dexbot 1.3.3 → 1.4.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (736) hide show
  1. package/dist/analysis/chart_utils.d.ts +11 -9
  2. package/dist/analysis/chart_utils.d.ts.map +1 -1
  3. package/dist/analysis/chart_utils.js +21 -16
  4. package/dist/analysis/chart_utils.js.map +1 -1
  5. package/dist/analysis/math_utils.d.ts +4 -13
  6. package/dist/analysis/math_utils.d.ts.map +1 -1
  7. package/dist/analysis/math_utils.js +16 -18
  8. package/dist/analysis/math_utils.js.map +1 -1
  9. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts +3 -7
  10. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.d.ts.map +1 -1
  11. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js +38 -34
  12. package/dist/analysis/tradingview/tradingview_uplot_chart_generator.js.map +1 -1
  13. package/dist/analysis/trend_detection/hurst_analyzer.d.ts +1 -4
  14. package/dist/analysis/trend_detection/hurst_analyzer.d.ts.map +1 -1
  15. package/dist/analysis/trend_detection/hurst_analyzer.js +10 -7
  16. package/dist/analysis/trend_detection/hurst_analyzer.js.map +1 -1
  17. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts +6 -6
  18. package/dist/analysis/trend_detection/kalman_trend_analyzer.d.ts.map +1 -1
  19. package/dist/analysis/trend_detection/kalman_trend_analyzer.js +23 -15
  20. package/dist/analysis/trend_detection/kalman_trend_analyzer.js.map +1 -1
  21. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts +12 -13
  22. package/dist/analysis/trend_detection/kalman_velocity_smoothing.d.ts.map +1 -1
  23. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js +16 -16
  24. package/dist/analysis/trend_detection/kalman_velocity_smoothing.js.map +1 -1
  25. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts +1 -4
  26. package/dist/analysis/trend_detection/permutation_entropy_analyzer.d.ts.map +1 -1
  27. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js +10 -7
  28. package/dist/analysis/trend_detection/permutation_entropy_analyzer.js.map +1 -1
  29. package/dist/bot.d.ts.map +1 -1
  30. package/dist/bot.js +6 -13
  31. package/dist/bot.js.map +1 -1
  32. package/dist/credential-daemon.d.ts.map +1 -1
  33. package/dist/credential-daemon.js +21 -22
  34. package/dist/credential-daemon.js.map +1 -1
  35. package/dist/dexbot.d.ts.map +1 -1
  36. package/dist/dexbot.js +16 -15
  37. package/dist/dexbot.js.map +1 -1
  38. package/dist/market_adapter/ama_signal_runner.d.ts +1 -1
  39. package/dist/market_adapter/ama_signal_runner.d.ts.map +1 -1
  40. package/dist/market_adapter/ama_signal_runner.js +8 -20
  41. package/dist/market_adapter/ama_signal_runner.js.map +1 -1
  42. package/dist/market_adapter/candle_utils.d.ts +2 -10
  43. package/dist/market_adapter/candle_utils.d.ts.map +1 -1
  44. package/dist/market_adapter/candle_utils.js +7 -8
  45. package/dist/market_adapter/candle_utils.js.map +1 -1
  46. package/dist/market_adapter/core/asymmetric_bounds.d.ts +12 -7
  47. package/dist/market_adapter/core/asymmetric_bounds.d.ts.map +1 -1
  48. package/dist/market_adapter/core/asymmetric_bounds.js +4 -5
  49. package/dist/market_adapter/core/asymmetric_bounds.js.map +1 -1
  50. package/dist/market_adapter/core/config_normalizers.d.ts +4 -9
  51. package/dist/market_adapter/core/config_normalizers.d.ts.map +1 -1
  52. package/dist/market_adapter/core/config_normalizers.js +9 -9
