wickra-wasm 0.2.7 → 0.3.0
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.
- package/README.md +27 -19
- package/package.json +6 -6
- package/wickra_wasm.d.ts +1841 -200
- package/wickra_wasm.js +1 -1
- package/wickra_wasm_bg.js +14383 -1887
- package/wickra_wasm_bg.wasm +0 -0
package/wickra_wasm.d.ts
CHANGED
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@@ -27,6 +27,39 @@ export class ADX {
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warmupPeriod(): number;
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}
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export class ADXR {
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free(): void;
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[Symbol.dispose](): void;
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batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number);
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reset(): void;
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update(high: number, low: number, close: number): number | undefined;
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warmupPeriod(): number;
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}
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export class ALMA {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number, offset: number, sigma: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class APO {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(fast: number, slow: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class ATR {
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free(): void;
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[Symbol.dispose](): void;
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@@ -36,6 +69,20 @@ export class ATR {
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update(high: number, low: number, close: number): number | undefined;
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}
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export class AccelerationBands {
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free(): void;
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[Symbol.dispose](): void;
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/**
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* Returns `[u0, m0, l0, u1, m1, l1, ...]`, length `3 * n`.
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*/
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batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number, factor: number);
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reset(): void;
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update(high: number, low: number, close: number): any;
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warmupPeriod(): number;
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}
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export class AcceleratorOscillator {
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free(): void;
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[Symbol.dispose](): void;
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@@ -45,6 +92,55 @@ export class AcceleratorOscillator {
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update(high: number, low: number): number | undefined;
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}
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export class AdaptiveCycle {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor();
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class Alligator {
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free(): void;
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[Symbol.dispose](): void;
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/**
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* Returns `[jaw0, teeth0, lips0, jaw1, teeth1, lips1, ...]`, length `3n`.
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*/
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batch(high: Float64Array, low: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(jaw: number, teeth: number, lips: number);
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reset(): void;
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/**
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* Streaming update. Returns `{ jaw, teeth, lips }` once warm, else `null`.
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*/
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update(high: number, low: number): any;
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warmupPeriod(): number;
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}
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export class Alpha {
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free(): void;
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[Symbol.dispose](): void;
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batch(asset: Float64Array, benchmark: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number, risk_free: number);
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reset(): void;
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update(asset: number, benchmark: number): number | undefined;
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warmupPeriod(): number;
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}
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export class AnchoredVWAP {
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free(): void;
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[Symbol.dispose](): void;
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batch(high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array): Float64Array;
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constructor();
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reset(): void;
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setAnchor(): void;
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update(high: number, low: number, close: number, volume: number): number | undefined;
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}
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export class Aroon {
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free(): void;
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[Symbol.dispose](): void;
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@@ -71,6 +167,17 @@ export class AroonOscillator {
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update(high: number, low: number): number | undefined;
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}
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export class AtrBands {
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free(): void;
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[Symbol.dispose](): void;
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batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number, multiplier: number);
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reset(): void;
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update(high: number, low: number, close: number): any;
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warmupPeriod(): number;
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}
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export class AtrTrailingStop {
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free(): void;
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[Symbol.dispose](): void;
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@@ -80,6 +187,28 @@ export class AtrTrailingStop {
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update(high: number, low: number, close: number): number | undefined;
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}
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export class Autocorrelation {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number, lag: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class AverageDrawdown {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class AwesomeOscillator {
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free(): void;
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[Symbol.dispose](): void;
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@@ -91,6 +220,17 @@ export class AwesomeOscillator {
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warmupPeriod(): number;
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}
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export class AwesomeOscillatorHistogram {
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free(): void;
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[Symbol.dispose](): void;
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batch(high: Float64Array, low: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(fast: number, slow: number, sma_period: number);
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reset(): void;
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update(high: number, low: number): number | undefined;
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warmupPeriod(): number;
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}
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export class BalanceOfPower {
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free(): void;
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[Symbol.dispose](): void;
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@@ -100,6 +240,21 @@ export class BalanceOfPower {
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update(open: number, high: number, low: number, close: number): number | undefined;
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}
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export class Beta {
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free(): void;
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[Symbol.dispose](): void;
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/**
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* Batch over two equally-sized arrays. Returns one `f64` per
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* input position (`NaN` during warmup).
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*/
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batch(x: Float64Array, y: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number);
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reset(): void;
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update(x: number, y: number): number | undefined;
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warmupPeriod(): number;
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}
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export class BollingerBands {
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free(): void;
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[Symbol.dispose](): void;
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warmupPeriod(): number;
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}
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export class CFO {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class CMO {
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free(): void;
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[Symbol.dispose](): void;
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@@ -145,6 +311,39 @@ export class CMO {
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warmupPeriod(): number;
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}
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export class CalmarRatio {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class Camarilla {
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free(): void;
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[Symbol.dispose](): void;
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batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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isReady(): boolean;
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constructor();
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reset(): void;
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update(high: number, low: number, close: number): any;
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warmupPeriod(): number;
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}
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export class CenterOfGravity {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class ChaikinMoneyFlow {
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free(): void;
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[Symbol.dispose](): void;
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@@ -211,18 +410,18 @@ export class ChoppinessIndex {
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}
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export class
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export class ClassicPivots {
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batch(
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batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(
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constructor();
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reset(): void;
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update(
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update(high: number, low: number, close: number): any;
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warmupPeriod(): number;
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}
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export class
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export class CoefficientOfVariation {
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free(): void;
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[Symbol.dispose](): void;
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batch(prices: Float64Array): Float64Array;
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@@ -233,61 +432,51 @@ export class DEMA {
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}
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export class
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export class ConditionalValueAtRisk {
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(period: number);
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constructor(period: number, confidence: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class
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export class ConnorsRSI {
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batch(
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batch(prices: Float64Array): Float64Array;
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isReady(): boolean;
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constructor(
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constructor(period_rsi: number, period_streak: number, period_rank: number);
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reset(): void;
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* Streaming update. Returns `{ upper, middle, lower }` once warm, else `null`.
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*/
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update(high: number, low: number): any;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class
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export class Coppock {
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batch(prices: Float64Array): Float64Array;
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constructor(
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constructor(roc_long: number, roc_short: number, wma_period: number);
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reset(): void;
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update(value: number): number | undefined;
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warmupPeriod(): number;
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}
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export class
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free(): void;
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[Symbol.dispose](): void;
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batch(high: Float64Array, low: Float64Array, volume: Float64Array): Float64Array;
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constructor(period: number, divisor: number);
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reset(): void;
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constructor();
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export class Doji {
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* Returns a flat `Float64Array` of length `3 * n`: `[macd0, sig0, hist0, macd1, sig1, hist1, ...]`.
