qntjs-lib 1.1.1 → 1.1.2

package/README.md

@@ -2,10 +2,7 @@
 
 A pure fast JavaScript/TypeScript library of technical‑analysis indicators, trading performance/risk metrics, array utilities, and numerical helpers.
 
-This repository implements a wide set of TA indicators (EMA, TEMA, T3, MFI, KAMA, etc.), common trading performance metrics/utilities, vectorized math functions, and statistical helpers. Where applicable, implementations are optimized for two common usage patterns:
-
-- NaN‑aware workflows (default): functions are NaN‑aware and will skip NaN values where appropriate.
-- Dense fast‑path: when you know inputs contain no NaNs you can opt into a dense, faster implementation by passing `skipna=false` to supported functions.
+This package implements several TA indicators (EMA, TEMA, T3, MFI, KAMA, etc.), common trading performance metrics/utilities, vectorized math functions, and statistical helpers. 
 
 By default the main (typed) build returns typed arrays (e.g. `Float64Array`) for better numeric performance and predictable memory layout. A companion "untyped" build exposes the same API but returns plain `number[]` values for easier interoperability with plain JavaScript code.
 
@@ -43,19 +40,7 @@ When to use each:
 - Use the default import (`qntjs-lib`) when you want outputs as `Float64Array` for numeric performance and predictable memory layout.
 - Use `qntjs-lib/untyped` when you prefer plain `number[]` outputs for easier inspection or serialization.
 
-## skipna and dense fast-path
-
-Many indicators accept an optional `skipna` boolean (default `true`). Example:
-
-```js
-// NaN-aware (default)
-ta.sma(pricesWithGaps, 5);
-
-// Dense fast-path (assume no NaNs)
-ta.sma(densePrices, 5, false);
-```
-
-## Modules and examples
+## Modules
 
 Overview of top-level modules and minimal examples showing common usage patterns.
 
@@ -128,8 +113,25 @@ const filled = arr.ffill(a);
  - **`perf.*`** : `returns`, `logreturns`, `cumreturns`, `cagr`, `dailyReturns`, `dd`, `maxdd`, `maxddDetails`, `dduration`, `rollmaxdd`, `recoveryFactor`, `calmarRatio`, `ulcerIndex`, `rollUlcerIndex`, `sharpe`, `sortino`, `rollsharpe`, `rollsortino`, `vol`, `rollvol`, `valueAtRisk`, `expectedShortfall`, `tailRatio`, `omegaRatio`
 
 
+## skipna and dense fast-path
+
+Where applicable, implementations are optimized for two common usage patterns:
+
+- NaN‑aware workflows (default): functions are NaN‑aware and will skip NaN values where appropriate.
+- Dense fast‑path: when you know inputs contain no NaNs you can opt into a dense, faster implementation by passing `skipna=false` to supported functions.
+
+```js
+// NaN-aware (default)
+ta.sma(pricesWithGaps, 5);
+
+// Dense fast-path (assume no NaNs)
+ta.sma(densePrices, 5, false);
+```
+
 ## Tests & development
 
+Many functions, especially TA indicators are tested for correctness against Tulind library.
+
 Run tests:
 
 ```bash

package/dist/untyped/index.d.ts

@@ -1243,7 +1243,7 @@ declare namespace perf {
    */
   export function dailyReturns(tsMs: ArrayLike<number>, returnsArr: ArrayLike<number>, tzOffsetMinutes?: number): {
     days: number[];
-    dailyReturns: Float32Array<ArrayBuffer>;
+    dailyReturns: number[];
 };
   /**
    * Compute the drawdown series from an equity/price series.
@@ -1276,7 +1276,7 @@ declare namespace perf {
    * @param source Input level series (prices/equity)
    * @returns Float32Array of log returns (same length as `source`)
    */
-  export function logreturns(source: ArrayLike<number>): Float32Array;
+  export function logreturns(source: ArrayLike<number>): number[];
   /**
    * Compute the maximum drawdown magnitude over the entire series.
    * Returns a positive number (0..+inf) or NaN when no valid points.
@@ -1314,7 +1314,7 @@ declare namespace perf {
    * @param source Input level series (prices/equity)
    * @returns Float32Array of simple returns (same length as `source`)
    */
-  export function returns(source: ArrayLike<number>): Float32Array;
+  export function returns(source: ArrayLike<number>): number[];
   /**
    * Rolling Ulcer Index computed over a trailing window.
    * Returns NaN for windows with insufficient valid samples (< minPeriod) or invalid window.

package/dist/untyped/index.js

@@ -1,8 +1,10 @@
-// Generated untyped wrapper — converts Float64Array -> number[] and recursively maps tuples/arrays
+// Generated untyped wrapper — converts numeric TypedArrays -> number[] and recursively maps tuples/arrays
 import * as core from '../bundle/index.js';
 
 function convert(val) {
-  if (val instanceof Float64Array) return Array.from(val);
+  if (val instanceof Float64Array || val instanceof Float32Array || val instanceof Int32Array || val instanceof Uint32Array || val instanceof Int16Array || val instanceof Uint16Array || val instanceof Int8Array || val instanceof Uint8Array) {
+    return Array.from(val);
+  }
   if (Array.isArray(val)) return val.map(convert);
   return val;
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "qntjs-lib",
-  "version": "1.1.1",
+  "version": "1.1.2",
   "type": "module",
   "main": "./dist/bundle/index.js",
   "types": "./dist/index.d.ts",