  53. package/dist/market_adapter/core/config_normalizers.js.map +1 -1
  54. package/dist/market_adapter/core/kibana_candles.d.ts +16 -20
  55. package/dist/market_adapter/core/kibana_candles.d.ts.map +1 -1
  56. package/dist/market_adapter/core/kibana_candles.js +16 -15
  57. package/dist/market_adapter/core/kibana_candles.js.map +1 -1
  58. package/dist/market_adapter/core/kibana_client.d.ts +8 -11
  59. package/dist/market_adapter/core/kibana_client.d.ts.map +1 -1
  60. package/dist/market_adapter/core/kibana_client.js +13 -11
  61. package/dist/market_adapter/core/kibana_client.js.map +1 -1
  62. package/dist/market_adapter/core/kibana_market_candles.d.ts +5 -12
  63. package/dist/market_adapter/core/kibana_market_candles.d.ts.map +1 -1
  64. package/dist/market_adapter/core/kibana_market_candles.js +12 -21
  65. package/dist/market_adapter/core/kibana_market_candles.js.map +1 -1
  66. package/dist/market_adapter/core/market_adapter_service.d.ts +75 -53
  67. package/dist/market_adapter/core/market_adapter_service.d.ts.map +1 -1
  68. package/dist/market_adapter/core/market_adapter_service.js +102 -98
  69. package/dist/market_adapter/core/market_adapter_service.js.map +1 -1
  70. package/dist/market_adapter/core/strategies/ama.d.ts +21 -1
  71. package/dist/market_adapter/core/strategies/ama.d.ts.map +1 -1
  72. package/dist/market_adapter/core/strategies/ama.js +10 -10
  73. package/dist/market_adapter/core/strategies/ama.js.map +1 -1
  74. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts +7 -11
  75. package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map +1 -1
  76. package/dist/market_adapter/core/strategies/ama_slope_model.js +23 -30
  77. package/dist/market_adapter/core/strategies/ama_slope_model.js.map +1 -1
  78. package/dist/market_adapter/core/strategies/atr/calculator.d.ts +5 -4
  79. package/dist/market_adapter/core/strategies/atr/calculator.d.ts.map +1 -1
  80. package/dist/market_adapter/core/strategies/atr/calculator.js +5 -3
  81. package/dist/market_adapter/core/strategies/atr/calculator.js.map +1 -1
  82. package/dist/market_adapter/core/strategies/collateral_manager.d.ts +4 -7
  83. package/dist/market_adapter/core/strategies/collateral_manager.d.ts.map +1 -1
  84. package/dist/market_adapter/core/strategies/collateral_manager.js +5 -4
  85. package/dist/market_adapter/core/strategies/collateral_manager.js.map +1 -1
  86. package/dist/market_adapter/core/strategies/regime_gate.d.ts +11 -19
  87. package/dist/market_adapter/core/strategies/regime_gate.d.ts.map +1 -1
  88. package/dist/market_adapter/core/strategies/regime_gate.js +22 -22
  89. package/dist/market_adapter/core/strategies/regime_gate.js.map +1 -1
  90. package/dist/market_adapter/index.d.ts +24 -2
  91. package/dist/market_adapter/index.d.ts.map +1 -1
  92. package/dist/market_adapter/index.js +82 -56
  93. package/dist/market_adapter/index.js.map +1 -1
  94. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js +26 -37
  95. package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js.map +1 -1
  96. package/dist/market_adapter/inputs/fetch_lp_data.d.ts +4 -12
  97. package/dist/market_adapter/inputs/fetch_lp_data.d.ts.map +1 -1
  98. package/dist/market_adapter/inputs/fetch_lp_data.js +100 -66
  99. package/dist/market_adapter/inputs/fetch_lp_data.js.map +1 -1
