@quantform/core 0.5.15 → 0.6.4

package/dist/indicator/min-max.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"min-max.js","sourceRoot":"","sources":["../../src/indicator/min-max.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,qCAAkC;AAElC,SAAgB,MAAM,CAAI,MAAc,EAAE,EAAqB;IAC7D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,IAAI,GAAG,GAAG,CAAC,CAAC;YACZ,IAAI,GAAG,GAAG,CAAC,CAAC;YAEZ,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;gBAClB,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;gBACxB,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;YAC1B,CAAC,CAAC,CAAC;YACH,MAAM,KAAK,GAAsC,CAAC,EAAE,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAEpE,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AApBD,wBAoBC"}

package/dist/indicator/ring-buffer.d.ts

@@ -1,16 +0,0 @@
-export declare class RingBuffer<T> {
-    readonly capacity: number;
-    private _elements;
-    private _first;
-    private _last;
-    private _size;
-    get size(): number;
-    get isEmpty(): boolean;
-    get isFull(): boolean;
-    constructor(capacity: number);
-    peek(): T;
-    dequeue(): T;
-    enqueue(element: T): T;
-    forEach(fn: (value: T, index: number) => void): void;
-    at(index: number): T;
-}

package/dist/indicator/ring-buffer.js

@@ -1,56 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.RingBuffer = void 0;
-class RingBuffer {
-    constructor(capacity) {
-        this.capacity = capacity;
-        this._elements = new Array(this.capacity);
-        this._first = 0;
-        this._last = 0;
-        this._size = 0;
-    }
-    get size() {
-        return this._size;
-    }
-    get isEmpty() {
-        return this.size == 0;
-    }
-    get isFull() {
-        return this.size == this.capacity;
-    }
-    peek() {
-        return this._elements[this._first];
-    }
-    dequeue() {
-        const element = this.peek();
-        this._size--;
-        this._first = (this._first + 1) % this.capacity;
-        return element;
-    }
-    enqueue(element) {
-        this._last = (this._first + this.size) % this.capacity;
-        const full = this.isFull;
-        let removed = null;
-        if (full) {
-            removed = this._elements[this._last];
-        }
-        this._elements[this._last] = element;
-        if (full) {
-            this._first = (this._first + 1) % this.capacity;
-        }
-        else {
-            this._size++;
-        }
-        return removed;
-    }
-    forEach(fn) {
-        for (let i = 0; i < this.size; i++) {
-            fn(this.at(i), i);
-        }
-    }
-    at(index) {
-        return this._elements[(this._first + index) % this.capacity];
-    }
-}
-exports.RingBuffer = RingBuffer;
-//# sourceMappingURL=ring-buffer.js.map

package/dist/indicator/ring-buffer.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"ring-buffer.js","sourceRoot":"","sources":["../../src/indicator/ring-buffer.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IAkBrB,YAAqB,QAAgB;QAAhB,aAAQ,GAAR,QAAQ,CAAQ;QAjB7B,cAAS,GAAG,IAAI,KAAK,CAAI,IAAI,CAAC,QAAQ,CAAC,CAAC;QACxC,WAAM,GAAG,CAAC,CAAC;QACX,UAAK,GAAG,CAAC,CAAC;QACV,UAAK,GAAG,CAAC,CAAC;IAcsB,CAAC;IAZzC,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IAED,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC;IACxB,CAAC;IAED,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,QAAQ,CAAC;IACpC,CAAC;IAID,IAAI;QACF,OAAO,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACrC,CAAC;IAED,OAAO;QACL,MAAM,OAAO,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,KAAK,EAAE,CAAC;QACb,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QAEhD,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,OAAO,CAAC,OAAU;QAChB,IAAI,CAAC,KAAK,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QACvD,MAAM,IAAI,GAAG,IAAI,CAAC,MAAM,CAAC;QACzB,IAAI,OAAO,GAAG,IAAI,CAAC;QAEnB,IAAI,IAAI,EAAE;YACR,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,OAAO,CAAC;QAErC,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;SACjD;aAAM;YACL,IAAI,CAAC,KAAK,EAAE,CAAC;SACd;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,OAAO,CAAC,EAAqC;QAC3C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC,EAAE,EAAE;YAClC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;SACnB;IACH,CAAC;IAED,EAAE,CAAC,KAAa;QACd,OAAO,IAAI,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC/D,CAAC;CACF;AA9DD,gCA8DC"}

package/dist/indicator/rma.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function rma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/rma.js

