ta-crypto 0.1.3 → 0.1.5

package/LICENSE

@@ -1,21 +1,21 @@
-MIT License
-
-Copyright (c) 2026
-
-Permission is hereby granted, free of charge, to any person obtaining a copy
-of this software and associated documentation files (the "Software"), to deal
-in the Software without restriction, including without limitation the rights
-to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
-copies of the Software, and to permit persons to whom the Software is
-furnished to do so, subject to the following conditions:
-
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
-IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
-FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
-AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
-LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
-OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.
+MIT License
+
+Copyright (c) 2026
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/README.md

@@ -1,157 +1,157 @@
-# ta-crypto
-
-[![npm version](https://img.shields.io/npm/v/ta-crypto.svg)](https://www.npmjs.com/package/ta-crypto)
-[![CI](https://github.com/TDamiao/ta-crypto/actions/workflows/ci.yml/badge.svg)](https://github.com/TDamiao/ta-crypto/actions/workflows/ci.yml)
-
-Technical analysis indicators for crypto markets in Node.js. Inspired by pandas-ta, but focused on crypto use-cases and Node-friendly APIs.
-
-## Features
-
-- Typed, lightweight indicators for OHLCV arrays
-- Crypto-specific extras like session VWAP, funding rate helpers, volatility regimes, and orderflow proxies
-- Functions return arrays aligned to input length with `null` for insufficient data
-
-## Install
-
-```bash
-npm i ta-crypto
-```
-
-## Quick Start
-
-```ts
-import {
-  ta,
-  sma,
-  rsi,
-  macd,
-  bbands,
-  atr,
-  vwap,
-  vwapSession,
-  realizedVolatility,
-  fundingRateCumulative,
-  volatilityRegime,
-  orderflowImbalance,
-  obv,
-  mfi,
-  stoch,
-  adx
-} from "ta-crypto";
-
-const close = [101, 102, 99, 105, 110, 108, 111];
-const open =  [100, 101, 100, 103, 108, 109, 110];
-const high =  [102, 103, 101, 106, 112, 110, 112];
-const low =   [ 99, 100,  98, 102, 107, 106, 109];
-const volume =[ 10,  12,  11,  15,  17,  14,  18];
-const session=[  1,   1,   1,   2,   2,   2,   3];
-
-const s = sma(close, 3);
-const r = rsi(close, 14);
-const m = macd(close);
-const b = bbands(close, 20, 2);
-const a = atr(high, low, close, 14);
-const v = vwap(high, low, close, volume);
-const vs = vwapSession(high, low, close, volume, session);
-const rv = realizedVolatility(close, 30, 365);
-const fr = fundingRateCumulative([0.0001, -0.0002, 0.00005]);
-const vr = volatilityRegime(close, 30, 365);
-const ofi = orderflowImbalance(open, close, volume, 20);
-const o = obv(close, volume);
-const moneyFlow = mfi(high, low, close, volume, 14);
-const st = stoch(high, low, close, 14, 3);
-const dx = adx(high, low, close, 14);
-
-const s2 = ta.sma(close, 3);
-```
-
-## API Conventions
-
-- Input arrays must be the same length.
-- Outputs are aligned to input length.
-- `null` marks periods with insufficient data.
-
-## Indicators
-
-Overlap:
-- `sma`, `ema`, `rma`, `hl2`, `hlc3`, `ohlc4`, `vwap`, `bbands`
-
-Momentum:
-- `rsi`, `macd`, `stoch`
-
-Volatility:
-- `trueRange`, `atr`, `natr`, `realizedVolatility`
-
-Performance:
-- `logReturn`, `percentReturn`
-
-Volume:
-- `obv`, `mfi`
-
-Trend:
-- `adx`
-
-Crypto:
-- `vwapSession`, `fundingRateCumulative`, `fundingRateAPR`, `volatilityRegime`, `signedVolume`, `volumeDelta`, `orderflowImbalance`
-
-## Crypto-Specific Notes
-
-Session VWAP:
-- Provide a `session` array with an id per candle. VWAP resets on each new session id.
-
-Funding rate:
-- `fundingRateCumulative` sums periodic rates over time.
-- `fundingRateAPR` annualizes a periodic rate using `periodsPerYear`.
-
-Volatility regimes:
-- `volatilityRegime` computes realized volatility and returns -1, 0, or 1 based on z-score thresholds.
-
-Orderflow proxies:
-- `signedVolume`, `volumeDelta`, and `orderflowImbalance` infer buy/sell pressure from candle direction.
-
-## Release
-
-Automated npm publish runs on tag push. Steps:
-
-1. Ensure `NPM_TOKEN` is set in GitHub Actions secrets.
-   - For GitHub Packages, set `GITHUB_TOKEN` (already provided) or a PAT if needed.
-2. Update changelog (recommended):
-
-```bash
-npm run changelog
-```
-
