garch 1.2.1 → 1.2.2

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Files changed (4) hide show
  1. package/build/index.cjs +4 -2
  2. package/build/index.mjs +4 -2
  3. package/package.json +1 -1
  4. package/types.d.ts +2 -2
package/build/index.cjs CHANGED
@@ -1780,8 +1780,9 @@ function checkReliable(fit) {
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  * @param confidence — two-sided probability in (0,1). Default ≈0.6827 (±1σ).
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  * Common values: 0.90 → z=1.645, 0.95 → z=1.96, 0.99 → z=2.576.
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  */
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- function predict(candles, interval, currentPrice = candles[candles.length - 1].close, confidence = 0.6827) {
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+ function predict(candles, interval, currentPrice, confidence = 0.6827) {
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  assertMinCandles(candles, interval);
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+ currentPrice = currentPrice || candles[candles.length - 1].close;
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  const z = probit(confidence);
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  const fit = fitModel(candles, INTERVALS_PER_YEAR[interval], 1);
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  const sigma = fit.forecast.volatility[0];
@@ -1804,10 +1805,11 @@ function predict(candles, interval, currentPrice = candles[candles.length - 1].c
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  * Uses log-normal price bands: P·exp(±z·σ), where z = probit(confidence).
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  * @param confidence — two-sided probability in (0,1). Default ≈0.6827 (±1σ).
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  */
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- function predictRange(candles, interval, steps, currentPrice = candles[candles.length - 1].close, confidence = 0.6827) {
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+ function predictRange(candles, interval, steps, currentPrice, confidence = 0.6827) {
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  assertMinCandles(candles, interval);
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  const z = probit(confidence);
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  const fit = fitModel(candles, INTERVALS_PER_YEAR[interval], steps);
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+ currentPrice = currentPrice || candles[candles.length - 1].close;
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  const cumulativeVariance = fit.forecast.variance.reduce((sum, v) => sum + v, 0);
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  const sigma = Math.sqrt(cumulativeVariance);
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  const upperPrice = currentPrice * Math.exp(z * sigma);
package/build/index.mjs CHANGED
@@ -1778,8 +1778,9 @@ function checkReliable(fit) {
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  * @param confidence — two-sided probability in (0,1). Default ≈0.6827 (±1σ).
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  * Common values: 0.90 → z=1.645, 0.95 → z=1.96, 0.99 → z=2.576.
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  */
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- function predict(candles, interval, currentPrice = candles[candles.length - 1].close, confidence = 0.6827) {
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+ function predict(candles, interval, currentPrice, confidence = 0.6827) {
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  assertMinCandles(candles, interval);
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+ currentPrice = currentPrice || candles[candles.length - 1].close;
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  const z = probit(confidence);
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  const fit = fitModel(candles, INTERVALS_PER_YEAR[interval], 1);
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  const sigma = fit.forecast.volatility[0];
@@ -1802,10 +1803,11 @@ function predict(candles, interval, currentPrice = candles[candles.length - 1].c
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  * Uses log-normal price bands: P·exp(±z·σ), where z = probit(confidence).
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  * @param confidence — two-sided probability in (0,1). Default ≈0.6827 (±1σ).
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  */
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- function predictRange(candles, interval, steps, currentPrice = candles[candles.length - 1].close, confidence = 0.6827) {
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+ function predictRange(candles, interval, steps, currentPrice, confidence = 0.6827) {
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  assertMinCandles(candles, interval);
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  const z = probit(confidence);
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  const fit = fitModel(candles, INTERVALS_PER_YEAR[interval], steps);
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+ currentPrice = currentPrice || candles[candles.length - 1].close;
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  const cumulativeVariance = fit.forecast.variance.reduce((sum, v) => sum + v, 0);
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  const sigma = Math.sqrt(cumulativeVariance);
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  const upperPrice = currentPrice * Math.exp(z * sigma);
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "garch",
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- "version": "1.2.1",
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+ "version": "1.2.2",
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  "description": "GARCH and EGARCH volatility models for TypeScript",
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  "type": "module",
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  "main": "./build/index.cjs",
package/types.d.ts CHANGED
@@ -514,7 +514,7 @@ interface PredictionResult {
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  * @param confidence — two-sided probability in (0,1). Default ≈0.6827 (±1σ).
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  * Common values: 0.90 → z=1.645, 0.95 → z=1.96, 0.99 → z=2.576.
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  */
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- declare function predict(candles: Candle[], interval: CandleInterval, currentPrice?: number, confidence?: number): PredictionResult;
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+ declare function predict(candles: Candle[], interval: CandleInterval, currentPrice?: number | null, confidence?: number): PredictionResult;
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  /**
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  * Forecast expected price range over multiple candles.
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  *
@@ -522,7 +522,7 @@ declare function predict(candles: Candle[], interval: CandleInterval, currentPri
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  * Uses log-normal price bands: P·exp(±z·σ), where z = probit(confidence).
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  * @param confidence — two-sided probability in (0,1). Default ≈0.6827 (±1σ).
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  */
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- declare function predictRange(candles: Candle[], interval: CandleInterval, steps: number, currentPrice?: number, confidence?: number): PredictionResult;
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+ declare function predictRange(candles: Candle[], interval: CandleInterval, steps: number, currentPrice?: number | null, confidence?: number): PredictionResult;
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  /**
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  * Walk-forward backtest of predict.
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  *