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.rma = void 0;
-const rxjs_1 = require("rxjs");
-const _1 = require(".");
-function rma(length, fn) {
-    return function (source) {
-        const alpha = 1.0 / length;
-        let value = null;
-        return source.pipe((0, _1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
-            if (!value) {
-                value = sma;
-            }
-            else {
-                value = alpha * fn(it) + (1.0 - alpha) * value;
-            }
-            const tuple = [it, value];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.rma = rma;
-//# sourceMappingURL=rma.js.map

package/dist/indicator/rma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"rma.js","sourceRoot":"","sources":["../../src/indicator/rma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,wBAAwB;AAExB,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,GAAG,GAAG,MAAM,CAAC;QAC3B,IAAI,KAAK,GAAW,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,MAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;aAChD;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AApBD,kBAoBC"}

package/dist/indicator/sma.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function sma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/sma.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.sma = void 0;
-const rxjs_1 = require("rxjs");
-const window_1 = require("./window");
-function sma(length, fn) {
-    return function (source) {
-        let accumulated = 0;
-        return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.tap)(([, , added, removed]) => {
-            accumulated += added;
-            accumulated -= removed;
-        }), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            const tuple = [it, accumulated / buffer.size];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.sma = sma;
-//# sourceMappingURL=sma.js.map

package/dist/indicator/sma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"sma.js","sourceRoot":"","sources":["../../src/indicator/sma.ts"],"names":[],"mappings":";;;AAAA,+BAA2D;AAE3D,qCAAkC;AAElC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,IAAI,WAAW,GAAG,CAAC,CAAC;QAEpB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,EAAE,OAAO,CAAC,EAAE,EAAE;YAC3B,WAAW,IAAI,KAAK,CAAC;YACrB,WAAW,IAAI,OAAO,CAAC;QACzB,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,WAAW,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC;YAE3D,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,kBAmBC"}

package/dist/indicator/sma.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/indicator/sma.spec.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const sma_1 = require("./sma");
-describe('sma', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
-            .pipe((0, sma_1.sma)(5, it => it))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(parseFloat(value.toFixed(2))).toBe(18084.52);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=sma.spec.js.map

package/dist/indicator/sma.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"sma.spec.js","sourceRoot":"","sources":["../../src/indicator/sma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/swma.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function swma<T>(fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/swma.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.swma = void 0;
-const rxjs_1 = require("rxjs");
-const window_1 = require("./window");
-function swma(fn) {
-    return function (source) {
-        return source.pipe((0, window_1.window)(4, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            const x3 = buffer.at(buffer.capacity - (3 + 1));
-            const x2 = buffer.at(buffer.capacity - (2 + 1));
-            const x1 = buffer.at(buffer.capacity - (1 + 1));
-            const x0 = buffer.at(buffer.capacity - (0 + 1));
-            const value = (x3 * 1) / 6 + (x2 * 2) / 6 + (x1 * 2) / 6 + (x0 * 1) / 6;
-            const tuple = [it, value];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.swma = swma;
-//# sourceMappingURL=swma.js.map

package/dist/indicator/swma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"swma.js","sourceRoot":"","sources":["../../src/indicator/swma.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,qCAAkC;AAElC,SAAgB,IAAI,CAAI,EAAqB;IAC3C,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,CAAC,EAAE,EAAE,CAAC,EACb,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAEhD,MAAM,KAAK,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;YAExE,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,oBAmBC"}

package/dist/indicator/tma.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function tma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/tma.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.tma = void 0;
-const rxjs_1 = require("rxjs");
-const swma_1 = require("./swma");
-const wma_1 = require("./wma");
-function tma(length, fn) {
-    return function (source) {
-        return source.pipe((0, wma_1.wma)(length, fn), (0, swma_1.swma)(([, it]) => it), (0, rxjs_1.map)(([[it], swma]) => {
-            const tuple = [it, swma];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.tma = tma;
-//# sourceMappingURL=tma.js.map

package/dist/indicator/tma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"tma.js","sourceRoot":"","sources":["../../src/indicator/tma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,iCAA8B;AAC9B,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,IAAI,CAAC,CAAC;YAEtC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

package/dist/indicator/tma.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/indicator/tma.spec.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const tma_1 = require("./tma");
-describe('tma', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([18086.36, 18116.15, 18127.81, 18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
-            .pipe((0, tma_1.tma)(4, it => it))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(parseFloat(value.toFixed(2))).toBe(18090.98);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=tma.spec.js.map

package/dist/indicator/tma.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"tma.spec.js","sourceRoot":"","sources":["../../src/indicator/tma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aAClF,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/trailing.d.ts

