npm - @vulcan-js/indicators - Versions diffs - 0.1.0 → 0.2.0 - Mend

@vulcan-js/indicators 0.1.0 → 0.2.0

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1	- {"version":3,"file":"index.js","names":[],"sources":["../src/trend/exponentialMovingAverage.ts","../src/momentum/absolutePriceOscillator.ts","../src/trend/simpleMovingAverage.ts","../src/momentum/awesomeOscillator.ts","../src/volume/accumulationDistribution.ts","../src/momentum/chaikinOscillator.ts","../src/momentum/commodityChannelIndex.ts","../src/momentum/percentagePriceOscillator.ts","../src/momentum/percentageVolumeOscillator.ts","../src/momentum/priceRateOfChange.ts","../src/trend/movingMax.ts","../src/trend/movingMin.ts","../src/momentum/randomIndex.ts","../src/trend/rollingMovingAverage.ts","../src/momentum/relativeStrengthIndex.ts","../src/momentum/stochasticOscillator.ts","../src/momentum/williamsR.ts","../src/trend/aroon.ts","../src/trend/balanceOfPower.ts","../src/trend/chandeForecastOscillator.ts","../src/trend/doubleExponentialMovingAverage.ts","../src/trend/ichimokuCloud.ts","../src/trend/macd.ts","../src/trend/movingSum.ts","../src/trend/parabolicSar.ts","../src/trend/qstick.ts","../src/trend/sinceChange.ts","../src/trend/triangularMovingAverage.ts","../src/trend/tripleExponentialAverage.ts","../src/trend/tripleExponentialMovingAverage.ts","../src/trend/typicalPrice.ts","../src/trend/volumeWeightedMovingAverage.ts","../src/trend/vortex.ts","../src/volatility/massIndex.ts"],"sourcesContent":["import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, divide, mul, subtract } from 'dnum'\n\nexport interface ExponentialMovingAverageOptions {\n period: number\n}\n\nexport const defaultExponentialMovingAverageOptions: ExponentialMovingAverageOptions = {\n period: 12,\n}\n\n/*\n Exponential Moving Average (EMA)\n \n EMA = Price * k + PrevEMA * (1 - k)\n * Where k = 2 / (period + 1)\n /\nexport const ema = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const k = divide(constants.TWO, toDnum(1 + period), constants.DECIMALS)\n const m = subtract(constants.ONE, k)\n let prev: Dnum \| undefined\n return (value: Numberish) => {\n if (prev === undefined) {\n prev = toDnum(value)\n return prev\n }\n prev = add(\n mul(value, k, constants.DECIMALS),\n mul(prev, m, constants.DECIMALS),\n )\n return prev\n }\n },\n defaultExponentialMovingAverageOptions,\n)\n\nexport { ema as exponentialMovingAverage }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { sub } from 'dnum'\nimport { ema } from '../trend/exponentialMovingAverage'\n\nexport interface AbsolutePriceOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n}\n\nexport const defaultAbsolutePriceOscillatorOptions: AbsolutePriceOscillatorOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n}\n\nexport const apo = createSignal(\n ({ fastPeriod, slowPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n const fastProc = ema.create({ period: fastPeriod })\n const slowProc = ema.create({ period: slowPeriod })\n return (value: Numberish) => sub(fastProc(value), slowProc(value))\n },\n defaultAbsolutePriceOscillatorOptions,\n)\n\nexport { apo as absolutePriceOscillator }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, div, subtract } from 'dnum'\n\nexport interface SimpleMovingAverageOptions {\n /\n The period for calculating the moving average\n * @default 2\n /\n period: number\n}\n\nexport const defaultSMAOptions: SimpleMovingAverageOptions = {\n period: 2,\n}\n\n/\n Simple Moving Average (SMA)\n \n Calculates the arithmetic mean of a set of values over a specified period.\n * The SMA is calculated by summing all values in the period and dividing by the period length.\n \n Formula: SMA = (P1 + P2 + ... + Pn) / n\n * Where: P = Price values, n = Period\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.period - The period for calculating the moving average (default: 2)\n * @returns Generator yielding SMA values\n /\nexport const sma = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: Dnum[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let runningSum: Dnum = constants.ZERO\n\n return (value: Numberish) => {\n const v = toDnum(value)\n if (count < period) {\n buffer[count] = v\n runningSum = add(runningSum, v)\n count++\n }\n else {\n runningSum = subtract(runningSum, buffer[head])\n runningSum = add(runningSum, v)\n buffer[head] = v\n head = (head + 1) % period\n }\n return div(runningSum, count, constants.DECIMALS)\n }\n },\n defaultSMAOptions,\n)\n\nexport { sma as simpleMovingAverage }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, div, sub } from 'dnum'\nimport { sma } from '../trend/simpleMovingAverage'\n\nexport interface AwesomeOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n}\n\nexport const defaultAwesomeOscillatorOptions: AwesomeOscillatorOptions = {\n fastPeriod: 5,\n slowPeriod: 34,\n}\n\n/\n Awesome Oscillator (AO)\n \n AO = SMA(median, fastPeriod) - SMA(median, slowPeriod)\n * Where median = (high + low) / 2\n /\nexport const ao = createSignal(\n ({ fastPeriod, slowPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n const fastProc = sma.create({ period: fastPeriod })\n const slowProc = sma.create({ period: slowPeriod })\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const median = div(add(toDnum(bar.h), toDnum(bar.l)), 2, constants.DECIMALS)\n return sub(fastProc(median), slowProc(median))\n }\n },\n defaultAwesomeOscillatorOptions,\n)\n\nexport { ao as awesomeOscillator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, divide, equal, multiply, subtract } from 'dnum'\n\n/\n Accumulation/Distribution Indicator (A/D). Cumulative indicator\n * that uses volume and price to assess whether a stock is\n * being accumulated or distributed.\n \n MFM = ((Closing - Low) - (High - Closing)) / (High - Low)\n * MFV = MFM * Period Volume\n * AD = Previous AD + CMFV\n /\nexport const ad = createSignal(\n () => {\n let prevAD: Dnum = constants.ZERO\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c' \| 'v'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n const c = toDnum(bar.c)\n const v = toDnum(bar.v)\n\n const range = subtract(h, l)\n // When high equals low, the range is zero and MFM is undefined; treat as 0\n const mfm = equal(range, 0)\n ? constants.ZERO\n : divide(\n subtract(subtract(c, l), subtract(h, c)),\n range,\n constants.DECIMALS,\n )\n const mfv = multiply(mfm, v)\n prevAD = add(mfv, prevAD)\n return prevAD\n }\n },\n)\n\nexport { ad as accumulationDistribution }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { sub } from 'dnum'\nimport { ema } from '../trend/exponentialMovingAverage'\nimport { ad } from '../volume/accumulationDistribution'\n\nexport interface ChaikinOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n}\n\nexport const defaultChaikinOscillatorOptions: ChaikinOscillatorOptions = {\n fastPeriod: 3,\n slowPeriod: 10,\n}\n\n/\n The ChaikinOscillator function measures the momentum of the\n * Accumulation/Distribution (A/D) using the Moving Average\n * Convergence Divergence (MACD) formula. It takes the\n * difference between fast and slow periods EMA of the A/D.\n * Cross above the A/D line indicates bullish.\n \n CO = Ema(fastPeriod, AD) - Ema(slowPeriod, AD)\n /\nexport const cmo = createSignal(\n ({ fastPeriod, slowPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n const adProc = ad.create()\n const fastProc = ema.create({ period: fastPeriod })\n const slowProc = ema.create({ period: slowPeriod })\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c' \| 'v'>) => {\n const adVal = adProc(bar)\n return sub(fastProc(adVal), slowProc(adVal))\n }\n },\n defaultChaikinOscillatorOptions,\n)\n\nexport { cmo as chaikinOscillator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { abs, add, divide, equal, subtract } from 'dnum'\n\nexport interface CommodityChannelIndexOptions {\n /\n The period for CCI calculation\n * @default 20\n /\n period: number\n}\n\nexport const defaultCCIOptions: CommodityChannelIndexOptions = {\n period: 20,\n}\n\n/\n Commodity Channel Index (CCI)\n \n Developed by Donald Lambert in 1980, CCI measures the deviation of the\n * typical price from its simple moving average, normalized by mean deviation.\n * The constant 0.015 ensures approximately 70-80% of CCI values fall between\n * +100 and -100.\n \n Formula:\n * TP = (High + Low + Close) / 3\n * CCI = (TP - SMA(TP, period)) / (0.015 * Mean Deviation)\n * Mean Deviation = SUM(\|TP_i - SMA\|) / period\n \n @param source - Iterable of OHLC candle data\n * @param options - Configuration options\n * @param options.period - The period for CCI calculation (default: 20)\n * @returns Generator yielding CCI values\n /\nexport const cci = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: Dnum[] = []\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n const c = toDnum(bar.c)\n const tp = divide(add(add(h, l), c), 3, constants.DECIMALS)\n\n buffer.push(tp)\n if (buffer.length > period)\n buffer.shift()\n\n const n = buffer.length\n if (n < period) {\n return constants.ZERO\n }\n\n // SMA and Mean Deviation in a single pass\n let sum: Dnum = constants.ZERO\n for (const v of buffer) {\n sum = add(sum, v)\n }\n const smaVal = divide(sum, n, constants.DECIMALS)\n\n let devSum: Dnum = constants.ZERO\n for (const v of buffer) {\n devSum = add(devSum, abs(subtract(v, smaVal)))\n }\n const meanDev = divide(devSum, n, constants.DECIMALS)\n\n if (equal(meanDev, 0)) {\n return constants.ZERO\n }\n\n const currentTP = buffer[n - 1]\n const numerator = subtract(currentTP, smaVal)\n // 0.015 = 15/1000, the Lambert constant\n const lambertMeanDev = divide(\n [meanDev[0] 15n, meanDev[1]],\n [1000n, 0],\n constants.DECIMALS,\n )\n return divide(numerator, lambertMeanDev, constants.DECIMALS)\n }\n },\n defaultCCIOptions,\n)\n\nexport { cci as commodityChannelIndex }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { div, eq, mul, sub } from 'dnum'\nimport { ema } from '../trend/exponentialMovingAverage'\n\nexport interface PercentagePriceOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n signalPeriod: number\n}\n\nexport const defaultPercentagePriceOscillatorOptions: PercentagePriceOscillatorOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n signalPeriod: 9,\n}\n\nexport interface PercentagePriceOscillatorPoint {\n ppo: Dnum\n signal: Dnum\n histogram: Dnum\n}\n\n/*\n Percentage Price Oscillator (PPO)\n \n The Percentage Price Oscillator (PPO) is a momentum oscillator that measures the difference\n * between two moving averages as a percentage of the slower moving average. It consists of three components:\n * - PPO Line: ((Fast EMA - Slow EMA) / Slow EMA) * 100\n * - Signal Line: EMA of the PPO line\n * - Histogram: PPO - Signal\n \n Formula:\n * - PPO = ((EMA(fastPeriod, prices) - EMA(slowPeriod, prices)) / EMA(slowPeriod, prices)) * 100\n * - Signal = EMA(signalPeriod, PPO)\n * - Histogram = PPO - Signal\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.fastPeriod - Period for the fast EMA (default: 12)\n * @param options.slowPeriod - Period for the slow EMA (default: 26)\n * @param options.signalPeriod - Period for the signal EMA (default: 9)\n * @returns Generator yielding PPO point objects\n /\nexport const ppo = createSignal(\n ({ fastPeriod, slowPeriod, signalPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n assert(Number.isInteger(signalPeriod) && signalPeriod >= 1, new RangeError(`Expected signalPeriod to be a positive integer, got ${signalPeriod}`))\n const fastProc = ema.create({ period: fastPeriod })\n const slowProc = ema.create({ period: slowPeriod })\n const signalProc = ema.create({ period: signalPeriod })\n return (value: Numberish) => {\n const fast = fastProc(toDnum(value))\n const slow = slowProc(toDnum(value))\n const ppoVal = eq(slow, 0) ? constants.ZERO : mul(div(sub(fast, slow), slow, constants.DECIMALS), 100, constants.DECIMALS)\n const sig = signalProc(ppoVal)\n return { ppo: ppoVal, signal: sig, histogram: sub(ppoVal, sig) }\n }\n },\n defaultPercentagePriceOscillatorOptions,\n)\n\nexport { ppo as percentagePriceOscillator }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { div, eq, mul, sub } from 'dnum'\nimport { ema } from '../trend/exponentialMovingAverage'\n\nexport interface PercentageVolumeOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n signalPeriod: number\n}\n\nexport const defaultPercentageVolumeOscillatorOptions: PercentageVolumeOscillatorOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n signalPeriod: 9,\n}\n\nexport interface PercentageVolumeOscillatorPoint {\n pvo: Dnum\n signal: Dnum\n histogram: Dnum\n}\n\n/\n Percentage Volume Oscillator (PVO)\n \n The Percentage Volume Oscillator (PVO) is a momentum oscillator that measures the difference\n * between two volume-based moving averages as a percentage of the slower moving average.\n * It consists of three components:\n * - PVO Line: ((Fast EMA - Slow EMA) / Slow EMA) * 100\n * - Signal Line: EMA of the PVO line\n * - Histogram: PVO - Signal\n \n The PVO is essentially the same as the Percentage Price Oscillator (PPO), but applied\n * to volume data instead of price data.