  100. package/dist/market_adapter/inputs/kibana_source.d.ts +4 -9
  101. package/dist/market_adapter/inputs/kibana_source.d.ts.map +1 -1
  102. package/dist/market_adapter/inputs/kibana_source.js +17 -18
  103. package/dist/market_adapter/inputs/kibana_source.js.map +1 -1
  104. package/dist/market_adapter/interval_utils.d.ts +1 -4
  105. package/dist/market_adapter/interval_utils.d.ts.map +1 -1
  106. package/dist/market_adapter/interval_utils.js +2 -3
  107. package/dist/market_adapter/interval_utils.js.map +1 -1
  108. package/dist/market_adapter/log_format.d.ts +1 -9
  109. package/dist/market_adapter/log_format.d.ts.map +1 -1
  110. package/dist/market_adapter/log_format.js +7 -8
  111. package/dist/market_adapter/log_format.js.map +1 -1
  112. package/dist/market_adapter/lp_chart_core.d.ts +1 -4
  113. package/dist/market_adapter/lp_chart_core.d.ts.map +1 -1
  114. package/dist/market_adapter/lp_chart_core.js +22 -20
  115. package/dist/market_adapter/lp_chart_core.js.map +1 -1
  116. package/dist/market_adapter/lp_chart_runner.d.ts +13 -24
  117. package/dist/market_adapter/lp_chart_runner.d.ts.map +1 -1
  118. package/dist/market_adapter/lp_chart_runner.js +58 -56
  119. package/dist/market_adapter/lp_chart_runner.js.map +1 -1
  120. package/dist/market_adapter/lp_chart_strategy_loader.d.ts +4 -17
  121. package/dist/market_adapter/lp_chart_strategy_loader.d.ts.map +1 -1
  122. package/dist/market_adapter/lp_chart_strategy_loader.js +36 -36
  123. package/dist/market_adapter/lp_chart_strategy_loader.js.map +1 -1
  124. package/dist/market_adapter/market_adapter.d.ts +51 -72
  125. package/dist/market_adapter/market_adapter.d.ts.map +1 -1
  126. package/dist/market_adapter/market_adapter.js +227 -192
  127. package/dist/market_adapter/market_adapter.js.map +1 -1
  128. package/dist/market_adapter/merge_lp_data.js +17 -16
  129. package/dist/market_adapter/merge_lp_data.js.map +1 -1
  130. package/dist/market_adapter/test_helpers.d.ts +9 -13
  131. package/dist/market_adapter/test_helpers.d.ts.map +1 -1
  132. package/dist/market_adapter/test_helpers.js +14 -14
  133. package/dist/market_adapter/test_helpers.js.map +1 -1
  134. package/dist/market_adapter/utils/adapter_client.d.ts +6 -14
  135. package/dist/market_adapter/utils/adapter_client.d.ts.map +1 -1
  136. package/dist/market_adapter/utils/adapter_client.js +16 -15
  137. package/dist/market_adapter/utils/adapter_client.js.map +1 -1
  138. package/dist/market_adapter/utils/atomic_write.d.ts +2 -5
  139. package/dist/market_adapter/utils/atomic_write.d.ts.map +1 -1
  140. package/dist/market_adapter/utils/atomic_write.js +5 -5
  141. package/dist/market_adapter/utils/atomic_write.js.map +1 -1
  142. package/dist/market_adapter/utils/chain.d.ts +19 -21
  143. package/dist/market_adapter/utils/chain.d.ts.map +1 -1
  144. package/dist/market_adapter/utils/chain.js +15 -16
  145. package/dist/market_adapter/utils/chain.js.map +1 -1
  146. package/dist/market_adapter/utils/data_discovery.d.ts +1 -4
  147. package/dist/market_adapter/utils/data_discovery.d.ts.map +1 -1
  148. package/dist/market_adapter/utils/data_discovery.js +10 -10
  149. package/dist/market_adapter/utils/data_discovery.js.map +1 -1
  150. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts +1 -6
  151. package/dist/market_adapter/utils/dynamic_grid_snapshot.d.ts.map +1 -1
