@insiderfinance/totalfinance 0.1.0

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Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
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  42. package/modules/backtest/dist/diagnostics.js +63 -0
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  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
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  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
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  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
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  86. package/modules/backtest/dist/event-driven.js +325 -0
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  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
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  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
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  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
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  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
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  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
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  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
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@@ -0,0 +1,1686 @@
1
+ /**
2
+ * Package-private built-in contracts, shared by leaf construction and registry discovery.
3
+ * Named exports keep a leaf independent of the full catalog: never collect these into a runtime
4
+ * lookup table on a compute path. Defaults remain values/functions, not serialized documentation.
5
+ */
6
+ import type { BuiltinIndicatorMetadata } from './indicator-metadata.js';
7
+
8
+ /** A derived default reads the already-resolved sibling, after literal defaults and caller input. */
9
+ const sib =
10
+ (name: string) =>
11
+ (resolved: Record<string, unknown>): unknown =>
12
+ resolved[name];
13
+
14
+ /** All generated candlestick facades share this parameter-free bars contract. */
15
+ export const candlestickMetadata = {
16
+ inputs: 'bars',
17
+ parameters: [],
18
+ } satisfies BuiltinIndicatorMetadata;
19
+
20
+ export const typicalPriceMetadata = {
21
+ inputs: 'bars',
22
+ parameters: [],
23
+ } satisfies BuiltinIndicatorMetadata;
24
+
25
+ export const medianPriceMetadata = {
26
+ inputs: 'bars',
27
+ parameters: [],
28
+ } satisfies BuiltinIndicatorMetadata;
29
+
30
+ export const weightedCloseMetadata = {
31
+ inputs: 'bars',
32
+ parameters: [],
33
+ } satisfies BuiltinIndicatorMetadata;
34
+
35
+ export const averagePriceMetadata = {
36
+ inputs: 'bars',
37
+ parameters: [],
38
+ } satisfies BuiltinIndicatorMetadata;
39
+
40
+ export const realBodyMetadata = {
41
+ inputs: 'bars',
42
+ parameters: [],
43
+ } satisfies BuiltinIndicatorMetadata;
44
+
45
+ export const upperShadowMetadata = {
46
+ inputs: 'bars',
47
+ parameters: [],
48
+ } satisfies BuiltinIndicatorMetadata;
49
+
50
+ export const lowerShadowMetadata = {
51
+ inputs: 'bars',
52
+ parameters: [],
53
+ } satisfies BuiltinIndicatorMetadata;
54
+
55
+ export const candleRangeMetadata = {
56
+ inputs: 'bars',
57
+ parameters: [],
58
+ } satisfies BuiltinIndicatorMetadata;
59
+
60
+ export const trueRangeMetadata = {
61
+ inputs: 'bars',
62
+ parameters: [],
63
+ } satisfies BuiltinIndicatorMetadata;
64
+
65
+ export const gapMetadata = {
66
+ inputs: 'bars',
67
+ parameters: [],
68
+ } satisfies BuiltinIndicatorMetadata;
69
+
70
+ export const heikinAshiMetadata = {
71
+ inputs: 'bars',
72
+ parameters: [],
73
+ } satisfies BuiltinIndicatorMetadata;
74
+
75
+ export const returnsMetadata = {
76
+ inputs: 'series',
77
+ parameters: [],
78
+ } satisfies BuiltinIndicatorMetadata;
79
+
80
+ export const logReturnsMetadata = {
81
+ inputs: 'series',
82
+ parameters: [],
83
+ } satisfies BuiltinIndicatorMetadata;
84
+
85
+ export const rollingVolatilityMetadata = {
86
+ inputs: 'series',
87
+ parameters: ['period', 'annualization'],
88
+ } satisfies BuiltinIndicatorMetadata;
89
+
90
+ export const smaMetadata = {
91
+ inputs: 'series',
92
+ parameters: ['period'],
93
+ } satisfies BuiltinIndicatorMetadata;
94
+
95
+ export const emaMetadata = {
96
+ inputs: 'series',
97
+ parameters: ['period'],
98
+ } satisfies BuiltinIndicatorMetadata;
99
+
100
+ export const wmaMetadata = {
101
+ inputs: 'series',
102
+ parameters: ['period'],
103
+ } satisfies BuiltinIndicatorMetadata;
104
+
105
+ export const rmaMetadata = {
106
+ inputs: 'series',
107
+ parameters: ['period'],
108
+ } satisfies BuiltinIndicatorMetadata;
109
+
110
+ export const demaMetadata = {
111
+ inputs: 'series',
112
+ parameters: ['period'],
113
+ } satisfies BuiltinIndicatorMetadata;
114
+
115
+ export const temaMetadata = {
116
+ inputs: 'series',
117
+ parameters: ['period'],
118
+ } satisfies BuiltinIndicatorMetadata;
119
+
120
+ export const trimaMetadata = {
121
+ inputs: 'series',
122
+ parameters: ['period'],
123
+ } satisfies BuiltinIndicatorMetadata;
124
+
125
+ export const t3Metadata = {
126
+ inputs: 'series',
127
+ parameters: ['period', 'volumeFactor'],
128
+ defaults: { volumeFactor: 0.7 },
129
+ } satisfies BuiltinIndicatorMetadata;
130
+
131
+ export const kamaMetadata = {
132
+ inputs: 'series',
133
+ parameters: ['period', 'fast', 'slow'],
134
+ defaults: { fast: 2, slow: 30 },
135
+ } satisfies BuiltinIndicatorMetadata;
136
+
137
+ export const hmaMetadata = {
138
+ inputs: 'series',
139
+ parameters: ['period'],
140
+ } satisfies BuiltinIndicatorMetadata;
141
+
142
+ export const zlemaMetadata = {
143
+ inputs: 'series',
144
+ parameters: ['period'],
145
+ } satisfies BuiltinIndicatorMetadata;
146
+
147
+ export const almaMetadata = {
148
+ inputs: 'series',
149
+ parameters: ['period', 'offset', 'sigma'],
150
+ defaults: { offset: 0.85, sigma: 6 },
151
+ } satisfies BuiltinIndicatorMetadata;
152
+
153
+ export const vidyaMetadata = {
154
+ inputs: 'series',
155
+ parameters: ['period', 'cmoPeriod'],
156
+ defaults: { cmoPeriod: /* @__PURE__ */ sib('period') },
157
+ } satisfies BuiltinIndicatorMetadata;
158
+
159
+ export const mcginleyMetadata = {
160
+ inputs: 'series',
161
+ parameters: ['period'],
162
+ } satisfies BuiltinIndicatorMetadata;
163
+
164
+ export const superSmootherMetadata = {
165
+ inputs: 'series',
166
+ parameters: ['period'],
167
+ } satisfies BuiltinIndicatorMetadata;
168
+
169
+ export const vwmaMetadata = {
170
+ inputs: 'bars',
171
+ parameters: ['period'],
172
+ } satisfies BuiltinIndicatorMetadata;
173
+
174
+ export const rollingVwapMetadata = {
175
+ inputs: 'bars',
176
+ parameters: ['period'],
177
+ } satisfies BuiltinIndicatorMetadata;
178
+
179
+ export const anchoredVwapMetadata = {
180
+ inputs: 'bars',
181
+ parameters: ['anchor'],
182
+ } satisfies BuiltinIndicatorMetadata;
183
+
184
+ export const framaMetadata = {