\n \n Formula:\n * - PVO = ((EMA(fastPeriod, volume) - EMA(slowPeriod, volume)) / EMA(slowPeriod, volume)) * 100\n * - Signal = EMA(signalPeriod, PVO)\n * - Histogram = PVO - Signal\n \n @param source - Iterable of volume values\n * @param options - Configuration options\n * @param options.fastPeriod - Period for the fast EMA (default: 12)\n * @param options.slowPeriod - Period for the slow EMA (default: 26)\n * @param options.signalPeriod - Period for the signal EMA (default: 9)\n * @returns Generator yielding PVO point objects\n /\nexport const pvo = createSignal(\n ({ fastPeriod, slowPeriod, signalPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n assert(Number.isInteger(signalPeriod) && signalPeriod >= 1, new RangeError(`Expected signalPeriod to be a positive integer, got ${signalPeriod}`))\n const fastProc = ema.create({ period: fastPeriod })\n const slowProc = ema.create({ period: slowPeriod })\n const signalProc = ema.create({ period: signalPeriod })\n return (value: Numberish) => {\n const fast = fastProc(toDnum(value))\n const slow = slowProc(toDnum(value))\n const pvoVal = eq(slow, 0) ? constants.ZERO : mul(div(sub(fast, slow), slow, constants.DECIMALS), 100, constants.DECIMALS)\n const sig = signalProc(pvoVal)\n return { pvo: pvoVal, signal: sig, histogram: sub(pvoVal, sig) }\n }\n },\n defaultPercentageVolumeOscillatorOptions,\n)\n\nexport { pvo as percentageVolumeOscillator }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { div, eq, mul, sub } from 'dnum'\n\nexport interface PriceRateOfChangeOptions {\n period: number\n}\n\nexport const defaultPriceRateOfChangeOptions: PriceRateOfChangeOptions = {\n period: 12,\n}\n\n/\n Price Rate of Change (ROC)\n \n The Price Rate of Change (ROC) is a momentum oscillator that measures the percentage change\n * in price between the current price and the price n periods ago.\n \n Formula:\n * - ROC = ((Current Price - Price n periods ago) / Price n periods ago) * 100\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.period - Number of periods to look back (default: 12)\n * @returns Generator yielding ROC values as Dnum\n /\nexport const roc = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: Dnum[] = Array.from({ length: period })\n let head = 0\n let count = 0\n\n return (value: Numberish) => {\n const v = toDnum(value)\n if (count < period) {\n buffer[count] = v\n count++\n return constants.ZERO\n }\n else {\n const oldest = buffer[head]\n buffer[head] = v\n head = (head + 1) % period\n return eq(oldest, 0) ? constants.ZERO : mul(div(sub(v, oldest), oldest, constants.DECIMALS), 100, constants.DECIMALS)\n }\n }\n },\n defaultPriceRateOfChangeOptions,\n)\n\nexport { roc as priceRateOfChange }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, createSignal, toDnum } from '@vulcan-js/core'\nimport { gt } from 'dnum'\n\nexport interface MovingMaxOptions {\n /\n period\n /\n period: number\n}\n\nexport const defaultMovingMaxOptions: MovingMaxOptions = {\n period: 4,\n}\n\n/\n Moving Maximum (MovingMax)\n /\nexport const mmax = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: Dnum[] = []\n return (value: Numberish) => {\n buffer.push(toDnum(value))\n if (buffer.length > period)\n buffer.shift()\n return buffer.reduce((max, cur) => gt(max, cur) ? max : cur)\n }\n },\n defaultMovingMaxOptions,\n)\n\nexport { mmax as movingMax }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, createSignal, toDnum } from '@vulcan-js/core'\nimport { lt } from 'dnum'\n\nexport interface MovingMinOptions {\n /\n period\n /\n period: number\n}\n\nexport const defaultMovingMinOptions: MovingMinOptions = {\n period: 4,\n}\n\n/\n Moving Minimum (MovingMin)\n /\nexport const mmin = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: Dnum[] = []\n return (value: Numberish) => {\n buffer.push(toDnum(value))\n if (buffer.length > period)\n buffer.shift()\n return buffer.reduce((min, cur) => lt(min, cur) ? min : cur)\n }\n },\n defaultMovingMinOptions,\n)\n\nexport { mmin as movingMin }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, div, eq, mul, sub } from 'dnum'\nimport { mmax } from '../trend/movingMax'\nimport { mmin } from '../trend/movingMin'\n\nexport interface RandomIndexOptions {\n /\n The lookback period for calculating RSV (Raw Stochastic Value)\n * @default 9\n /\n period: number\n /\n The smoothing period for K line\n * @default 3\n /\n kPeriod: number\n /\n The smoothing period for D line\n * @default 3\n /\n dPeriod: number\n}\n\nexport const defaultRandomIndexOptions: RandomIndexOptions = {\n period: 9,\n kPeriod: 3,\n dPeriod: 3,\n}\n\nexport interface KDJPoint {\n k: Dnum\n d: Dnum\n j: Dnum\n}\n\n/\n Random Index (KDJ)\n \n An extension of the Stochastic Oscillator that adds a J line to amplify\n * divergence between K and D. Uses exponential-weighted smoothing with\n * initial K and D values set to 50.\n \n Formula:\n * RSV = (Close - LowestLow(period)) / (HighestHigh(period) - LowestLow(period)) × 100\n * K = ((kPeriod - 1) / kPeriod) × prevK + (1 / kPeriod) × RSV\n * D = ((dPeriod - 1) / dPeriod) × prevD + (1 / dPeriod) × K\n * J = 3K - 2D\n \n Interpretation:\n * - K crossing above D is a bullish signal (golden cross)\n * - K crossing below D is a bearish signal (death cross)\n * - J below 0 indicates oversold, J above 100 indicates overbought\n \n @param source - Iterable of candle data with high, low, and close prices\n * @param options - Configuration options\n * @param options.period - The lookback period for RSV calculation (default: 9)\n * @param options.kPeriod - The smoothing period for K line (default: 3)\n * @param options.dPeriod - The smoothing period for D line (default: 3)\n * @returns Generator yielding KDJPoint values with k, d, and j as Dnum\n /\nexport const kdj = createSignal(\n ({ period, kPeriod, dPeriod }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n assert(Number.isInteger(kPeriod) && kPeriod >= 1, new RangeError(`Expected kPeriod to be a positive integer, got ${kPeriod}`))\n assert(Number.isInteger(dPeriod) && dPeriod >= 1, new RangeError(`Expected dPeriod to be a positive integer, got ${dPeriod}`))\n\n const mmaxProc = mmax.create({ period })\n const mminProc = mmin.create({ period })\n\n const INITIAL = toDnum(50)\n const THREE = toDnum(3)\n\n let prevK: Dnum = INITIAL\n let prevD: Dnum = INITIAL\n let isFirst = true\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n const c = toDnum(bar.c)\n\n const highestHigh = mmaxProc(h)\n const lowestLow = mminProc(l)\n\n const range = sub(highestHigh, lowestLow, constants.DECIMALS)\n const rsv = eq(range, 0) ? constants.ZERO : mul(div(sub(c, lowestLow, constants.DECIMALS), range, constants.DECIMALS), constants.HUNDRED, constants.DECIMALS)\n\n let k: Dnum\n let d: Dnum\n\n if (isFirst) {\n // First bar: K = (2/3)50 + (1/3)RSV, D = (2/3)50 + (1/3)K\n k = add(mul(div(toDnum(kPeriod - 1), kPeriod, constants.DECIMALS), INITIAL, constants.DECIMALS), mul(div(constants.ONE, kPeriod, constants.DECIMALS), rsv, constants.DECIMALS))\n d = add(mul(div(toDnum(dPeriod - 1), dPeriod, constants.DECIMALS), INITIAL, constants.DECIMALS), mul(div(constants.ONE, dPeriod, constants.DECIMALS), k, constants.DECIMALS))\n isFirst = false\n }\n else {\n k = add(mul(div(toDnum(kPeriod - 1), kPeriod, constants.DECIMALS), prevK, constants.DECIMALS), mul(div(constants.ONE, kPeriod, constants.DECIMALS), rsv, constants.DECIMALS))\n d = add(mul(div(toDnum(dPeriod - 1), dPeriod, constants.DECIMALS), prevD, constants.DECIMALS), mul(div(constants.ONE, dPeriod, constants.DECIMALS), k, constants.DECIMALS))\n }\n\n const j = sub(mul(THREE, k, constants.DECIMALS), mul(constants.TWO, d, constants.DECIMALS), constants.DECIMALS)\n\n prevK = k\n prevD = d\n\n return { k, d, j }\n }\n },\n defaultRandomIndexOptions,\n)\n\nexport { kdj as randomIndex }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal } from '@vulcan-js/core'\nimport { add, div, mul } from 'dnum'\n\nexport interface RMAOptions {\n /\n period\n /\n period: number\n}\n\nexport const defaultRMAOptions: RMAOptions = {\n period: 4,\n}\n\n/\n Rolling moving average (RMA).\n \n R[0] to R[p-1] is SMA(values)\n \n R[p] and after is R[i] = ((R[i-1](p-1)) + v[i]) / p\n /\nexport const rma = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n let count = 0\n let sum: Dnum = constants.ZERO\n let prev: Dnum = constants.ZERO\n\n return (value: Numberish) => {\n if (count < period) {\n sum = add(sum, value)\n count++\n prev = div(sum, count, constants.DECIMALS)\n return prev\n }\n prev = div(\n add(mul(prev, period - 1, constants.DECIMALS), value),\n period,\n constants.DECIMALS,\n )\n return prev\n }\n },\n defaultRMAOptions,\n)\n\nexport { rma as rollingMovingAverage }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, div, eq, gt, mul, sub } from 'dnum'\nimport { rma } from '../trend/rollingMovingAverage'\n\nexport interface RSIOptions {\n period: number\n}\n\nexport const defaultRSIOptions: RSIOptions = {\n period: 14,\n}\n\n/*\n Relative Strength Index (RSI). It is a momentum indicator that measures the magnitude of\n * recent price changes to evaluate overbought and oversold conditions\n * using the given window period.\n \n RS = Average Gain / Average Loss\n \n RSI = 100 - (100 / (1 + RS))\n /\nexport const rsi = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const gainProc = rma.create({ period })\n const lossProc = rma.create({ period })\n let prev: Dnum \| undefined\n\n return (value: Numberish) => {\n const price = toDnum(value)\n\n if (prev === undefined) {\n prev = price\n gainProc(constants.ZERO)\n lossProc(constants.ZERO)\n return constants.ZERO\n }\n\n const change = sub(price, prev)\n prev = price\n\n const gain = gt(change, 0) ? change : constants.ZERO\n const loss = gt(change, 0) ? constants.ZERO : mul(change, -1, constants.DECIMALS)\n\n const avgGain = gainProc(gain)\n const avgLoss = lossProc(loss)\n\n if (eq(avgLoss, 0)) {\n return constants.HUNDRED\n }\n\n const rs = div(avgGain, avgLoss, constants.DECIMALS)\n return sub(100, div(100, add(1, rs), constants.DECIMALS))\n }\n },\n defaultRSIOptions,\n)\n\nexport { rsi as relativeStrengthIndex }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { div, eq, mul, sub } from 'dnum'\nimport { mmax } from '../trend/movingMax'\nimport { mmin } from '../trend/movingMin'\nimport { sma } from '../trend/simpleMovingAverage'\n\nexport interface StochasticOscillatorOptions {\n /* The %k period /\n kPeriod: number\n /* The %k slowing period /\n slowingPeriod: number\n /* The %d period /\n dPeriod: number\n}\n\nexport const defaultStochasticOscillatorOptions: StochasticOscillatorOptions = {\n kPeriod: 14,\n slowingPeriod: 1,\n dPeriod: 3,\n}\n\nexport interface StochPoint {\n k: Dnum\n d: Dnum\n}\n\n/\n Stochastic Oscillator\n \n %K = ((Close - Lowest Low) / (Highest High - Lowest Low)) * 100\n * %D = SMA(%K, dPeriod)\n /\nexport const stoch = createSignal(\n ({ kPeriod, slowingPeriod, dPeriod }) => {\n assert(Number.isInteger(kPeriod) && kPeriod >= 1, new RangeError(`Expected kPeriod to be a positive integer, got ${kPeriod}`))\n assert(Number.isInteger(slowingPeriod) && slowingPeriod >= 1, new RangeError(`Expected slowingPeriod to be a positive integer, got ${slowingPeriod}`))\n assert(Number.isInteger(dPeriod) && dPeriod >= 1, new RangeError(`Expected dPeriod to be a positive integer, got ${dPeriod}`))\n const mmaxProc = mmax.create({ period: kPeriod })\n const mminProc = mmin.create({ period: kPeriod })\n const slowingProc = slowingPeriod > 1 ? sma.create({ period: slowingPeriod }) : null\n const dProc = sma.create({ period: dPeriod })\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n const c = toDnum(bar.c)\n\n const highestHigh = mmaxProc(h)\n const lowestLow = mminProc(l)\n\n const range = sub(highestHigh, lowestLow, constants.DECIMALS)\n const rawK = eq(range, 0) ? constants.ZERO : mul(div(sub(c, lowestLow, constants.DECIMALS), range, constants.DECIMALS), 100, constants.DECIMALS)\n const k = slowingProc ? slowingProc(rawK) : rawK\n return { k, d: dProc(k) }\n }\n },\n defaultStochasticOscillatorOptions,\n)\n\nexport { stoch as stochasticOscillator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { div, eq, mul, sub } from 'dnum'\nimport { mmax } from '../trend/movingMax'\nimport { mmin } from '../trend/movingMin'\n\nexport interface WilliamsROptions {\n /* Lookback period /\n period: number\n}\n\nexport const defaultWilliamsROptions: WilliamsROptions = {\n period: 14,\n}\n\n/\n Williams %R (WILLR)\n \n A momentum indicator that measures overbought and oversold conditions.\n * It shows the relationship between the closing price and the highest high / lowest low\n * over a specified period.\n \n Formula:\n * - %R = -100 × (Highest High - Close) / (Highest High - Lowest Low)\n \n Range: -100 to 0\n * - Above -20: Overbought\n * - Below -80: Oversold\n \n @param source - Iterable of candle data with high, low, and close\n * @param options - Configuration options\n * @param options.period - Lookback period (default: 14)\n * @returns Generator yielding Williams %R values as Dnum\n /\nexport const willr = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const mmaxProc = mmax.create({ period })\n const mminProc = mmin.create({ period })\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n const c = toDnum(bar.c)\n\n const highestHigh = mmaxProc(h)\n const lowestLow = mminProc(l)\n\n const range = sub(highestHigh, lowestLow, constants.DECIMALS)\n return eq(range, 0)\n ? constants.ZERO\n : mul(div(sub(highestHigh, c, constants.DECIMALS), range, constants.DECIMALS), -100, constants.DECIMALS)\n }\n },\n defaultWilliamsROptions,\n)\n\nexport { willr as williamsR }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { divide, gt, lt, multiply, subtract } from 'dnum'\n\nexport interface AroonOptions {\n period: number\n}\n\nexport const defaultAroonOptions: AroonOptions = {\n period: 25,\n}\n\nexport interface AroonPoint {\n up: Dnum\n down: Dnum\n oscillator: Dnum\n}\n\n/\n Aroon Indicator\n \n Aroon Up = ((period - days since highest high) / period) * 100\n * Aroon Down = ((period - days since lowest low) / period) * 100\n * Oscillator = Aroon Up - Aroon Down\n /\nexport const aroon = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const highBuffer: Dnum[] = []\n const lowBuffer: Dnum[] = []\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n\n highBuffer.push(h)\n lowBuffer.push(l)\n if (highBuffer.length > period + 1)\n highBuffer.shift()\n if (lowBuffer.length > period + 1)\n lowBuffer.shift()\n\n let highestIdx = 0\n let lowestIdx = 0\n for (let j = 1; j < highBuffer.length; j++) {\n if (!gt(highBuffer[highestIdx], highBuffer[j]))\n highestIdx = j\n if (!lt(lowBuffer[lowestIdx], lowBuffer[j]))\n lowestIdx = j\n }\n\n const daysSinceHigh = highBuffer.length - 1 - highestIdx\n const daysSinceLow = lowBuffer.length - 1 - lowestIdx\n\n const periodDnum = toDnum(period)\n const up = divide(multiply(toDnum(period - daysSinceHigh), 100, constants.DECIMALS), periodDnum, constants.DECIMALS)\n const down = divide(multiply(toDnum(period - daysSinceLow), 100, constants.DECIMALS), periodDnum, constants.DECIMALS)\n\n return {\n up,\n down,\n oscillator: subtract(up, down),\n }\n }\n },\n defaultAroonOptions,\n)\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { divide, equal, subtract } from 'dnum'\n\nexport const bop = createSignal(\n () => {\n return (bar: RequiredProperties<CandleData, 'o' \| 'h' \| 'l' \| 'c'>) => {\n const o = toDnum(bar.o)\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n const c = toDnum(bar.c)\n const range = subtract(h, l)\n if (equal(range, 0)) {\n return constants.ZERO\n }\n return divide(subtract(c, o), range, constants.DECIMALS)\n }\n },\n)\n\nexport { bop as balanceOfPower }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, divide, equal, multiply, subtract } from 'dnum'\n\nexport interface ChandeForecastOscillatorOptions {\n /\n The period for linear regression\n * @default 14\n /\n period: number\n}\n\nexport const defaultCFOOptions: ChandeForecastOscillatorOptions = {\n period: 14,\n}\n\n/\n Chande Forecast Oscillator (CFO)\n \n Measures the percentage difference between the actual close price and the\n * n-period linear regression forecast price. Positive values indicate bullish\n * momentum (price above forecast), negative values indicate bearish momentum.