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* Use `result[3*i + 0/1/2]` to read each column. Warmup positions are NaN.
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*/
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batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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constructor(
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constructor();
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update(
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update(open: number, high: number, low: number, close: number): number | undefined;
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export class Donchian {
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batch(high: Float64Array, low: Float64Array
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constructor(period: number);
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reset(): void;
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/**
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* Streaming update. Returns `{ upper, middle, lower }` once warm, else `null`.
|
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*/
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update(high: number, low: number): any;
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warmupPeriod(): number;
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}
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export class
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export class DonchianStop {
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/**
|
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* Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup is NaN.
|
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+
*/
|
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batch(high: Float64Array, low: Float64Array): Float64Array;
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constructor(period: number);
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reset(): void;
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|
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-
|
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+
/**
|
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+
* Returns `{ stopLong, stopShort }` once warm, else `null`.
|
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+
*/
|
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+
update(high: number, low: number): any;
|
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}
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export class
|
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export class DoubleBollinger {
|
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free(): void;
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[Symbol.dispose](): void;
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-
|
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-
|
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+
/**
|
|
598
|
+
* Flat `[u_o, u_i, m, l_i, l_o, ...]`, length `5 * n`.
|
|
599
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+
*/
|
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600
|
+
batch(prices: Float64Array): Float64Array;
|
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+
isReady(): boolean;
|
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|
+
constructor(period: number, k_inner: number, k_outer: number);
|
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reset(): void;
|
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412
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update(
|
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+
update(value: number): any;
|
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+
warmupPeriod(): number;
|
|
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|
}
|
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607
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|
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415
|
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export class
|
|
608
|
+
export class DrawdownDuration {
|
|
416
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|
free(): void;
|
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417
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|
[Symbol.dispose](): void;
|
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418
|
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batch(
|
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611
|
+
batch(prices: Float64Array): Float64Array;
|
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|
+
isReady(): boolean;
|
|
419
613
|
constructor();
|
|
420
614
|
reset(): void;
|
|
421
|
-
update(
|
|
615
|
+
update(value: number): number | undefined;
|
|
616
|
+
warmupPeriod(): number;
|
|
422
617
|
}
|
|
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618
|
|
|
424
|
-
export class
|
|
619
|
+
export class EMA {
|
|
425
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|
free(): void;
|
|
426
621
|
[Symbol.dispose](): void;
|
|
427
|
-
batch(
|
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622
|
+
batch(prices: Float64Array): Float64Array;
|
|
623
|
+
isReady(): boolean;
|
|
428
624
|
constructor(period: number);
|
|
429
625
|
reset(): void;
|
|
430
|
-
update(
|
|
626
|
+
update(value: number): number | undefined;
|
|
627
|
+
warmupPeriod(): number;
|
|
431
628
|
}
|
|
432
629
|
|
|
433
|
-
export class
|
|
630
|
+
export class EVWMA {
|
|
434
631
|
free(): void;
|
|
435
632
|
[Symbol.dispose](): void;
|
|
436
633
|
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
437
634
|
isReady(): boolean;
|
|
438
|
-
constructor();
|
|
635
|
+
constructor(period: number);
|
|
439
636
|
reset(): void;
|
|
440
637
|
update(close: number, volume: number): number | undefined;
|
|
441
638
|
warmupPeriod(): number;
|
|
442
639
|
}
|
|
443
640
|
|
|
444
|
-
export class
|
|
641
|
+
export class EaseOfMovement {
|
|
642
|
+
free(): void;
|
|
643
|
+
[Symbol.dispose](): void;
|
|
644
|
+
batch(high: Float64Array, low: Float64Array, volume: Float64Array): Float64Array;
|
|
645
|
+
constructor(period: number, divisor: number);
|
|
646
|
+
reset(): void;
|
|
647
|
+
update(high: number, low: number, volume: number): number | undefined;
|
|
648