185
+ inputs: 'bars',
186
+ parameters: ['period'],
187
+ } satisfies BuiltinIndicatorMetadata;
188
+
189
+ export const mamaMetadata = {
190
+ inputs: 'bars',
191
+ parameters: ['fastLimit', 'slowLimit'],
192
+ defaults: { fastLimit: 0.5, slowLimit: 0.05 },
193
+ conventions: {
194
+ input:
195
+ 'a BARS indicator on the (H+L)/2 median price (Ehlers’ original); TA-Lib applies any single series',
196
+ reference: 'feed high = low = close to reproduce TA-Lib’s close-based MAMA',
197
+ },
198
+ } satisfies BuiltinIndicatorMetadata;
199
+
200
+ export const movingAverageMetadata = {
201
+ inputs: 'series',
202
+ parameters: ['period', 'movingAverageType'],
203
+ defaults: { movingAverageType: 'sma' },
204
+ } satisfies BuiltinIndicatorMetadata;
205
+
206
+ export const midpointMetadata = {
207
+ inputs: 'series',
208
+ parameters: ['period'],
209
+ } satisfies BuiltinIndicatorMetadata;
210
+
211
+ export const midpriceMetadata = {
212
+ inputs: 'bars',
213
+ parameters: ['period'],
214
+ } satisfies BuiltinIndicatorMetadata;
215
+
216
+ export const fwmaMetadata = {
217
+ inputs: 'series',
218
+ parameters: ['period'],
219
+ } satisfies BuiltinIndicatorMetadata;
220
+
221
+ export const sineWmaMetadata = {
222
+ inputs: 'series',
223
+ parameters: ['period'],
224
+ } satisfies BuiltinIndicatorMetadata;
225
+
226
+ export const pascalWmaMetadata = {
227
+ inputs: 'series',
228
+ parameters: ['period'],
229
+ } satisfies BuiltinIndicatorMetadata;
230
+
231
+ export const symmetricWmaMetadata = trimaMetadata;
232
+
233
+ export const jmaMetadata = {
234
+ inputs: 'series',
235
+ parameters: ['period', 'phase', 'power'],
236
+ defaults: { phase: 0, power: 1 },
237
+ } satisfies BuiltinIndicatorMetadata;
238
+
239
+ export const holtWinterMovingAverageMetadata = {
240
+ inputs: 'series',
241
+ parameters: ['levelSmoothing', 'trendSmoothing', 'accelerationSmoothing'],
242
+ defaults: { levelSmoothing: 0.2, trendSmoothing: 0.1, accelerationSmoothing: 0.1 },
243
+ } satisfies BuiltinIndicatorMetadata;
244
+
245
+ export const rainbowMovingAverageMetadata = {
246
+ inputs: 'series',
247
+ parameters: ['period', 'levels'],
248
+ defaults: { period: 2, levels: 10 },
249
+ } satisfies BuiltinIndicatorMetadata;
250
+
251
+ export const movingAverageRibbonMetadata = {
252
+ inputs: 'series',
253
+ parameters: ['periods'],
254
+ defaults: { periods: [10, 20, 30, 40, 50] },
255
+ } satisfies BuiltinIndicatorMetadata;
256
+
257
+ export const gannHighLowActivatorMetadata = {
258
+ inputs: 'bars',
259
+ parameters: ['period'],
260
+ defaults: { period: 3 },
261
+ } satisfies BuiltinIndicatorMetadata;
262
+
263
+ export const vwapBandsMetadata = {
264
+ inputs: 'bars',
265
+ parameters: ['multiplier'],
266
+ defaults: { multiplier: 2 },
267
+ } satisfies BuiltinIndicatorMetadata;
268
+
269
+ export const sessionVwapMetadata = {
270
+ inputs: 'bars',
271
+ parameters: ['resetEvery'],
272
+ } satisfies BuiltinIndicatorMetadata;
273
+
274
+ export const rollingAnchoredVwapMetadata = {
275
+ inputs: 'bars',
276
+ parameters: ['lookback', 'anchor'],
277
+ defaults: { lookback: 50, anchor: 'low' },
278
+ } satisfies BuiltinIndicatorMetadata;
279
+
280
+ export const rsiMetadata = {
281
+ inputs: 'series',
282
+ parameters: ['period'],
283
+ defaults: { period: 14 },
284
+ conventions: {
285
+ smoothing: 'wilder',
286
+ // The one that surprises people: TA-Lib says 0 here and pandas-ta says NaN.
287
+ flatSeries: 'returns 100 (the RS → ∞ limit, TradingView); TA-Lib returns 0, pandas-ta NaN',
288
+ reference: 'bit-identical to TA-Lib on any series carrying both gains and losses',
289
+ },
290
+ } satisfies BuiltinIndicatorMetadata;
291
+
292
+ export const macdMetadata = {
293
+ inputs: 'series',
294
+ parameters: ['fast', 'slow', 'signal'],
295
+ defaults: { fast: 12, slow: 26, signal: 9 },
296
+ conventions: {
297
+ seeding: 'fast and slow EMAs seeded independently (TradingView)',
298
+ reference: 'TA-Lib re-seeds the fast EMA at the slow period’s start and trims the line',
299
+ },
300
+ } satisfies BuiltinIndicatorMetadata;
301
+
302
+ export const rocMetadata = {
303
+ inputs: 'series',
304
+ parameters: ['period'],
305
+ defaults: { period: 10 },
306
+ } satisfies BuiltinIndicatorMetadata;
307
+
308
+ export const rocpMetadata = {
309
+ inputs: 'series',
310
+ parameters: ['period'],
311
+ defaults: { period: 10 },
312
+ } satisfies BuiltinIndicatorMetadata;
313
+
314
+ export const rocrMetadata = {
315
+ inputs: 'series',
316
+ parameters: ['period'],
317
+ defaults: { period: 10 },
318
+ } satisfies BuiltinIndicatorMetadata;
319
+
320
+ export const rocr100Metadata = {
321
+ inputs: 'series',
322
+ parameters: ['period'],
323
+ defaults: { period: 10 },
324
+ } satisfies BuiltinIndicatorMetadata;
325
+
326
+ export const momentumMetadata = {
327
+ inputs: 'series',
328
+ parameters: ['period'],
329
+ defaults: { period: 10 },
330
+ } satisfies BuiltinIndicatorMetadata;
331
+
332
+ export const cmoMetadata = {
333
+ inputs: 'series',
334
+ parameters: ['period', 'talib'],
335
+ defaults: { period: 14, talib: false },
336
+ conventions: {
337
+ smoothing: "Chande's original simple sums (pandas-ta default), NOT Wilder",
338
+ talibMode: 'cmo(…, { talib: true }) reproduces TA-Lib’s Wilder CMO (2·RSI − 100) exactly',
339
+ },
340
+ } satisfies BuiltinIndicatorMetadata;
341
+
342
+ export const apoMetadata = {
343
+ inputs: 'series',
344
+ parameters: ['fast', 'slow'],
345
+ defaults: { fast: 12, slow: 26 },
346
+ conventions: { smoothing: 'EMA of fast/slow (TradingView); TA-Lib defaults to SMA (matype 0)' },
347
+ } satisfies BuiltinIndicatorMetadata;
348
+
349
+ export const ppoMetadata = {
350
+ inputs: 'series',
351
+ parameters: ['fast', 'slow', 'signal'],
352
+ defaults: { fast: 12, slow: 26, signal: 9 },
353
+ conventions: { smoothing: 'EMA of fast/slow (TradingView); TA-Lib defaults to SMA (matype 0)' },
354
+ } satisfies BuiltinIndicatorMetadata;
355
+
356
+ export const stochRsiMetadata = {
357
+ inputs: 'series',
358
+ parameters: ['rsiPeriod', 'stochPeriod', 'kPeriod', 'dPeriod'],
359
+ defaults: { rsiPeriod: 14, stochPeriod: 14, kPeriod: 3, dPeriod: 3 },
360
+ conventions: {
361
+ smoothing: 'kPeriod/dPeriod smooth the RAW Stoch-RSI',
362
+ flatWindow: 'returns 0 when the RSI window is flat, matching TA-Lib and pandas-ta',
363
+ reference: 'exact vs TA-Lib with kPeriod: 1 (TA-Lib’s fastk is the raw %K)',
364
+ },
365
+ } satisfies BuiltinIndicatorMetadata;
366
+
367
+ export const trixMetadata = {
368
+ inputs: 'series',
369
+ parameters: ['period'],
370
+ defaults: { period: 30 },
371
+ conventions: {
372
+ firstValue:
373
+ 'first emitted at TA-Lib’s lookback 3·(period − 1) + 1; no value is fabricated earlier',
374
+ zeroBase: 'a zero previous triple-EMA yields NaN, matching roc rather than reporting 0 change',
375
+ },
376
+ } satisfies BuiltinIndicatorMetadata;
377
+
378
+ export const dpoMetadata = {