\n \n Formula: CFO = ((Close - Forecast) / Close) * 100\n * Where: Forecast = Linear regression value at current point\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.period - The period for linear regression (default: 14)\n * @returns Generator yielding CFO values as percentages\n /\nexport const cfo = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: Dnum[] = []\n\n return (value: Numberish) => {\n buffer.push(toDnum(value))\n if (buffer.length > period)\n buffer.shift()\n\n const n = buffer.length\n if (n < 2) {\n return constants.ZERO\n }\n\n // Precompute X-related sums as plain integers\n const xSum = n (n + 1) / 2\n const x2Sum = n * (n + 1) * (2 * n + 1) / 6\n const denom = n * x2Sum - xSum * xSum\n\n // Compute Y-dependent sums (keep all Dnum at 18 decimals)\n let sumY: Dnum = constants.ZERO\n let sumXY: Dnum = constants.ZERO\n for (let i = 0; i < n; i++) {\n sumY = add(sumY, buffer[i])\n sumXY = add(sumXY, multiply(buffer[i], i + 1))\n }\n\n // slope = (n * SUM(XY) - SUM(X) * SUM(Y)) / denom\n const num = subtract(multiply(sumXY, n), multiply(sumY, xSum))\n const slope = divide(num, denom, constants.DECIMALS)\n\n // intercept = (SUM(Y) - slope * SUM(X)) / n\n const intercept = divide(subtract(sumY, multiply(slope, xSum)), n, constants.DECIMALS)\n\n // forecast = slope * n + intercept\n const forecast = add(multiply(slope, n), intercept)\n\n const close = buffer[n - 1]\n if (equal(close, 0)) {\n return constants.ZERO\n }\n\n return divide(multiply(subtract(close, forecast), 100), close, constants.DECIMALS)\n }\n },\n defaultCFOOptions,\n)\n\nexport { cfo as chandeForecastOscillator }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { mul, sub } from 'dnum'\nimport { ema } from './exponentialMovingAverage'\n\nexport interface DoubleExponentialMovingAverageOptions {\n period: number\n}\n\nexport const defaultDoubleExponentialMovingAverageOptions: DoubleExponentialMovingAverageOptions = {\n period: 12,\n}\n\n/*\n Double Exponential Moving Average (DEMA)\n \n DEMA reduces lag compared to a traditional EMA by applying the formula:\n * DEMA = 2 * EMA(data, period) - EMA(EMA(data, period), period)\n \n @param source - Iterable of input values\n * @param options - Configuration options\n * @param options.period - The lookback period (default: 12)\n * @returns Generator yielding DEMA values\n /\nexport const dema = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const ema1 = ema.create({ period })\n const ema2 = ema.create({ period })\n return (value: Numberish) => {\n const e1 = ema1(value)\n const e2 = ema2(e1)\n return sub(mul(e1, 2, 18), e2)\n }\n },\n defaultDoubleExponentialMovingAverageOptions,\n)\n\nexport { dema as doubleExponentialMovingAverage }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { add, div, from } from 'dnum'\nimport { mmax } from './movingMax'\nimport { mmin } from './movingMin'\n\nexport interface IchimokuCloudOptions {\n /* Conversion line period /\n conversionPeriod: number\n /* Base line period /\n basePeriod: number\n /* Leading span B period /\n leadingBPeriod: number\n}\n\nexport const defaultIchimokuCloudOptions: IchimokuCloudOptions = {\n conversionPeriod: 9,\n basePeriod: 26,\n leadingBPeriod: 52,\n}\n\nexport interface IchimokuCloudPoint {\n conversion: Dnum\n base: Dnum\n leadingA: Dnum\n leadingB: Dnum\n lagging: Dnum\n}\n\n/\n Ichimoku Cloud (Ichimoku Kinko Hyo)\n \n Computes raw values for each component. Displacement (shifting\n * Leading Spans forward and Lagging Span backward on the chart)\n * is a presentation concern left to the consumer.\n \n - Conversion (Tenkan-sen): (highest high + lowest low) / 2 over conversionPeriod\n * - Base (Kijun-sen): (highest high + lowest low) / 2 over basePeriod\n * - Leading Span A (Senkou A): (conversion + base) / 2\n * - Leading Span B (Senkou B): (highest high + lowest low) / 2 over leadingBPeriod\n * - Lagging (Chikou): current close price\n /\nexport const ichimokuCloud = createSignal(\n ({ conversionPeriod, basePeriod, leadingBPeriod }) => {\n assert(Number.isInteger(conversionPeriod) && conversionPeriod >= 1, new RangeError(`Expected conversionPeriod to be a positive integer, got ${conversionPeriod}`))\n assert(Number.isInteger(basePeriod) && basePeriod >= 1, new RangeError(`Expected basePeriod to be a positive integer, got ${basePeriod}`))\n assert(Number.isInteger(leadingBPeriod) && leadingBPeriod >= 1, new RangeError(`Expected leadingBPeriod to be a positive integer, got ${leadingBPeriod}`))\n const convHighProc = mmax.create({ period: conversionPeriod })\n const convLowProc = mmin.create({ period: conversionPeriod })\n const baseHighProc = mmax.create({ period: basePeriod })\n const baseLowProc = mmin.create({ period: basePeriod })\n const leadBHighProc = mmax.create({ period: leadingBPeriod })\n const leadBLowProc = mmin.create({ period: leadingBPeriod })\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = from(bar.h, 18)\n const l = from(bar.l, 18)\n\n const conversion = div(add(convHighProc(h), convLowProc(l)), 2, 18)\n const base = div(add(baseHighProc(h), baseLowProc(l)), 2, 18)\n const leadingA = div(add(conversion, base), 2, 18)\n const leadingB = div(add(leadBHighProc(h), leadBLowProc(l)), 2, 18)\n\n return { conversion, base, leadingA, leadingB, lagging: from(bar.c, 18) }\n }\n },\n defaultIchimokuCloudOptions,\n)\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { sub } from 'dnum'\nimport { ema } from './exponentialMovingAverage'\n\nexport interface MACDOptions {\n fastPeriod: number\n slowPeriod: number\n signalPeriod: number\n}\n\nexport const defaultMACDOptions: MACDOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n signalPeriod: 9,\n}\n\nexport interface MACDPoint {\n macd: Dnum\n signal: Dnum\n histogram: Dnum\n}\n\n/\n Moving Average Convergence Divergence (MACD)\n \n MACD is a trend-following momentum indicator that shows the relationship\n * between two exponential moving averages of prices. It consists of three components:\n * - MACD Line: Fast EMA - Slow EMA\n * - Signal Line: EMA of the MACD line\n * - Histogram: MACD - Signal\n \n Formula:\n * - MACD = EMA(fastPeriod, prices) - EMA(slowPeriod, prices)\n * - Signal = EMA(signalPeriod, MACD)\n * - Histogram = MACD - Signal\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.fastPeriod - Period for the fast EMA (default: 12)\n * @param options.slowPeriod - Period for the slow EMA (default: 26)\n * @param options.signalPeriod - Period for the signal EMA (default: 9)\n * @returns Generator yielding MACDPoint objects\n /\nexport const macd = createSignal(\n ({ fastPeriod, slowPeriod, signalPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n assert(Number.isInteger(signalPeriod) && signalPeriod >= 1, new RangeError(`Expected signalPeriod to be a positive integer, got ${signalPeriod}`))\n const fastProc = ema.create({ period: fastPeriod })\n const slowProc = ema.create({ period: slowPeriod })\n const signalProc = ema.create({ period: signalPeriod })\n return (value: Numberish) => {\n const fast = fastProc(value)\n const slow = slowProc(value)\n const m = sub(fast, slow)\n const sig = signalProc(m)\n return { macd: m, signal: sig, histogram: sub(m, sig) }\n }\n },\n defaultMACDOptions,\n)\n\nexport { macd as movingAverageConvergenceDivergence }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, subtract } from 'dnum'\n\nexport interface MovingSumOptions {\n period: number\n}\n\nexport const defaultMovingSumOptions: MovingSumOptions = {\n period: 4,\n}\n\n/\n Moving Sum\n \n Calculates the sum of values in a sliding window of the specified period.\n /\nexport const msum = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: Dnum[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let runningSum: Dnum = constants.ZERO\n\n return (value: Numberish) => {\n const v = toDnum(value)\n if (count < period) {\n buffer[count] = v\n runningSum = add(runningSum, v)\n count++\n }\n else {\n runningSum = subtract(runningSum, buffer[head])\n runningSum = add(runningSum, v)\n buffer[head] = v\n head = (head + 1) % period\n }\n return runningSum\n }\n },\n defaultMovingSumOptions,\n)\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, gt, lt, mul, sub } from 'dnum'\n\nexport interface ParabolicSarOptions {\n start: number\n increment: number\n max: number\n}\n\nexport const defaultParabolicSarOptions: ParabolicSarOptions = {\n start: 0.02,\n increment: 0.02,\n max: 0.2,\n}\n\nexport interface PSARPoint {\n psar: Dnum\n isUptrend: boolean\n}\n\n/\n Parabolic SAR (Stop and Reverse)\n \n Developed by J. Welles Wilder Jr. in 1978, the Parabolic SAR is a\n * trend-following indicator that provides potential entry and exit points.\n * It appears as a series of dots above or below the price, indicating\n * the current trend direction and potential reversal points.\n \n Formula:\n * SAR_new = SAR_prev + AF * (EP - SAR_prev)\n \n Where:\n * AF = Acceleration Factor (starts at `start`, increments by `increment`\n * on each new EP, capped at `max`)\n * EP = Extreme Point (highest high in uptrend, lowest low in downtrend)\n \n The SAR is clamped to not exceed the two prior bars' price range.\n * A reversal occurs when price penetrates the SAR level.\n \n @param source - Iterable of candle data with high and low prices\n * @param options - Configuration options\n * @param options.start - Initial acceleration factor (default: 0.02)\n * @param options.increment - AF increment per new extreme (default: 0.02)\n * @param options.max - Maximum acceleration factor (default: 0.2)\n * @returns Generator yielding PSARPoint objects with `psar` value and `isUptrend` flag\n /\nexport const psar = createSignal(\n ({ start, increment, max }) => {\n assert(start > 0, new RangeError(`Expected start to be positive, got ${start}`))\n assert(increment > 0, new RangeError(`Expected increment to be positive, got ${increment}`))\n assert(max > 0 && max >= start, new RangeError(`Expected max to be positive and >= start, got ${max}`))\n\n let count = 0\n let isUptrend = true\n let sar: Dnum\n let ep: Dnum\n let af: Dnum\n let prevHigh: Dnum\n let prevLow: Dnum\n let prevPrevHigh: Dnum\n let prevPrevLow: Dnum\n\n const afStart = toDnum(start)\n const afIncrement = toDnum(increment)\n const afMax = toDnum(max)\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n count++\n\n // Bar 1: initialization\n if (count === 1) {\n isUptrend = true\n sar = l\n ep = h\n af = afStart\n prevHigh = h\n prevLow = l\n prevPrevHigh = h\n prevPrevLow = l\n return { psar: sar, isUptrend }\n }\n\n // Bar 2: determine initial trend\n if (count === 2) {\n if (gt(h, prevHigh)) {\n isUptrend = true\n sar = prevLow\n ep = h\n }\n else {\n isUptrend = false\n sar = prevHigh\n ep = l\n }\n af = afStart\n prevPrevHigh = prevHigh\n prevPrevLow = prevLow\n prevHigh = h\n prevLow = l\n return { psar: sar, isUptrend }\n }\n\n // Bar 3+: standard computation\n // Step A: calculate next SAR\n let nextSar = add(sar, mul(af, sub(ep, sar), constants.DECIMALS))\n\n // Step B: clamp SAR\n if (isUptrend) {\n if (gt(nextSar, prevLow))\n nextSar = prevLow\n if (gt(nextSar, prevPrevLow))\n nextSar = prevPrevLow\n }\n else {\n if (lt(nextSar, prevHigh))\n nextSar = prevHigh\n if (lt(nextSar, prevPrevHigh))\n nextSar = prevPrevHigh\n }\n\n sar = nextSar\n\n // Step C: check for reversal\n let reversed = false\n if (isUptrend && lt(l, sar)) {\n isUptrend = false\n sar = ep\n ep = l\n af = afStart\n reversed = true\n }\n else if (!isUptrend && gt(h, sar)) {\n isUptrend = true\n sar = ep\n ep = h\n af = afStart\n reversed = true\n }\n\n // Step D: update EP and AF (only if no reversal)\n if (!reversed) {\n if (isUptrend && gt(h, ep)) {\n ep = h\n const newAf = add(af, afIncrement)\n af = gt(newAf, afMax) ? afMax : newAf\n }\n else if (!isUptrend && lt(l, ep)) {\n ep = l\n const newAf = add(af, afIncrement)\n af = gt(newAf, afMax) ? afMax : newAf\n }\n }\n\n // Step E: update prev tracking\n prevPrevHigh = prevHigh\n prevPrevLow = prevLow\n prevHigh = h\n prevLow = l\n\n return { psar: sar, isUptrend }\n }\n },\n defaultParabolicSarOptions,\n)\n\nexport { psar as parabolicSar }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, divide, subtract } from 'dnum'\n\nexport interface QstickOptions {\n /\n The period for calculating the moving average of (Close - Open)\n * @default 14\n /\n period: number\n}\n\nexport const defaultQstickOptions: QstickOptions = {\n period: 14,\n}\n\n/\n Qstick Indicator\n \n Developed by Tushar Chande, the Qstick indicator measures the average\n * difference between closing and opening prices over a specified period.