|
+
}
|
|
649
|
+
|
|
650
|
+
export class EhlersStochastic {
|
|
445
651
|
free(): void;
|
|
446
652
|
[Symbol.dispose](): void;
|
|
447
653
|
batch(prices: Float64Array): Float64Array;
|
|
448
654
|
isReady(): boolean;
|
|
449
|
-
constructor(
|
|
655
|
+
constructor(period: number);
|
|
450
656
|
reset(): void;
|
|
451
657
|
update(value: number): number | undefined;
|
|
452
658
|
warmupPeriod(): number;
|
|
453
659
|
}
|
|
454
660
|
|
|
455
|
-
export class
|
|
661
|
+
export class ElderImpulse {
|
|
456
662
|
free(): void;
|
|
457
663
|
[Symbol.dispose](): void;
|
|
458
664
|
batch(prices: Float64Array): Float64Array;
|
|
459
665
|
isReady(): boolean;
|
|
460
|
-
constructor(
|
|
666
|
+
constructor(ema_period: number, macd_fast: number, macd_slow: number, macd_signal: number);
|
|
461
667
|
reset(): void;
|
|
462
668
|
update(value: number): number | undefined;
|
|
463
669
|
warmupPeriod(): number;
|
|
464
670
|
}
|
|
465
671
|
|
|
466
|
-
export class
|
|
672
|
+
export class EmpiricalModeDecomposition {
|
|
467
673
|
free(): void;
|
|
468
674
|
[Symbol.dispose](): void;
|
|
469
|
-
batch(
|
|
675
|
+
batch(prices: Float64Array): Float64Array;
|
|
470
676
|
isReady(): boolean;
|
|
471
|
-
constructor(
|
|
677
|
+
constructor(period: number, fraction: number);
|
|
472
678
|
reset(): void;
|
|
473
|
-
update(
|
|
679
|
+
update(value: number): number | undefined;
|
|
474
680
|
warmupPeriod(): number;
|
|
475
681
|
}
|
|
476
682
|
|
|
477
|
-
export class
|
|
683
|
+
export class Engulfing {
|
|
478
684
|
free(): void;
|
|
479
685
|
[Symbol.dispose](): void;
|
|
480
|
-
batch(
|
|
686
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
481
687
|
isReady(): boolean;
|
|
482
|
-
constructor(
|
|
688
|
+
constructor();
|
|
483
689
|
reset(): void;
|
|
484
|
-
update(
|
|
690
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
485
691
|
warmupPeriod(): number;
|
|
486
692
|
}
|
|
487
693
|
|
|
488
|
-
export class
|
|
694
|
+
export class FAMA {
|
|
489
695
|
free(): void;
|
|
490
696
|
[Symbol.dispose](): void;
|
|
491
697
|
batch(prices: Float64Array): Float64Array;
|
|
492
698
|
isReady(): boolean;
|
|
493
|
-
constructor(
|
|
699
|
+
constructor(fast_limit: number, slow_limit: number);
|
|
494
700
|
reset(): void;
|
|
495
701
|
update(value: number): number | undefined;
|
|
496
702
|
warmupPeriod(): number;
|
|
497
703
|
}
|
|
498
704
|
|
|
499
|
-
export class
|
|
705
|
+
export class FRAMA {
|
|
500
706
|
free(): void;
|
|
501
707
|
[Symbol.dispose](): void;
|
|
502
708
|
batch(prices: Float64Array): Float64Array;
|
|
@@ -507,19 +713,18 @@ export class RSI {
|
|
|
507
713
|
warmupPeriod(): number;
|
|
508
714
|
}
|
|
509
715
|
|
|
510
|
-
export class
|
|
716
|
+
export class FibonacciPivots {
|
|
511
717
|
free(): void;
|
|
512
718
|
[Symbol.dispose](): void;
|
|
513
|
-
batch(high: Float64Array, low: Float64Array, close: Float64Array
|
|
719
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
514
720
|
isReady(): boolean;
|
|
515
|
-
constructor(
|
|
721
|
+
constructor();
|
|
516
722
|
reset(): void;
|
|
517
|
-
update(high: number, low: number, close: number
|
|
723
|
+
update(high: number, low: number, close: number): any;
|
|
518
724
|
warmupPeriod(): number;
|
|
519
|
-
readonly period: number;
|
|
520
725
|
}
|
|
521
726
|
|
|
522
|
-
export class
|
|
727
|
+
export class FisherTransform {
|
|
523
728
|
free(): void;
|
|
524
729
|
[Symbol.dispose](): void;
|
|
525
730
|
batch(prices: Float64Array): Float64Array;
|
|
@@ -530,218 +735,223 @@ export class SMA {
|
|
|
530
735
|
warmupPeriod(): number;
|
|
531
736
|
}
|
|
532
737
|
|
|
533
|
-
export class
|
|
738
|
+
export class ForceIndex {
|
|
534
739
|
free(): void;
|
|
535
740
|
[Symbol.dispose](): void;
|
|
536
|
-
batch(
|
|
537
|
-
isReady(): boolean;
|
|
741
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
538
742
|
constructor(period: number);
|
|
539
743
|
reset(): void;
|
|
540
|
-
update(
|
|
541
|
-
warmupPeriod(): number;
|
|
744
|
+
update(close: number, volume: number): number | undefined;
|
|
542
745
|
}
|
|
543
746
|
|
|
544
|
-
export class
|
|
747
|
+
export class FractalChaosBands {
|
|
545
748
|
free(): void;
|
|
546
749
|
[Symbol.dispose](): void;
|
|
547
|
-
|
|
750
|
+
/**
|
|
751
|
+
* Flat `[u0, l0, u1, l1, ...]`, length `2 * n`.
|
|
752
|
+
*/
|
|
753
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
548
754
|
isReady(): boolean;
|
|
549
|
-
constructor(
|
|
755
|
+
constructor(k: number);
|
|
550
756
|
reset(): void;
|
|
551
|
-
update(
|
|
757
|
+
update(high: number, low: number): any;
|
|
552
758
|
warmupPeriod(): number;
|
|
553
759
|
}
|
|
554
760
|
|
|
555
|
-
export class
|
|
761
|
+
export class GainLossRatio {
|
|
556
762
|
free(): void;
|
|
557
763
|
[Symbol.dispose](): void;
|
|
558
764
|
batch(prices: Float64Array): Float64Array;
|
|
559
765
|
isReady(): boolean;
|
|
560
|
-
constructor(
|
|
766
|
+
constructor(period: number);
|
|
561
767
|
reset(): void;
|
|
562
768
|
update(value: number): number | undefined;
|
|
563
769
|
warmupPeriod(): number;
|
|
564
770
|
}
|
|
565
771
|
|
|
566
|
-
export class
|
|
772
|
+
export class GarmanKlassVolatility {
|
|
567
773
|
free(): void;
|
|
568
774
|
[Symbol.dispose](): void;
|
|
569
|
-
|
|
570
|
-
* Returns `[k0, d0, k1, d1, ...]`, length `2 * n`.
|
|
571
|
-
*/
|
|
572
|
-
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
775
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
573
776
|
isReady(): boolean;
|
|
574
|
-
constructor(
|
|
777
|
+
constructor(period: number, trading_periods: number);
|
|
575
778
|
reset(): void;
|
|
576
|
-
|
|
577
|
-
* Streaming update. Returns `{ k, d }` once warm, else `null`.
|
|
578
|
-
*/
|
|
579
|
-
update(high: number, low: number, close: number): any;
|
|
779
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
580
780
|
warmupPeriod(): number;
|
|
581
781
|
}
|
|
582
782
|
|
|
583
|
-
export class
|
|
584
|
-
free(): void;
|
|
585
|
-
[Symbol.dispose](): void;
|
|
586
|
-
/**
|
|
587
|
-
* Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
|
|
588
|
-
* Warmup positions are NaN.
|
|
589
|
-
*/
|
|
590
|
-
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
591
|
-
constructor(atr_period: number, multiplier: number);
|
|
592
|
-
reset(): void;
|
|
593
|
-
/**
|
|
594
|
-
* Returns `{ value, direction }` once warm, else `null`.