379
+ inputs: 'series',
380
+ parameters: ['period'],
381
+ conventions: {
382
+ form: "Pring's causal close[t − shift] − SMA(close, period)[t], shift = ⌊period/2⌋ + 1",
383
+ lookahead:
384
+ 'none — pandas-ta’s centered=True result resolved BACKWARD so no value needs a future bar',
385
+ },
386
+ } satisfies BuiltinIndicatorMetadata;
387
+
388
+ export const tsiMetadata = {
389
+ inputs: 'series',
390
+ parameters: ['long', 'short', 'signal'],
391
+ defaults: { long: 25, short: 13, signal: 13 },
392
+ } satisfies BuiltinIndicatorMetadata;
393
+
394
+ export const kstMetadata = {
395
+ inputs: 'series',
396
+ parameters: ['rocPeriods', 'smaPeriods', 'signal'],
397
+ defaults: { rocPeriods: [10, 15, 20, 30], smaPeriods: [10, 10, 10, 15], signal: 9 },
398
+ } satisfies BuiltinIndicatorMetadata;
399
+
400
+ export const connorsRsiMetadata = {
401
+ inputs: 'series',
402
+ parameters: ['rsiPeriod', 'streakPeriod', 'rankPeriod'],
403
+ defaults: { rsiPeriod: 3, streakPeriod: 2, rankPeriod: 100 },
404
+ } satisfies BuiltinIndicatorMetadata;
405
+
406
+ export const macdExtMetadata = {
407
+ inputs: 'series',
408
+ parameters: [
409
+ 'fast',
410
+ 'slow',
411
+ 'signal',
412
+ 'fastMovingAverageType',
413
+ 'slowMovingAverageType',
414
+ 'signalMovingAverageType',
415
+ ],
416
+ defaults: {
417
+ fast: 12,
418
+ slow: 26,
419
+ signal: 9,
420
+ fastMovingAverageType: 'ema',
421
+ slowMovingAverageType: 'ema',
422
+ signalMovingAverageType: 'ema',
423
+ },
424
+ } satisfies BuiltinIndicatorMetadata;
425
+
426
+ export const macdFixMetadata = {
427
+ inputs: 'series',
428
+ parameters: ['signal'],
429
+ defaults: { signal: 9 },
430
+ conventions: {
431
+ seeding: 'fast and slow EMAs seeded independently (TradingView)',
432
+ reference: 'TA-Lib re-seeds the fast EMA at the slow period’s start and trims the line',
433
+ },
434
+ } satisfies BuiltinIndicatorMetadata;
435
+
436
+ export const cciMetadata = {
437
+ inputs: 'bars',
438
+ parameters: ['period'],
439
+ defaults: { period: 14 },
440
+ } satisfies BuiltinIndicatorMetadata;
441
+
442
+ export const williamsRMetadata = {
443
+ inputs: 'bars',
444
+ parameters: ['period'],
445
+ defaults: { period: 14 },
446
+ } satisfies BuiltinIndicatorMetadata;
447
+
448
+ export const awesomeOscillatorMetadata = {
449
+ inputs: 'bars',
450
+ parameters: ['fast', 'slow'],
451
+ defaults: { fast: 5, slow: 34 },
452
+ } satisfies BuiltinIndicatorMetadata;
453
+
454
+ export const ultimateOscillatorMetadata = {
455
+ inputs: 'bars',
456
+ parameters: ['short', 'medium', 'long'],
457
+ defaults: { short: 7, medium: 14, long: 28 },
458
+ } satisfies BuiltinIndicatorMetadata;
459
+
460
+ export const fisherTransformMetadata = {
461
+ inputs: 'bars',
462
+ parameters: ['period'],
463
+ defaults: { period: 9 },
464
+ } satisfies BuiltinIndicatorMetadata;
465
+
466
+ export const stochasticMetadata = {
467
+ inputs: 'bars',
468
+ parameters: ['kPeriod', 'dPeriod', 'smoothK'],
469
+ defaults: { kPeriod: 14, dPeriod: 3, smoothK: 1 },
470
+ conventions: {
471
+ defaultForm: 'fast stochastic (smoothK: 1, raw %K); smoothK > 1 gives the classic slow form',
472
+ flatWindow: 'returns 0 when the window high equals its low, matching TA-Lib and pandas-ta',
473
+ reference: 'exact vs TA-Lib STOCH with { kPeriod, smoothK, dPeriod } and the SMA matype',
474
+ },
475
+ } satisfies BuiltinIndicatorMetadata;
476
+
477
+ export const stochFastMetadata = {
478
+ inputs: 'bars',
479
+ parameters: ['kPeriod', 'dPeriod', 'smoothK'],
480
+ defaults: { kPeriod: 14, dPeriod: 3, smoothK: 1 },
481
+ conventions: {
482
+ flatWindow: 'returns 0 when the window high equals its low, matching TA-Lib and pandas-ta',
483
+ },
484
+ } satisfies BuiltinIndicatorMetadata;
485
+
486
+ export const bopMetadata = {
487
+ inputs: 'bars',
488
+ parameters: [],
489
+ } satisfies BuiltinIndicatorMetadata;
490
+
491
+ export const biasMetadata = {
492
+ inputs: 'series',
493
+ parameters: ['period'],
494
+ defaults: { period: 26 },
495
+ } satisfies BuiltinIndicatorMetadata;
496
+
497
+ export const cfoMetadata = {
498
+ inputs: 'series',
499
+ parameters: ['period'],
500
+ defaults: { period: 14 },
501
+ } satisfies BuiltinIndicatorMetadata;
502
+
503
+ export const forecastOscillatorMetadata = {
504
+ inputs: 'series',
505
+ parameters: ['period'],
506
+ defaults: { period: 14 },
507
+ } satisfies BuiltinIndicatorMetadata;
508
+
509
+ export const coppockMetadata = {
510
+ inputs: 'series',
511
+ parameters: ['longRoc', 'shortRoc', 'wma'],
512
+ defaults: { longRoc: 14, shortRoc: 11, wma: 10 },
513
+ } satisfies BuiltinIndicatorMetadata;
514
+
515
+ export const ctiMetadata = {
516
+ inputs: 'series',
517
+ parameters: ['period'],
518
+ defaults: { period: 12 },
519
+ } satisfies BuiltinIndicatorMetadata;
520
+
521
+ export const efficiencyRatioMetadata = {
522
+ inputs: 'series',
523
+ parameters: ['period'],
524
+ defaults: { period: 10 },
525
+ } satisfies BuiltinIndicatorMetadata;
526
+
527
+ export const centerOfGravityMetadata = {
528
+ inputs: 'series',
529
+ parameters: ['period'],
530
+ defaults: { period: 10 },
531
+ } satisfies BuiltinIndicatorMetadata;
532
+
533
+ export const psychologicalLineMetadata = {
534
+ inputs: 'series',
535
+ parameters: ['period'],
536
+ defaults: { period: 12 },
537
+ } satisfies BuiltinIndicatorMetadata;
538
+
539
+ export const slopeMetadata = {
540
+ inputs: 'series',
541
+ parameters: ['period'],
542
+ defaults: { period: 1 },
543
+ } satisfies BuiltinIndicatorMetadata;
544
+
545
+ export const trixHistogramMetadata = {
546
+ inputs: 'series',
547
+ parameters: ['period', 'signal'],
548
+ defaults: { period: 15, signal: 9 },
549
+ } satisfies BuiltinIndicatorMetadata;
550
+
551
+ export const smiErgodicMetadata = {
552
+ inputs: 'series',
553
+ parameters: ['long', 'short', 'signal'],
554
+ defaults: { long: 20, short: 5, signal: 5 },
555
+ } satisfies BuiltinIndicatorMetadata;
556
+
557
+ export const pvoMetadata = {
558
+ inputs: 'bars',
559
+ parameters: ['fast', 'slow', 'signal'],
560
+ defaults: { fast: 12, slow: 26, signal: 9 },
561
+ } satisfies BuiltinIndicatorMetadata;
562
+
563
+ export const elderRayMetadata = {
564
+ inputs: 'bars',
565
+ parameters: ['period'],
566
+ defaults: { period: 13 },
567
+ } satisfies BuiltinIndicatorMetadata;
568
+
569
+ export const brarMetadata = {
570
+ inputs: 'bars',
571
+ parameters: ['period'],
572
+ defaults: { period: 26 },
573
+ } satisfies BuiltinIndicatorMetadata;
574
+
575
+ export const kdjMetadata = {
576
+ inputs: 'bars',
577
+ parameters: ['period', 'signal'],
578
+ defaults: { period: 9, signal: 3 },
579
+ } satisfies BuiltinIndicatorMetadata;
580
+
581
+ export const relativeVigorIndexMetadata = {
582
+ inputs: 'bars',
583
+ parameters: ['period'],
584
+ defaults: { period: 14 },
585
+ } satisfies BuiltinIndicatorMetadata;
586
+
587
+ export const pgoMetadata = {
588
+ inputs: 'bars',
589
+ parameters: ['period'],
