qntjs-lib 1.0.0

package/dist/ta/volume-money-flow/ad.d.ts

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+/**
+ * Accumulation/Distribution (AD) line.
+ * Computes the cumulative money flow: AD[i] = AD[i-1] + MFM[i] * volume[i],
+ * where MFM = ((close - low) - (high - close)) / (high - low).
+ * NaNs propagate for invalid input tuples and the accumulator only updates on finite values.
+ * @param high High price series
+ * @param low Low price series
+ * @param close Close price series
+ * @param volume Volume series
+ * @returns Float64Array of AD values
+ */
+export declare function ad(high: ArrayLike<number>, low: ArrayLike<number>, close: ArrayLike<number>, volume: ArrayLike<number>): Float64Array;

package/dist/ta/volume-money-flow/adosc.d.ts

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+/**
+ * Accumulation/Distribution Oscillator (ADOSC).
+ * Computes the difference between short- and long-term EMAs of the cumulative
+ * money flow (AD). Supports NaN-aware and dense fast-paths; outputs are NaN
+ * until the long EMA seeding is complete.
+ * @param high High price series
+ * @param low Low price series
+ * @param close Close price series
+ * @param volume Volume series
+ * @param shortPeriod Short EMA period
+ * @param longPeriod Long EMA period
+ * @param skipna Whether to ignore NaNs during computation (default: true)
+ * @returns Float64Array of ADOSC values (NaN where undefined)
+ */
+export declare function adosc(high: ArrayLike<number>, low: ArrayLike<number>, close: ArrayLike<number>, volume: ArrayLike<number>, shortPeriod: number, longPeriod: number, skipna?: boolean): Float64Array;

package/dist/ta/volume-money-flow/index.d.ts

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+export * from './ad.js';
+export * from './adosc.js';
+export * from './mfi.js';
+export * from './obv.js';
+export * from './pnvi.js';
+export * from './wad.js';

package/dist/ta/volume-money-flow/mfi.d.ts

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+/**
+ * Money Flow Index (MFI).
+ * Computes MFI over `period` using typical price and money flow; NaN-aware
+ * sliding-window implementation that emits NaN where insufficient valid data exists.
+ * @param high High price series
+ * @param low Low price series
+ * @param close Close price series
+ * @param volume Volume series
+ * @param period Lookback period (must be > 0)
+ * @returns Float64Array of MFI values in [0,100]
+ */
+export declare function mfi(high: ArrayLike<number>, low: ArrayLike<number>, close: ArrayLike<number>, volume: ArrayLike<number>, period: number): Float64Array;

package/dist/ta/volume-money-flow/obv.d.ts

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+/**
+ * On-Balance Volume (OBV).
+ * Accumulates volume by sign of price change: add volume when price rises,
+ * subtract when price falls; NaNs in inputs yield NaN outputs for that index.
+ * @param price Price series
+ * @param volume Volume series
+ * @returns Float64Array of OBV values
+ */
+export declare function obv(price: ArrayLike<number>, volume: ArrayLike<number>): Float64Array;

package/dist/ta/volume-money-flow/pnvi.d.ts

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+/**
+ * Positive/Negative Volume Index (PNVI).
+ * Returns `[pvi, nvi]` series tracking separate indices when volume increases
+ * (PVI) or decreases (NVI). Preserves NaNs and treats zero close as missing.
+ * @param close Close price series
+ * @param volume Volume series
+ * @param start Initial index value (default: 1000)
+ * @returns Tuple `[pvi, nvi]` as Float64Array
+ */
+export declare function pnvi(close: ArrayLike<number>, volume: ArrayLike<number>, start?: number): [Float64Array, Float64Array];

package/dist/ta/volume-money-flow/wad.d.ts

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+/**
+ * Williams Accumulation/Distribution (WAD).
+ * Accumulates the money flow based on price movement using either a dense
+ * fast-path or a NaN-aware path depending on `skipna` and input contents.
+ * @param high High price series
+ * @param low Low price series
+ * @param close Close price series
+ * @param skipna Whether to ignore NaNs (default: true)
+ * @returns Float64Array of WAD values (NaN where undefined)
+ */
+export declare function wad(high: ArrayLike<number>, low: ArrayLike<number>, close: ArrayLike<number>, skipna?: boolean): Float64Array;