\n * It quantifies buying and selling pressure using a simple moving average\n * of (Close - Open).\n \n Formula: Qstick = SMA(Close - Open, period)\n \n Interpretation:\n * - Positive values indicate buying pressure (closes above opens)\n * - Negative values indicate selling pressure (closes below opens)\n * - Zero-line crossovers can signal trend changes\n \n @param source - Iterable of candle data with open and close prices\n * @param options - Configuration options\n * @param options.period - The period for the SMA calculation (default: 14)\n * @returns Generator yielding Qstick values as Dnum\n /\nexport const qstick = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n\n const buffer: Dnum[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let runningSum: Dnum = constants.ZERO\n\n return (bar: RequiredProperties<CandleData, 'o' \| 'c'>) => {\n const diff = subtract(toDnum(bar.c), toDnum(bar.o))\n\n if (count < period) {\n buffer[count] = diff\n runningSum = add(runningSum, diff)\n count++\n }\n else {\n runningSum = subtract(runningSum, buffer[head])\n runningSum = add(runningSum, diff)\n buffer[head] = diff\n head = (head + 1) % period\n }\n\n return divide(runningSum, count, constants.DECIMALS)\n }\n },\n defaultQstickOptions,\n)\n\nexport { qstick as qstickIndicator }\n","import type { Dnum, Numberish } from 'dnum'\nimport { constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, equal } from 'dnum'\n\n/\n Since Change\n \n Counts the number of periods since the input value last changed.\n * When the value changes, the counter resets to 0. When the value\n * remains the same, the counter increments by 1 each period.\n \n Example:\n * Input: [1, 1, 1, 2, 2, 3, 3, 3, 3]\n * Output: [0, 1, 2, 0, 1, 0, 1, 2, 3]\n \n @param source - Iterable of values\n * @returns Generator yielding the number of periods since the last change\n /\nexport const since = createSignal(\n () => {\n let last: Dnum \| undefined\n let count: Dnum = constants.ZERO\n\n return (value: Numberish) => {\n const v = toDnum(value)\n\n if (last === undefined \|\| !equal(last, v)) {\n last = v\n count = constants.ZERO\n }\n else {\n count = add(count, constants.ONE)\n }\n\n return count\n }\n },\n)\n\nexport { since as sinceChange }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { sma } from './simpleMovingAverage'\n\nexport interface TriangularMovingAverageOptions {\n period: number\n}\n\nexport const defaultTriangularMovingAverageOptions: TriangularMovingAverageOptions = {\n period: 4,\n}\n\nexport const trima = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n let n1: number\n let n2: number\n\n if (period % 2 === 0) {\n n1 = period / 2\n n2 = n1 + 1\n }\n else {\n n1 = (period + 1) / 2\n n2 = n1\n }\n\n const sma1 = sma.create({ period: n2 })\n const sma2 = sma.create({ period: n1 })\n\n return (value: Numberish) => {\n const s1 = sma1(value)\n return sma2(s1)\n }\n },\n defaultTriangularMovingAverageOptions,\n)\n\nexport { trima as triangularMovingAverage }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, constants, createSignal } from '@vulcan-js/core'\nimport { divide, multiply, subtract } from 'dnum'\nimport { ema } from './exponentialMovingAverage'\n\nexport interface TripleExponentialAverageOptions {\n period: number\n}\n\nexport const defaultTripleExponentialAverageOptions: TripleExponentialAverageOptions = {\n period: 15,\n}\n\n/\n Triple Exponential Average (TRIX)\n \n TRIX is a momentum oscillator that displays the percentage rate of change\n * of a triple exponentially smoothed moving average. It oscillates around zero,\n * filtering out insignificant price movements.\n \n TRIX = (EMA3_current - EMA3_previous) / EMA3_previous * 100\n \n Where EMA3 = EMA(EMA(EMA(source, period), period), period)\n \n @param source - Iterable of input values\n * @param options - Configuration options\n * @param options.period - The lookback period (default: 15)\n * @returns Generator yielding TRIX values as percentages\n /\nexport const trix = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const ema1 = ema.create({ period })\n const ema2 = ema.create({ period })\n const ema3 = ema.create({ period })\n let prevEma3: Dnum \| null = null\n return (value: Numberish) => {\n const e1 = ema1(value)\n const e2 = ema2(e1)\n const e3 = ema3(e2)\n if (prevEma3 === null) {\n prevEma3 = e3\n return constants.ZERO\n }\n const result = multiply(divide(subtract(e3, prevEma3), prevEma3, constants.DECIMALS), 100, constants.DECIMALS)\n prevEma3 = e3\n return result\n }\n },\n defaultTripleExponentialAverageOptions,\n)\n\nexport { trix as tripleExponentialAverage }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { add, mul, sub } from 'dnum'\nimport { ema } from './exponentialMovingAverage'\n\nexport interface TripleExponentialMovingAverageOptions {\n period: number\n}\n\nexport const defaultTripleExponentialMovingAverageOptions: TripleExponentialMovingAverageOptions = {\n period: 12,\n}\n\n/\n Triple Exponential Moving Average (TEMA)\n \n TEMA further reduces lag compared to DEMA by applying the formula:\n * TEMA = 3 * EMA(data, period) - 3 * EMA(EMA(data, period), period) + EMA(EMA(EMA(data, period), period), period)\n \n @param source - Iterable of input values\n * @param options - Configuration options\n * @param options.period - The lookback period (default: 12)\n * @returns Generator yielding TEMA values\n /\nexport const tema = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const ema1 = ema.create({ period })\n const ema2 = ema.create({ period })\n const ema3 = ema.create({ period })\n return (value: Numberish) => {\n const e1 = ema1(value)\n const e2 = ema2(e1)\n const e3 = ema3(e2)\n // TEMA = 3 EMA1 - 3 * EMA2 + EMA3\n return add(sub(mul(e1, 3, 18), mul(e2, 3, 18)), e3)\n }\n },\n defaultTripleExponentialMovingAverageOptions,\n)\n\nexport { tema as tripleExponentialMovingAverage }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { createSignal } from '@vulcan-js/core'\nimport { add, divide, from } from 'dnum'\n\n/*\n Typical Price\n \n The Typical Price is a simple average of the high, low, and close prices\n * for a given period. It provides a single representative price for each bar\n * and is commonly used as input for other indicators such as CCI and MFI.\n \n Formula: Typical Price = (High + Low + Close) / 3\n \n @param source - Iterable of candle data with high, low, and close prices\n * @returns Generator yielding Typical Price values as Dnum\n /\nexport const typicalPrice = createSignal(\n () => {\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = from(bar.h, 18)\n const l = from(bar.l, 18)\n const c = from(bar.c, 18)\n\n return divide(add(add(h, l), c), 3, 18)\n }\n },\n)\n\nexport { typicalPrice as typicalPriceIndicator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { add, divide, multiply, subtract } from 'dnum'\n\nexport interface VwmaOptions {\n /\n The number of periods for calculating the volume weighted moving average\n * @default 20\n /\n period: number\n}\n\nexport const defaultVwmaOptions: VwmaOptions = {\n period: 20,\n}\n\n/\n Volume Weighted Moving Average (VWMA)\n \n VWMA weights each price by its corresponding volume, giving more\n * influence to prices with higher trading activity. It is useful for\n * confirming trends and identifying divergences between price and volume.\n \n Formula: VWMA = Sum(Close × Volume, period) / Sum(Volume, period)\n \n Interpretation:\n * - When VWMA is below price, it suggests bullish sentiment (higher volume at higher prices)\n * - When VWMA is above price, it suggests bearish sentiment (higher volume at lower prices)\n * - Crossovers with SMA can signal volume-confirmed trend changes\n \n @param source - Iterable of candle data with close price and volume\n * @param options - Configuration options\n * @param options.period - The number of periods (default: 20)\n * @returns Generator yielding VWMA values as Dnum\n /\nexport const vwma = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n\n const pvBuffer: Dnum[] = Array.from({ length: period })\n const vBuffer: Dnum[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let pvSum: Dnum = constants.ZERO\n let vSum: Dnum = constants.ZERO\n\n return (bar: RequiredProperties<CandleData, 'c' \| 'v'>) => {\n const close = toDnum(bar.c)\n const volume = toDnum(bar.v)\n const pv = multiply(close, volume, constants.DECIMALS)\n\n if (count < period) {\n pvBuffer[count] = pv\n vBuffer[count] = volume\n pvSum = add(pvSum, pv)\n vSum = add(vSum, volume)\n count++\n }\n else {\n pvSum = subtract(pvSum, pvBuffer[head])\n vSum = subtract(vSum, vBuffer[head])\n pvBuffer[head] = pv\n vBuffer[head] = volume\n pvSum = add(pvSum, pv)\n vSum = add(vSum, volume)\n head = (head + 1) % period\n }\n\n return divide(pvSum, vSum, constants.DECIMALS)\n }\n },\n defaultVwmaOptions,\n)\n\nexport { vwma as volumeWeightedMovingAverage }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, constants, createSignal, toDnum } from '@vulcan-js/core'\nimport { abs, add, divide, gt, subtract } from 'dnum'\n\nexport interface VortexOptions {\n period: number\n}\n\nexport const defaultVortexOptions: VortexOptions = {\n period: 14,\n}\n\nexport interface VortexPoint {\n plus: Dnum\n minus: Dnum\n}\n\n/\n Vortex Indicator (VI)\n \n Identifies trend direction and potential reversals using two oscillating lines (VI+ and VI-).\n \n VM+(i) = \|High(i) - Low(i-1)\|\n * VM-(i) = \|Low(i) - High(i-1)\|\n * TR(i) = max(High(i) - Low(i), \|High(i) - Close(i-1)\|, \|Low(i) - Close(i-1)\|)\n * VI+ = SUM(VM+, period) / SUM(TR, period)\n * VI- = SUM(VM-, period) / SUM(TR, period)\n /\nexport const vortex = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n\n const vmPlusBuffer: Dnum[] = Array.from({ length: period })\n const vmMinusBuffer: Dnum[] = Array.from({ length: period })\n const trBuffer: Dnum[] = Array.from({ length: period })\n\n let head = 0\n let count = 0\n let sumVmPlus: Dnum = constants.ZERO\n let sumVmMinus: Dnum = constants.ZERO\n let sumTr: Dnum = constants.ZERO\n\n let prevHigh: Dnum \| null = null\n let prevLow: Dnum \| null = null\n let prevClose: Dnum \| null = null\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = toDnum(bar.h)\n const l = toDnum(bar.l)\n const c = toDnum(bar.c)\n\n if (prevHigh === null \|\| prevLow === null \|\| prevClose === null) {\n prevHigh = h\n prevLow = l\n prevClose = c\n return { plus: constants.ZERO, minus: constants.ZERO }\n }\n\n const vmPlus = abs(subtract(h, prevLow))\n const vmMinus = abs(subtract(l, prevHigh))\n\n const hl = subtract(h, l)\n const hpc = abs(subtract(h, prevClose))\n const lpc = abs(subtract(l, prevClose))\n let tr = hl\n if (gt(hpc, tr))\n tr = hpc\n if (gt(lpc, tr))\n tr = lpc\n\n if (count < period) {\n vmPlusBuffer[count] = vmPlus\n vmMinusBuffer[count] = vmMinus\n trBuffer[count] = tr\n sumVmPlus = add(sumVmPlus, vmPlus)\n sumVmMinus = add(sumVmMinus, vmMinus)\n sumTr = add(sumTr, tr)\n count++\n }\n else {\n sumVmPlus = subtract(sumVmPlus, vmPlusBuffer[head])\n sumVmMinus = subtract(sumVmMinus, vmMinusBuffer[head])\n sumTr = subtract(sumTr, trBuffer[head])\n vmPlusBuffer[head] = vmPlus\n vmMinusBuffer[head] = vmMinus\n trBuffer[head] = tr\n sumVmPlus = add(sumVmPlus, vmPlus)\n sumVmMinus = add(sumVmMinus, vmMinus)\n sumTr = add(sumTr, tr)\n head = (head + 1) % period\n }\n\n prevHigh = h\n prevLow = l\n prevClose = c\n\n return {\n plus: divide(sumVmPlus, sumTr, constants.DECIMALS),\n minus: divide(sumVmMinus, sumTr, constants.DECIMALS),\n }\n }\n },\n defaultVortexOptions,\n)\n\nexport { vortex as vortexIndicator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal } from '@vulcan-js/core'\nimport { divide, from, subtract } from 'dnum'\nimport { ema } from '../trend/exponentialMovingAverage'\nimport { msum } from '../trend/movingSum'\n\nexport interface MassIndexOptions {\n /\n The period for EMA smoothing of the high-low range\n * @default 9\n /\n emaPeriod: number\n /\n The period for the moving sum of the EMA ratio\n * @default 25\n /\n miPeriod: number\n}\n\nexport const defaultMassIndexOptions: MassIndexOptions = {\n emaPeriod: 9,\n miPeriod: 25,\n}\n\n/\n Mass Index (MI)\n \n Developed by Donald Dorsey, the Mass Index uses the high-low range\n * to identify trend reversals based on range expansions. A \"reversal bulge\"\n * occurs when the Mass Index rises above 27 and then falls below 26.5.