@@ -1,13 +0,0 @@
-import { Observable } from 'rxjs';
-export declare class Trailing {
-    readonly trigger: number;
-    readonly buffer: number;
-    private triggered;
-    private max;
-    private min;
-    constructor(trigger: number, buffer: number);
-    up(value: number): boolean;
-    down(value: number): boolean;
-}
-export declare function trailingup<T>(trigger: number, buffer: number, value: (it: T) => number): (source: Observable<T>) => Observable<T>;
-export declare function trailingdown<T>(trigger: number, buffer: number, value: (it: T) => number): (source: Observable<T>) => Observable<T>;

package/dist/indicator/trailing.js

@@ -1,67 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.trailingdown = exports.trailingup = exports.Trailing = void 0;
-const rxjs_1 = require("rxjs");
-class Trailing {
-    constructor(trigger, buffer) {
-        this.trigger = trigger;
-        this.buffer = buffer;
-        this.triggered = false;
-        this.max = null;
-        this.min = null;
-    }
-    up(value) {
-        if (value >= this.trigger) {
-            this.triggered = true;
-        }
-        if (this.triggered) {
-            if (!this.max) {
-                this.max = value;
-            }
-            else {
-                this.max = Math.max(this.max, value);
-            }
-        }
-        if (this.triggered && value <= this.max - this.buffer) {
-            this.triggered = false;
-            this.max = null;
-            return true;
-        }
-        return false;
-    }
-    down(value) {
-        if (value <= this.trigger) {
-            this.triggered = true;
-        }
-        if (this.triggered) {
-            if (!this.min) {
-                this.min = value;
-            }
-            else {
-                this.min = Math.min(this.min, value);
-            }
-        }
-        if (this.triggered && value >= this.min + this.buffer) {
-            this.triggered = false;
-            this.min = null;
-            return true;
-        }
-        return false;
-    }
-}
-exports.Trailing = Trailing;
-function trailingup(trigger, buffer, value) {
-    return function (source) {
-        const trailing = new Trailing(trigger, buffer);
-        return source.pipe((0, rxjs_1.filter)(it => trailing.up(value(it))));
-    };
-}
-exports.trailingup = trailingup;
-function trailingdown(trigger, buffer, value) {
-    return function (source) {
-        const trailing = new Trailing(trigger, buffer);
-        return source.pipe((0, rxjs_1.filter)(it => trailing.down(value(it))));
-    };
-}
-exports.trailingdown = trailingdown;
-//# sourceMappingURL=trailing.js.map

package/dist/indicator/trailing.js.map

@@ -1 +0,0 @@
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package/dist/indicator/trailing.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/indicator/trailing.spec.js

@@ -1,69 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const trailing_1 = require("./trailing");
-describe('trailingup', () => {
-    test('should trigger uptrend once', done => {
-        let triggered = false;
-        (0, rxjs_1.from)([1, 2, 3, 2, 3])
-            .pipe((0, trailing_1.trailingup)(3, 1, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(2);
-                triggered = true;
-            },
-            complete: () => {
-                expect(triggered).toBe(true);
-                done();
-            }
-        });
-    });
-    test('should trigger uptrend twice', done => {
-        let triggered = 0;
-        (0, rxjs_1.from)([1, 2, 3, 2, 3, 2, 3])
-            .pipe((0, trailing_1.trailingup)(3, 1, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(2);
-                triggered++;
-            },
-            complete: () => {
-                expect(triggered).toBe(2);
-                done();
-            }
-        });
-    });
-});
-describe('trailingdown', () => {
-    test('should trigger downtrend once', done => {
-        let triggered = false;
-        (0, rxjs_1.from)([3, 2, 1, 2, 1])
-            .pipe((0, trailing_1.trailingdown)(3, 1, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(2);
-                triggered = true;
-            },
-            complete: () => {
-                expect(triggered).toBe(true);
-                done();
-            }
-        });
-    });
-    test('should trigger downtrend twice', done => {
-        let triggered = 0;
-        (0, rxjs_1.from)([3, 2, 1, 2, 1, 2, 1])
-            .pipe((0, trailing_1.trailingdown)(3, 1, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(2);
-                triggered++;
-            },
-            complete: () => {
-                expect(triggered).toBe(2);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=trailing.spec.js.map

package/dist/indicator/trailing.spec.js.map

@@ -1 +0,0 @@
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package/dist/indicator/truerange.d.ts