-3. Bump version (optional):
-
-```bash
-npm run version:patch
-```
-
-4. Run:
-
-```bash
-npm run release
-```
-
-Or do everything in one step:
-
-```bash
-npm run release:patch
-```
-
-GitHub Packages:
-- A separate workflow publishes `@TDamiao/ta-crypto` to GitHub Packages on the same tag.
-
-This creates and pushes a tag like `v0.1.1`, triggering the release workflow.
-
-## License
-
-MIT
-
-## GitHub Packages
-
-Install from GitHub Packages:
-
-```bash
-npm i @TDamiao/ta-crypto
-```
+# ta-crypto
+
+[![npm version](https://img.shields.io/npm/v/ta-crypto.svg)](https://www.npmjs.com/package/ta-crypto)
+[![CI](https://github.com/TDamiao/ta-crypto/actions/workflows/ci.yml/badge.svg)](https://github.com/TDamiao/ta-crypto/actions/workflows/ci.yml)
+
+Technical analysis indicators for crypto markets in Node.js. Inspired by pandas-ta, but focused on crypto use-cases and Node-friendly APIs.
+
+## Features
+
+- Typed, lightweight indicators for OHLCV arrays
+- Crypto-specific extras like session VWAP, funding rate helpers, volatility regimes, and orderflow proxies
+- Functions return arrays aligned to input length with `null` for insufficient data
+
+## Install
+
+```bash
+npm i ta-crypto
+```
+
+## Quick Start
+
+```ts
+import {
+  ta,
+  sma,
+  rsi,
+  macd,
+  bbands,
+  atr,
+  vwap,
+  vwapSession,
+  realizedVolatility,
+  fundingRateCumulative,
+  volatilityRegime,
+  orderflowImbalance,
+  obv,
+  mfi,
+  stoch,
+  adx
+} from "ta-crypto";
+
+const close = [101, 102, 99, 105, 110, 108, 111];
+const open =  [100, 101, 100, 103, 108, 109, 110];
+const high =  [102, 103, 101, 106, 112, 110, 112];
+const low =   [ 99, 100,  98, 102, 107, 106, 109];
+const volume =[ 10,  12,  11,  15,  17,  14,  18];
+const session=[  1,   1,   1,   2,   2,   2,   3];
+
+const s = sma(close, 3);
+const r = rsi(close, 14);
+const m = macd(close);
+const b = bbands(close, 20, 2);
+const a = atr(high, low, close, 14);
+const v = vwap(high, low, close, volume);
+const vs = vwapSession(high, low, close, volume, session);
+const rv = realizedVolatility(close, 30, 365);
+const fr = fundingRateCumulative([0.0001, -0.0002, 0.00005]);
+const vr = volatilityRegime(close, 30, 365);
+const ofi = orderflowImbalance(open, close, volume, 20);
+const o = obv(close, volume);
+const moneyFlow = mfi(high, low, close, volume, 14);
+const st = stoch(high, low, close, 14, 3);
+const dx = adx(high, low, close, 14);
+
+const s2 = ta.sma(close, 3);
+```
+
+## API Conventions
+
+- Input arrays must be the same length.
+- Outputs are aligned to input length.
+- `null` marks periods with insufficient data.
+
+## Indicators
+
+Overlap:
+- `sma`, `ema`, `rma`, `hl2`, `hlc3`, `ohlc4`, `vwap`, `bbands`
+
+Momentum:
+- `rsi`, `macd`, `stoch`
+
+Volatility:
+- `trueRange`, `atr`, `natr`, `realizedVolatility`
+
+Performance:
+- `logReturn`, `percentReturn`
+
+Volume:
+- `obv`, `mfi`
+
+Trend:
+- `adx`
+
+Crypto:
+- `vwapSession`, `fundingRateCumulative`, `fundingRateAPR`, `volatilityRegime`, `signedVolume`, `volumeDelta`, `orderflowImbalance`
+
+## Crypto-Specific Notes
+
+Session VWAP:
+- Provide a `session` array with an id per candle. VWAP resets on each new session id.
+
+Funding rate:
+- `fundingRateCumulative` sums periodic rates over time.
+- `fundingRateAPR` annualizes a periodic rate using `periodsPerYear`.
+
+Volatility regimes:
+- `volatilityRegime` computes realized volatility and returns -1, 0, or 1 based on z-score thresholds.
+
+Orderflow proxies:
+- `signedVolume`, `volumeDelta`, and `orderflowImbalance` infer buy/sell pressure from candle direction.
+
+## Release
+
+Automated npm publish runs on tag push. Steps:
+
+1. Ensure `NPM_TOKEN` is set in GitHub Actions secrets.
+   - For GitHub Packages, set `GITHUB_TOKEN` (already provided) or a PAT if needed.
+2. Update changelog (recommended):
+
+```bash
+npm run changelog
+```
+
+3. Bump version (optional):
+
+```bash
+npm run version:patch
+```
+
+4. Run:
+
+```bash
+npm run release
+```
+
+Or do everything in one step:
+
+```bash
+npm run release:patch
+```
+
+GitHub Packages:
+- A separate workflow publishes `@TDamiao/ta-crypto` to GitHub Packages on the same tag.
+
+This creates and pushes a tag like `v0.1.1`, triggering the release workflow.
+
+## License
+
+MIT
+
+## GitHub Packages
+
+Install from GitHub Packages:
+
+```bash
+npm i @TDamiao/ta-crypto
+```

