@vulcan-js/indicators 0.1.0-beta.3 → 0.2.0

package/dist/index.d.ts

@@ -80,7 +80,7 @@ declare const cci: _vulcan_js_core0.SignalGenerator<{
   h: dnum.Numberish;
   l: dnum.Numberish;
   c: dnum.Numberish;
-}, Dnum, CommodityChannelIndexOptions>;
+}, dnum.Dnum, CommodityChannelIndexOptions>;
 //#endregion
 //#region src/momentum/percentagePriceOscillator.d.ts
 interface PercentagePriceOscillatorOptions {
@@ -183,7 +183,7 @@ declare const defaultPriceRateOfChangeOptions: PriceRateOfChangeOptions;
  * @param options.period - Number of periods to look back (default: 12)
  * @returns Generator yielding ROC values as Dnum
  */
-declare const roc: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, PriceRateOfChangeOptions>;
+declare const roc: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, PriceRateOfChangeOptions>;
 //#endregion
 //#region src/momentum/randomIndex.d.ts
 interface RandomIndexOptions {
@@ -217,9 +217,9 @@ interface KDJPoint {
  * initial K and D values set to 50.
  *
  * Formula:
- *   RSV = (Close - LowestLow(period)) / (HighestHigh(period) - LowestLow(period)) × 100
- *   K = ((kPeriod - 1) / kPeriod) × prevK + (1 / kPeriod) × RSV
- *   D = ((dPeriod - 1) / dPeriod) × prevD + (1 / dPeriod) × K
+ *   RSV = (Close - LowestLow(period)) / (HighestHigh(period) - LowestLow(period)) * 100
+ *   K = ((kPeriod - 1) / kPeriod) * prevK + (1 / kPeriod) * RSV
+ *   D = ((dPeriod - 1) / dPeriod) * prevD + (1 / dPeriod) * K
  *   J = 3K - 2D
  *
  * Interpretation:
@@ -258,7 +258,7 @@ declare const defaultRSIOptions: RSIOptions;
  *
  * RSI = 100 - (100 / (1 + RS))
  */
-declare const rsi: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, RSIOptions>;
+declare const rsi: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, RSIOptions>;
 //#endregion
 //#region src/momentum/stochasticOscillator.d.ts
 interface StochasticOscillatorOptions {
@@ -303,7 +303,7 @@ declare const defaultWilliamsROptions: WilliamsROptions;
  * over a specified period.
  *
  * Formula:
- * - %R = -100 × (Highest High - Close) / (Highest High - Lowest Low)
+ * - %R = -100 * (Highest High - Close) / (Highest High - Lowest Low)
  *
  * Range: -100 to 0
  * - Above -20: Overbought
@@ -378,7 +378,7 @@ declare const defaultCFOOptions: ChandeForecastOscillatorOptions;
  * @param options.period - The period for linear regression (default: 14)
  * @returns Generator yielding CFO values as percentages
  */
-declare const cfo: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, ChandeForecastOscillatorOptions>;
+declare const cfo: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, ChandeForecastOscillatorOptions>;
 //#endregion
 //#region src/trend/doubleExponentialMovingAverage.d.ts
 interface DoubleExponentialMovingAverageOptions {
@@ -409,7 +409,7 @@ declare const defaultExponentialMovingAverageOptions: ExponentialMovingAverageOp
  * EMA = Price * k + PrevEMA * (1 - k)
  * Where k = 2 / (period + 1)
  */
-declare const ema: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, ExponentialMovingAverageOptions>;
+declare const ema: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, ExponentialMovingAverageOptions>;
 //#endregion
 //#region src/trend/ichimokuCloud.d.ts
 interface IchimokuCloudOptions {
@@ -503,7 +503,7 @@ declare const defaultMovingMaxOptions: MovingMaxOptions;
 /**
  * Moving Maximum (MovingMax)
  */
-declare const mmax: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, MovingMaxOptions>;
+declare const mmax: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, MovingMaxOptions>;
 //#endregion
 //#region src/trend/movingMin.d.ts
 interface MovingMinOptions {
@@ -516,7 +516,7 @@ declare const defaultMovingMinOptions: MovingMinOptions;
 /**
  * Moving Minimum (MovingMin)
  */
-declare const mmin: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, MovingMinOptions>;
+declare const mmin: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, MovingMinOptions>;
 //#endregion
 //#region src/trend/movingSum.d.ts
 interface MovingSumOptions {
@@ -528,7 +528,7 @@ declare const defaultMovingSumOptions: MovingSumOptions;
  *
  * Calculates the sum of values in a sliding window of the specified period.