\n \n Formula:\n * Range = High - Low\n * EMA1 = EMA(Range, emaPeriod)\n * EMA2 = EMA(EMA1, emaPeriod)\n * Ratio = EMA1 / EMA2\n * MI = MovingSum(Ratio, miPeriod)\n \n @param source - Iterable of OHLC candle data (requires high and low)\n * @param options - Configuration options\n * @param options.emaPeriod - The EMA smoothing period (default: 9)\n * @param options.miPeriod - The moving sum period (default: 25)\n * @returns Generator yielding Mass Index values\n */\nexport const mi = createSignal(\n ({ emaPeriod, miPeriod }) => {\n assert(Number.isInteger(emaPeriod) && emaPeriod >= 1, new RangeError(`Expected emaPeriod to be a positive integer, got ${emaPeriod}`))\n assert(Number.isInteger(miPeriod) && miPeriod >= 1, new RangeError(`Expected miPeriod to be a positive integer, got ${miPeriod}`))\n const ema1Proc = ema.create({ period: emaPeriod })\n const ema2Proc = ema.create({ period: emaPeriod })\n const msumProc = msum.create({ period: miPeriod })\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const range = subtract(from(bar.h, 18), from(bar.l, 18))\n const e1 = ema1Proc(range)\n const e2 = ema2Proc(e1)\n const ratio = divide(e1, e2, 18)\n return msumProc(ratio)\n }\n },\n defaultMassIndexOptions,\n)\n\nexport { mi as massIndex 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1	+ {"version":3,"file":"index.js","names":["ad","mmax","mmin","msum","rma","sma","prim.ewma","prim.sma","prim.ad","prim.ewma","prim.ewma","prim.ewma","prim.mmax","prim.mmin","prim.rma","prim.mmax","prim.mmin","prim.sma","prim.mmax","prim.mmin","prim.ewma","prim.ewma","prim.mmax","prim.mmin","prim.ewma","prim.mmax","prim.mmin","prim.msum","prim.rma","prim.sma","prim.sma","prim.ewma","prim.ewma","prim.ewma","prim.msum","prim.ad"],"sources":["../src/primitives/ad.ts","../src/primitives/ewma.ts","../src/primitives/mmax.ts","../src/primitives/mmin.ts","../src/primitives/msum.ts","../src/primitives/rma.ts","../src/primitives/sma.ts","../src/momentum/absolutePriceOscillator.ts","../src/momentum/awesomeOscillator.ts","../src/momentum/chaikinOscillator.ts","../src/momentum/commodityChannelIndex.ts","../src/momentum/percentagePriceOscillator.ts","../src/momentum/percentageVolumeOscillator.ts","../src/momentum/priceRateOfChange.ts","../src/momentum/randomIndex.ts","../src/momentum/relativeStrengthIndex.ts","../src/momentum/stochasticOscillator.ts","../src/momentum/williamsR.ts","../src/trend/aroon.ts","../src/trend/balanceOfPower.ts","../src/trend/chandeForecastOscillator.ts","../src/trend/doubleExponentialMovingAverage.ts","../src/trend/exponentialMovingAverage.ts","../src/trend/ichimokuCloud.ts","../src/trend/macd.ts","../src/trend/movingMax.ts","../src/trend/movingMin.ts","../src/trend/movingSum.ts","../src/trend/parabolicSar.ts","../src/trend/qstick.ts","../src/trend/rollingMovingAverage.ts","../src/trend/simpleMovingAverage.ts","../src/trend/sinceChange.ts","../src/trend/triangularMovingAverage.ts","../src/trend/tripleExponentialAverage.ts","../src/trend/tripleExponentialMovingAverage.ts","../src/trend/typicalPrice.ts","../src/trend/volumeWeightedMovingAverage.ts","../src/trend/vortex.ts","../src/volatility/massIndex.ts","../src/volume/accumulationDistribution.ts"],"sourcesContent":["import { fp18 } from '@vulcan-js/core'\n\n/*\n Create an accumulation/distribution processor.\n \n MFM = ((C - L) - (H - C)) / (H - L)\n * MFV = MFM * Volume\n * AD = Previous AD + MFV\n /\nexport function ad(): (h: bigint, l: bigint, c: bigint, v: bigint) => bigint {\n let prevAD = fp18.ZERO\n\n return (h: bigint, l: bigint, c: bigint, v: bigint): bigint => {\n const range = h - l\n // When high equals low, the range is zero and MFM is undefined; treat as 0\n const mfm = range === fp18.ZERO\n ? fp18.ZERO\n : fp18.div((c - l) - (h - c), range)\n const mfv = fp18.mul(mfm, v)\n prevAD += mfv\n return prevAD\n }\n}\n","import { fp18 } from '@vulcan-js/core'\n\n/\n Create an exponentially weighted moving average (EWMA) processor.\n \n new = value * k + prev * (1 - k)\n \n @param k - Smoothing factor as fp18 bigint\n /\nexport function ewma(k: bigint): (value: bigint) => bigint {\n const m = fp18.ONE - k\n let prev: bigint \| undefined\n return (value: bigint): bigint => {\n if (prev === undefined) {\n prev = value\n return prev\n }\n prev = (value k + prev * m) / fp18.SCALE\n return prev\n }\n}\n\n/** Compute EMA smoothing factor: k = 2 / (period + 1) /\newma.k = (period: number): bigint => fp18.div(fp18.TWO, BigInt(1 + period) fp18.SCALE)\n","import { assert } from '@vulcan-js/core'\n\n/*\n Create a moving maximum processor.\n \n Tracks the maximum value in a sliding window of `period` values.\n /\nexport function mmax(period: number): (value: bigint) => bigint {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: bigint[] = []\n\n return (value: bigint): bigint => {\n buffer.push(value)\n if (buffer.length > period)\n buffer.shift()\n return buffer.reduce((max, cur) => cur > max ? cur : max)\n }\n}\n","import { assert } from '@vulcan-js/core'\n\n/\n Create a moving minimum processor.\n \n Tracks the minimum value in a sliding window of `period` values.\n /\nexport function mmin(period: number): (value: bigint) => bigint {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: bigint[] = []\n\n return (value: bigint): bigint => {\n buffer.push(value)\n if (buffer.length > period)\n buffer.shift()\n return buffer.reduce((min, cur) => cur < min ? cur : min)\n }\n}\n","import { assert, fp18 } from '@vulcan-js/core'\n\n/\n Create a moving sum processor.\n \n Uses a ring buffer to maintain a sliding window of `period` values.\n /\nexport function msum(period: number): (value: bigint) => bigint {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: bigint[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let runningSum = fp18.ZERO\n\n return (value: bigint): bigint => {\n if (count < period) {\n buffer[count] = value\n runningSum += value\n count++\n }\n else {\n runningSum = runningSum - buffer[head] + value\n buffer[head] = value\n head = (head + 1) % period\n }\n return runningSum\n }\n}\n","import { assert, fp18 } from '@vulcan-js/core'\n\n/\n Create a rolling moving average (RMA) processor.\n \n Warm-up: running SMA for the first `period` values.\n * After: R[i] = (R[i-1] * (period - 1) + value) / period\n /\nexport function rma(period: number): (value: bigint) => bigint {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const periodBig = BigInt(period)\n let count = 0\n let sum = fp18.ZERO\n let prev = fp18.ZERO\n\n return (value: bigint): bigint => {\n if (count < period) {\n sum += value\n count++\n prev = sum / BigInt(count)\n return prev\n }\n prev = (prev (periodBig - 1n) + value) / periodBig\n return prev\n }\n}\n","import { assert, fp18 } from '@vulcan-js/core'\n\n/*\n Create a simple moving average (SMA) processor.\n \n Uses a ring buffer to maintain a sliding window of `period` values.\n * Returns the running average (sum / count) during warm-up.\n /\nexport function sma(period: number): (value: bigint) => bigint {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: bigint[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let runningSum = fp18.ZERO\n\n return (value: bigint): bigint => {\n if (count < period) {\n buffer[count] = value\n runningSum += value\n count++\n }\n else {\n runningSum = runningSum - buffer[head] + value\n buffer[head] = value\n head = (head + 1) % period\n }\n return runningSum / BigInt(count)\n }\n}\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface AbsolutePriceOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n}\n\nexport const defaultAbsolutePriceOscillatorOptions: AbsolutePriceOscillatorOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n}\n\nexport const apo = createSignal(\n ({ fastPeriod, slowPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n const fastProc = prim.ewma(prim.ewma.k(fastPeriod))\n const slowProc = prim.ewma(prim.ewma.k(slowPeriod))\n return (value: Numberish) => {\n const v = fp18.toFp18(value)\n return fp18.toDnum(fastProc(v) - slowProc(v))\n }\n },\n defaultAbsolutePriceOscillatorOptions,\n)\n\nexport { apo as absolutePriceOscillator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface AwesomeOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n}\n\nexport const defaultAwesomeOscillatorOptions: AwesomeOscillatorOptions = {\n fastPeriod: 5,\n slowPeriod: 34,\n}\n\n/*\n Awesome Oscillator (AO)\n \n AO = SMA(median, fastPeriod) - SMA(median, slowPeriod)\n * Where median = (high + low) / 2\n /\nexport const ao = createSignal(\n ({ fastPeriod, slowPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n const fastProc = prim.sma(fastPeriod)\n const slowProc = prim.sma(slowPeriod)\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const median = (fp18.toFp18(bar.h) + fp18.toFp18(bar.l)) / 2n\n return fp18.toDnum(fastProc(median) - slowProc(median))\n }\n },\n defaultAwesomeOscillatorOptions,\n)\n\nexport { ao as awesomeOscillator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface ChaikinOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n}\n\nexport const defaultChaikinOscillatorOptions: ChaikinOscillatorOptions = {\n fastPeriod: 3,\n slowPeriod: 10,\n}\n\n/*\n The ChaikinOscillator function measures the momentum of the\n * Accumulation/Distribution (A/D) using the Moving Average\n * Convergence Divergence (MACD) formula. It takes the\n * difference between fast and slow periods EMA of the A/D.\n * Cross above the A/D line indicates bullish.\n \n CO = Ema(fastPeriod, AD) - Ema(slowPeriod, AD)\n /\nexport const cmo = createSignal(\n ({ fastPeriod, slowPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n const adProc = prim.ad()\n const fastProc = prim.ewma(prim.ewma.k(fastPeriod))\n const slowProc = prim.ewma(prim.ewma.k(slowPeriod))\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c' \| 'v'>) => {\n const adVal = adProc(\n fp18.toFp18(bar.h),\n fp18.toFp18(bar.l),\n fp18.toFp18(bar.c),\n fp18.toFp18(bar.v),\n )\n return fp18.toDnum(fastProc(adVal) - slowProc(adVal))\n }\n },\n defaultChaikinOscillatorOptions,\n)\n\nexport { cmo as chaikinOscillator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface CommodityChannelIndexOptions {\n /\n The period for CCI calculation\n * @default 20\n /\n period: number\n}\n\nexport const defaultCCIOptions: CommodityChannelIndexOptions = {\n period: 20,\n}\n\n// Lambert constant: 0.015 = 15 SCALE / 1000\nconst LAMBERT = 15n * fp18.SCALE / 1000n\n\n/*\n Commodity Channel Index (CCI)\n \n Developed by Donald Lambert in 1980, CCI measures the deviation of the\n * typical price from its simple moving average, normalized by mean deviation.\n * The constant 0.015 ensures approximately 70-80% of CCI values fall between\n * +100 and -100.\n \n Formula:\n * TP = (High + Low + Close) / 3\n * CCI = (TP - SMA(TP, period)) / (0.015 * Mean Deviation)\n * Mean Deviation = SUM(\|TP_i - SMA\|) / period\n \n @param source - Iterable of OHLC candle data\n * @param options - Configuration options\n * @param options.period - The period for CCI calculation (default: 20)\n * @returns Generator yielding CCI values\n /\nexport const cci = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: bigint[] = []\n const periodBig = BigInt(period)\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n const c = fp18.toFp18(bar.c)\n const tp = (h + l + c) / 3n\n\n buffer.push(tp)\n if (buffer.length > period)\n buffer.shift()\n\n const n = buffer.length\n if (n < period) {\n return fp18.toDnum(fp18.ZERO)\n }\n\n // SMA and Mean Deviation in a single pass\n let sum = fp18.ZERO\n for (const v of buffer) {\n sum += v\n }\n const smaVal = sum / periodBig\n\n let devSum = fp18.ZERO\n for (const v of buffer) {\n devSum += fp18.abs(v - smaVal)\n }\n const meanDev = devSum / periodBig\n\n if (meanDev === fp18.ZERO) {\n return fp18.toDnum(fp18.ZERO)\n }\n\n const currentTP = buffer[n - 1]\n const numerator = currentTP - smaVal\n // CCI = numerator / (0.015 meanDev)\n const lambertMeanDev = fp18.mul(LAMBERT, meanDev)\n return fp18.toDnum(fp18.div(numerator, lambertMeanDev))\n }\n },\n defaultCCIOptions,\n)\n\nexport { cci as commodityChannelIndex }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface PercentagePriceOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n signalPeriod: number\n}\n\nexport const defaultPercentagePriceOscillatorOptions: PercentagePriceOscillatorOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n signalPeriod: 9,\n}\n\nexport interface PercentagePriceOscillatorPoint {\n ppo: Dnum\n signal: Dnum\n histogram: Dnum\n}\n\n/*\n Percentage Price Oscillator (PPO)\n \n The Percentage Price Oscillator (PPO) is a momentum oscillator that measures the difference\n * between two moving averages as a percentage of the slower moving average. It consists of three components:\n * - PPO Line: ((Fast EMA - Slow EMA) / Slow EMA) * 100\n * - Signal Line: EMA of the PPO line\n * - Histogram: PPO - Signal\n \n Formula:\n * - PPO = ((EMA(fastPeriod, prices) - EMA(slowPeriod, prices)) / EMA(slowPeriod, prices)) * 100\n * - Signal = EMA(signalPeriod, PPO)\n * - Histogram = PPO - Signal\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.fastPeriod - Period for the fast EMA (default: 12)\n * @param options.slowPeriod - Period for the slow EMA (default: 26)\n * @param options.signalPeriod - Period for the signal EMA (default: 9)\n * @returns Generator yielding PPO point objects\n /\nexport const ppo = createSignal(\n ({ fastPeriod, slowPeriod, signalPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n assert(Number.isInteger(signalPeriod) && signalPeriod >= 1, new RangeError(`Expected signalPeriod to be a positive integer, got ${signalPeriod}`))\n const fastProc = prim.ewma(prim.ewma.k(fastPeriod))\n const slowProc = prim.ewma(prim.ewma.k(slowPeriod))\n const signalProc = prim.ewma(prim.ewma.k(signalPeriod))\n return (value: Numberish) => {\n const v = fp18.toFp18(value)\n const fast = fastProc(v)\n const slow = slowProc(v)\n const ppoVal = slow === fp18.ZERO ? fp18.ZERO : fp18.div((fast - slow) 100n, slow)\n const sig = signalProc(ppoVal)\n return { ppo: fp18.toDnum(ppoVal), signal: fp18.toDnum(sig), histogram: fp18.toDnum(ppoVal - sig) }\n }\n },\n defaultPercentagePriceOscillatorOptions,\n)\n\nexport { ppo as percentagePriceOscillator }\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface PercentageVolumeOscillatorOptions {\n fastPeriod: number\n slowPeriod: number\n signalPeriod: number\n}\n\nexport const defaultPercentageVolumeOscillatorOptions: PercentageVolumeOscillatorOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n signalPeriod: 9,\n}\n\nexport interface PercentageVolumeOscillatorPoint {\n pvo: Dnum\n signal: Dnum\n histogram: Dnum\n}\n\n/*\n Percentage Volume Oscillator (PVO)\n \n The Percentage Volume Oscillator (PVO) is a momentum oscillator that measures the difference\n * between two volume-based moving averages as a percentage of the slower moving average.\n * It consists of three components:\n * - PVO Line: ((Fast EMA - Slow EMA) / Slow EMA) * 100\n * - Signal Line: EMA of the PVO line\n * - Histogram: PVO - Signal\n \n The PVO is essentially the same as the Percentage Price Oscillator (PPO), but applied\n * to volume data instead of price data.