590
+ defaults: { period: 14 },
591
+ } satisfies BuiltinIndicatorMetadata;
592
+
593
+ export const volumeWeightedMacdMetadata = {
594
+ inputs: 'bars',
595
+ parameters: ['fast', 'slow', 'signal'],
596
+ defaults: { fast: 12, slow: 26, signal: 9 },
597
+ } satisfies BuiltinIndicatorMetadata;
598
+
599
+ export const inertiaMetadata = {
600
+ inputs: 'series',
601
+ parameters: ['period', 'rviPeriod'],
602
+ defaults: { period: 20, rviPeriod: 14 },
603
+ } satisfies BuiltinIndicatorMetadata;
604
+
605
+ export const laguerreRsiMetadata = {
606
+ inputs: 'series',
607
+ parameters: ['gamma'],
608
+ defaults: { gamma: 0.5 },
609
+ } satisfies BuiltinIndicatorMetadata;
610
+
611
+ export const qqeMetadata = {
612
+ inputs: 'series',
613
+ parameters: ['rsiPeriod', 'smooth', 'factor'],
614
+ defaults: { rsiPeriod: 14, smooth: 5, factor: 4.236 },
615
+ } satisfies BuiltinIndicatorMetadata;
616
+
617
+ export const rsxMetadata = {
618
+ inputs: 'series',
619
+ parameters: ['period'],
620
+ defaults: { period: 14 },
621
+ } satisfies BuiltinIndicatorMetadata;
622
+
623
+ export const schaffTrendCycleMetadata = {
624
+ inputs: 'series',
625
+ parameters: ['fast', 'slow', 'cycle'],
626
+ defaults: { fast: 23, slow: 50, cycle: 10 },
627
+ } satisfies BuiltinIndicatorMetadata;
628
+
629
+ export const squeezeMetadata = {
630
+ inputs: 'bars',
631
+ parameters: [
632
+ 'bollingerBandPeriod',
633
+ 'bollingerStandardDeviations',
634
+ 'keltnerChannelPeriod',
635
+ 'keltnerChannelMultiplier',
636
+ ],
637
+ defaults: {
638
+ bollingerBandPeriod: 20,
639
+ bollingerStandardDeviations: 2,
640
+ keltnerChannelPeriod: 20,
641
+ keltnerChannelMultiplier: 1.5,
642
+ },
643
+ } satisfies BuiltinIndicatorMetadata;
644
+
645
+ export const squeezeProMetadata = {
646
+ inputs: 'bars',
647
+ parameters: [
648
+ 'bollingerBandPeriod',
649
+ 'bollingerStandardDeviations',
650
+ 'keltnerChannelPeriod',
651
+ 'wideKeltnerChannelMultiplier',
652
+ 'normalKeltnerChannelMultiplier',
653
+ 'narrowKeltnerChannelMultiplier',
654
+ ],
655
+ defaults: {
656
+ bollingerBandPeriod: 20,
657
+ bollingerStandardDeviations: 2,
658
+ keltnerChannelPeriod: 20,
659
+ wideKeltnerChannelMultiplier: 2,
660
+ normalKeltnerChannelMultiplier: 1.5,
661
+ narrowKeltnerChannelMultiplier: 1,
662
+ },
663
+ } satisfies BuiltinIndicatorMetadata;
664
+
665
+ export const projectionOscillatorMetadata = {
666
+ inputs: 'bars',
667
+ parameters: ['period'],
668
+ defaults: { period: 14 },
669
+ } satisfies BuiltinIndicatorMetadata;
670
+
671
+ export const tdSequentialMetadata = {
672
+ inputs: 'bars',
673
+ parameters: ['lookback'],
674
+ defaults: { lookback: 4 },
675
+ } satisfies BuiltinIndicatorMetadata;
676
+
677
+ export const smcSweepMetadata = {
678
+ inputs: 'bars',
679
+ parameters: ['period', 'wickMultiplier'],
680
+ defaults: { period: 15, wickMultiplier: 1.5 },
681
+ } satisfies BuiltinIndicatorMetadata;
682
+
683
+ export const adxMetadata = {
684
+ inputs: 'bars',
685
+ parameters: ['period'],
686
+ defaults: { period: 14 },
687
+ conventions: {
688
+ smoothing: 'wilder',
689
+ seeding: 'RMA seed (TradingView); TA-Lib accumulates period − 1 then takes one Wilder step',
690
+ },
691
+ } satisfies BuiltinIndicatorMetadata;
692
+
693
+ export const dmiMetadata = {
694
+ inputs: 'bars',
695
+ parameters: ['period'],
696
+ defaults: { period: 14 },
697
+ } satisfies BuiltinIndicatorMetadata;
698
+
699
+ export const plusDIMetadata = {
700
+ inputs: 'bars',
701
+ parameters: ['period'],
702
+ defaults: { period: 14 },
703
+ } satisfies BuiltinIndicatorMetadata;
704
+
705
+ export const minusDIMetadata = {
706
+ inputs: 'bars',
707
+ parameters: ['period'],
708
+ defaults: { period: 14 },
709
+ } satisfies BuiltinIndicatorMetadata;
710
+
711
+ export const plusDMMetadata = {
712
+ inputs: 'bars',
713
+ parameters: ['period'],
714
+ defaults: { period: 14 },
715
+ } satisfies BuiltinIndicatorMetadata;
716
+
717
+ export const minusDMMetadata = {
718
+ inputs: 'bars',
719
+ parameters: ['period'],
720
+ defaults: { period: 14 },
721
+ } satisfies BuiltinIndicatorMetadata;
722
+
723
+ export const dxMetadata = {
724
+ inputs: 'bars',
725
+ parameters: ['period'],
726
+ defaults: { period: 14 },
727
+ conventions: {
728
+ smoothing: 'wilder',
729
+ seeding: 'RMA seed (TradingView); TA-Lib accumulates period − 1 then takes one Wilder step',
730
+ reference: 'converges to TA-Lib within ~1e-2 by ~6·period bars',
731
+ },
732
+ } satisfies BuiltinIndicatorMetadata;
733
+
734
+ export const adxrMetadata = {
735
+ inputs: 'bars',
736
+ parameters: ['period'],
737
+ defaults: { period: 14 },
738
+ conventions: {
739
+ smoothing: 'wilder',
740
+ lookback: 'averages ADX_t with ADX_{t−period}; TA-Lib reaches one bar less far (period − 1)',
741
+ reference: 'approximate; documented rather than strictly asserted',
742
+ },
743
+ } satisfies BuiltinIndicatorMetadata;
744
+
745
+ export const aroonMetadata = {
746
+ inputs: 'bars',
747
+ parameters: ['period'],
748
+ defaults: { period: 14 },
749
+ } satisfies BuiltinIndicatorMetadata;
750
+
751
+ export const aroonOscillatorMetadata = {
752
+ inputs: 'bars',
753
+ parameters: ['period'],
754
+ defaults: { period: 14 },
755
+ } satisfies BuiltinIndicatorMetadata;
756
+
757
+ export const psarMetadata = {
758
+ inputs: 'bars',
759
+ parameters: ['step', 'max'],
760
+ defaults: { step: 0.02, max: 0.2 },
761
+ } satisfies BuiltinIndicatorMetadata;
762
+
763
+ export const psarExtMetadata = {
764
+ inputs: 'bars',
765
+ parameters: [
766
+ 'startValue',
767
+ 'offsetOnReverse',
768
+ 'accelInitLong',
769
+ 'accelLong',
770
+ 'accelMaxLong',
771
+ 'accelInitShort',
772
+ 'accelShort',
773
+ 'accelMaxShort',
774
+ ],
775
+ defaults: {
776
+ startValue: 0,
777
+ offsetOnReverse: 0,
778
+ accelInitLong: 0.02,
779
+ accelLong: 0.02,
780
+ accelMaxLong: 0.2,
781
+ accelInitShort: 0.02,
782
+ accelShort: 0.02,
783
+ accelMaxShort: 0.2,
784
+ },
785
+ } satisfies BuiltinIndicatorMetadata;
786
+
787
+ export const supertrendMetadata = {
788
+ inputs: 'bars',
789
+ parameters: ['period', 'multiplier'],
790
+ defaults: { multiplier: 3 },
791
+ conventions: {
792
+ seeding: 'seeds from the lower band, so the first direction is +1 (pandas-ta)',
793
+ },
794
+ } satisfies BuiltinIndicatorMetadata;
795
+
796
+ export const ichimokuMetadata = {
797
+ inputs: 'bars',
798
+ parameters: ['conversion', 'base', 'spanB', 'displacement'],
799
+ defaults: { conversion: 9, base: 26, spanB: 52, displacement: 26 },
800
+ } satisfies BuiltinIndicatorMetadata;
801
+
802
+ export const vortexMetadata = {
803
+ inputs: 'bars',
804
+ parameters: ['period'],
805
+ defaults: { period: 14 },
806
+ } satisfies BuiltinIndicatorMetadata;
807
+
808
+ export const donchianTrendMetadata = {
809
+ inputs: 'bars',
810
+ parameters: ['period'],
811
+ defaults: { period: 20 },
812
+ } satisfies BuiltinIndicatorMetadata;
813
+
814
+ export const chandelierExitMetadata = {