package/dist/core/crypto.js

@@ -1,6 +1,6 @@
-import { assertSameLength, makeSeries, mean, stdev } from "./math";
-import { hlc3 } from "./overlap";
-import { realizedVolatility } from "./performance";
+import { assertSameLength, makeSeries, mean, stdev } from "./math.js";
+import { hlc3 } from "./overlap.js";
+import { realizedVolatility } from "./performance.js";
 export function vwapSession(high, low, close, volume, session) {
     assertSameLength(high, low, close, volume);
     if (session.length !== high.length) {

package/dist/core/momentum.js

@@ -1,5 +1,5 @@
-import { makeSeries } from "./math";
-import { ema } from "./overlap";
+import { makeSeries } from "./math.js";
+import { ema } from "./overlap.js";
 export function macd(values, fast = 12, slow = 26, signal = 9) {
     const fastEma = ema(values, fast);
     const slowEma = ema(values, slow);

package/dist/core/overlap.js

@@ -1,4 +1,4 @@
-import { assertSameLength, isNum, makeSeries, mean, stdev } from "./math";
+import { assertSameLength, isNum, makeSeries, mean, stdev } from "./math.js";
 export function sma(values, length = 14) {
     const out = makeSeries(values.length);
     if (length <= 0)

package/dist/core/performance.js

@@ -1,4 +1,4 @@
-import { makeSeries, stdev } from "./math";
+import { makeSeries, stdev } from "./math.js";
 export function logReturn(values, cumulative = false) {
     const out = makeSeries(values.length);
     let acc = 0;