\n \n Formula:\n * - PVO = ((EMA(fastPeriod, volume) - EMA(slowPeriod, volume)) / EMA(slowPeriod, volume)) * 100\n * - Signal = EMA(signalPeriod, PVO)\n * - Histogram = PVO - Signal\n \n @param source - Iterable of volume values\n * @param options - Configuration options\n * @param options.fastPeriod - Period for the fast EMA (default: 12)\n * @param options.slowPeriod - Period for the slow EMA (default: 26)\n * @param options.signalPeriod - Period for the signal EMA (default: 9)\n * @returns Generator yielding PVO point objects\n /\nexport const pvo = createSignal(\n ({ fastPeriod, slowPeriod, signalPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n assert(Number.isInteger(signalPeriod) && signalPeriod >= 1, new RangeError(`Expected signalPeriod to be a positive integer, got ${signalPeriod}`))\n const fastProc = prim.ewma(prim.ewma.k(fastPeriod))\n const slowProc = prim.ewma(prim.ewma.k(slowPeriod))\n const signalProc = prim.ewma(prim.ewma.k(signalPeriod))\n return (value: Numberish) => {\n const v = fp18.toFp18(value)\n const fast = fastProc(v)\n const slow = slowProc(v)\n const pvoVal = slow === fp18.ZERO ? fp18.ZERO : fp18.div((fast - slow) 100n, slow)\n const sig = signalProc(pvoVal)\n return { pvo: fp18.toDnum(pvoVal), signal: fp18.toDnum(sig), histogram: fp18.toDnum(pvoVal - sig) }\n }\n },\n defaultPercentageVolumeOscillatorOptions,\n)\n\nexport { pvo as percentageVolumeOscillator }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface PriceRateOfChangeOptions {\n period: number\n}\n\nexport const defaultPriceRateOfChangeOptions: PriceRateOfChangeOptions = {\n period: 12,\n}\n\n/*\n Price Rate of Change (ROC)\n \n The Price Rate of Change (ROC) is a momentum oscillator that measures the percentage change\n * in price between the current price and the price n periods ago.\n \n Formula:\n * - ROC = ((Current Price - Price n periods ago) / Price n periods ago) * 100\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.period - Number of periods to look back (default: 12)\n * @returns Generator yielding ROC values as Dnum\n /\nexport const roc = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: bigint[] = Array.from({ length: period })\n let head = 0\n let count = 0\n\n return (value: Numberish) => {\n const v = fp18.toFp18(value)\n if (count < period) {\n buffer[count] = v\n count++\n return fp18.toDnum(fp18.ZERO)\n }\n else {\n const oldest = buffer[head]\n buffer[head] = v\n head = (head + 1) % period\n if (oldest === fp18.ZERO)\n return fp18.toDnum(fp18.ZERO)\n return fp18.toDnum(fp18.div((v - oldest) 100n, oldest))\n }\n }\n },\n defaultPriceRateOfChangeOptions,\n)\n\nexport { roc as priceRateOfChange }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface RandomIndexOptions {\n /*\n The lookback period for calculating RSV (Raw Stochastic Value)\n * @default 9\n /\n period: number\n /\n The smoothing period for K line\n * @default 3\n /\n kPeriod: number\n /\n The smoothing period for D line\n * @default 3\n /\n dPeriod: number\n}\n\nexport const defaultRandomIndexOptions: RandomIndexOptions = {\n period: 9,\n kPeriod: 3,\n dPeriod: 3,\n}\n\nexport interface KDJPoint {\n k: Dnum\n d: Dnum\n j: Dnum\n}\n\n/\n Random Index (KDJ)\n \n An extension of the Stochastic Oscillator that adds a J line to amplify\n * divergence between K and D. Uses exponential-weighted smoothing with\n * initial K and D values set to 50.\n \n Formula:\n * RSV = (Close - LowestLow(period)) / (HighestHigh(period) - LowestLow(period)) * 100\n * K = ((kPeriod - 1) / kPeriod) * prevK + (1 / kPeriod) * RSV\n * D = ((dPeriod - 1) / dPeriod) * prevD + (1 / dPeriod) * K\n * J = 3K - 2D\n \n Interpretation:\n * - K crossing above D is a bullish signal (golden cross)\n * - K crossing below D is a bearish signal (death cross)\n * - J below 0 indicates oversold, J above 100 indicates overbought\n \n @param source - Iterable of candle data with high, low, and close prices\n * @param options - Configuration options\n * @param options.period - The lookback period for RSV calculation (default: 9)\n * @param options.kPeriod - The smoothing period for K line (default: 3)\n * @param options.dPeriod - The smoothing period for D line (default: 3)\n * @returns Generator yielding KDJPoint values with k, d, and j as Dnum\n /\nexport const kdj = createSignal(\n ({ period, kPeriod, dPeriod }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n assert(Number.isInteger(kPeriod) && kPeriod >= 1, new RangeError(`Expected kPeriod to be a positive integer, got ${kPeriod}`))\n assert(Number.isInteger(dPeriod) && dPeriod >= 1, new RangeError(`Expected dPeriod to be a positive integer, got ${dPeriod}`))\n\n const mmaxProc = prim.mmax(period)\n const mminProc = prim.mmin(period)\n\n const INITIAL = 50n fp18.SCALE\n const kPeriodBig = BigInt(kPeriod)\n const dPeriodBig = BigInt(dPeriod)\n\n let prevK = INITIAL\n let prevD = INITIAL\n let isFirst = true\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n const c = fp18.toFp18(bar.c)\n\n const highestHigh = mmaxProc(h)\n const lowestLow = mminProc(l)\n\n const range = highestHigh - lowestLow\n const rsv = range === fp18.ZERO ? fp18.ZERO : fp18.div((c - lowestLow) * 100n, range)\n\n let k: bigint\n let d: bigint\n\n if (isFirst) {\n k = INITIAL * (kPeriodBig - 1n) / kPeriodBig + rsv / kPeriodBig\n d = INITIAL * (dPeriodBig - 1n) / dPeriodBig + k / dPeriodBig\n isFirst = false\n }\n else {\n k = prevK * (kPeriodBig - 1n) / kPeriodBig + rsv / kPeriodBig\n d = prevD * (dPeriodBig - 1n) / dPeriodBig + k / dPeriodBig\n }\n\n const j = k * 3n - d * 2n\n\n prevK = k\n prevD = d\n\n return { k: fp18.toDnum(k), d: fp18.toDnum(d), j: fp18.toDnum(j) }\n }\n },\n defaultRandomIndexOptions,\n)\n\nexport { kdj as randomIndex }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface RSIOptions {\n period: number\n}\n\nexport const defaultRSIOptions: RSIOptions = {\n period: 14,\n}\n\n/*\n Relative Strength Index (RSI). It is a momentum indicator that measures the magnitude of\n * recent price changes to evaluate overbought and oversold conditions\n * using the given window period.\n \n RS = Average Gain / Average Loss\n \n RSI = 100 - (100 / (1 + RS))\n /\nexport const rsi = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const gainProc = prim.rma(period)\n const lossProc = prim.rma(period)\n let prev: bigint \| undefined\n\n return (value: Numberish) => {\n const price = fp18.toFp18(value)\n\n if (prev === undefined) {\n prev = price\n gainProc(fp18.ZERO)\n lossProc(fp18.ZERO)\n return fp18.toDnum(fp18.ZERO)\n }\n\n const change = price - prev\n prev = price\n\n const gain = change > fp18.ZERO ? change : fp18.ZERO\n const loss = change > fp18.ZERO ? fp18.ZERO : -change\n\n const avgGain = gainProc(gain)\n const avgLoss = lossProc(loss)\n\n if (avgLoss === fp18.ZERO) {\n return fp18.toDnum(fp18.HUNDRED)\n }\n\n const rs = fp18.div(avgGain, avgLoss)\n return fp18.toDnum(fp18.HUNDRED - fp18.div(fp18.HUNDRED, fp18.ONE + rs))\n }\n },\n defaultRSIOptions,\n)\n\nexport { rsi as relativeStrengthIndex }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface StochasticOscillatorOptions {\n /** The %k period /\n kPeriod: number\n /* The %k slowing period /\n slowingPeriod: number\n /* The %d period /\n dPeriod: number\n}\n\nexport const defaultStochasticOscillatorOptions: StochasticOscillatorOptions = {\n kPeriod: 14,\n slowingPeriod: 1,\n dPeriod: 3,\n}\n\nexport interface StochPoint {\n k: Dnum\n d: Dnum\n}\n\n/\n Stochastic Oscillator\n \n %K = ((Close - Lowest Low) / (Highest High - Lowest Low)) * 100\n * %D = SMA(%K, dPeriod)\n /\nexport const stoch = createSignal(\n ({ kPeriod, slowingPeriod, dPeriod }) => {\n assert(Number.isInteger(kPeriod) && kPeriod >= 1, new RangeError(`Expected kPeriod to be a positive integer, got ${kPeriod}`))\n assert(Number.isInteger(slowingPeriod) && slowingPeriod >= 1, new RangeError(`Expected slowingPeriod to be a positive integer, got ${slowingPeriod}`))\n assert(Number.isInteger(dPeriod) && dPeriod >= 1, new RangeError(`Expected dPeriod to be a positive integer, got ${dPeriod}`))\n const mmaxProc = prim.mmax(kPeriod)\n const mminProc = prim.mmin(kPeriod)\n const slowingProc = slowingPeriod > 1 ? prim.sma(slowingPeriod) : null\n const dProc = prim.sma(dPeriod)\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n const c = fp18.toFp18(bar.c)\n\n const highestHigh = mmaxProc(h)\n const lowestLow = mminProc(l)\n\n const range = highestHigh - lowestLow\n const rawK = range === fp18.ZERO ? fp18.ZERO : fp18.div((c - lowestLow) 100n, range)\n const k = slowingProc ? slowingProc(rawK) : rawK\n const d = dProc(k)\n return { k: fp18.toDnum(k), d: fp18.toDnum(d) }\n }\n },\n defaultStochasticOscillatorOptions,\n)\n\nexport { stoch as stochasticOscillator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface WilliamsROptions {\n /** Lookback period /\n period: number\n}\n\nexport const defaultWilliamsROptions: WilliamsROptions = {\n period: 14,\n}\n\n/\n Williams %R (WILLR)\n \n A momentum indicator that measures overbought and oversold conditions.\n * It shows the relationship between the closing price and the highest high / lowest low\n * over a specified period.\n \n Formula:\n * - %R = -100 * (Highest High - Close) / (Highest High - Lowest Low)\n \n Range: -100 to 0\n * - Above -20: Overbought\n * - Below -80: Oversold\n \n @param source - Iterable of candle data with high, low, and close\n * @param options - Configuration options\n * @param options.period - Lookback period (default: 14)\n * @returns Generator yielding Williams %R values as Dnum\n /\nexport const willr = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const mmaxProc = prim.mmax(period)\n const mminProc = prim.mmin(period)\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n const c = fp18.toFp18(bar.c)\n\n const highestHigh = mmaxProc(h)\n const lowestLow = mminProc(l)\n\n const range = highestHigh - lowestLow\n if (range === fp18.ZERO)\n return fp18.toDnum(fp18.ZERO)\n return fp18.toDnum(fp18.div((highestHigh - c) -100n, range))\n }\n },\n defaultWilliamsROptions,\n)\n\nexport { willr as williamsR }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface AroonOptions {\n period: number\n}\n\nexport const defaultAroonOptions: AroonOptions = {\n period: 25,\n}\n\nexport interface AroonPoint {\n up: Dnum\n down: Dnum\n oscillator: Dnum\n}\n\n/*\n Aroon Indicator\n \n Aroon Up = ((period - days since highest high) / period) * 100\n * Aroon Down = ((period - days since lowest low) / period) * 100\n * Oscillator = Aroon Up - Aroon Down\n /\nexport const aroon = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const highBuffer: bigint[] = []\n const lowBuffer: bigint[] = []\n const periodBig = BigInt(period)\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n\n highBuffer.push(h)\n lowBuffer.push(l)\n if (highBuffer.length > period + 1)\n highBuffer.shift()\n if (lowBuffer.length > period + 1)\n lowBuffer.shift()\n\n let highestIdx = 0\n let lowestIdx = 0\n for (let j = 1; j < highBuffer.length; j++) {\n if (highBuffer[j] >= highBuffer[highestIdx])\n highestIdx = j\n if (lowBuffer[j] <= lowBuffer[lowestIdx])\n lowestIdx = j\n }\n\n const daysSinceHigh = highBuffer.length - 1 - highestIdx\n const daysSinceLow = lowBuffer.length - 1 - lowestIdx\n\n const up = BigInt(period - daysSinceHigh) fp18.HUNDRED / periodBig\n const down = BigInt(period - daysSinceLow) * fp18.HUNDRED / periodBig\n\n return {\n up: fp18.toDnum(up),\n down: fp18.toDnum(down),\n oscillator: fp18.toDnum(up - down),\n }\n }\n },\n defaultAroonOptions,\n)\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { createSignal, fp18 } from '@vulcan-js/core'\n\nexport const bop = createSignal(\n () => {\n return (bar: RequiredProperties<CandleData, 'o' \| 'h' \| 'l' \| 'c'>) => {\n const o = fp18.toFp18(bar.o)\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n const c = fp18.toFp18(bar.c)\n const range = h - l\n if (range === fp18.ZERO) {\n return fp18.toDnum(fp18.ZERO)\n }\n return fp18.toDnum(fp18.div(c - o, range))\n }\n },\n)\n\nexport { bop as balanceOfPower }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface ChandeForecastOscillatorOptions {\n /*\n The period for linear regression\n * @default 14\n /\n period: number\n}\n\nexport const defaultCFOOptions: ChandeForecastOscillatorOptions = {\n period: 14,\n}\n\n/\n Chande Forecast Oscillator (CFO)\n \n Measures the percentage difference between the actual close price and the\n * n-period linear regression forecast price. Positive values indicate bullish\n * momentum (price above forecast), negative values indicate bearish momentum.