|
|
595
|
-
*/
|
|
596
|
-
update(high: number, low: number, close: number): any;
|
|
597
|
-
}
|
|
598
|
-
|
|
599
|
-
export class T3 {
|
|
783
|
+
export class HMA {
|
|
600
784
|
free(): void;
|
|
601
785
|
[Symbol.dispose](): void;
|
|
602
786
|
batch(prices: Float64Array): Float64Array;
|
|
603
787
|
isReady(): boolean;
|
|
604
|
-
constructor(period: number
|
|
788
|
+
constructor(period: number);
|
|
605
789
|
reset(): void;
|
|
606
790
|
update(value: number): number | undefined;
|
|
607
791
|
warmupPeriod(): number;
|
|
608
792
|
}
|
|
609
793
|
|
|
610
|
-
export class
|
|
794
|
+
export class Hammer {
|
|
611
795
|
free(): void;
|
|
612
796
|
[Symbol.dispose](): void;
|
|
613
|
-
batch(
|
|
797
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
614
798
|
isReady(): boolean;
|
|
615
|
-
constructor(
|
|
799
|
+
constructor();
|
|
616
800
|
reset(): void;
|
|
617
|
-
update(
|
|
801
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
618
802
|
warmupPeriod(): number;
|
|
619
803
|
}
|
|
620
804
|
|
|
621
|
-
export class
|
|
805
|
+
export class HangingMan {
|
|
622
806
|
free(): void;
|
|
623
807
|
[Symbol.dispose](): void;
|
|
624
|
-
batch(
|
|
808
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
625
809
|
isReady(): boolean;
|
|
626
|
-
constructor(
|
|
810
|
+
constructor();
|
|
627
811
|
reset(): void;
|
|
628
|
-
update(
|
|
812
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
629
813
|
warmupPeriod(): number;
|
|
630
814
|
}
|
|
631
815
|
|
|
632
|
-
export class
|
|
816
|
+
export class Harami {
|
|
633
817
|
free(): void;
|
|
634
818
|
[Symbol.dispose](): void;
|
|
635
|
-
batch(
|
|
819
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
636
820
|
isReady(): boolean;
|
|
637
|
-
constructor(
|
|
821
|
+
constructor();
|
|
638
822
|
reset(): void;
|
|
639
|
-
update(
|
|
823
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
640
824
|
warmupPeriod(): number;
|
|
641
825
|
}
|
|
642
826
|
|
|
643
|
-
export class
|
|
827
|
+
export class HeikinAshi {
|
|
644
828
|
free(): void;
|
|
645
829
|
[Symbol.dispose](): void;
|
|
646
|
-
|
|
830
|
+
/**
|
|
831
|
+
* Returns `[open0, high0, low0, close0, open1, ...]`, length `4 * n`.
|
|
832
|
+
*/
|
|
833
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
647
834
|
isReady(): boolean;
|
|
648
|
-
constructor(
|
|
835
|
+
constructor();
|
|
649
836
|
reset(): void;
|
|
650
|
-
|
|
837
|
+
/**
|
|
838
|
+
* Streaming update. Returns `{ open, high, low, close }` of the
|
|
839
|
+
* Heikin-Ashi candle.
|
|
840
|
+
*/
|
|
841
|
+
update(open: number, high: number, low: number, close: number): any;
|
|
651
842
|
warmupPeriod(): number;
|
|
652
843
|
}
|
|
653
844
|
|
|
654
|
-
export class
|
|
845
|
+
export class HiLoActivator {
|
|
655
846
|
free(): void;
|
|
656
847
|
[Symbol.dispose](): void;
|
|
657
848
|
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
658
|
-
constructor();
|
|
849
|
+
constructor(period: number);
|
|
659
850
|
reset(): void;
|
|
660
851
|
update(high: number, low: number, close: number): number | undefined;
|
|
661
852
|
}
|
|
662
853
|
|
|
663
|
-
export class
|
|
854
|
+
export class HilbertDominantCycle {
|
|
664
855
|
free(): void;
|
|
665
856
|
[Symbol.dispose](): void;
|
|
666
|
-
batch(
|
|
857
|
+
batch(prices: Float64Array): Float64Array;
|
|
858
|
+
isReady(): boolean;
|
|
667
859
|
constructor();
|
|
668
860
|
reset(): void;
|
|
669
|
-
update(
|
|
861
|
+
update(value: number): number | undefined;
|
|
862
|
+
warmupPeriod(): number;
|
|
670
863
|
}
|
|
671
864
|
|
|
672
|
-
export class
|
|
865
|
+
export class HistoricalVolatility {
|
|
673
866
|
free(): void;
|
|
674
867
|
[Symbol.dispose](): void;
|
|
675
868
|
batch(prices: Float64Array): Float64Array;
|
|
676
869
|
isReady(): boolean;
|
|
677
|
-
constructor(period: number);
|
|
870
|
+
constructor(period: number, trading_periods: number);
|
|
678
871
|
reset(): void;
|
|
679
872
|
update(value: number): number | undefined;
|
|
680
873
|
warmupPeriod(): number;
|
|
681
874
|
}
|
|
682
875
|
|
|
683
|
-
export class
|
|
876
|
+
export class HurstChannel {
|
|
684
877
|
free(): void;
|
|
685
878
|
[Symbol.dispose](): void;
|
|
686
879
|
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
687
|
-
|
|
880
|
+
isReady(): boolean;
|
|
881
|
+
constructor(period: number, multiplier: number);
|
|
688
882
|
reset(): void;
|
|
689
|
-
update(high: number, low: number, close: number):
|
|
883
|
+
update(high: number, low: number, close: number): any;
|
|
884
|
+
warmupPeriod(): number;
|
|
690
885
|
}
|
|
691
886
|
|
|
692
|
-
export class
|
|
887
|
+
export class HurstExponent {
|
|
693
888
|
free(): void;
|
|
694
889
|
[Symbol.dispose](): void;
|
|
695
|
-
batch(
|
|
890
|
+
batch(prices: Float64Array): Float64Array;
|
|
696
891
|
isReady(): boolean;
|
|
697
|
-
constructor();
|
|
892
|
+
constructor(period: number, chunks: number);
|
|
698
893
|
reset(): void;
|
|
699
|
-
update(
|
|
894
|
+
update(value: number): number | undefined;
|
|
700
895
|
warmupPeriod(): number;
|
|
701
896
|
}
|
|
702
897
|
|
|
703
|
-
export class
|
|
898
|
+
export class Ichimoku {
|
|
704
899
|
free(): void;
|
|
705
900
|
[Symbol.dispose](): void;
|
|
706
|
-
|
|
707
|
-
|
|
901
|
+
/**
|
|
902
|
+
* Returns `[tenkan0, kijun0, senkouA0, senkouB0, chikou0, tenkan1, ...]`,
|
|
903
|
+
* length `5 * n`. Cells without a defined value are `NaN`.
|
|
904
|
+
*/
|
|
905
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
906
|
+
isReady(): boolean;
|
|
907
|
+
constructor(tenkan_period: number, kijun_period: number, senkou_b_period: number, displacement: number);
|
|
708
908
|
reset(): void;
|
|
709
|
-
|
|
909
|
+
/**
|
|
910
|
+
* Streaming update. Returns `{ tenkan, kijun, senkouA, senkouB, chikou }`
|
|
911
|
+
* with `NaN` for any line that is not yet defined.
