
- `interface VolumeProfileParameters`: VolumeProfileParameters
|
|
633
|
+
- `interface VortexPoint`: VortexPoint
|
|
634
|
+
- `interface VwapBandsParameters`: VwapBandsParameters
|
|
635
|
+
- `interface VwapBandsPoint`: VwapBandsPoint
|
|
636
|
+
- `interface VwMacdParameters`: VwMacdParameters
|
|
637
|
+
- `interface WarmupMetadata`: WarmupMetadata
|
|
638
|
+
- `interface WilderPeriodParameters`: WilderPeriodParameters
|
|
639
|
+
- `interface WinsorizeParameters`: WinsorizeParameters
|
|
640
|
+
- `interface ZigZagParameters`: ZigZagParameters
|
|
641
|
+
- `interface ZigZagPivot`: ZigZagPivot
|
|
642
|
+
- `interface ZonePoint`: ZonePoint
|
|
643
|
+
- `type AggressorMethod`: AggressorMethod
|
|
644
|
+
- `type CandleDetector`: CandleDetector
|
|
645
|
+
- `type CandleRangeType`: CandleRangeType
|
|
646
|
+
- `type CandleSettingName`: 'bodyLong' | 'bodyVeryLong' | 'bodyShort' | 'bodyDoji' | 'shadowLong' | 'shadowVeryLong' | 'shadowShort' | 'shadowVeryShort' | 'near' | 'far' | 'equal'
|
|
647
|
+
- `type DivergenceCode`: DivergenceCode
|
|
648
|
+
- `type DivergenceKind`: DivergenceKind
|
|
649
|
+
- `type FeatureColumn`: FeatureColumn
|
|
650
|
+
- `type Field`: Field
|
|
651
|
+
- `type IndicatorCategory`: IndicatorCategory
|
|
652
|
+
- `type IndicatorConventions`: Readonly<Record<string, string | number | boolean>>
|
|
653
|
+
- `type IndicatorInputs`: IndicatorInputs
|
|
654
|
+
- `type IndicatorOutputValue`: IndicatorOutputValue
|
|
655
|
+
- `type MovingAverageName`: MovingAverageName
|
|
656
|
+
- `type MovingAverageType`: MovingAverageType
|
|
657
|
+
- `type Operand`: Operand
|
|
658
|
+
- `type PivotMethod`: PivotMethod
|
|
659
|
+
- `type ResampleInterval`: ResampleInterval
|
|
660
|
+
- `type SearchMatchMode`: SearchMatchMode
|
|
661
|
+
- `type StructureEventType`: StructureEventType
|
|
662
|
+
- `type SwingLabel`: SwingLabel
|
|
663
|
+
- `type TechnicalAnalysisExplain`: TechnicalAnalysisExplain<Out>
|