@@ -1,3 +0,0 @@
-import { Observable } from 'rxjs';
-import { Candle } from '../domain';
-export declare function truerange<T>(fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/truerange.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.truerange = void 0;
-const rxjs_1 = require("rxjs");
-function truerange(fn) {
-    return function (source) {
-        let previous;
-        return source.pipe((0, rxjs_1.map)(it => {
-            const current = fn(it);
-            const value = previous == null
-                ? current.high - current.low
-                : Math.max(Math.max(current.high - current.low, Math.abs(current.high - previous.close)), Math.abs(current.low - previous.close));
-            const tuple = [it, value];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.truerange = truerange;
-//# sourceMappingURL=truerange.js.map

package/dist/indicator/truerange.js.map

@@ -1 +0,0 @@
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package/dist/indicator/truerange.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/indicator/truerange.spec.js

@@ -1,28 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const sma_1 = require("./sma");
-const truerange_1 = require("./truerange");
-describe('truerange', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([
-            new domain_1.Candle((0, shared_1.now)(), 18127.81, 18149.75, 18100.0, 18136.17),
-            new domain_1.Candle((0, shared_1.now)(), 18136.17, 18136.18, 18089.75, 18092.15),
-            new domain_1.Candle((0, shared_1.now)(), 18092.15, 18120.03, 18081.0, 18082.39),
-            new domain_1.Candle((0, shared_1.now)(), 18082.39, 18087.04, 18041.0, 18065.4),
-            new domain_1.Candle((0, shared_1.now)(), 18066.11, 18079.15, 18041.0, 18046.47)
-        ])
-            .pipe((0, truerange_1.truerange)(it => it), (0, sma_1.sma)(4, ([, it]) => it))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(parseFloat(value.toFixed(2))).toBe(42.41);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=truerange.spec.js.map

package/dist/indicator/truerange.spec.js.map

@@ -1 +0,0 @@
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package/dist/indicator/window.d.ts

@@ -1,3 +0,0 @@
-import { Observable } from 'rxjs';
-import { RingBuffer } from './ring-buffer';
-export declare function window<T, Y>(length: number, fn: (value: T) => Y): (source: Observable<T>) => Observable<[T, RingBuffer<Y>, Y, Y]>;

package/dist/indicator/window.js

@@ -1,22 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.window = void 0;
-const rxjs_1 = require("rxjs");
-const ring_buffer_1 = require("./ring-buffer");
-function window(length, fn) {
-    return function (source) {
-        const buffer = new ring_buffer_1.RingBuffer(length);
-        return source.pipe((0, rxjs_1.map)(it => {
-            let removed = null;
-            if (buffer.isFull) {
-                removed = buffer.peek();
-            }
-            const value = fn(it);
-            buffer.enqueue(value);
-            const tuple = [it, buffer, value, removed];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.window = window;
-//# sourceMappingURL=window.js.map

package/dist/indicator/window.js.map

@@ -1 +0,0 @@
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package/dist/indicator/wma.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function wma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/wma.js

@@ -1,22 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.wma = void 0;
-const rxjs_1 = require("rxjs");
-const window_1 = require("./window");
-function wma(length, fn) {
-    return function (source) {
-        return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            let norm = 0.0;
-            let sum = 0.0;
-            for (let i = 0; i < buffer.capacity; i++) {
-                const weight = (buffer.capacity - i) * buffer.capacity;
-                norm = norm + weight;
-                sum = sum + buffer.at(buffer.capacity - (i + 1)) * weight;
-            }
-            const tuple = [it, sum / norm];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.wma = wma;
-//# sourceMappingURL=wma.js.map