|
|
912
|
+
*/
|
|
913
|
+
update(high: number, low: number, close: number): any;
|
|
914
|
+
warmupPeriod(): number;
|
|
710
915
|
}
|
|
711
916
|
|
|
712
|
-
export class
|
|
917
|
+
export class Inertia {
|
|
713
918
|
free(): void;
|
|
714
919
|
[Symbol.dispose](): void;
|
|
715
|
-
batch(
|
|
920
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
716
921
|
isReady(): boolean;
|
|
717
|
-
constructor(
|
|
922
|
+
constructor(rvi_period: number, linreg_period: number);
|
|
718
923
|
reset(): void;
|
|
719
|
-
update(
|
|
924
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
720
925
|
warmupPeriod(): number;
|
|
721
926
|
}
|
|
722
927
|
|
|
723
|
-
export class
|
|
928
|
+
export class InformationRatio {
|
|
724
929
|
free(): void;
|
|
725
930
|
[Symbol.dispose](): void;
|
|
726
|
-
batch(
|
|
727
|
-
|
|
931
|
+
batch(asset: Float64Array, benchmark: Float64Array): Float64Array;
|
|
932
|
+
isReady(): boolean;
|
|
933
|
+
constructor(period: number);
|
|
728
934
|
reset(): void;
|
|
729
|
-
update(
|
|
935
|
+
update(asset: number, benchmark: number): number | undefined;
|
|
936
|
+
warmupPeriod(): number;
|
|
730
937
|
}
|
|
731
938
|
|
|
732
|
-
export class
|
|
939
|
+
export class InitialBalance {
|
|
733
940
|
free(): void;
|
|
734
941
|
[Symbol.dispose](): void;
|
|
735
|
-
|
|
736
|
-
|
|
737
|
-
|
|
738
|
-
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
942
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
943
|
+
isLocked(): boolean;
|
|
944
|
+
isReady(): boolean;
|
|
739
945
|
constructor(period: number);
|
|
740
946
|
reset(): void;
|
|
741
|
-
|
|
947
|
+
/**
|
|
948
|
+
* Streaming update. Returns `{ high, low }`.
|
|
949
|
+
*/
|
|
950
|
+
update(high: number, low: number): any;
|
|
951
|
+
warmupPeriod(): number;
|
|
742
952
|
}
|
|
743
953
|
|
|
744
|
-
export class
|
|
954
|
+
export class InstantaneousTrendline {
|
|
745
955
|
free(): void;
|
|
746
956
|
[Symbol.dispose](): void;
|
|
747
957
|
batch(prices: Float64Array): Float64Array;
|
|
@@ -752,48 +962,1479 @@ export class WMA {
|
|
|
752
962
|
warmupPeriod(): number;
|
|
753
963
|
}
|
|
754
964
|
|
|
755
|
-
export class
|
|
965
|
+
export class InverseFisherTransform {
|
|
756
966
|
free(): void;
|
|
757
967
|
[Symbol.dispose](): void;
|
|
758
|
-
batch(
|
|
759
|
-
|
|
968
|
+
batch(prices: Float64Array): Float64Array;
|
|
969
|
+
isReady(): boolean;
|
|
970
|
+
constructor(scale: number);
|
|
760
971
|
reset(): void;
|
|
761
|
-
update(
|
|
972
|
+
update(value: number): number | undefined;
|
|
973
|
+
warmupPeriod(): number;
|
|
762
974
|
}
|
|
763
975
|
|
|
764
|
-
export class
|
|
976
|
+
export class InvertedHammer {
|
|
765
977
|
free(): void;
|
|
766
978
|
[Symbol.dispose](): void;
|
|
767
|
-
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
979
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
768
980
|
isReady(): boolean;
|
|
769
|
-
constructor(
|
|
981
|
+
constructor();
|
|
770
982
|
reset(): void;
|
|
771
|
-
update(high: number, low: number, close: number): number | undefined;
|
|
983
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
772
984
|
warmupPeriod(): number;
|
|
773
985
|
}
|
|
774
986
|
|
|
775
|
-
export class
|
|
987
|
+
export class JMA {
|
|
776
988
|
free(): void;
|
|
777
989
|
[Symbol.dispose](): void;
|
|
778
990
|
batch(prices: Float64Array): Float64Array;
|
|
779
991
|
isReady(): boolean;
|
|
780
|
-
constructor(period: number);
|
|
992
|
+
constructor(period: number, phase: number, power: number);
|
|
781
993
|
reset(): void;
|
|
782
994
|
update(value: number): number | undefined;
|
|
783
995
|
warmupPeriod(): number;
|
|
784
996
|
}
|
|
785
997
|
|
|
786
|
-
export class
|
|
998
|
+
export class KAMA {
|
|
787
999
|
free(): void;
|
|
788
1000
|
[Symbol.dispose](): void;
|
|
789
1001
|
batch(prices: Float64Array): Float64Array;
|
|
790
1002
|
isReady(): boolean;
|
|
791
|
-
constructor(
|
|
1003
|
+
constructor(er_period: number, fast: number, slow: number);
|
|
792
1004
|
reset(): void;
|
|
793
1005
|
update(value: number): number | undefined;
|
|
794
1006
|
warmupPeriod(): number;
|
|
795
1007
|
}
|
|
796
1008
|
|
|
1009
|
+
export class KST {
|
|
1010
|
+
free(): void;
|
|
1011
|
+
[Symbol.dispose](): void;
|
|
1012
|
+
/**
|
|
1013
|
+
* Returns `[kst0, signal0, kst1, signal1, ...]`, length `2 * n`. Warmup is NaN.
