dexbot 1.1.10

package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map

@@ -0,0 +1 @@
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package/dist/analysis/trend_detection/derivative_analyzer.d.ts

@@ -0,0 +1,250 @@
+/**
+ * Derivative Analyzer
+ *
+ * Trend detection from the sign (and magnitude) of the slow SMA derivative.
+ *
+ * The analyzer intentionally stays narrow:
+ *   - SMA for direction / regime
+ *   - MACD for momentum
+ *   - RSI for exhaustion and counter-trend filtering
+ */
+declare class SMA {
+    period: number;
+    values: number[];
+    constructor(period: number);
+    update(price: number): number | null;
+    isReady(): boolean;
+    reset(period: number): void;
+}
+declare class EMA {
+    period: number;
+    multiplier: number;
+    value: number | null;
+    count: number;
+    _sum: number;
+    constructor(period: number);
+    update(price: number): number | null;
+    isReady(): boolean;
+    reset(period?: number): void;
+}
+declare class MACD {
+    fastPeriod: number;
+    slowPeriod: number;
+    signalPeriod: number;
+    fastEma: EMA;
+    slowEma: EMA;
+    signalEma: EMA;
+    /**
+     * Moving Average Convergence Divergence
+     * macdLine  = EMA(fast) - EMA(slow)
+     * signal    = EMA(signalPeriod) of macdLine
+     * histogram = macdLine - signal
+     */
+    constructor(fastPeriod?: number, slowPeriod?: number, signalPeriod?: number);
+    update(price: number): {
+        macd: number;
+        signal: number;
+        histogram: number;
+    } | null;
+    isReady(): boolean;
+    reset(fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): void;
+}
+declare class RSI {
+    period: number;
+    count: number;
+    prevPrice: number | null;
+    avgGain: number;
+    avgLoss: number;
+    /**
+     * Relative Strength Index (Wilder smoothing)
+     * Overbought > 70, Oversold < 30
+     */
+    constructor(period?: number);
+    update(price: number): number | null;
+    isReady(): boolean;
+    reset(period?: number): void;
+}
+type DerivativeAnalyzerConfig = {
+    slowSmaPeriod?: number;
+    fastSmaPeriod?: number;
+    minBarsForConfirmation?: number;
+    macdFastPeriod?: number;
+    macdSlowPeriod?: number;
+    macdSignalPeriod?: number;
+    rsiPeriod?: number;
+    interpConfirmBars?: number;
+    interpHoldBars?: number;
+    rsiOverboughtLevel?: number;
+    rsiOversoldLevel?: number;
+    rsiBullThreshold?: number;
+    rsiBearThreshold?: number;
+    macdMinHist?: number;
+    fastSmaCommitmentBars?: number;
+    trendFilterEnabled?: boolean;
+    trendFilterMinBars?: number;
+    momentumGateEnabled?: boolean;
+    momentumGateMinBars?: number;
+    momentumGateRsiZone?: number;
+    priceRegimeGateEnabled?: boolean;
+    priceRegimeMinDistancePct?: number;
+};
+type MacdValues = {
+    macd: number;
+    signal: number;
+    histogram: number;
+};
+declare class DerivativeAnalyzer {
+    minBarsForConfirmation: number;
+    slowSmaPeriod: number;
+    sma: SMA | null;
+    fastSmaPeriod: number;
+    fastSma: SMA | null;
+    macdConfig: {
+        fastPeriod: number;
+        slowPeriod: number;
+        signalPeriod: number;
+    };
+    macd: MACD;
+    currMacd: MacdValues | null;
+    prevMacd: MacdValues | null;
+    rsiPeriod: number;
+    rsi: RSI;
+    currRsi: number | null;
+    prevRsi: number | null;
+    interpConfirmBars: number;
+    interpHoldBars: number;
+    rsiOverboughtLevel: number;
+    rsiOversoldLevel: number;
+    rsiBullThreshold: number;
+    rsiBearThreshold: number;
+    macdMinHist: number;
+    fastSmaCommitmentBars: number;
+    trendFilterEnabled: boolean;
+    trendFilterMinBars: number;
+    momentumGateEnabled: boolean;
+    momentumGateMinBars: number;
+    momentumGateRsiZone: number;
+    barsInMacdDivergence: number;
+    barsInRsiDivergence: number;
+    priceRegimeGateEnabled: boolean;
+    priceRegimeMinDistancePct: number;
+    prevRawInterp: string | null;
+    barsInRawInterp: number;
+    currInterpretation: string;
+    currInterpretationRaw: string;
+    pendingInterp: string | null;