  152. package/dist/market_adapter/utils/dynamic_grid_snapshot.js +14 -14
  153. package/dist/market_adapter/utils/dynamic_grid_snapshot.js.map +1 -1
  154. package/dist/market_adapter/utils/file_lock.d.ts +1 -7
  155. package/dist/market_adapter/utils/file_lock.d.ts.map +1 -1
  156. package/dist/market_adapter/utils/file_lock.js +21 -25
  157. package/dist/market_adapter/utils/file_lock.js.map +1 -1
  158. package/dist/market_adapter/utils/native_history.d.ts +12 -12
  159. package/dist/market_adapter/utils/native_history.d.ts.map +1 -1
  160. package/dist/market_adapter/utils/native_history.js +15 -15
  161. package/dist/market_adapter/utils/native_history.js.map +1 -1
  162. package/dist/market_adapter/utils/paths.d.ts +2 -4
  163. package/dist/market_adapter/utils/paths.d.ts.map +1 -1
  164. package/dist/market_adapter/utils/paths.js +6 -5
  165. package/dist/market_adapter/utils/paths.js.map +1 -1
  166. package/dist/modules/account_bots.d.ts +7 -8
  167. package/dist/modules/account_bots.d.ts.map +1 -1
  168. package/dist/modules/account_bots.js +92 -114
  169. package/dist/modules/account_bots.js.map +1 -1
  170. package/dist/modules/account_orders.d.ts +5 -9
  171. package/dist/modules/account_orders.d.ts.map +1 -1
  172. package/dist/modules/account_orders.js +69 -32
  173. package/dist/modules/account_orders.js.map +1 -1
  174. package/dist/modules/authority_resolver.d.ts +32 -1
  175. package/dist/modules/authority_resolver.d.ts.map +1 -1
  176. package/dist/modules/authority_resolver.js +18 -12
  177. package/dist/modules/authority_resolver.js.map +1 -1
  178. package/dist/modules/bitshares-native/chain_client.d.ts +3 -8
  179. package/dist/modules/bitshares-native/chain_client.d.ts.map +1 -1
  180. package/dist/modules/bitshares-native/chain_client.js +21 -16
  181. package/dist/modules/bitshares-native/chain_client.js.map +1 -1
  182. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts +21 -29
  183. package/dist/modules/bitshares-native/crypto/ecc.browser.d.ts.map +1 -1
  184. package/dist/modules/bitshares-native/crypto/ecc.browser.js +72 -38
  185. package/dist/modules/bitshares-native/crypto/ecc.browser.js.map +1 -1
  186. package/dist/modules/bitshares-native/crypto/ecc.d.ts +9 -36
  187. package/dist/modules/bitshares-native/crypto/ecc.d.ts.map +1 -1
  188. package/dist/modules/bitshares-native/crypto/ecc.js +40 -83
  189. package/dist/modules/bitshares-native/crypto/ecc.js.map +1 -1
  190. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts +14 -1
  191. package/dist/modules/bitshares-native/crypto/ecc_selector.d.ts.map +1 -1
  192. package/dist/modules/bitshares-native/crypto/ecc_selector.js +5 -3
  193. package/dist/modules/bitshares-native/crypto/ecc_selector.js.map +1 -1
  194. package/dist/modules/bitshares-native/index.d.ts +10 -2
  195. package/dist/modules/bitshares-native/index.d.ts.map +1 -1
  196. package/dist/modules/bitshares-native/index.js +68 -31
  197. package/dist/modules/bitshares-native/index.js.map +1 -1
  198. package/dist/modules/bitshares-native/lru_cache.d.ts +1 -4
  199. package/dist/modules/bitshares-native/lru_cache.d.ts.map +1 -1
  200. package/dist/modules/bitshares-native/lru_cache.js +6 -3
  201. package/dist/modules/bitshares-native/lru_cache.js.map +1 -1