  */
-declare const msum: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, MovingSumOptions>;
+declare const msum: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, MovingSumOptions>;
 //#endregion
 //#region src/trend/parabolicSar.d.ts
 interface ParabolicSarOptions {
@@ -607,7 +607,7 @@ declare const defaultQstickOptions: QstickOptions;
 declare const qstick: _vulcan_js_core0.SignalGenerator<{
   c: dnum.Numberish;
   o: dnum.Numberish;
-}, Dnum, QstickOptions>;
+}, dnum.Dnum, QstickOptions>;
 //#endregion
 //#region src/trend/rollingMovingAverage.d.ts
 interface RMAOptions {
@@ -624,7 +624,7 @@ declare const defaultRMAOptions: RMAOptions;
  *
  * R[p] and after is R[i] = ((R[i-1]*(p-1)) + v[i]) / p
  */
-declare const rma: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, RMAOptions>;
+declare const rma: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, RMAOptions>;
 //#endregion
 //#region src/trend/simpleMovingAverage.d.ts
 interface SimpleMovingAverageOptions {
@@ -649,7 +649,7 @@ declare const defaultSMAOptions: SimpleMovingAverageOptions;
  * @param options.period - The period for calculating the moving average (default: 2)
  * @returns Generator yielding SMA values
  */
-declare const sma: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, SimpleMovingAverageOptions>;
+declare const sma: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, SimpleMovingAverageOptions>;
 //#endregion
 //#region src/trend/sinceChange.d.ts
 /**
@@ -666,7 +666,7 @@ declare const sma: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, SimpleMovin
  * @param source - Iterable of values
  * @returns Generator yielding the number of periods since the last change
  */
-declare const since: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, Record<string, any>>;
+declare const since: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, Record<string, any>>;
 //#endregion
 //#region src/trend/triangularMovingAverage.d.ts
 interface TriangularMovingAverageOptions {
@@ -696,7 +696,7 @@ declare const defaultTripleExponentialAverageOptions: TripleExponentialAverageOp
  * @param options.period - The lookback period (default: 15)
  * @returns Generator yielding TRIX values as percentages
  */
-declare const trix: _vulcan_js_core0.SignalGenerator<Numberish, Dnum, TripleExponentialAverageOptions>;
+declare const trix: _vulcan_js_core0.SignalGenerator<Numberish, dnum.Dnum, TripleExponentialAverageOptions>;
 //#endregion
 //#region src/trend/tripleExponentialMovingAverage.d.ts
 interface TripleExponentialMovingAverageOptions {
@@ -751,7 +751,7 @@ declare const defaultVwmaOptions: VwmaOptions;
  * influence to prices with higher trading activity. It is useful for
  * confirming trends and identifying divergences between price and volume.