+    pendingInterpBars: number;
+    entryBias: string;
+    isBullWeakEntry: boolean;
+    isBullConfirmation: boolean;
+    isLateBullWithoutWeak: boolean;
+    isBearWeakEntry: boolean;
+    isBearConfirmation: boolean;
+    isLateBearWithoutWeak: boolean;
+    bullEntrySetupActive: boolean;
+    bullEntrySetupConfirmed: boolean;
+    bearEntrySetupActive: boolean;
+    bearEntrySetupConfirmed: boolean;
+    prevSma: number | null;
+    currSma: number | null;
+    prevFastSma: number | null;
+    currFastSma: number | null;
+    prevPrice: number | null;
+    currPrice: number | null;
+    prevRawSmaTrend: string | null;
+    barsInSmaTrend: number;
+    prevRawFastSmaTrend: string | null;
+    barsInFastSmaTrend: number;
+    barsAboveFastSma: number;
+    barsBelowFastSma: number;
+    updateCount: number;
+    constructor(config?: DerivativeAnalyzerConfig);
+    update(price: number, timestamp?: number | null): ReturnType<DerivativeAnalyzer['getAnalysis']>;
+    _advanceTrend(raw: string, key: string): void;
+    _rawSmaTrend(): string;
+    _rawFastSmaTrend(): string;
+    _advancePriceFastSmaPosition(): void;
+    _advanceMomentumDivergence(): void;
+    _applyTrendFilter(interp: string): string;
+    _applyWithHysteresis(newInterp: string): void;
+    _resetEntryBias(): void;
+    _advanceEntryBias(prevInterpretation: string): void;
+    _isHardInvalidation(interp: string): boolean;
+    _violatesMacroDisagreeGate(interp: string, fastDirOverride?: string | null): boolean;
+    _violatesPriceRegimeGate(interp: string): boolean;
+    _computeInterpretation(): string;
+    getAnalysis(): {
+        isReady: boolean;
+        reason?: string;
+        trend: string;
+        confidence: number;
+        isConfirmed: boolean;
+        rawTrend?: string;
+        barsInTrend?: number;
+        smaRawTrend: string;
+        smaTrend: string;
+        smaBarsInTrend: number;
+        smaConfidence: number;
+        fastSmaRawTrend: string;
+        fastSmaTrend: string;
+        fastSmaBarsInTrend: number;
+        fastSmaConfidence: number;
+        fastSmaValue: number | null;
+        slowSma: number | null;
+        macdLine: number | null;
+        macdSignal: number | null;
+        macdHistogram: number | null;
+        macdTrend: string | null;
+        rsi: number | null;
+        rsiZone: string | null;
+        interpretation: string;
+        interpretationRaw: string;
+        interpretationBars: number;
+        entryBias: string;
+        isBullWeakEntry: boolean;
+        isBullConfirmation: boolean;
+        isLateBullWithoutWeak: boolean;
+        isBearWeakEntry: boolean;
+        isBearConfirmation: boolean;
+        isLateBearWithoutWeak: boolean;
+        price: number | null;
+        updateCount: number;
+        timestamp?: number;
+    };
+    _conf(raw: string, bars: number): number;
+    _emptySignals(): {
+        smaRawTrend: string;
+        smaTrend: string;
+        smaBarsInTrend: number;
+        smaConfidence: number;
+        fastSmaRawTrend: string;
+        fastSmaTrend: string;
+        fastSmaBarsInTrend: number;
+        fastSmaConfidence: number;
+        fastSmaValue: null;
+        slowSma: null;
+        macdLine: null;
+        macdSignal: null;
+        macdHistogram: null;
+        macdTrend: null;
+        rsi: null;
+        rsiZone: null;
+        interpretation: string;
+        interpretationRaw: string;
+        interpretationBars: number;
+        entryBias: string;
+        isBullWeakEntry: boolean;
+        isBullConfirmation: boolean;
+        isLateBullWithoutWeak: boolean;
+        isBearWeakEntry: boolean;
+        isBearConfirmation: boolean;
+        isLateBearWithoutWeak: boolean;
+    };
+    reset(): void;
+    getUpdateCount(): number;
+}
+declare const _default: {
+    DerivativeAnalyzer: typeof DerivativeAnalyzer;
+};
+export = _default;
+//# sourceMappingURL=derivative_analyzer.d.ts.map

package/dist/analysis/trend_detection/derivative_analyzer.d.ts.map

@@ -0,0 +1 @@
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