  202. package/dist/modules/bitshares-native/resolvers.d.ts +3 -6
  203. package/dist/modules/bitshares-native/resolvers.d.ts.map +1 -1
  204. package/dist/modules/bitshares-native/resolvers.js +11 -9
  205. package/dist/modules/bitshares-native/resolvers.js.map +1 -1
  206. package/dist/modules/bitshares-native/serial/chain_constants.d.ts +53 -55
  207. package/dist/modules/bitshares-native/serial/chain_constants.d.ts.map +1 -1
  208. package/dist/modules/bitshares-native/serial/chain_constants.js +28 -27
  209. package/dist/modules/bitshares-native/serial/chain_constants.js.map +1 -1
  210. package/dist/modules/bitshares-native/serial/index.d.ts +5 -9
  211. package/dist/modules/bitshares-native/serial/index.d.ts.map +1 -1
  212. package/dist/modules/bitshares-native/serial/index.js +46 -12
  213. package/dist/modules/bitshares-native/serial/index.js.map +1 -1
  214. package/dist/modules/bitshares-native/serial/operations.d.ts +102 -100
  215. package/dist/modules/bitshares-native/serial/operations.d.ts.map +1 -1
  216. package/dist/modules/bitshares-native/serial/operations.js +473 -471
  217. package/dist/modules/bitshares-native/serial/operations.js.map +1 -1
  218. package/dist/modules/bitshares-native/serial/serializer.d.ts +2 -7
  219. package/dist/modules/bitshares-native/serial/serializer.d.ts.map +1 -1
  220. package/dist/modules/bitshares-native/serial/serializer.js +8 -3
  221. package/dist/modules/bitshares-native/serial/serializer.js.map +1 -1
  222. package/dist/modules/bitshares-native/serial/types.d.ts +26 -41
  223. package/dist/modules/bitshares-native/serial/types.d.ts.map +1 -1
  224. package/dist/modules/bitshares-native/serial/types.js +76 -42
  225. package/dist/modules/bitshares-native/serial/types.js.map +1 -1
  226. package/dist/modules/bitshares-native/signing_client.d.ts +1 -5
  227. package/dist/modules/bitshares-native/signing_client.d.ts.map +1 -1
  228. package/dist/modules/bitshares-native/signing_client.js +49 -11
  229. package/dist/modules/bitshares-native/signing_client.js.map +1 -1
  230. package/dist/modules/bitshares-native/subscriptions.d.ts +1 -4
  231. package/dist/modules/bitshares-native/subscriptions.d.ts.map +1 -1
  232. package/dist/modules/bitshares-native/subscriptions.js +47 -84
  233. package/dist/modules/bitshares-native/subscriptions.js.map +1 -1
  234. package/dist/modules/bitshares-native/transport.d.ts +1 -8
  235. package/dist/modules/bitshares-native/transport.d.ts.map +1 -1
  236. package/dist/modules/bitshares-native/transport.js +22 -15
  237. package/dist/modules/bitshares-native/transport.js.map +1 -1
  238. package/dist/modules/bitshares-native/tx/builder.d.ts +3 -8
  239. package/dist/modules/bitshares-native/tx/builder.d.ts.map +1 -1
  240. package/dist/modules/bitshares-native/tx/builder.js +61 -23
  241. package/dist/modules/bitshares-native/tx/builder.js.map +1 -1
  242. package/dist/modules/bitshares-native/tx/tx_cache.d.ts +1 -8
  243. package/dist/modules/bitshares-native/tx/tx_cache.d.ts.map +1 -1
  244. package/dist/modules/bitshares-native/tx/tx_cache.js +21 -17
  245. package/dist/modules/bitshares-native/tx/tx_cache.js.map +1 -1
  246. package/dist/modules/bitshares_client.d.ts +12 -23
  247. package/dist/modules/bitshares_client.d.ts.map +1 -1
  248. package/dist/modules/bitshares_client.js +109 -56