815
+ inputs: 'bars',
816
+ parameters: ['period', 'multiplier'],
817
+ defaults: { multiplier: 3 },
818
+ } satisfies BuiltinIndicatorMetadata;
819
+
820
+ export const linregMetadata = {
821
+ inputs: 'series',
822
+ parameters: ['period'],
823
+ } satisfies BuiltinIndicatorMetadata;
824
+
825
+ export const linregSlopeMetadata = {
826
+ inputs: 'series',
827
+ parameters: ['period'],
828
+ } satisfies BuiltinIndicatorMetadata;
829
+
830
+ export const linregInterceptMetadata = {
831
+ inputs: 'series',
832
+ parameters: ['period'],
833
+ } satisfies BuiltinIndicatorMetadata;
834
+
835
+ export const linregAngleMetadata = {
836
+ inputs: 'series',
837
+ parameters: ['period'],
838
+ } satisfies BuiltinIndicatorMetadata;
839
+
840
+ export const tsfMetadata = {
841
+ inputs: 'series',
842
+ parameters: ['period'],
843
+ } satisfies BuiltinIndicatorMetadata;
844
+
845
+ export const choppinessIndexMetadata = {
846
+ inputs: 'bars',
847
+ parameters: ['period'],
848
+ defaults: { period: 14 },
849
+ } satisfies BuiltinIndicatorMetadata;
850
+
851
+ export const chandeKrollStopMetadata = {
852
+ inputs: 'bars',
853
+ parameters: ['atrPeriod', 'multiplier', 'period'],
854
+ defaults: { atrPeriod: 10, multiplier: 1, period: 9 },
855
+ } satisfies BuiltinIndicatorMetadata;
856
+
857
+ export const centralPivotRangeMetadata = {
858
+ inputs: 'bars',
859
+ parameters: [],
860
+ } satisfies BuiltinIndicatorMetadata;
861
+
862
+ export const amatMetadata = {
863
+ inputs: 'series',
864
+ parameters: ['fast', 'slow', 'lookback', 'movingAverageType'],
865
+ defaults: { fast: 8, slow: 21, lookback: 2, movingAverageType: 'ema' },
866
+ } satisfies BuiltinIndicatorMetadata;
867
+
868
+ export const linearDecayMetadata = {
869
+ inputs: 'series',
870
+ parameters: ['period'],
871
+ defaults: { period: 5 },
872
+ } satisfies BuiltinIndicatorMetadata;
873
+
874
+ export const exponentialDecayMetadata = {
875
+ inputs: 'series',
876
+ parameters: ['period'],
877
+ defaults: { period: 5 },
878
+ } satisfies BuiltinIndicatorMetadata;
879
+
880
+ export const increasingMetadata = {
881
+ inputs: 'series',
882
+ parameters: ['period', 'strict'],
883
+ defaults: { period: 1, strict: false },
884
+ } satisfies BuiltinIndicatorMetadata;
885
+
886
+ export const decreasingMetadata = {
887
+ inputs: 'series',
888
+ parameters: ['period', 'strict'],
889
+ defaults: { period: 1, strict: false },
890
+ } satisfies BuiltinIndicatorMetadata;
891
+
892
+ export const longRunMetadata = {
893
+ inputs: 'pair',
894
+ parameters: ['period'],
895
+ defaults: { period: 2 },
896
+ } satisfies BuiltinIndicatorMetadata;
897
+
898
+ export const shortRunMetadata = {
899
+ inputs: 'pair',
900
+ parameters: ['period'],
901
+ defaults: { period: 2 },
902
+ } satisfies BuiltinIndicatorMetadata;
903
+
904
+ export const pMaxMetadata = {
905
+ inputs: 'bars',
906
+ parameters: ['period', 'multiplier'],
907
+ defaults: { period: 10, multiplier: 3 },
908
+ } satisfies BuiltinIndicatorMetadata;
909
+
910
+ export const qstickMetadata = {
911
+ inputs: 'bars',
912
+ parameters: ['period'],
913
+ defaults: { period: 10 },
914
+ } satisfies BuiltinIndicatorMetadata;
915
+
916
+ export const ttmTrendMetadata = {
917
+ inputs: 'bars',
918
+ parameters: ['period'],
919
+ defaults: { period: 6 },
920
+ } satisfies BuiltinIndicatorMetadata;
921
+
922
+ export const verticalHorizontalFilterMetadata = {
923
+ inputs: 'series',
924
+ parameters: ['period'],
925
+ defaults: { period: 28 },
926
+ } satisfies BuiltinIndicatorMetadata;
927
+
928
+ export const trendSignalsMetadata = {
929
+ inputs: 'series',
930
+ parameters: [],
931
+ } satisfies BuiltinIndicatorMetadata;
932
+
933
+ export const crossSignalsMetadata = {
934
+ inputs: 'series',
935
+ parameters: ['above', 'below'],
936
+ defaults: { above: 0, below: 0 },
937
+ } satisfies BuiltinIndicatorMetadata;
938
+
939
+ export const atrMetadata = {
940
+ inputs: 'bars',
941
+ parameters: ['period'],
942
+ defaults: { period: 14 },
943
+ conventions: {
944
+ smoothing: 'wilder',
945
+ firstBar: "includes the first bar's range (TR[0] = H₀ − L₀, per Wilder); TA-Lib drops it",
946
+ reference: 'converges to TA-Lib within ~1e-5 by ~5·period bars',
947
+ },
948
+ } satisfies BuiltinIndicatorMetadata;
949
+
950
+ export const natrMetadata = {
951
+ inputs: 'bars',
952
+ parameters: ['period'],
953
+ defaults: { period: 14 },
954
+ conventions: {
955
+ smoothing: 'wilder',
956
+ firstBar: "includes the first bar's range (per Wilder); TA-Lib drops it",
957
+ reference: 'converges to TA-Lib within ~1e-5 by ~5·period bars',
958
+ },
959
+ } satisfies BuiltinIndicatorMetadata;
960
+
961
+ export const keltnerMetadata = {
962
+ inputs: 'bars',
963
+ parameters: ['period', 'atrPeriod', 'multiplier'],
964
+ defaults: { period: 20, atrPeriod: 10, multiplier: 2 },
965
+ } satisfies BuiltinIndicatorMetadata;
966
+
967
+ export const donchianMetadata = {
968
+ inputs: 'bars',
969
+ parameters: ['period'],
970
+ defaults: { period: 20 },
971
+ } satisfies BuiltinIndicatorMetadata;
972
+
973
+ export const parkinsonMetadata = {
974
+ inputs: 'bars',
975
+ parameters: ['period', 'annualization'],
976
+ } satisfies BuiltinIndicatorMetadata;
977
+
978
+ export const garmanKlassMetadata = {
979
+ inputs: 'bars',
980
+ parameters: ['period', 'annualization'],
981
+ } satisfies BuiltinIndicatorMetadata;
982
+
983
+ export const rogersSatchellMetadata = {
984
+ inputs: 'bars',
985
+ parameters: ['period', 'annualization'],
986
+ } satisfies BuiltinIndicatorMetadata;
987
+
988
+ export const yangZhangMetadata = {
989
+ inputs: 'bars',
990
+ parameters: ['period', 'annualization'],
991
+ } satisfies BuiltinIndicatorMetadata;
992
+
993
+ export const chaikinVolatilityMetadata = {
994
+ inputs: 'bars',
995
+ parameters: ['period', 'rocPeriod'],
996
+ defaults: { rocPeriod: /* @__PURE__ */ sib('period') },
997
+ } satisfies BuiltinIndicatorMetadata;
998
+
999
+ export const bbandsMetadata = {
1000
+ inputs: 'series',
1001
+ parameters: ['period', 'standardDeviation'],
1002
+ defaults: { period: 20, standardDeviation: 2 },
1003
+ } satisfies BuiltinIndicatorMetadata;
1004
+
1005
+ export const bollingerBandWidthMetadata = {
1006
+ inputs: 'series',
1007
+ parameters: ['period', 'standardDeviation'],
1008
+ defaults: { standardDeviation: 2 },
1009
+ } satisfies BuiltinIndicatorMetadata;
1010
+
1011
+ export const bollingerPercentBMetadata = {
1012
+ inputs: 'series',
1013
+ parameters: ['period', 'standardDeviation'],
1014
+ defaults: { standardDeviation: 2 },
1015
+ } satisfies BuiltinIndicatorMetadata;
1016
+
1017
+ export const standardDeviationMetadata = {
1018
+ inputs: 'series',
1019
+ parameters: ['period', 'sample'],
1020
+ defaults: { sample: false },
1021
+ } satisfies BuiltinIndicatorMetadata;
1022
+
1023
+ export const varianceMetadata = {
1024
+ inputs: 'series',
1025
+ parameters: ['period', 'sample'],
1026