package/dist/core/trend.js

@@ -1,6 +1,6 @@
-import { makeSeries } from "./math";
-import { rma } from "./overlap";
-import { trueRange } from "./volatility";
+import { makeSeries } from "./math.js";
+import { rma } from "./overlap.js";
+import { trueRange } from "./volatility.js";
 export function adx(high, low, close, length = 14) {
     const len = close.length;
     if (high.length !== len || low.length !== len) {

package/dist/core/volatility.js

@@ -1,5 +1,5 @@
-import { assertSameLength, makeSeries } from "./math";
-import { rma } from "./overlap";
+import { assertSameLength, makeSeries } from "./math.js";
+import { rma } from "./overlap.js";
 export function trueRange(high, low, close) {
     assertSameLength(high, low, close);
     const out = makeSeries(high.length);

package/dist/core/volume.js

@@ -1,4 +1,4 @@
-import { makeSeries } from "./math";
+import { makeSeries } from "./math.js";
 export function obv(close, volume) {
     if (close.length !== volume.length) {
         throw new Error("All series must have the same length");

package/dist/index.d.ts

@@ -1,11 +1,11 @@
-export { sma, ema, rma, hl2, hlc3, ohlc4, vwap, bbands } from "./core/overlap";
-export { rsi, macd, stoch } from "./core/momentum";
-export { trueRange, atr, natr } from "./core/volatility";
-export { logReturn, percentReturn, realizedVolatility } from "./core/performance";
-export { obv, mfi } from "./core/volume";
-export { adx } from "./core/trend";
-export { vwapSession, fundingRateCumulative, fundingRateAPR, volatilityRegime, signedVolume, volumeDelta, orderflowImbalance } from "./core/crypto";
-export * from "./types";
+export { sma, ema, rma, hl2, hlc3, ohlc4, vwap, bbands } from "./core/overlap.js";
+export { rsi, macd, stoch } from "./core/momentum.js";
+export { trueRange, atr, natr } from "./core/volatility.js";
+export { logReturn, percentReturn, realizedVolatility } from "./core/performance.js";
+export { obv, mfi } from "./core/volume.js";
+export { adx } from "./core/trend.js";
+export { vwapSession, fundingRateCumulative, fundingRateAPR, volatilityRegime, signedVolume, volumeDelta, orderflowImbalance } from "./core/crypto.js";
+export * from "./types.js";
 export declare const ta: {
     vwapSession(high: number[], low: number[], close: number[], volume: number[], session: Array<string | number>): Array<number | null>;
     fundingRateCumulative(values: number[]): Array<number | null>;

package/dist/index.js

@@ -1,18 +1,18 @@
-export { sma, ema, rma, hl2, hlc3, ohlc4, vwap, bbands } from "./core/overlap";
-export { rsi, macd, stoch } from "./core/momentum";
-export { trueRange, atr, natr } from "./core/volatility";
-export { logReturn, percentReturn, realizedVolatility } from "./core/performance";
-export { obv, mfi } from "./core/volume";
-export { adx } from "./core/trend";
-export { vwapSession, fundingRateCumulative, fundingRateAPR, volatilityRegime, signedVolume, volumeDelta, orderflowImbalance } from "./core/crypto";
-export * from "./types";
-import * as overlap from "./core/overlap";
-import * as momentum from "./core/momentum";
-import * as volatility from "./core/volatility";
-import * as performance from "./core/performance";
-import * as volume from "./core/volume";
-import * as trend from "./core/trend";
-import * as crypto from "./core/crypto";
+export { sma, ema, rma, hl2, hlc3, ohlc4, vwap, bbands } from "./core/overlap.js";
+export { rsi, macd, stoch } from "./core/momentum.js";
+export { trueRange, atr, natr } from "./core/volatility.js";
+export { logReturn, percentReturn, realizedVolatility } from "./core/performance.js";
+export { obv, mfi } from "./core/volume.js";
+export { adx } from "./core/trend.js";
+export { vwapSession, fundingRateCumulative, fundingRateAPR, volatilityRegime, signedVolume, volumeDelta, orderflowImbalance } from "./core/crypto.js";
+export * from "./types.js";
+import * as overlap from "./core/overlap.js";
+import * as momentum from "./core/momentum.js";
+import * as volatility from "./core/volatility.js";
+import * as performance from "./core/performance.js";
+import * as volume from "./core/volume.js";
+import * as trend from "./core/trend.js";
+import * as crypto from "./core/crypto.js";
 export const ta = {
     ...overlap,
     ...momentum,