  249. package/dist/modules/bitshares_client.js.map +1 -1
  250. package/dist/modules/bot_settings.d.ts +1 -13
  251. package/dist/modules/bot_settings.d.ts.map +1 -1
  252. package/dist/modules/bot_settings.js +34 -34
  253. package/dist/modules/bot_settings.js.map +1 -1
  254. package/dist/modules/bots_file_lock.d.ts +3 -9
  255. package/dist/modules/bots_file_lock.d.ts.map +1 -1
  256. package/dist/modules/bots_file_lock.js +8 -9
  257. package/dist/modules/bots_file_lock.js.map +1 -1
  258. package/dist/modules/chain_keys.d.ts +7 -39
  259. package/dist/modules/chain_keys.d.ts.map +1 -1
  260. package/dist/modules/chain_keys.js +126 -90
  261. package/dist/modules/chain_keys.js.map +1 -1
  262. package/dist/modules/chain_orders.d.ts +46 -52
  263. package/dist/modules/chain_orders.d.ts.map +1 -1
  264. package/dist/modules/chain_orders.js +152 -104
  265. package/dist/modules/chain_orders.js.map +1 -1
  266. package/dist/modules/config.d.ts +50 -57
  267. package/dist/modules/config.d.ts.map +1 -1
  268. package/dist/modules/config.js +28 -24
  269. package/dist/modules/config.js.map +1 -1
  270. package/dist/modules/constants.d.ts +492 -494
  271. package/dist/modules/constants.d.ts.map +1 -1
  272. package/dist/modules/constants.js +69 -39
  273. package/dist/modules/constants.js.map +1 -1
  274. package/dist/modules/cr_planner.d.ts +1 -13
  275. package/dist/modules/cr_planner.d.ts.map +1 -1
  276. package/dist/modules/cr_planner.js +28 -28
  277. package/dist/modules/cr_planner.js.map +1 -1
  278. package/dist/modules/credential_policy.d.ts +18 -33
  279. package/dist/modules/credential_policy.d.ts.map +1 -1
  280. package/dist/modules/credential_policy.js +114 -87
  281. package/dist/modules/credential_policy.js.map +1 -1
  282. package/dist/modules/credential_runtime.d.ts +11 -21
  283. package/dist/modules/credential_runtime.d.ts.map +1 -1
  284. package/dist/modules/credential_runtime.js +40 -40
  285. package/dist/modules/credential_runtime.js.map +1 -1
  286. package/dist/modules/credential_session_cache.d.ts +8 -8
  287. package/dist/modules/credential_session_cache.d.ts.map +1 -1
  288. package/dist/modules/credential_session_cache.js +41 -8
  289. package/dist/modules/credential_session_cache.js.map +1 -1
  290. package/dist/modules/credit_runtime.d.ts +51 -316
  291. package/dist/modules/credit_runtime.d.ts.map +1 -1
  292. package/dist/modules/credit_runtime.js +257 -183
  293. package/dist/modules/credit_runtime.js.map +1 -1
  294. package/dist/modules/crypto/browser_provider.js +6 -6
  295. package/dist/modules/crypto/browser_provider.js.map +1 -1
  296. package/dist/modules/crypto/index.d.ts.map +1 -1
  297. package/dist/modules/crypto/index.js +2 -0
  298. package/dist/modules/crypto/index.js.map +1 -1
  299. package/dist/modules/crypto/sync.js +3 -3
  300. package/dist/modules/crypto/sync.js.map +1 -1
  301. package/dist/modules/dexbot_class.d.ts +262 -81
  302. package/dist/modules/dexbot_class.d.ts.map +1 -1
  303. package/dist/modules/dexbot_class.js +156 -123
  304. package/dist/modules/dexbot_class.js.map +1 -1
  305. package/dist/modules/dexbot_cow_runtime.d.ts +12 -9
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package/dist/market_adapter/core/strategies/ama.d.ts CHANGED
@@ -1,2 +1,22 @@
1
- export {};
1
+ /**
2
+ * Kaufman's Adaptive Moving Average (KAMA/AMA).
