@reefclaw/connect 0.1.18 → 0.1.20

package/assets/shared/signals/indicators.d.ts

@@ -1,15 +0,0 @@
-export declare function computeEMA(data: number[], period: number): number;
-export declare function computeATR(highs: number[], lows: number[], closes: number[], period: number): number;
-export declare function computeATRSeries(highs: number[], lows: number[], closes: number[], period: number): number[];
-export declare function computeRSI(closes: number[], period: number): number;
-export declare function linearSlope(y: number[], x?: number[]): number;
-export declare function computeStd(data: number[]): number;
-export declare function mean(data: number[]): number;
-/** Find swing highs and lows from OHLCV bars (simple pivot-point method). */
-export declare function findSwingPoints(bars: {
-    high: number;
-    low: number;
-}[], lookback?: number): {
-    highs: number[];
-    lows: number[];
-};

package/assets/shared/signals/indicators.js

@@ -1,107 +0,0 @@
-// Shared indicator computation helpers.
-// Used by both regime feature engineering and signal condition evaluation.
-export function computeEMA(data, period) {
-    if (data.length < period)
-        return data[data.length - 1] ?? 0;
-    const k = 2 / (period + 1);
-    let ema = mean(data.slice(0, period));
-    for (let i = period; i < data.length; i++) {
-        ema = data[i] * k + ema * (1 - k);
-    }
-    return ema;
-}
-export function computeATR(highs, lows, closes, period) {
-    const series = computeATRSeries(highs, lows, closes, period);
-    return series[series.length - 1] ?? 0;
-}
-export function computeATRSeries(highs, lows, closes, period) {
-    if (highs.length < 2)
-        return [];
-    const tr = [];
-    for (let i = 1; i < highs.length; i++) {
-        tr.push(Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1])));
-    }
-    const atr = [];
-    atr[0] = mean(tr.slice(0, period));
-    for (let i = 1; i < tr.length; i++) {
-        atr[i] = (atr[i - 1] * (period - 1) + tr[i]) / period;
-    }
-    return atr;
-}
-export function computeRSI(closes, period) {
-    if (closes.length < period + 1)
-        return 50;
-    const changes = [];
-    for (let i = 1; i < closes.length; i++) {
-        changes.push(closes[i] - closes[i - 1]);
-    }
-    let avgGain = 0;
-    let avgLoss = 0;
-    for (let i = 0; i < period; i++) {
-        if (changes[i] > 0)
-            avgGain += changes[i];
-        else
-            avgLoss -= changes[i];
-    }
-    avgGain /= period;
-    avgLoss /= period;
-    for (let i = period; i < changes.length; i++) {
-        const gain = changes[i] > 0 ? changes[i] : 0;
-        const loss = changes[i] < 0 ? -changes[i] : 0;
-        avgGain = (avgGain * (period - 1) + gain) / period;
-        avgLoss = (avgLoss * (period - 1) + loss) / period;
-    }
-    if (avgLoss === 0)
-        return 100;
-    const rs = avgGain / avgLoss;
-    return 100 - 100 / (1 + rs);
-}
-export function linearSlope(y, x) {
-    const n = y.length;
-    if (n < 2)
-        return 0;
-    const xs = x ?? Array.from({ length: n }, (_, i) => i);
-    const mx = mean(xs);
-    const my = mean(y);
-    let num = 0;
-    let den = 0;
-    for (let i = 0; i < n; i++) {
-        num += (xs[i] - mx) * (y[i] - my);
-        den += (xs[i] - mx) ** 2;
-    }
-    return den > 0 ? num / den : 0;
-}
-export function computeStd(data) {
-    if (data.length < 2)
-        return 0;
-    const avg = mean(data);
-    const variance = data.reduce((s, v) => s + (v - avg) ** 2, 0) / (data.length - 1);
-    return Math.sqrt(variance);
-}
-export function mean(data) {
-    if (data.length === 0)
-        return 0;
-    return data.reduce((s, v) => s + v, 0) / data.length;
-}
-/** Find swing highs and lows from OHLCV bars (simple pivot-point method). */
-export function findSwingPoints(bars, lookback = 5) {
-    const highs = [];
-    const lows = [];
-    for (let i = lookback; i < bars.length - lookback; i++) {
-        let isHigh = true;
-        let isLow = true;
-        for (let j = i - lookback; j <= i + lookback; j++) {
-            if (j === i)
-                continue;
-            if (bars[j].high >= bars[i].high)
-                isHigh = false;
-            if (bars[j].low <= bars[i].low)
-                isLow = false;
-        }
-        if (isHigh)
-            highs.push(bars[i].high);
-        if (isLow)
-            lows.push(bars[i].low);
-    }
-    return { highs, lows };
-}