+ defaults: { sample: false },
1027
+ } satisfies BuiltinIndicatorMetadata;
1028
+
1029
+ export const historicalVolatilityMetadata = {
1030
+ inputs: 'series',
1031
+ parameters: ['period', 'annualization'],
1032
+ } satisfies BuiltinIndicatorMetadata;
1033
+
1034
+ export const realizedVolatilityMetadata = {
1035
+ inputs: 'series',
1036
+ parameters: ['period', 'annualization'],
1037
+ } satisfies BuiltinIndicatorMetadata;
1038
+
1039
+ export const relativeVolatilityIndexMetadata = {
1040
+ inputs: 'series',
1041
+ parameters: ['period', 'stdevPeriod'],
1042
+ defaults: { period: 14, stdevPeriod: /* @__PURE__ */ sib('period') },
1043
+ } satisfies BuiltinIndicatorMetadata;
1044
+
1045
+ export const aberrationMetadata = {
1046
+ inputs: 'bars',
1047
+ parameters: ['period', 'atrPeriod'],
1048
+ defaults: { period: 5, atrPeriod: 15 },
1049
+ } satisfies BuiltinIndicatorMetadata;
1050
+
1051
+ export const accelerationBandsMetadata = {
1052
+ inputs: 'bars',
1053
+ parameters: ['period', 'multiplier'],
1054
+ defaults: { period: 20, multiplier: 4 },
1055
+ } satisfies BuiltinIndicatorMetadata;
1056
+
1057
+ export const holtWinterChannelMetadata = {
1058
+ inputs: 'series',
1059
+ parameters: [
1060
+ 'levelSmoothing',
1061
+ 'trendSmoothing',
1062
+ 'accelerationSmoothing',
1063
+ 'varianceSmoothing',
1064
+ 'scalar',
1065
+ ],
1066
+ defaults: {
1067
+ levelSmoothing: 0.2,
1068
+ trendSmoothing: 0.1,
1069
+ accelerationSmoothing: 0.1,
1070
+ varianceSmoothing: 0.1,
1071
+ scalar: 1,
1072
+ },
1073
+ } satisfies BuiltinIndicatorMetadata;
1074
+
1075
+ export const massIndexMetadata = {
1076
+ inputs: 'bars',
1077
+ parameters: ['fast', 'slow'],
1078
+ defaults: { fast: 9, slow: 25 },
1079
+ } satisfies BuiltinIndicatorMetadata;
1080
+
1081
+ export const priceDistanceMetadata = {
1082
+ inputs: 'bars',
1083
+ parameters: ['drift'],
1084
+ defaults: { drift: 1 },
1085
+ } satisfies BuiltinIndicatorMetadata;
1086
+
1087
+ export const elderThermometerMetadata = {
1088
+ inputs: 'bars',
1089
+ parameters: ['period', 'long', 'short'],
1090
+ defaults: { period: 20, long: 2, short: 0.5 },
1091
+ } satisfies BuiltinIndicatorMetadata;
1092
+
1093
+ export const ulcerIndexMetadata = {
1094
+ inputs: 'series',
1095
+ parameters: ['period'],
1096
+ defaults: { period: 14 },
1097
+ } satisfies BuiltinIndicatorMetadata;
1098
+
1099
+ export const atrBandsMetadata = {
1100
+ inputs: 'bars',
1101
+ parameters: ['period', 'multiplier'],
1102
+ defaults: { period: 14, multiplier: 2 },
1103
+ } satisfies BuiltinIndicatorMetadata;
1104
+
1105
+ export const percentAtrMetadata = {
1106
+ inputs: 'bars',
1107
+ parameters: ['period'],
1108
+ defaults: { period: 14 },
1109
+ } satisfies BuiltinIndicatorMetadata;
1110
+
1111
+ export const volatilityStopMetadata = {
1112
+ inputs: 'bars',
1113
+ parameters: ['period', 'multiplier'],
1114
+ defaults: { period: 20, multiplier: 2 },
1115
+ } satisfies BuiltinIndicatorMetadata;
1116
+
1117
+ export const obvMetadata = {
1118
+ inputs: 'bars',
1119
+ parameters: ['talib'],
1120
+ defaults: { talib: false },
1121
+ conventions: {
1122
+ seeding: 'seeds at 0; TA-Lib seeds at volume[0], so the two differ by that constant',
1123
+ reference: 'deltas are identical; qkOBV + volume[0] equals TA-Lib exactly',
1124
+ },
1125
+ } satisfies BuiltinIndicatorMetadata;
1126
+
1127
+ export const vwapMetadata = {
1128
+ inputs: 'bars',
1129
+ parameters: [],
1130
+ } satisfies BuiltinIndicatorMetadata;
1131
+
1132
+ export const adLineMetadata = {
1133
+ inputs: 'bars',
1134
+ parameters: [],
1135
+ } satisfies BuiltinIndicatorMetadata;
1136
+
1137
+ export const chaikinOscillatorMetadata = {
1138
+ inputs: 'bars',
1139
+ parameters: ['fast', 'slow'],
1140
+ defaults: { fast: 3, slow: 10 },
1141
+ conventions: {
1142
+ seeding: 'EMA-seeded fast/slow (TradingView)',
1143
+ reference: 'converges to TA-Lib ADOSC within ~1e-4 by ~60 bars',
1144
+ },
1145
+ } satisfies BuiltinIndicatorMetadata;
1146
+
1147
+ export const chaikinMoneyFlowMetadata = {
1148
+ inputs: 'bars',
1149
+ parameters: ['period'],
1150
+ defaults: { period: 20 },
1151
+ } satisfies BuiltinIndicatorMetadata;
1152
+
1153
+ export const mfiMetadata = {
1154
+ inputs: 'bars',
1155
+ parameters: ['period'],
1156
+ defaults: { period: 14 },
1157
+ } satisfies BuiltinIndicatorMetadata;
1158
+
1159
+ export const pvtMetadata = {
1160
+ inputs: 'bars',
1161
+ parameters: [],
1162
+ } satisfies BuiltinIndicatorMetadata;
1163
+
1164
+ export const easeOfMovementMetadata = {
1165
+ inputs: 'bars',
1166
+ parameters: ['period', 'scale'],
1167
+ defaults: { scale: 1e8 },
1168
+ } satisfies BuiltinIndicatorMetadata;
1169
+
1170
+ export const forceIndexMetadata = {
1171
+ inputs: 'bars',
1172
+ parameters: ['period'],
1173
+ defaults: { period: 13 },
1174
+ } satisfies BuiltinIndicatorMetadata;
1175
+
1176
+ export const nviMetadata = {
1177
+ inputs: 'bars',
1178
+ parameters: [],
1179
+ } satisfies BuiltinIndicatorMetadata;
1180
+
1181
+ export const pviMetadata = {
1182
+ inputs: 'bars',
1183
+ parameters: [],
1184
+ } satisfies BuiltinIndicatorMetadata;
1185
+
1186
+ export const klingerMetadata = {
1187
+ inputs: 'bars',
1188
+ parameters: ['fast', 'slow', 'signal'],
1189
+ defaults: { fast: 34, slow: 55, signal: 13 },
1190
+ } satisfies BuiltinIndicatorMetadata;
1191
+
1192
+ export const vfiMetadata = {
1193
+ inputs: 'bars',
1194
+ parameters: ['period', 'coefficient', 'volumeCutoff', 'smooth'],
1195
+ defaults: { period: 130, coefficient: 0.2, volumeCutoff: 2.5, smooth: 3 },
1196
+ } satisfies BuiltinIndicatorMetadata;
1197
+
1198
+ export const relativeVolumeMetadata = {
1199
+ inputs: 'bars',
1200
+ parameters: ['period'],
1201
+ } satisfies BuiltinIndicatorMetadata;
1202
+
1203
+ export const cvdMetadata = {
1204
+ inputs: 'bars',
1205
+ parameters: [],
1206
+ } satisfies BuiltinIndicatorMetadata;
1207
+
1208
+ export const archerObvMetadata = {
1209
+ inputs: 'bars',
1210
+ parameters: ['fast', 'slow', 'runLength'],
1211
+ defaults: { fast: 4, slow: 12, runLength: 2 },
1212
+ } satisfies BuiltinIndicatorMetadata;
1213
+
1214
+ export const marketFacilitationIndexMetadata = {
1215
+ inputs: 'bars',
1216
+ parameters: [],
1217
+ } satisfies BuiltinIndicatorMetadata;
1218
+
1219
+ export const priceVolumeMetadata = {
1220
+ inputs: 'bars',
1221
+ parameters: ['signed'],
1222
+ defaults: { signed: false },
1223
+ } satisfies BuiltinIndicatorMetadata;
1224
+
1225
+ export const priceVolumeRankMetadata = {
1226
+ inputs: 'bars',
1227
+ parameters: [],
1228
+ } satisfies BuiltinIndicatorMetadata;
1229
+
1230
+ export const volumeOscillatorMetadata = {
1231
+ inputs: 'bars',
1232
+ parameters: ['fast', 'slow'],
1233
+ defaults: { fast: 5, slow: 10 },
1234
+ } satisfies BuiltinIndicatorMetadata;
1235
+
1236
+ export const williamsAdMetadata = {
1237
+ inputs: 'bars',
1238
+ parameters: [],
1239
+ } satisfies BuiltinIndicatorMetadata;