|
|
1014
|
+
*/
|
|
1015
|
+
batch(prices: Float64Array): Float64Array;
|
|
1016
|
+
static classic(): KST;
|
|
1017
|
+
constructor(roc1: number, roc2: number, roc3: number, roc4: number, sma1: number, sma2: number, sma3: number, sma4: number, signal_period: number);
|
|
1018
|
+
reset(): void;
|
|
1019
|
+
update(value: number): any;
|
|
1020
|
+
}
|
|
1021
|
+
|
|
1022
|
+
export class KVO {
|
|
1023
|
+
free(): void;
|
|
1024
|
+
[Symbol.dispose](): void;
|
|
1025
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array): Float64Array;
|
|
1026
|
+
constructor(fast: number, slow: number);
|
|
1027
|
+
reset(): void;
|
|
1028
|
+
update(high: number, low: number, close: number, volume: number): number | undefined;
|
|
1029
|
+
}
|
|
1030
|
+
|
|
1031
|
+
export class KellyCriterion {
|
|
1032
|
+
free(): void;
|
|
1033
|
+
[Symbol.dispose](): void;
|
|
1034
|
+
batch(prices: Float64Array): Float64Array;
|
|
1035
|
+
isReady(): boolean;
|
|
1036
|
+
constructor(period: number);
|
|
1037
|
+
reset(): void;
|
|
1038
|
+
update(value: number): number | undefined;
|
|
1039
|
+
warmupPeriod(): number;
|
|
1040
|
+
}
|
|
1041
|
+
|
|
1042
|
+
export class Keltner {
|
|
1043
|
+
free(): void;
|
|
1044
|
+
[Symbol.dispose](): void;
|
|
1045
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1046
|
+
isReady(): boolean;
|
|
1047
|
+
constructor(ema_period: number, atr_period: number, multiplier: number);
|
|
1048
|
+
reset(): void;
|
|
1049
|
+
/**
|
|
1050
|
+
* Streaming update. Returns `{ upper, middle, lower }` once warm, else `null`.
|
|
1051
|
+
*/
|
|
1052
|
+
update(high: number, low: number, close: number): any;
|
|
1053
|
+
warmupPeriod(): number;
|
|
1054
|
+
}
|
|
1055
|
+
|
|
1056
|
+
export class Kurtosis {
|
|
1057
|
+
free(): void;
|
|
1058
|
+
[Symbol.dispose](): void;
|
|
1059
|
+
batch(prices: Float64Array): Float64Array;
|
|
1060
|
+
isReady(): boolean;
|
|
1061
|
+
constructor(period: number);
|
|
1062
|
+
reset(): void;
|
|
1063
|
+
update(value: number): number | undefined;
|
|
1064
|
+
warmupPeriod(): number;
|
|
1065
|
+
}
|
|
1066
|
+
|
|
1067
|
+
export class LaguerreRSI {
|
|
1068
|
+
free(): void;
|
|
1069
|
+
[Symbol.dispose](): void;
|
|
1070
|
+
batch(prices: Float64Array): Float64Array;
|
|
1071
|
+
isReady(): boolean;
|
|
1072
|
+
constructor(gamma: number);
|
|
1073
|
+
reset(): void;
|
|
1074
|
+
update(value: number): number | undefined;
|
|
1075
|
+
warmupPeriod(): number;
|
|
1076
|
+
}
|
|
1077
|
+
|
|
1078
|
+
export class LinRegAngle {
|
|
1079
|
+
free(): void;
|
|
1080
|
+
[Symbol.dispose](): void;
|
|
1081
|
+
batch(prices: Float64Array): Float64Array;
|
|
1082
|
+
isReady(): boolean;
|
|
1083
|
+
constructor(period: number);
|
|
1084
|
+
reset(): void;
|
|
1085
|
+
update(value: number): number | undefined;
|
|
1086
|
+
warmupPeriod(): number;
|
|
1087
|
+
}
|
|
1088
|
+
|
|
1089
|
+
export class LinRegChannel {
|
|
1090
|
+
free(): void;
|
|
1091
|
+
[Symbol.dispose](): void;
|
|
1092
|
+
batch(prices: Float64Array): Float64Array;
|
|
1093
|
+
isReady(): boolean;
|
|
1094
|
+
constructor(period: number, multiplier: number);
|
|
1095
|
+
reset(): void;
|
|
1096
|
+
update(value: number): any;
|
|
1097
|
+
warmupPeriod(): number;
|
|
1098
|
+
}
|
|
1099
|
+
|
|
1100
|
+
export class LinRegSlope {
|
|
1101
|
+
free(): void;
|
|
1102
|
+
[Symbol.dispose](): void;
|
|
1103
|
+
batch(prices: Float64Array): Float64Array;
|
|
1104
|
+
isReady(): boolean;
|
|
1105
|
+
constructor(period: number);
|
|
1106
|
+
reset(): void;
|
|
1107
|
+
update(value: number): number | undefined;
|
|
1108
|
+
warmupPeriod(): number;
|
|
1109
|
+
}
|
|
1110
|
+
|
|
1111
|
+
export class LinearRegression {
|
|
1112
|
+
free(): void;
|
|
1113
|
+
[Symbol.dispose](): void;
|
|
1114
|
+
batch(prices: Float64Array): Float64Array;
|
|
1115
|
+
isReady(): boolean;
|
|
1116
|
+
constructor(period: number);
|
|
1117
|
+
reset(): void;
|
|
1118
|
+
update(value: number): number | undefined;
|
|
1119
|
+
warmupPeriod(): number;
|
|
1120
|
+
}
|
|
1121
|
+
|
|
1122
|
+
export class MACD {
|
|
1123
|
+
free(): void;
|
|
1124
|
+
[Symbol.dispose](): void;
|
|
1125
|
+
/**
|
|
1126
|
+
* Returns a flat `Float64Array` of length `3 * n`: `[macd0, sig0, hist0, macd1, sig1, hist1, ...]`.
|
|
1127
|
+
* Use `result[3*i + 0/1/2]` to read each column. Warmup positions are NaN.
|
|
1128
|
+
*/
|
|
1129
|
+
batch(prices: Float64Array): Float64Array;
|
|
1130
|
+
isReady(): boolean;
|
|
1131
|
+
constructor(fast: number, slow: number, signal: number);
|
|
1132
|
+
reset(): void;
|
|
1133
|
+
update(value: number): any;
|
|
1134
|
+
}
|
|
1135
|
+
|
|
1136
|
+
export class MAMA {
|
|
1137
|
+
free(): void;
|
|
1138
|
+
[Symbol.dispose](): void;
|
|
1139
|
+
/**
|
|
1140
|
+
* Returns a flat `Float64Array` of length `2 * n`: `[mama0, fama0, mama1, fama1, ...]`.