package/package.json

@@ -1,55 +1,55 @@
-{
-  "name": "ta-crypto",
-  "version": "0.1.3",
-  "description": "Technical analysis for crypto markets in Node.js",
-  "type": "module",
-  "license": "MIT",
-  "author": "",
-  "exports": {
-    ".": {
-      "types": "./dist/index.d.ts",
-      "import": "./dist/index.js"
-    }
-  },
-  "types": "dist/index.d.ts",
-  "main": "dist/index.js",
-  "files": [
-    "dist",
-    "README.md",
-    "LICENSE"
-  ],
-  "scripts": {
-    "build": "tsc -p tsconfig.json",
-    "clean": "rimraf dist",
-    "prepublishOnly": "npm run clean && npm run build",
-    "release": "node ./scripts/release.js",
-    "release:patch": "npm version patch && npm run release",
-    "release:minor": "npm version minor && npm run release",
-    "release:major": "npm version major && npm run release",
-    "version:patch": "npm version patch",
-    "version:minor": "npm version minor",
-    "version:major": "npm version major",
-    "changelog": "node ./scripts/changelog.js",
-    "test": "node -e \"console.log('no tests yet')\""
-  },
-  "devDependencies": {
-    "rimraf": "^5.0.5",
-    "typescript": "^5.4.5"
-  },
-  "keywords": [
-    "crypto",
-    "bitcoin",
-    "technical-analysis",
-    "indicators",
-    "trading",
-    "ohlcv"
-  ],
-  "repository": {
-    "type": "git",
-    "url": "git+https://github.com/TDamiao/ta-crypto.git"
-  },
-  "bugs": {
-    "url": "https://github.com/TDamiao/ta-crypto/issues"
-  },
-  "homepage": "https://github.com/TDamiao/ta-crypto#readme"
-}
+{
+  "name": "ta-crypto",
+  "version": "0.1.5",
+  "description": "Technical analysis for crypto markets in Node.js",
+  "type": "module",
+  "license": "MIT",
+  "author": "",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js"
+    }
+  },
+  "types": "dist/index.d.ts",
+  "main": "dist/index.js",
+  "files": [
+    "dist",
+    "README.md",
+    "LICENSE"
+  ],
+  "scripts": {
+    "build": "tsc -p tsconfig.json",
+    "clean": "rimraf dist",
+    "prepublishOnly": "npm run clean && npm run build",
+    "release": "node ./scripts/release.js",
+    "release:patch": "npm version patch && npm run release",
+    "release:minor": "npm version minor && npm run release",
+    "release:major": "npm version major && npm run release",
+    "version:patch": "npm version patch",
+    "version:minor": "npm version minor",
+    "version:major": "npm version major",
+    "changelog": "node ./scripts/changelog.js",
+    "test": "node -e \"console.log('no tests yet')\""
+  },
+  "devDependencies": {
+    "rimraf": "^5.0.5",
+    "typescript": "^5.4.5"
+  },
+  "keywords": [
+    "crypto",
+    "bitcoin",
+    "technical-analysis",
+    "indicators",
+    "trading",
+    "ohlcv"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/TDamiao/ta-crypto.git"
+  },
+  "bugs": {
+    "url": "https://github.com/TDamiao/ta-crypto/issues"
+  },
+  "homepage": "https://github.com/TDamiao/ta-crypto#readme"
+}