1240
+
1241
+ export const efiMetadata = forceIndexMetadata;
1242
+
1243
+ export const emvMetadata = easeOfMovementMetadata;
1244
+
1245
+ export const kvoMetadata = klingerMetadata;
1246
+
1247
+ export const dspMetadata = {
1248
+ inputs: 'series',
1249
+ parameters: ['period'],
1250
+ defaults: { period: 14 },
1251
+ } satisfies BuiltinIndicatorMetadata;
1252
+
1253
+ export const ebswMetadata = {
1254
+ inputs: 'series',
1255
+ parameters: ['period', 'bars'],
1256
+ defaults: { period: 40, bars: 10 },
1257
+ conventions: {
1258
+ reference:
1259
+ 'bug-compatible with pandas-ta, INCLUDING its degree-valued arguments passed to radian trig; ' +
1260
+ 'this is deliberately NOT Ehlers’ published filter',
1261
+ },
1262
+ } satisfies BuiltinIndicatorMetadata;
1263
+
1264
+ export const mswMetadata = {
1265
+ inputs: 'series',
1266
+ parameters: ['period'],
1267
+ defaults: { period: 5 },
1268
+ } satisfies BuiltinIndicatorMetadata;
1269
+
1270
+ export const htDcPeriodMetadata = {
1271
+ inputs: 'series',
1272
+ parameters: [],
1273
+ } satisfies BuiltinIndicatorMetadata;
1274
+
1275
+ export const htDcPhaseMetadata = {
1276
+ inputs: 'series',
1277
+ parameters: [],
1278
+ } satisfies BuiltinIndicatorMetadata;
1279
+
1280
+ export const htPhasorMetadata = {
1281
+ inputs: 'series',
1282
+ parameters: [],
1283
+ } satisfies BuiltinIndicatorMetadata;
1284
+
1285
+ export const htSineMetadata = {
1286
+ inputs: 'series',
1287
+ parameters: [],
1288
+ } satisfies BuiltinIndicatorMetadata;
1289
+
1290
+ export const htTrendModeMetadata = {
1291
+ inputs: 'series',
1292
+ parameters: [],
1293
+ } satisfies BuiltinIndicatorMetadata;
1294
+
1295
+ export const htTrendlineMetadata = {
1296
+ inputs: 'series',
1297
+ parameters: [],
1298
+ } satisfies BuiltinIndicatorMetadata;
1299
+
1300
+ export const betaMetadata = {
1301
+ inputs: 'pair',
1302
+ parameters: ['period'],
1303
+ conventions: {
1304
+ form: 'the FINANCIAL beta on returns, cov(Δx, Δy) / var(Δy), certified by closed-form oracle',
1305
+ reference: 'TA-Lib’s BETA uses a different internal regression, so the values differ',
1306
+ },
1307
+ } satisfies BuiltinIndicatorMetadata;
1308
+
1309
+ export const correlMetadata = {
1310
+ inputs: 'pair',
1311
+ parameters: ['period'],
1312
+ } satisfies BuiltinIndicatorMetadata;
1313
+
1314
+ export const rollingMinMetadata = {
1315
+ inputs: 'series',
1316
+ parameters: ['period'],
1317
+ } satisfies BuiltinIndicatorMetadata;
1318
+
1319
+ export const rollingMaxMetadata = {
1320
+ inputs: 'series',
1321
+ parameters: ['period'],
1322
+ } satisfies BuiltinIndicatorMetadata;
1323
+
1324
+ export const rollingSumMetadata = {
1325
+ inputs: 'series',
1326
+ parameters: ['period'],
1327
+ } satisfies BuiltinIndicatorMetadata;
1328
+
1329
+ export const rollingMinIndexMetadata = {
1330
+ inputs: 'series',
1331
+ parameters: ['period'],
1332
+ conventions: {
1333
+ form: 'bars SINCE the extreme (TradingView lowestbars, 0 = current bar); TA-Lib returns the absolute index',
1334
+ },
1335
+ } satisfies BuiltinIndicatorMetadata;
1336
+
1337
+ export const rollingMaxIndexMetadata = {
1338
+ inputs: 'series',
1339
+ parameters: ['period'],
1340
+ conventions: {
1341
+ form: 'bars SINCE the extreme (TradingView highestbars, 0 = current bar); TA-Lib returns the absolute index',
1342
+ },
1343
+ } satisfies BuiltinIndicatorMetadata;
1344
+
1345
+ export const rollingMinMaxMetadata = {
1346
+ inputs: 'series',
1347
+ parameters: ['period'],
1348
+ } satisfies BuiltinIndicatorMetadata;
1349
+
1350
+ export const rollingMinMaxIndexMetadata = {
1351
+ inputs: 'series',
1352
+ parameters: ['period'],
1353
+ conventions: {
1354
+ form: 'bars SINCE each extreme (TradingView); TA-Lib returns absolute indices',
1355
+ },
1356
+ } satisfies BuiltinIndicatorMetadata;
1357
+
1358
+ export const shiftMetadata = {
1359
+ inputs: 'series',
1360
+ parameters: ['period'],
1361
+ defaults: { period: 1 },
1362
+ } satisfies BuiltinIndicatorMetadata;
1363
+
1364
+ export const lagMetadata = shiftMetadata;
1365
+
1366
+ export const diffMetadata = {
1367
+ inputs: 'series',
1368
+ parameters: ['period'],
1369
+ defaults: { period: 1 },
1370
+ } satisfies BuiltinIndicatorMetadata;
1371
+
1372
+ export const changeMetadata = diffMetadata;
1373
+
1374
+ export const fractionalChangeMetadata = {
1375
+ inputs: 'series',
1376
+ parameters: ['period'],
1377
+ defaults: { period: 1 },
1378
+ } satisfies BuiltinIndicatorMetadata;
1379
+
1380
+ export const cumMetadata = {
1381
+ inputs: 'series',
1382
+ parameters: [],
1383
+ } satisfies BuiltinIndicatorMetadata;
1384
+
1385
+ export const zScoreMetadata = {
1386
+ inputs: 'series',
1387
+ parameters: ['period'],
1388
+ defaults: { period: 20 },
1389
+ } satisfies BuiltinIndicatorMetadata;
1390
+
1391
+ export const normalizeMetadata = {
1392
+ inputs: 'series',
1393
+ parameters: ['period'],
1394
+ defaults: { period: 20 },
1395
+ } satisfies BuiltinIndicatorMetadata;
1396
+
1397
+ export const rescaleMetadata = {
1398
+ inputs: 'series',
1399
+ parameters: ['period', 'min', 'max'],
1400
+ defaults: { period: 20, min: 0, max: 1 },
1401
+ } satisfies BuiltinIndicatorMetadata;
1402
+
1403
+ export const rollingMedianMetadata = {
1404
+ inputs: 'series',
1405
+ parameters: ['period'],
1406
+ defaults: { period: 20 },
1407
+ } satisfies BuiltinIndicatorMetadata;
1408
+
1409
+ export const madMetadata = {
1410
+ inputs: 'series',
1411
+ parameters: ['period'],
1412
+ defaults: { period: 20 },
1413
+ } satisfies BuiltinIndicatorMetadata;
1414
+
1415
+ export const standardErrorMetadata = {
1416
+ inputs: 'series',
1417
+ parameters: ['period'],
1418
+ defaults: { period: 20 },
1419
+ } satisfies BuiltinIndicatorMetadata;
1420
+
1421
+ export const rollingRankMetadata = {
1422
+ inputs: 'series',
1423
+ parameters: ['period'],
1424
+ defaults: { period: 20 },
1425
+ } satisfies BuiltinIndicatorMetadata;
1426
+
1427
+ export const percentRankMetadata = {
1428
+ inputs: 'series',
1429
+ parameters: ['period'],
1430
+ defaults: { period: 20 },
1431
+ } satisfies BuiltinIndicatorMetadata;
1432
+
1433
+ export const rollingQuantileMetadata = {
1434
+ inputs: 'series',
1435
+ parameters: ['period', 'quantile'],
1436
+ defaults: { period: 20, quantile: 0.5 },
1437
+ } satisfies BuiltinIndicatorMetadata;
1438
+
1439
+ export const winsorizeMetadata = {
1440
+ inputs: 'series',
1441
+ parameters: ['period', 'lower', 'upper'],
1442
+ defaults: { period: 20, lower: 0.05, upper: 0.95 },
1443
+ } satisfies BuiltinIndicatorMetadata;
1444
+
1445
+ export const skewMetadata = {
1446
+ inputs: 'series',
1447
+ parameters: ['period'],
1448
+ defaults: { period: 20 },
1449
+ } satisfies BuiltinIndicatorMetadata;
1450
+
1451
+ export const kurtosisMetadata = {
1452
+ inputs: 'series',
1453
+ parameters: ['period'],
1454
+ defaults: { period: 20 },
1455
+ } satisfies BuiltinIndicatorMetadata;
1456
+
1457