package/dist/indicator/wma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"wma.js","sourceRoot":"","sources":["../../src/indicator/wma.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,qCAAkC;AAElC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,IAAI,IAAI,GAAG,GAAG,CAAC;YACf,IAAI,GAAG,GAAG,GAAG,CAAC;YAEd,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC,QAAQ,EAAE,CAAC,EAAE,EAAE;gBACxC,MAAM,MAAM,GAAG,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC;gBAEvD,IAAI,GAAG,IAAI,GAAG,MAAM,CAAC;gBACrB,GAAG,GAAG,GAAG,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;aAC3D;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,GAAG,GAAG,IAAI,CAAC,CAAC;YAE5C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,kBAuBC"}

package/dist/indicator/wma.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/indicator/wma.spec.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const wma_1 = require("./wma");
-describe('wma', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
-            .pipe((0, wma_1.wma)(5, it => it))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(parseFloat(value.toFixed(2))).toBe(18070.77);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=wma.spec.js.map

package/dist/indicator/wma.spec.js.map

@@ -1 +0,0 @@
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package/dist/shared/collections.js.map

@@ -1 +0,0 @@
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package/dist/shared/datetime.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"datetime.js","sourceRoot":"","sources":["../../src/shared/datetime.ts"],"names":[],"mappings":";;;AAEA,SAAgB,GAAG;IACjB,OAAO,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAC;AAC9B,CAAC;AAFD,kBAEC"}

package/dist/shared/decimals.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"decimals.js","sourceRoot":"","sources":["../../src/shared/decimals.ts"],"names":[],"mappings":";;;AAKA,SAAgB,SAAS,CAAC,KAAa;IACrC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;QACpB,OAAO,CAAC,CAAC;KACV;IAED,IAAI,CAAC,GAAG,CAAC,CAAC;IACV,IAAI,CAAC,GAAG,CAAC,CAAC;IAEV,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,CAAC,CAAC,GAAG,CAAC,KAAK,KAAK,EAAE;QAC1C,CAAC,IAAI,EAAE,CAAC;QACR,CAAC,EAAE,CAAC;KACL;IAED,OAAO,CAAC,CAAC;AACX,CAAC;AAdD,8BAcC;AAQD,SAAgB,KAAK,CAAC,MAAc,EAAE,SAAiB;IACrD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;IAEtC,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;AAC5C,CAAC;AAJD,sBAIC;AAQD,SAAgB,IAAI,CAAC,MAAc,EAAE,SAAiB;IACpD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;IAEtC,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;AAC3C,CAAC;AAJD,oBAIC;AAQD,SAAgB,KAAK,CAAC,MAAc,EAAE,SAAiB;IACrD,OAAO,CACL,IAAI,CAAC,KAAK,CAAC,CAAC,MAAM,GAAG,MAAM,CAAC,OAAO,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;QAC/D,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,SAAS,CAAC,CACxB,CAAC;AACJ,CAAC;AALD,sBAKC;AAED,SAAgB,YAAY,CAAC,MAAgB,EAAE,OAAiB;IAC9D,MAAM,MAAM,GAAG,MAAM;SAClB,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,EAAE,EAAE;QAChB,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1B,MAAM,GAAG,GAAG,KAAK,GAAG,MAAM,CAAC;QAC3B,OAAO,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IACvB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAExD,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;QACd,OAAO,CAAC,CAAC;KACV;IAED,OAAO,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;AAC/B,CAAC;AAdD,oCAcC;AAED,SAAgB,GAAG,CAAC,SAAiB,EAAE,QAAgB,EAAE,MAAc;IACrE,OAAO,CAAC,QAAQ,GAAG,SAAS,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC;AAC7C,CAAC;AAFD,kBAEC;AAQD,SAAgB,UAAU,CAAC,SAAiB,EAAE,SAAiB;IAC7D,OAAO,SAAS,GAAG,CAAC,SAAS,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC;AAFD,gCAEC;AAQD,SAAgB,QAAQ,CAAC,SAAiB,EAAE,SAAiB;IAC3D,OAAO,UAAU,CAAC,SAAS,EAAE,SAAS,CAAC,GAAG,SAAS,CAAC;AACtD,CAAC;AAFD,4BAEC"}

package/dist/shared/decimals.spec.d.ts

@@ -1 +0,0 @@
-export {};