|
|
1141
|
+
*/
|
|
1142
|
+
batch(prices: Float64Array): Float64Array;
|
|
1143
|
+
isReady(): boolean;
|
|
1144
|
+
constructor(fast_limit: number, slow_limit: number);
|
|
1145
|
+
reset(): void;
|
|
1146
|
+
update(value: number): any;
|
|
1147
|
+
warmupPeriod(): number;
|
|
1148
|
+
}
|
|
1149
|
+
|
|
1150
|
+
export class MFI {
|
|
1151
|
+
free(): void;
|
|
1152
|
+
[Symbol.dispose](): void;
|
|
1153
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array): Float64Array;
|
|
1154
|
+
isReady(): boolean;
|
|
1155
|
+
constructor(period: number);
|
|
1156
|
+
reset(): void;
|
|
1157
|
+
update(high: number, low: number, close: number, volume: number): number | undefined;
|
|
1158
|
+
warmupPeriod(): number;
|
|
1159
|
+
}
|
|
1160
|
+
|
|
1161
|
+
export class MOM {
|
|
1162
|
+
free(): void;
|
|
1163
|
+
[Symbol.dispose](): void;
|
|
1164
|
+
batch(prices: Float64Array): Float64Array;
|
|
1165
|
+
isReady(): boolean;
|
|
1166
|
+
constructor(period: number);
|
|
1167
|
+
reset(): void;
|
|
1168
|
+
update(value: number): number | undefined;
|
|
1169
|
+
warmupPeriod(): number;
|
|
1170
|
+
}
|
|
1171
|
+
|
|
1172
|
+
export class MaEnvelope {
|
|
1173
|
+
free(): void;
|
|
1174
|
+
[Symbol.dispose](): void;
|
|
1175
|
+
/**
|
|
1176
|
+
* Flat `[upper0, middle0, lower0, upper1, ...]`, length `3 * n`.
|
|
1177
|
+
*/
|
|
1178
|
+
batch(prices: Float64Array): Float64Array;
|
|
1179
|
+
isReady(): boolean;
|
|
1180
|
+
constructor(period: number, percent: number);
|
|
1181
|
+
reset(): void;
|
|
1182
|
+
update(value: number): any;
|
|
1183
|
+
warmupPeriod(): number;
|
|
1184
|
+
}
|
|
1185
|
+
|
|
1186
|
+
export class MarketFacilitationIndex {
|
|
1187
|
+
free(): void;
|
|
1188
|
+
[Symbol.dispose](): void;
|
|
1189
|
+
batch(high: Float64Array, low: Float64Array, volume: Float64Array): Float64Array;
|
|
1190
|
+
constructor();
|
|
1191
|
+
reset(): void;
|
|
1192
|
+
update(high: number, low: number, volume: number): number | undefined;
|
|
1193
|
+
}
|
|
1194
|
+
|
|
1195
|
+
export class Marubozu {
|
|
1196
|
+
free(): void;
|
|
1197
|
+
[Symbol.dispose](): void;
|
|
1198
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1199
|
+
isReady(): boolean;
|
|
1200
|
+
constructor();
|
|
1201
|
+
reset(): void;
|
|
1202
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1203
|
+
warmupPeriod(): number;
|
|
1204
|
+
}
|
|
1205
|
+
|
|
1206
|
+
export class MassIndex {
|
|
1207
|
+
free(): void;
|
|
1208
|
+
[Symbol.dispose](): void;
|
|
1209
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
1210
|
+
constructor(ema_period: number, sum_period: number);
|
|
1211
|
+
reset(): void;
|
|
1212
|
+
update(high: number, low: number): number | undefined;
|
|
1213
|
+
}
|
|
1214
|
+
|
|
1215
|
+
export class MaxDrawdown {
|
|
1216
|
+
free(): void;
|
|
1217
|
+
[Symbol.dispose](): void;
|
|
1218
|
+
batch(prices: Float64Array): Float64Array;
|
|
1219
|
+
isReady(): boolean;
|
|
1220
|
+
constructor(period: number);
|
|
1221
|
+
reset(): void;
|
|
1222
|
+
update(value: number): number | undefined;
|
|
1223
|
+
warmupPeriod(): number;
|
|
1224
|
+
}
|
|
1225
|
+
|
|
1226
|
+
export class McGinleyDynamic {
|
|
1227
|
+
free(): void;
|
|
1228
|
+
[Symbol.dispose](): void;
|
|
1229
|
+
batch(prices: Float64Array): Float64Array;
|
|
1230
|
+
isReady(): boolean;
|
|
1231
|
+
constructor(period: number);
|
|
1232
|
+
reset(): void;
|
|
1233
|
+
update(value: number): number | undefined;
|
|
1234
|
+
warmupPeriod(): number;
|
|
1235
|
+
}
|
|
1236
|
+
|
|
1237
|
+
export class MedianAbsoluteDeviation {
|
|
1238
|
+
free(): void;
|
|
1239
|
+
[Symbol.dispose](): void;
|
|
1240
|
+
batch(prices: Float64Array): Float64Array;
|
|
1241
|
+
isReady(): boolean;
|
|
1242
|
+
constructor(period: number);
|
|
1243
|
+
reset(): void;
|
|
1244
|
+
update(value: number): number | undefined;
|
|
1245
|
+
warmupPeriod(): number;
|
|
1246
|
+
}
|
|
1247
|
+
|
|
1248
|
+
export class MedianPrice {
|
|
1249
|
+
free(): void;
|
|
1250
|
+
[Symbol.dispose](): void;
|
|
1251
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
1252
|
+
constructor();
|
|
1253
|
+
reset(): void;
|
|
1254
|
+
update(high: number, low: number): number | undefined;
|
|
1255
|
+
}
|
|
1256
|
+
|
|
1257
|
+
export class MorningEveningStar {
|
|
1258
|
+
free(): void;
|
|
1259
|
+
[Symbol.dispose](): void;
|
|
1260
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1261
|
+
isReady(): boolean;
|
|
1262
|
+
constructor();
|
|
1263
|
+
reset(): void;
|
|
1264
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1265
|
+
warmupPeriod(): number;
|
|
1266
|
+
}
|
|
1267
|
+
|
|
1268
|
+
export class NATR {
|
|
1269
|
+
free(): void;
|
|
1270
|
+
[Symbol.dispose](): void;
|
|
1271
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1272
|
+
constructor(period: number);
|
|
1273
|
+
reset(): void;
|
|
1274
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1275
|
+
}
|
|
1276
|
+
|
|
1277
|
+
export class NVI {
|
|
1278
|
+
free(): void;
|
|
1279
|
+
[Symbol.dispose](): void;
|
|
1280
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
1281
|
+
constructor(baseline?: number | null);
|
|
1282
|
+
reset(): void;
|
|
1283
|
+
update(close: number, volume: number): number | undefined;
|
|
1284
|
+
}
|
|
1285
|
+
|
|
1286
|
+
export class OBV {
|
|
1287
|
+
free(): void;
|
|
1288
|
+
[Symbol.dispose](): void;
|
|
1289
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
1290
|
+
isReady(): boolean;
|
|
1291
|
+
constructor();
|
|
1292
|
+
reset(): void;
|
|
1293
|
+
update(close: number, volume: number): number | undefined;
|
|
1294
|
+
warmupPeriod(): number;
|
|
1295
|
+
}
|
|
1296
|
+
|
|
1297
|
+
export class OmegaRatio {
|
|
1298
|
+
free(): void;
|
|
1299
|
+
[Symbol.dispose](): void;
|
|
1300
|
+
batch(prices: Float64Array): Float64Array;
|
|
1301
|
+
isReady(): boolean;
|
|
1302
|
+
constructor(period: number, threshold: number);
|
|
1303
|
+
reset(): void;
|
|
1304
|
+
update(value: number): number | undefined;
|
|
1305
|
+
warmupPeriod(): number;
|
|
1306
|
+
}
|
|
1307
|
+
|
|
1308
|
+
export class OpeningRange {
|
|
1309
|
+
free(): void;
|
|
1310
|
+
[Symbol.dispose](): void;
|
|
1311
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1312
|
+
isLocked(): boolean;
|
|
1313
|
+
isReady(): boolean;
|
|
1314
|
+
constructor(period: number);
|
|
1315
|
+
reset(): void;
|
|
1316
|
+
/**
|
|
1317
|
+
* Streaming update. Returns `{ high, low, breakoutDistance }`.