+ export const entropyMetadata = {
1458
+ inputs: 'series',
1459
+ parameters: ['period'],
1460
+ defaults: { period: 10 },
1461
+ } satisfies BuiltinIndicatorMetadata;
1462
+
1463
+ export const covarianceMetadata = {
1464
+ inputs: 'pair',
1465
+ parameters: ['period', 'sample'],
1466
+ defaults: { period: 20, sample: true },
1467
+ } satisfies BuiltinIndicatorMetadata;
1468
+
1469
+ export const rSquaredMetadata = {
1470
+ inputs: 'pair',
1471
+ parameters: ['period'],
1472
+ defaults: { period: 20 },
1473
+ } satisfies BuiltinIndicatorMetadata;
1474
+
1475
+ export const rollingRegressionMetadata = {
1476
+ inputs: 'pair',
1477
+ parameters: ['period'],
1478
+ defaults: { period: 20 },
1479
+ } satisfies BuiltinIndicatorMetadata;
1480
+
1481
+ export const barSinceMetadata = {
1482
+ inputs: 'series',
1483
+ parameters: [],
1484
+ } satisfies BuiltinIndicatorMetadata;
1485
+
1486
+ export const valueWhenMetadata = {
1487
+ inputs: 'pair',
1488
+ parameters: ['occurrence'],
1489
+ defaults: { occurrence: 0 },
1490
+ } satisfies BuiltinIndicatorMetadata;
1491
+
1492
+ export const rollingMeanMetadata = smaMetadata;
1493
+
1494
+ export const rollingBetaMetadata = {
1495
+ inputs: 'pair',
1496
+ parameters: ['period'],
1497
+ } satisfies BuiltinIndicatorMetadata;
1498
+
1499
+ export const rollingCorrelationMetadata = correlMetadata;
1500
+
1501
+ export const highestBarsMetadata = {
1502
+ inputs: 'series',
1503
+ parameters: ['period'],
1504
+ } satisfies BuiltinIndicatorMetadata;
1505
+
1506
+ export const lowestBarsMetadata = {
1507
+ inputs: 'series',
1508
+ parameters: ['period'],
1509
+ } satisfies BuiltinIndicatorMetadata;
1510
+
1511
+ export const tosStdevAllMetadata = {
1512
+ inputs: 'series',
1513
+ parameters: ['period', 'stds', 'ddof'],
1514
+ defaults: { period: null, stds: [1, 2, 3], ddof: 1 },
1515
+ } satisfies BuiltinIndicatorMetadata;
1516
+
1517
+ export const acosMetadata = {
1518
+ inputs: 'series',
1519
+ parameters: [],
1520
+ } satisfies BuiltinIndicatorMetadata;
1521
+
1522
+ export const asinMetadata = {
1523
+ inputs: 'series',
1524
+ parameters: [],
1525
+ } satisfies BuiltinIndicatorMetadata;
1526
+
1527
+ export const atanMetadata = {
1528
+ inputs: 'series',
1529
+ parameters: [],
1530
+ } satisfies BuiltinIndicatorMetadata;
1531
+
1532
+ export const ceilMetadata = {
1533
+ inputs: 'series',
1534
+ parameters: [],
1535
+ } satisfies BuiltinIndicatorMetadata;
1536
+
1537
+ export const cosMetadata = {
1538
+ inputs: 'series',
1539
+ parameters: [],
1540
+ } satisfies BuiltinIndicatorMetadata;
1541
+
1542
+ export const coshMetadata = {
1543
+ inputs: 'series',
1544
+ parameters: [],
1545
+ } satisfies BuiltinIndicatorMetadata;
1546
+
1547
+ export const expMetadata = {
1548
+ inputs: 'series',
1549
+ parameters: [],
1550
+ } satisfies BuiltinIndicatorMetadata;
1551
+
1552
+ export const floorMetadata = {
1553
+ inputs: 'series',
1554
+ parameters: [],
1555
+ } satisfies BuiltinIndicatorMetadata;
1556
+
1557
+ export const lnMetadata = {
1558
+ inputs: 'series',
1559
+ parameters: [],
1560
+ } satisfies BuiltinIndicatorMetadata;
1561
+
1562
+ export const log10Metadata = {
1563
+ inputs: 'series',
1564
+ parameters: [],
1565
+ } satisfies BuiltinIndicatorMetadata;
1566
+
1567
+ export const sinMetadata = {
1568
+ inputs: 'series',
1569
+ parameters: [],
1570
+ } satisfies BuiltinIndicatorMetadata;
1571
+
1572
+ export const sinhMetadata = {
1573
+ inputs: 'series',
1574
+ parameters: [],
1575
+ } satisfies BuiltinIndicatorMetadata;
1576
+
1577
+ export const sqrtMetadata = {
1578
+ inputs: 'series',
1579
+ parameters: [],
1580
+ } satisfies BuiltinIndicatorMetadata;
1581
+
1582
+ export const tanMetadata = {
1583
+ inputs: 'series',
1584
+ parameters: [],
1585
+ } satisfies BuiltinIndicatorMetadata;
1586
+
1587
+ export const tanhMetadata = {
1588
+ inputs: 'series',
1589
+ parameters: [],
1590
+ } satisfies BuiltinIndicatorMetadata;
1591
+
1592
+ export const addMetadata = {
1593
+ inputs: 'pair',
1594
+ parameters: [],
1595
+ } satisfies BuiltinIndicatorMetadata;
1596
+
1597
+ export const subMetadata = {
1598
+ inputs: 'pair',
1599
+ parameters: [],
1600
+ } satisfies BuiltinIndicatorMetadata;
1601
+
1602
+ export const multMetadata = {
1603
+ inputs: 'pair',
1604
+ parameters: [],
1605
+ } satisfies BuiltinIndicatorMetadata;
1606
+
1607
+ export const divMetadata = {
1608
+ inputs: 'pair',
1609
+ parameters: [],
1610
+ } satisfies BuiltinIndicatorMetadata;
1611
+
1612
+ export const crossoverMetadata = {
1613
+ inputs: 'pair',
1614
+ parameters: [],
1615
+ } satisfies BuiltinIndicatorMetadata;
1616
+
1617
+ export const crossanyMetadata = {
1618
+ inputs: 'pair',
1619
+ parameters: [],
1620
+ } satisfies BuiltinIndicatorMetadata;
1621
+
1622
+ export const drawdownMetadata = {
1623
+ inputs: 'series',
1624
+ parameters: [],
1625
+ } satisfies BuiltinIndicatorMetadata;
1626
+
1627
+ export const cdlDojiMetadata = candlestickMetadata;
1628
+
1629
+ export const cdlInsideMetadata = candlestickMetadata;
1630
+
1631
+ export const cdlZMetadata = {
1632
+ inputs: 'bars',
1633
+ parameters: ['period', 'ddof'],
1634
+ defaults: { period: 30, ddof: 1 },
1635
+ } satisfies BuiltinIndicatorMetadata;
1636
+
1637
+ export const fairValueGapsMetadata = {
1638
+ inputs: 'bars',
1639
+ parameters: ['minimumGapPercent'],
1640
+ defaults: { minimumGapPercent: 0 },
1641
+ } satisfies BuiltinIndicatorMetadata;
1642
+
1643
+ export const orderBlocksMetadata = {
1644
+ inputs: 'bars',
1645
+ parameters: ['lookback'],
1646
+ defaults: { lookback: 5 },
1647
+ } satisfies BuiltinIndicatorMetadata;
1648
+
1649
+ export const liquiditySweepsMetadata = {
1650
+ inputs: 'bars',
1651
+ parameters: ['lookback'],
1652
+ defaults: { lookback: 20 },
1653
+ } satisfies BuiltinIndicatorMetadata;
1654
+
1655
+ export const swingTrailingStopMetadata = {
1656
+ inputs: 'bars',
1657
+ parameters: ['strength'],
1658
+ defaults: { strength: 2 },
1659
+ } satisfies BuiltinIndicatorMetadata;
1660
+
1661
+ export const atrTrailingStopMetadata = {
1662
+ inputs: 'bars',
1663
+ parameters: ['period', 'multiplier'],
1664
+ defaults: { period: 14, multiplier: 3 },
1665
+ } satisfies BuiltinIndicatorMetadata;
1666
+
1667
+ export const equalHighsMetadata = {
1668
+ inputs: 'bars',
1669
+ parameters: ['strength', 'tolerance'],
1670
+ defaults: { strength: 2, tolerance: 0.001 },
1671
+ } satisfies BuiltinIndicatorMetadata;
1672
+
1673
+ export const equalLowsMetadata = {
1674
+ inputs: 'bars',
1675
+ parameters: ['strength', 'tolerance'],
1676
+ defaults: { strength: 2, tolerance: 0.001 },
1677
+ } satisfies BuiltinIndicatorMetadata;
1678
+
1679
+ export const divergenceMetadata = {
1680
+ inputs: 'pair',
1681
+ parameters: ['swing', 'kinds'],
1682
+ defaults: {
1683
+ swing: { left: 5, right: 5 },
1684
+ kinds: ['bullish', 'bearish', 'hiddenBullish', 'hiddenBearish'],
1685
+ },
1686
+ } satisfies BuiltinIndicatorMetadata;