3
+ */
4
+ declare class AMA {
5
+ erPeriod: any;
6
+ erSmoothPeriod: any;
7
+ erSmoothAlpha: any;
8
+ erSmoothValue: any;
9
+ fastSC: any;
10
+ slowSC: any;
11
+ prevAMA: any;
12
+ history: any;
13
+ warmedUp: any;
14
+ smaSum: any;
15
+ smaCount: any;
16
+ constructor(erPeriod: any, fastPeriod: any, slowPeriod: any, erSmoothPeriod: any);
17
+ update(price: any): any;
18
+ }
19
+ declare function getAmaWarmupBars(erPeriod: any, slowPeriod: any, lookbackBars: any, fastPeriod: any, erSmoothPeriod?: number): number;
20
+ declare function calculateAMA(closes: any, params: any): any[];
21
+ export { AMA, calculateAMA, getAmaWarmupBars };
2
22
  //# sourceMappingURL=ama.d.ts.map
package/dist/market_adapter/core/strategies/ama.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"ama.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama.ts"],"names":[],"mappings":""}
1
+ {"version":3,"file":"ama.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama.ts"],"names":[],"mappings":"AAKA;;GAEG;AACH,cAAM,GAAG;IACL,QAAQ,EAAE,GAAG,CAAC;IACd,cAAc,EAAE,GAAG,CAAC;IACpB,aAAa,EAAE,GAAG,CAAC;IACnB,aAAa,EAAE,GAAG,CAAC;IACnB,MAAM,EAAE,GAAG,CAAC;IACZ,MAAM,EAAE,GAAG,CAAC;IACZ,OAAO,EAAE,GAAG,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;IACb,QAAQ,EAAE,GAAG,CAAC;IACd,MAAM,EAAE,GAAG,CAAC;IACZ,QAAQ,EAAE,GAAG,CAAC;gBAEF,QAAQ,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG;IA0BhF,MAAM,CAAC,KAAK,EAAE,GAAG;CA+CpB;AAED,iBAAS,gBAAgB,CAAC,QAAQ,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG,EAAE,UAAU,EAAE,GAAG,EAAE,cAAc,SAAI,UAoC/G;AAED,iBAAS,YAAY,CAAC,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,SAmB7C;AAED,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,gBAAgB,EAAE,CAAA"}
package/dist/market_adapter/core/strategies/ama.js CHANGED
@@ -1,6 +1,10 @@
1
- 'use strict';
1
+ "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- const { MARKET_ADAPTER } = require('../../../modules/constants');
3
+ exports.AMA = void 0;
4
+ exports.calculateAMA = calculateAMA;
5
+ exports.getAmaWarmupBars = getAmaWarmupBars;
6
+ const constants_1 = require("../../../modules/constants");
7
+ 'use strict';
4
8
  /**
5
9
  * Kaufman's Adaptive Moving Average (KAMA/AMA).