\n \n Formula: CFO = ((Close - Forecast) / Close) * 100\n * Where: Forecast = Linear regression value at current point\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.period - The period for linear regression (default: 14)\n * @returns Generator yielding CFO values as percentages\n /\nexport const cfo = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const buffer: bigint[] = []\n\n return (value: Numberish) => {\n buffer.push(fp18.toFp18(value))\n if (buffer.length > period)\n buffer.shift()\n\n const n = buffer.length\n if (n < 2) {\n return fp18.toDnum(fp18.ZERO)\n }\n\n // Precompute X-related sums as plain integers\n const xSum = BigInt(n (n + 1) / 2)\n const x2Sum = BigInt(n * (n + 1) * (2 * n + 1) / 6)\n const denom = BigInt(n) * x2Sum - xSum * xSum\n\n // Compute Y-dependent sums\n let sumY = fp18.ZERO\n let sumXY = fp18.ZERO\n for (let i = 0; i < n; i++) {\n sumY += buffer[i]\n sumXY += buffer[i] * BigInt(i + 1)\n }\n\n // slope = (n * SUM(XY) - SUM(X) * SUM(Y)) / denom\n const num = sumXY * BigInt(n) - sumY * xSum\n const slope = num / denom\n\n // intercept = (SUM(Y) - slope * SUM(X)) / n\n const intercept = (sumY - slope * xSum) / BigInt(n)\n\n // forecast = slope * n + intercept\n const forecast = slope * BigInt(n) + intercept\n\n const close = buffer[n - 1]\n if (close === fp18.ZERO) {\n return fp18.toDnum(fp18.ZERO)\n }\n\n return fp18.toDnum(fp18.div((close - forecast) * 100n, close))\n }\n },\n defaultCFOOptions,\n)\n\nexport { cfo as chandeForecastOscillator }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface DoubleExponentialMovingAverageOptions {\n period: number\n}\n\nexport const defaultDoubleExponentialMovingAverageOptions: DoubleExponentialMovingAverageOptions = {\n period: 12,\n}\n\n/*\n Double Exponential Moving Average (DEMA)\n \n DEMA reduces lag compared to a traditional EMA by applying the formula:\n * DEMA = 2 * EMA(data, period) - EMA(EMA(data, period), period)\n \n @param source - Iterable of input values\n * @param options - Configuration options\n * @param options.period - The lookback period (default: 12)\n * @returns Generator yielding DEMA values\n /\nexport const dema = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const ema1 = prim.ewma(prim.ewma.k(period))\n const ema2 = prim.ewma(prim.ewma.k(period))\n return (value: Numberish) => {\n const e1 = ema1(fp18.toFp18(value))\n const e2 = ema2(e1)\n return fp18.toDnum(e1 2n - e2)\n }\n },\n defaultDoubleExponentialMovingAverageOptions,\n)\n\nexport { dema as doubleExponentialMovingAverage }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface ExponentialMovingAverageOptions {\n period: number\n}\n\nexport const defaultExponentialMovingAverageOptions: ExponentialMovingAverageOptions = {\n period: 12,\n}\n\n/*\n Exponential Moving Average (EMA)\n \n EMA = Price * k + PrevEMA * (1 - k)\n * Where k = 2 / (period + 1)\n /\nexport const ema = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const proc = prim.ewma(prim.ewma.k(period))\n return (value: Numberish) => fp18.toDnum(proc(fp18.toFp18(value)))\n },\n defaultExponentialMovingAverageOptions,\n)\n\nexport { ema as exponentialMovingAverage }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface IchimokuCloudOptions {\n /** Conversion line period /\n conversionPeriod: number\n /* Base line period /\n basePeriod: number\n /* Leading span B period /\n leadingBPeriod: number\n}\n\nexport const defaultIchimokuCloudOptions: IchimokuCloudOptions = {\n conversionPeriod: 9,\n basePeriod: 26,\n leadingBPeriod: 52,\n}\n\nexport interface IchimokuCloudPoint {\n conversion: Dnum\n base: Dnum\n leadingA: Dnum\n leadingB: Dnum\n lagging: Dnum\n}\n\n/\n Ichimoku Cloud (Ichimoku Kinko Hyo)\n \n Computes raw values for each component. Displacement (shifting\n * Leading Spans forward and Lagging Span backward on the chart)\n * is a presentation concern left to the consumer.\n \n - Conversion (Tenkan-sen): (highest high + lowest low) / 2 over conversionPeriod\n * - Base (Kijun-sen): (highest high + lowest low) / 2 over basePeriod\n * - Leading Span A (Senkou A): (conversion + base) / 2\n * - Leading Span B (Senkou B): (highest high + lowest low) / 2 over leadingBPeriod\n * - Lagging (Chikou): current close price\n /\nexport const ichimokuCloud = createSignal(\n ({ conversionPeriod, basePeriod, leadingBPeriod }) => {\n assert(Number.isInteger(conversionPeriod) && conversionPeriod >= 1, new RangeError(`Expected conversionPeriod to be a positive integer, got ${conversionPeriod}`))\n assert(Number.isInteger(basePeriod) && basePeriod >= 1, new RangeError(`Expected basePeriod to be a positive integer, got ${basePeriod}`))\n assert(Number.isInteger(leadingBPeriod) && leadingBPeriod >= 1, new RangeError(`Expected leadingBPeriod to be a positive integer, got ${leadingBPeriod}`))\n const convHighProc = prim.mmax(conversionPeriod)\n const convLowProc = prim.mmin(conversionPeriod)\n const baseHighProc = prim.mmax(basePeriod)\n const baseLowProc = prim.mmin(basePeriod)\n const leadBHighProc = prim.mmax(leadingBPeriod)\n const leadBLowProc = prim.mmin(leadingBPeriod)\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n\n const conversion = (convHighProc(h) + convLowProc(l)) / 2n\n const base = (baseHighProc(h) + baseLowProc(l)) / 2n\n const leadingA = (conversion + base) / 2n\n const leadingB = (leadBHighProc(h) + leadBLowProc(l)) / 2n\n\n return {\n conversion: fp18.toDnum(conversion),\n base: fp18.toDnum(base),\n leadingA: fp18.toDnum(leadingA),\n leadingB: fp18.toDnum(leadingB),\n lagging: fp18.toDnum(fp18.toFp18(bar.c)),\n }\n }\n },\n defaultIchimokuCloudOptions,\n)\n","import type { Dnum, Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface MACDOptions {\n fastPeriod: number\n slowPeriod: number\n signalPeriod: number\n}\n\nexport const defaultMACDOptions: MACDOptions = {\n fastPeriod: 12,\n slowPeriod: 26,\n signalPeriod: 9,\n}\n\nexport interface MACDPoint {\n macd: Dnum\n signal: Dnum\n histogram: Dnum\n}\n\n/*\n Moving Average Convergence Divergence (MACD)\n \n MACD is a trend-following momentum indicator that shows the relationship\n * between two exponential moving averages of prices. It consists of three components:\n * - MACD Line: Fast EMA - Slow EMA\n * - Signal Line: EMA of the MACD line\n * - Histogram: MACD - Signal\n \n Formula:\n * - MACD = EMA(fastPeriod, prices) - EMA(slowPeriod, prices)\n * - Signal = EMA(signalPeriod, MACD)\n * - Histogram = MACD - Signal\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.fastPeriod - Period for the fast EMA (default: 12)\n * @param options.slowPeriod - Period for the slow EMA (default: 26)\n * @param options.signalPeriod - Period for the signal EMA (default: 9)\n * @returns Generator yielding MACDPoint objects\n /\nexport const macd = createSignal(\n ({ fastPeriod, slowPeriod, signalPeriod }) => {\n assert(Number.isInteger(fastPeriod) && fastPeriod >= 1, new RangeError(`Expected fastPeriod to be a positive integer, got ${fastPeriod}`))\n assert(Number.isInteger(slowPeriod) && slowPeriod >= 1, new RangeError(`Expected slowPeriod to be a positive integer, got ${slowPeriod}`))\n assert(Number.isInteger(signalPeriod) && signalPeriod >= 1, new RangeError(`Expected signalPeriod to be a positive integer, got ${signalPeriod}`))\n const fastProc = prim.ewma(prim.ewma.k(fastPeriod))\n const slowProc = prim.ewma(prim.ewma.k(slowPeriod))\n const signalProc = prim.ewma(prim.ewma.k(signalPeriod))\n return (value: Numberish) => {\n const v = fp18.toFp18(value)\n const fast = fastProc(v)\n const slow = slowProc(v)\n const m = fast - slow\n const sig = signalProc(m)\n return { macd: fp18.toDnum(m), signal: fp18.toDnum(sig), histogram: fp18.toDnum(m - sig) }\n }\n },\n defaultMACDOptions,\n)\n\nexport { macd as movingAverageConvergenceDivergence }\n","import type { Numberish } from 'dnum'\nimport { createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface MovingMaxOptions {\n /*\n period\n /\n period: number\n}\n\nexport const defaultMovingMaxOptions: MovingMaxOptions = {\n period: 4,\n}\n\n/\n Moving Maximum (MovingMax)\n /\nexport const mmax = createSignal(\n ({ period }) => {\n const proc = prim.mmax(period)\n return (value: Numberish) => fp18.toDnum(proc(fp18.toFp18(value)))\n },\n defaultMovingMaxOptions,\n)\n\nexport { mmax as movingMax }\n","import type { Numberish } from 'dnum'\nimport { createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface MovingMinOptions {\n /*\n period\n /\n period: number\n}\n\nexport const defaultMovingMinOptions: MovingMinOptions = {\n period: 4,\n}\n\n/\n Moving Minimum (MovingMin)\n /\nexport const mmin = createSignal(\n ({ period }) => {\n const proc = prim.mmin(period)\n return (value: Numberish) => fp18.toDnum(proc(fp18.toFp18(value)))\n },\n defaultMovingMinOptions,\n)\n\nexport { mmin as movingMin }\n","import type { Numberish } from 'dnum'\nimport { createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface MovingSumOptions {\n period: number\n}\n\nexport const defaultMovingSumOptions: MovingSumOptions = {\n period: 4,\n}\n\n/*\n Moving Sum\n \n Calculates the sum of values in a sliding window of the specified period.\n /\nexport const msum = createSignal(\n ({ period }) => {\n const proc = prim.msum(period)\n return (value: Numberish) => fp18.toDnum(proc(fp18.toFp18(value)))\n },\n defaultMovingSumOptions,\n)\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface ParabolicSarOptions {\n start: number\n increment: number\n max: number\n}\n\nexport const defaultParabolicSarOptions: ParabolicSarOptions = {\n start: 0.02,\n increment: 0.02,\n max: 0.2,\n}\n\nexport interface PSARPoint {\n psar: Dnum\n isUptrend: boolean\n}\n\n/\n Parabolic SAR (Stop and Reverse)\n \n Developed by J. Welles Wilder Jr. in 1978, the Parabolic SAR is a\n * trend-following indicator that provides potential entry and exit points.\n * It appears as a series of dots above or below the price, indicating\n * the current trend direction and potential reversal points.\n \n Formula:\n * SAR_new = SAR_prev + AF * (EP - SAR_prev)\n \n Where:\n * AF = Acceleration Factor (starts at `start`, increments by `increment`\n * on each new EP, capped at `max`)\n * EP = Extreme Point (highest high in uptrend, lowest low in downtrend)\n \n The SAR is clamped to not exceed the two prior bars' price range.\n * A reversal occurs when price penetrates the SAR level.\n \n @param source - Iterable of candle data with high and low prices\n * @param options - Configuration options\n * @param options.start - Initial acceleration factor (default: 0.02)\n * @param options.increment - AF increment per new extreme (default: 0.02)\n * @param options.max - Maximum acceleration factor (default: 0.2)\n * @returns Generator yielding PSARPoint objects with `psar` value and `isUptrend` flag\n /\nexport const psar = createSignal(\n ({ start, increment, max }) => {\n assert(start > 0, new RangeError(`Expected start to be positive, got ${start}`))\n assert(increment > 0, new RangeError(`Expected increment to be positive, got ${increment}`))\n assert(max > 0 && max >= start, new RangeError(`Expected max to be positive and >= start, got ${max}`))\n\n let count = 0\n let isUptrend = true\n let sar: bigint\n let ep: bigint\n let af: bigint\n let prevHigh: bigint\n let prevLow: bigint\n let prevPrevHigh: bigint\n let prevPrevLow: bigint\n\n const afStart = fp18.toFp18(start)\n const afIncrement = fp18.toFp18(increment)\n const afMax = fp18.toFp18(max)\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n count++\n\n // Bar 1: initialization\n if (count === 1) {\n isUptrend = true\n sar = l\n ep = h\n af = afStart\n prevHigh = h\n prevLow = l\n prevPrevHigh = h\n prevPrevLow = l\n return { psar: fp18.toDnum(sar), isUptrend }\n }\n\n // Bar 2: determine initial trend\n if (count === 2) {\n if (h > prevHigh) {\n isUptrend = true\n sar = prevLow\n ep = h\n }\n else {\n isUptrend = false\n sar = prevHigh\n ep = l\n }\n af = afStart\n prevPrevHigh = prevHigh\n prevPrevLow = prevLow\n prevHigh = h\n prevLow = l\n return { psar: fp18.toDnum(sar), isUptrend }\n }\n\n // Bar 3+: standard computation\n // Step A: calculate next SAR\n let nextSar = sar + fp18.mul(af, ep - sar)\n\n // Step B: clamp SAR\n if (isUptrend) {\n if (nextSar > prevLow)\n nextSar = prevLow\n if (nextSar > prevPrevLow)\n nextSar = prevPrevLow\n }\n else {\n if (nextSar < prevHigh)\n nextSar = prevHigh\n if (nextSar < prevPrevHigh)\n nextSar = prevPrevHigh\n }\n\n sar = nextSar\n\n // Step C: check for reversal\n let reversed = false\n if (isUptrend && l < sar) {\n isUptrend = false\n sar = ep\n ep = l\n af = afStart\n reversed = true\n }\n else if (!isUptrend && h > sar) {\n isUptrend = true\n sar = ep\n ep = h\n af = afStart\n reversed = true\n }\n\n // Step D: update EP and AF (only if no reversal)\n if (!reversed) {\n if (isUptrend && h > ep) {\n ep = h\n const newAf = af + afIncrement\n af = newAf > afMax ? afMax : newAf\n }\n else if (!isUptrend && l < ep) {\n ep = l\n const newAf = af + afIncrement\n af = newAf > afMax ? afMax : newAf\n }\n }\n\n // Step E: update prev tracking\n prevPrevHigh = prevHigh\n prevPrevLow = prevLow\n prevHigh = h\n prevLow = l\n\n return { psar: fp18.toDnum(sar), isUptrend }\n }\n },\n defaultParabolicSarOptions,\n)\n\nexport { psar as parabolicSar }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface QstickOptions {\n /\n The period for calculating the moving average of (Close - Open)\n * @default 14\n /\n period: number\n}\n\nexport const defaultQstickOptions: QstickOptions = {\n period: 14,\n}\n\n/\n Qstick Indicator\n \n Developed by Tushar Chande, the Qstick indicator measures the average\n * difference between closing and opening prices over a specified period.\n * It quantifies buying and selling pressure using a simple moving average\n * of (Close - Open).\n \n Formula: Qstick = SMA(Close - Open, period)\n \n Interpretation:\n * - Positive values indicate buying pressure (closes above opens)\n * - Negative values indicate selling pressure (closes below opens)\n * - Zero-line crossovers can signal trend changes\n \n @param source - Iterable of candle data with open and close prices\n * @param options - Configuration options\n * @param options.period - The period for the SMA calculation (default: 14)\n * @returns Generator yielding Qstick values as Dnum\n /\nexport const qstick = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n\n const buffer: bigint[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let runningSum = fp18.ZERO\n\n return (bar: RequiredProperties<CandleData, 'o' \| 'c'>) => {\n const diff = fp18.toFp18(bar.c) - fp18.toFp18(bar.o)\n\n if (count < period) {\n buffer[count] = diff\n runningSum += diff\n count++\n }\n else {\n runningSum = runningSum - buffer[head] + diff\n buffer[head] = diff\n head = (head + 1) % period\n }\n\n return fp18.toDnum(runningSum / BigInt(count))\n }\n },\n defaultQstickOptions,\n)\n\nexport { qstick as qstickIndicator }\n","import type { Numberish } from 'dnum'\nimport { createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface RMAOptions {\n /*\n period\n /\n period: number\n}\n\nexport const defaultRMAOptions: RMAOptions = {\n period: 4,\n}\n\n/\n Rolling moving average (RMA).\n \n R[0] to R[p-1] is SMA(values)\n \n R[p] and after is R[i] = ((R[i-1](p-1)) + v[i]) / p\n /\nexport const rma = createSignal(\n ({ period }) => {\n const proc = prim.rma(period)\n return (value: Numberish) => fp18.toDnum(proc(fp18.toFp18(value)))\n },\n defaultRMAOptions,\n)\n\nexport { rma as rollingMovingAverage }\n","import type { Numberish } from 'dnum'\nimport { createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface SimpleMovingAverageOptions {\n /*\n The period for calculating the moving average\n * @default 2\n /\n period: number\n}\n\nexport const defaultSMAOptions: SimpleMovingAverageOptions = {\n period: 2,\n}\n\n/\n Simple Moving Average (SMA)\n \n Calculates the arithmetic mean of a set of values over a specified period.