  *
- * Formula: VWMA = Sum(Close × Volume, period) / Sum(Volume, period)
+ * Formula: VWMA = Sum(Close * Volume, period) / Sum(Volume, period)
  *
  * Interpretation:
  * - When VWMA is below price, it suggests bullish sentiment (higher volume at higher prices)
@@ -766,7 +766,7 @@ declare const defaultVwmaOptions: VwmaOptions;
 declare const vwma: _vulcan_js_core0.SignalGenerator<{
   c: dnum.Numberish;
   v: dnum.Numberish;
-}, Dnum, VwmaOptions>;
+}, dnum.Dnum, VwmaOptions>;
 //#endregion
 //#region src/trend/vortex.d.ts
 interface VortexOptions {
@@ -851,7 +851,7 @@ declare const ad: _vulcan_js_core0.SignalGenerator<{
   l: dnum.Numberish;
   c: dnum.Numberish;
   v: dnum.Numberish;
-}, Dnum, Record<string, any>>;
+}, dnum.Dnum, Record<string, any>>;
 //#endregion
 export { AbsolutePriceOscillatorOptions, AroonOptions, AroonPoint, AwesomeOscillatorOptions, ChaikinOscillatorOptions, ChandeForecastOscillatorOptions, CommodityChannelIndexOptions, DoubleExponentialMovingAverageOptions, ExponentialMovingAverageOptions, IchimokuCloudOptions, IchimokuCloudPoint, KDJPoint, MACDOptions, MACDPoint, MassIndexOptions, MovingMaxOptions, MovingMinOptions, MovingSumOptions, PSARPoint, ParabolicSarOptions, PercentagePriceOscillatorOptions, PercentagePriceOscillatorPoint, PercentageVolumeOscillatorOptions, PercentageVolumeOscillatorPoint, PriceRateOfChangeOptions, QstickOptions, RMAOptions, RSIOptions, RandomIndexOptions, SimpleMovingAverageOptions, StochPoint, StochasticOscillatorOptions, TriangularMovingAverageOptions, TripleExponentialAverageOptions, TripleExponentialMovingAverageOptions, VortexOptions, VortexPoint, VwmaOptions, WilliamsROptions, apo as absolutePriceOscillator, apo, ad as accumulationDistribution, ad, ao, ao as awesomeOscillator, aroon, bop as balanceOfPower, bop, cci, cci as commodityChannelIndex, cfo, cfo as chandeForecastOscillator, cmo as chaikinOscillator, cmo, defaultAbsolutePriceOscillatorOptions, defaultAroonOptions, defaultAwesomeOscillatorOptions, defaultCCIOptions, defaultCFOOptions, defaultChaikinOscillatorOptions, defaultDoubleExponentialMovingAverageOptions, defaultExponentialMovingAverageOptions, defaultIchimokuCloudOptions, defaultMACDOptions, defaultMassIndexOptions, defaultMovingMaxOptions, defaultMovingMinOptions, defaultMovingSumOptions, defaultParabolicSarOptions, defaultPercentagePriceOscillatorOptions, defaultPercentageVolumeOscillatorOptions, defaultPriceRateOfChangeOptions, defaultQstickOptions, defaultRMAOptions, defaultRSIOptions, defaultRandomIndexOptions, defaultSMAOptions, defaultStochasticOscillatorOptions, defaultTriangularMovingAverageOptions, defaultTripleExponentialAverageOptions, defaultTripleExponentialMovingAverageOptions, defaultVortexOptions, defaultVwmaOptions, defaultWilliamsROptions, dema, dema as doubleExponentialMovingAverage, ema, ema as exponentialMovingAverage, ichimokuCloud, kdj, kdj as randomIndex, macd, macd as movingAverageConvergenceDivergence, mi as massIndex, mi, mmax, mmax as movingMax, mmin, mmin as movingMin, msum, psar as parabolicSar, psar, ppo as percentagePriceOscillator, ppo, pvo as percentageVolumeOscillator, pvo, roc as priceRateOfChange, roc, qstick, qstick as qstickIndicator, rsi as relativeStrengthIndex, rsi, rma, rma as rollingMovingAverage, sma as simpleMovingAverage, sma, since, since as sinceChange, stoch, stoch as stochasticOscillator, tema, tema as tripleExponentialMovingAverage, trima as triangularMovingAverage, trima, trix as tripleExponentialAverage, trix, typicalPrice, typicalPrice as typicalPriceIndicator, vwma as volumeWeightedMovingAverage, vwma, vortex, vortex as vortexIndicator, willr as williamsR, willr };
 //# sourceMappingURL=index.d.ts.map