6
10
  */
@@ -80,6 +84,7 @@ class AMA {
80
84
  return ama;
81
85
  }
82
86
  }
87
+ exports.AMA = AMA;
83
88
  function getAmaWarmupBars(erPeriod, slowPeriod, lookbackBars, fastPeriod, erSmoothPeriod = 0) {
84
89
  if (!Number.isFinite(erPeriod) || erPeriod <= 0) {
85
90
  throw new TypeError(`getAmaWarmupBars erPeriod must be a positive finite number, got ${erPeriod}`);
@@ -103,10 +108,10 @@ function getAmaWarmupBars(erPeriod, slowPeriod, lookbackBars, fastPeriod, erSmoo
103
108
  const fastSC = 2 / (fastPeriod + 1);
104
109
  const slowSC = 2 / (safeSlowPeriod + 1);
105
110
  const deltaSC = fastSC - slowSC;
106
- const scAvg = (MARKET_ADAPTER.AMA_CONVERGENCE_ER_AVG * deltaSC + slowSC) ** 2;
107
- const convergenceBars = Math.ceil(Math.log(MARKET_ADAPTER.AMA_CONVERGENCE_EPSILON) / Math.log(1 - scAvg));
111
+ const scAvg = (constants_1.MARKET_ADAPTER.AMA_CONVERGENCE_ER_AVG * deltaSC + slowSC) ** 2;
112
+ const convergenceBars = Math.ceil(Math.log(constants_1.MARKET_ADAPTER.AMA_CONVERGENCE_EPSILON) / Math.log(1 - scAvg));
108
113
  const erSmoothConvergenceBars = safeErSmoothPeriod > 0
109
- ? Math.ceil(Math.log(MARKET_ADAPTER.AMA_CONVERGENCE_EPSILON)
114
+ ? Math.ceil(Math.log(constants_1.MARKET_ADAPTER.AMA_CONVERGENCE_EPSILON)
110
115
  / Math.log(1 - (2 / (safeErSmoothPeriod + 1))))
111
116
  : 0;
112
117
  return safeErPeriod + convergenceBars + erSmoothConvergenceBars + safeLookbackBars;
@@ -130,9 +135,4 @@ function calculateAMA(closes, params) {
130
135
  const indicator = new AMA(params.erPeriod, params.fastPeriod, params.slowPeriod, params.erSmoothPeriod);
131
136
  return closes.map(price => indicator.update(price));
132
137
  }
133
- module.exports = {
134
- AMA,
135
- calculateAMA,
136
- getAmaWarmupBars,
137
- };
138
138
  //# sourceMappingURL=ama.js.map
package/dist/market_adapter/core/strategies/ama.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/market_adapter/core/strategies/ama_slope_model.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- declare function computeAverageAmaSlopePct(current: any, past: any, lookbackBars: any): number;
1
+ declare function computeAverageAmaSlopePct(current: any, past: any, lookbackBars: any): number | null;
2
2
  /**
3
3
  * Compute AMA slope and volatility offsets from the AMA series.
4
4
  *
@@ -33,18 +33,14 @@ declare function computeAmaSlopeWeights(amaValues: any, weightVariance: any, opt
33
33
  confidence: number;
34
34
  trend: string;
35
35
  } | {
36
- slopeOffset: any;
37
- rawSlopeOffset: any;
38
- symmetricDelta: any;
39
- slopePct: number;
36
+ slopeOffset: number;
37
+ rawSlopeOffset: number;
38
+ symmetricDelta: number;
39
+ slopePct: number | null;
40
40
  clippedSlopePct: number;
41
41
  confidence: number;
42
- trend: any;
42
+ trend: string;
43
43
  isReady: boolean;
44
44
  };
45
- declare const _default: {
46
- computeAmaSlopeWeights: typeof computeAmaSlopeWeights;
47
- computeAverageAmaSlopePct: typeof computeAverageAmaSlopePct;
48
- };
49
- export = _default;
45
+ export { computeAmaSlopeWeights, computeAverageAmaSlopePct };
50
46
  //# sourceMappingURL=ama_slope_model.d.ts.map
package/dist/market_adapter/core/strategies/ama_slope_model.d.ts.map CHANGED
@@ -1 +1 @@
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1
+ {"version":3,"file":"ama_slope_model.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/ama_slope_model.ts"],"names":[],"mappings":"AAeA,iBAAS,yBAAyB,CAAC,OAAO,EAAE,GAAG,EAAE,IAAI,EAAE,GAAG,EAAE,YAAY,EAAE,GAAG,iBAQ5E;AAED;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,iBAAS,sBAAsB,CAAC,SAAS,EAAE,GAAG,EAAE,cAAc,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;;;;;;;;;EAsGlF;AAED,OAAO,EAAE,sBAAsB,EAAE,yBAAyB,EAAE,CAAA"}