\n * The SMA is calculated by summing all values in the period and dividing by the period length.\n \n Formula: SMA = (P1 + P2 + ... + Pn) / n\n * Where: P = Price values, n = Period\n \n @param source - Iterable of price values\n * @param options - Configuration options\n * @param options.period - The period for calculating the moving average (default: 2)\n * @returns Generator yielding SMA values\n /\nexport const sma = createSignal(\n ({ period }) => {\n const proc = prim.sma(period)\n return (value: Numberish) => fp18.toDnum(proc(fp18.toFp18(value)))\n },\n defaultSMAOptions,\n)\n\nexport { sma as simpleMovingAverage }\n","import type { Numberish } from 'dnum'\nimport { createSignal, fp18 } from '@vulcan-js/core'\n\n/\n Since Change\n \n Counts the number of periods since the input value last changed.\n * When the value changes, the counter resets to 0. When the value\n * remains the same, the counter increments by 1 each period.\n \n Example:\n * Input: [1, 1, 1, 2, 2, 3, 3, 3, 3]\n * Output: [0, 1, 2, 0, 1, 0, 1, 2, 3]\n \n @param source - Iterable of values\n * @returns Generator yielding the number of periods since the last change\n /\nexport const since = createSignal(\n () => {\n let last: bigint \| undefined\n let count = fp18.ZERO\n\n return (value: Numberish) => {\n const v = fp18.toFp18(value)\n\n if (last === undefined \|\| last !== v) {\n last = v\n count = fp18.ZERO\n }\n else {\n count += fp18.ONE\n }\n\n return fp18.toDnum(count)\n }\n },\n)\n\nexport { since as sinceChange }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface TriangularMovingAverageOptions {\n period: number\n}\n\nexport const defaultTriangularMovingAverageOptions: TriangularMovingAverageOptions = {\n period: 4,\n}\n\nexport const trima = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n let n1: number\n let n2: number\n\n if (period % 2 === 0) {\n n1 = period / 2\n n2 = n1 + 1\n }\n else {\n n1 = (period + 1) / 2\n n2 = n1\n }\n\n const sma1 = prim.sma(n2)\n const sma2 = prim.sma(n1)\n\n return (value: Numberish) => {\n const s1 = sma1(fp18.toFp18(value))\n return fp18.toDnum(sma2(s1))\n }\n },\n defaultTriangularMovingAverageOptions,\n)\n\nexport { trima as triangularMovingAverage }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface TripleExponentialAverageOptions {\n period: number\n}\n\nexport const defaultTripleExponentialAverageOptions: TripleExponentialAverageOptions = {\n period: 15,\n}\n\n/*\n Triple Exponential Average (TRIX)\n \n TRIX is a momentum oscillator that displays the percentage rate of change\n * of a triple exponentially smoothed moving average. It oscillates around zero,\n * filtering out insignificant price movements.\n \n TRIX = (EMA3_current - EMA3_previous) / EMA3_previous * 100\n \n Where EMA3 = EMA(EMA(EMA(source, period), period), period)\n \n @param source - Iterable of input values\n * @param options - Configuration options\n * @param options.period - The lookback period (default: 15)\n * @returns Generator yielding TRIX values as percentages\n /\nexport const trix = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const ema1 = prim.ewma(prim.ewma.k(period))\n const ema2 = prim.ewma(prim.ewma.k(period))\n const ema3 = prim.ewma(prim.ewma.k(period))\n let prevEma3: bigint \| null = null\n return (value: Numberish) => {\n const e1 = ema1(fp18.toFp18(value))\n const e2 = ema2(e1)\n const e3 = ema3(e2)\n if (prevEma3 === null) {\n prevEma3 = e3\n return fp18.toDnum(fp18.ZERO)\n }\n const result = fp18.div((e3 - prevEma3) 100n, prevEma3)\n prevEma3 = e3\n return fp18.toDnum(result)\n }\n },\n defaultTripleExponentialAverageOptions,\n)\n\nexport { trix as tripleExponentialAverage }\n","import type { Numberish } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport * as prim from '../primitives'\n\nexport interface TripleExponentialMovingAverageOptions {\n period: number\n}\n\nexport const defaultTripleExponentialMovingAverageOptions: TripleExponentialMovingAverageOptions = {\n period: 12,\n}\n\n/*\n Triple Exponential Moving Average (TEMA)\n \n TEMA further reduces lag compared to DEMA by applying the formula:\n * TEMA = 3 * EMA(data, period) - 3 * EMA(EMA(data, period), period) + EMA(EMA(EMA(data, period), period), period)\n \n @param source - Iterable of input values\n * @param options - Configuration options\n * @param options.period - The lookback period (default: 12)\n * @returns Generator yielding TEMA values\n /\nexport const tema = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n const ema1 = prim.ewma(prim.ewma.k(period))\n const ema2 = prim.ewma(prim.ewma.k(period))\n const ema3 = prim.ewma(prim.ewma.k(period))\n return (value: Numberish) => {\n const e1 = ema1(fp18.toFp18(value))\n const e2 = ema2(e1)\n const e3 = ema3(e2)\n // TEMA = 3 EMA1 - 3 * EMA2 + EMA3\n return fp18.toDnum(e1 * 3n - e2 * 3n + e3)\n }\n },\n defaultTripleExponentialMovingAverageOptions,\n)\n\nexport { tema as tripleExponentialMovingAverage }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { createSignal, fp18 } from '@vulcan-js/core'\n\n/*\n Typical Price\n \n The Typical Price is a simple average of the high, low, and close prices\n * for a given period. It provides a single representative price for each bar\n * and is commonly used as input for other indicators such as CCI and MFI.\n \n Formula: Typical Price = (High + Low + Close) / 3\n \n @param source - Iterable of candle data with high, low, and close prices\n * @returns Generator yielding Typical Price values as Dnum\n /\nexport const typicalPrice = createSignal(\n () => {\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n const c = fp18.toFp18(bar.c)\n\n return fp18.toDnum((h + l + c) / 3n)\n }\n },\n)\n\nexport { typicalPrice as typicalPriceIndicator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface VwmaOptions {\n /\n The number of periods for calculating the volume weighted moving average\n * @default 20\n /\n period: number\n}\n\nexport const defaultVwmaOptions: VwmaOptions = {\n period: 20,\n}\n\n/\n Volume Weighted Moving Average (VWMA)\n \n VWMA weights each price by its corresponding volume, giving more\n * influence to prices with higher trading activity. It is useful for\n * confirming trends and identifying divergences between price and volume.\n \n Formula: VWMA = Sum(Close * Volume, period) / Sum(Volume, period)\n \n Interpretation:\n * - When VWMA is below price, it suggests bullish sentiment (higher volume at higher prices)\n * - When VWMA is above price, it suggests bearish sentiment (higher volume at lower prices)\n * - Crossovers with SMA can signal volume-confirmed trend changes\n \n @param source - Iterable of candle data with close price and volume\n * @param options - Configuration options\n * @param options.period - The number of periods (default: 20)\n * @returns Generator yielding VWMA values as Dnum\n /\nexport const vwma = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n\n const pvBuffer: bigint[] = Array.from({ length: period })\n const vBuffer: bigint[] = Array.from({ length: period })\n let head = 0\n let count = 0\n let pvSum = fp18.ZERO\n let vSum = fp18.ZERO\n\n return (bar: RequiredProperties<CandleData, 'c' \| 'v'>) => {\n const close = fp18.toFp18(bar.c)\n const volume = fp18.toFp18(bar.v)\n const pv = fp18.mul(close, volume)\n\n if (count < period) {\n pvBuffer[count] = pv\n vBuffer[count] = volume\n pvSum += pv\n vSum += volume\n count++\n }\n else {\n pvSum -= pvBuffer[head]\n vSum -= vBuffer[head]\n pvBuffer[head] = pv\n vBuffer[head] = volume\n pvSum += pv\n vSum += volume\n head = (head + 1) % period\n }\n\n return fp18.toDnum(fp18.div(pvSum, vSum))\n }\n },\n defaultVwmaOptions,\n)\n\nexport { vwma as volumeWeightedMovingAverage }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport type { Dnum } from 'dnum'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\n\nexport interface VortexOptions {\n period: number\n}\n\nexport const defaultVortexOptions: VortexOptions = {\n period: 14,\n}\n\nexport interface VortexPoint {\n plus: Dnum\n minus: Dnum\n}\n\n/\n Vortex Indicator (VI)\n \n Identifies trend direction and potential reversals using two oscillating lines (VI+ and VI-).\n \n VM+(i) = \|High(i) - Low(i-1)\|\n * VM-(i) = \|Low(i) - High(i-1)\|\n * TR(i) = max(High(i) - Low(i), \|High(i) - Close(i-1)\|, \|Low(i) - Close(i-1)\|)\n * VI+ = SUM(VM+, period) / SUM(TR, period)\n * VI- = SUM(VM-, period) / SUM(TR, period)\n /\nexport const vortex = createSignal(\n ({ period }) => {\n assert(Number.isInteger(period) && period >= 1, new RangeError(`Expected period to be a positive integer, got ${period}`))\n\n const vmPlusBuffer: bigint[] = Array.from({ length: period })\n const vmMinusBuffer: bigint[] = Array.from({ length: period })\n const trBuffer: bigint[] = Array.from({ length: period })\n\n let head = 0\n let count = 0\n let sumVmPlus = fp18.ZERO\n let sumVmMinus = fp18.ZERO\n let sumTr = fp18.ZERO\n\n let prevHigh: bigint \| null = null\n let prevLow: bigint \| null = null\n let prevClose: bigint \| null = null\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c'>) => {\n const h = fp18.toFp18(bar.h)\n const l = fp18.toFp18(bar.l)\n const c = fp18.toFp18(bar.c)\n\n if (prevHigh === null \|\| prevLow === null \|\| prevClose === null) {\n prevHigh = h\n prevLow = l\n prevClose = c\n return { plus: fp18.toDnum(fp18.ZERO), minus: fp18.toDnum(fp18.ZERO) }\n }\n\n const vmPlus = fp18.abs(h - prevLow)\n const vmMinus = fp18.abs(l - prevHigh)\n\n const hl = h - l\n const hpc = fp18.abs(h - prevClose)\n const lpc = fp18.abs(l - prevClose)\n let tr = hl\n if (hpc > tr)\n tr = hpc\n if (lpc > tr)\n tr = lpc\n\n if (count < period) {\n vmPlusBuffer[count] = vmPlus\n vmMinusBuffer[count] = vmMinus\n trBuffer[count] = tr\n sumVmPlus += vmPlus\n sumVmMinus += vmMinus\n sumTr += tr\n count++\n }\n else {\n sumVmPlus = sumVmPlus - vmPlusBuffer[head] + vmPlus\n sumVmMinus = sumVmMinus - vmMinusBuffer[head] + vmMinus\n sumTr = sumTr - trBuffer[head] + tr\n vmPlusBuffer[head] = vmPlus\n vmMinusBuffer[head] = vmMinus\n trBuffer[head] = tr\n head = (head + 1) % period\n }\n\n prevHigh = h\n prevLow = l\n prevClose = c\n\n return {\n plus: fp18.toDnum(fp18.div(sumVmPlus, sumTr)),\n minus: fp18.toDnum(fp18.div(sumVmMinus, sumTr)),\n }\n }\n },\n defaultVortexOptions,\n)\n\nexport { vortex as vortexIndicator }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { assert, createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\nexport interface MassIndexOptions {\n /*\n The period for EMA smoothing of the high-low range\n * @default 9\n /\n emaPeriod: number\n /\n The period for the moving sum of the EMA ratio\n * @default 25\n /\n miPeriod: number\n}\n\nexport const defaultMassIndexOptions: MassIndexOptions = {\n emaPeriod: 9,\n miPeriod: 25,\n}\n\n/\n Mass Index (MI)\n \n Developed by Donald Dorsey, the Mass Index uses the high-low range\n * to identify trend reversals based on range expansions. A \"reversal bulge\"\n * occurs when the Mass Index rises above 27 and then falls below 26.5.\n \n Formula:\n * Range = High - Low\n * EMA1 = EMA(Range, emaPeriod)\n * EMA2 = EMA(EMA1, emaPeriod)\n * Ratio = EMA1 / EMA2\n * MI = MovingSum(Ratio, miPeriod)\n \n @param source - Iterable of OHLC candle data (requires high and low)\n * @param options - Configuration options\n * @param options.emaPeriod - The EMA smoothing period (default: 9)\n * @param options.miPeriod - The moving sum period (default: 25)\n * @returns Generator yielding Mass Index values\n /\nexport const mi = createSignal(\n ({ emaPeriod, miPeriod }) => {\n assert(Number.isInteger(emaPeriod) && emaPeriod >= 1, new RangeError(`Expected emaPeriod to be a positive integer, got ${emaPeriod}`))\n assert(Number.isInteger(miPeriod) && miPeriod >= 1, new RangeError(`Expected miPeriod to be a positive integer, got ${miPeriod}`))\n const ema1Proc = prim.ewma(prim.ewma.k(emaPeriod))\n const ema2Proc = prim.ewma(prim.ewma.k(emaPeriod))\n const msumProc = prim.msum(miPeriod)\n\n return (bar: RequiredProperties<CandleData, 'h' \| 'l'>) => {\n const range = fp18.toFp18(bar.h) - fp18.toFp18(bar.l)\n const e1 = ema1Proc(range)\n const e2 = ema2Proc(e1)\n const ratio = fp18.div(e1, e2)\n return fp18.toDnum(msumProc(ratio))\n }\n },\n defaultMassIndexOptions,\n)\n\nexport { mi as massIndex }\n","import type { CandleData, RequiredProperties } from '@vulcan-js/core'\nimport { createSignal, fp18 } from '@vulcan-js/core'\nimport as prim from '../primitives'\n\n/*\n Accumulation/Distribution Indicator (A/D). Cumulative indicator\n * that uses volume and price to assess whether a stock is\n * being accumulated or distributed.\n \n MFM = ((Closing - Low) - (High - Closing)) / (High - Low)\n * MFV = MFM * Period Volume\n * AD = Previous AD + CMFV\n */\nexport const ad = createSignal(\n () => {\n const proc = prim.ad()\n return (bar: RequiredProperties<CandleData, 'h' \| 'l' \| 'c' \| 'v'>) => {\n return fp18.toDnum(proc(\n fp18.toFp18(bar.h),\n fp18.toFp18(bar.l),\n fp18.toFp18(bar.c),\n fp18.toFp18(bar.v),\n ))\n }\n },\n)\n\nexport { ad as accumulationDistribution 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package/package.json CHANGED Viewed

@@ -1,7 +1,7 @@
 {
   "name": "@vulcan-js/indicators",
   "type": "module",
-  "version": "0.1.0",
+  "version": "0.2.0",
   "description": "Technical analysis indicators with generator-based streaming and high-precision arithmetic",
   "license": "MIT",
   "repository": {
@@ -30,7 +30,7 @@
   ],
   "dependencies": {
     "dnum": "^2.17.0",
-    "@vulcan-js/core": "^0.1.0"
+    "@vulcan-js/core": "^0.2.0"
   },
   "devDependencies": {
     "defu": "^6.1.4",