|
|
1318
|
+
*/
|
|
1319
|
+
update(high: number, low: number, close: number): any;
|
|
1320
|
+
warmupPeriod(): number;
|
|
1321
|
+
}
|
|
1322
|
+
|
|
1323
|
+
export class PGO {
|
|
1324
|
+
free(): void;
|
|
1325
|
+
[Symbol.dispose](): void;
|
|
1326
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1327
|
+
isReady(): boolean;
|
|
1328
|
+
constructor(period: number);
|
|
1329
|
+
reset(): void;
|
|
1330
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1331
|
+
warmupPeriod(): number;
|
|
1332
|
+
}
|
|
1333
|
+
|
|
1334
|
+
export class PMO {
|
|
1335
|
+
free(): void;
|
|
1336
|
+
[Symbol.dispose](): void;
|
|
1337
|
+
batch(prices: Float64Array): Float64Array;
|
|
1338
|
+
isReady(): boolean;
|
|
1339
|
+
constructor(smoothing1: number, smoothing2: number);
|
|
1340
|
+
reset(): void;
|
|
1341
|
+
update(value: number): number | undefined;
|
|
1342
|
+
warmupPeriod(): number;
|
|
1343
|
+
}
|
|
1344
|
+
|
|
1345
|
+
export class PPO {
|
|
1346
|
+
free(): void;
|
|
1347
|
+
[Symbol.dispose](): void;
|
|
1348
|
+
batch(prices: Float64Array): Float64Array;
|
|
1349
|
+
isReady(): boolean;
|
|
1350
|
+
constructor(fast: number, slow: number);
|
|
1351
|
+
reset(): void;
|
|
1352
|
+
update(value: number): number | undefined;
|
|
1353
|
+
warmupPeriod(): number;
|
|
1354
|
+
}
|
|
1355
|
+
|
|
1356
|
+
export class PSAR {
|
|
1357
|
+
free(): void;
|
|
1358
|
+
[Symbol.dispose](): void;
|
|
1359
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1360
|
+
isReady(): boolean;
|
|
1361
|
+
constructor(af_start: number, af_step: number, af_max: number);
|
|
1362
|
+
reset(): void;
|
|
1363
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1364
|
+
warmupPeriod(): number;
|
|
1365
|
+
}
|
|
1366
|
+
|
|
1367
|
+
export class PVI {
|
|
1368
|
+
free(): void;
|
|
1369
|
+
[Symbol.dispose](): void;
|
|
1370
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
1371
|
+
constructor(baseline?: number | null);
|
|
1372
|
+
reset(): void;
|
|
1373
|
+
update(close: number, volume: number): number | undefined;
|
|
1374
|
+
}
|
|
1375
|
+
|
|
1376
|
+
export class PainIndex {
|
|
1377
|
+
free(): void;
|
|
1378
|
+
[Symbol.dispose](): void;
|
|
1379
|
+
batch(prices: Float64Array): Float64Array;
|
|
1380
|
+
isReady(): boolean;
|
|
1381
|
+
constructor(period: number);
|
|
1382
|
+
reset(): void;
|
|
1383
|
+
update(value: number): number | undefined;
|
|
1384
|
+
warmupPeriod(): number;
|
|
1385
|
+
}
|
|
1386
|
+
|
|
1387
|
+
export class ParkinsonVolatility {
|
|
1388
|
+
free(): void;
|
|
1389
|
+
[Symbol.dispose](): void;
|
|
1390
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
1391
|
+
isReady(): boolean;
|
|
1392
|
+
constructor(period: number, trading_periods: number);
|
|
1393
|
+
reset(): void;
|
|
1394
|
+
update(high: number, low: number): number | undefined;
|
|
1395
|
+
warmupPeriod(): number;
|
|
1396
|
+
}
|
|
1397
|
+
|
|
1398
|
+
export class PearsonCorrelation {
|
|
1399
|
+
free(): void;
|
|
1400
|
+
[Symbol.dispose](): void;
|
|
1401
|
+
/**
|
|
1402
|
+
* Batch over two equally-sized arrays. Returns one `f64` per
|
|
1403
|
+
* input position (`NaN` during warmup).
|
|
1404
|
+
*/
|
|
1405
|
+
batch(x: Float64Array, y: Float64Array): Float64Array;
|
|
1406
|
+
isReady(): boolean;
|
|
1407
|
+
constructor(period: number);
|
|
1408
|
+
reset(): void;
|
|
1409
|
+
update(x: number, y: number): number | undefined;
|
|
1410
|
+
warmupPeriod(): number;
|
|
1411
|
+
}
|
|
1412
|
+
|
|
1413
|
+
export class PercentB {
|
|
1414
|
+
free(): void;
|
|
1415
|
+
[Symbol.dispose](): void;
|
|
1416
|
+
batch(prices: Float64Array): Float64Array;
|
|
1417
|
+
isReady(): boolean;
|
|
1418
|
+
constructor(period: number, multiplier: number);
|
|
1419
|
+
reset(): void;
|
|
1420
|
+
update(value: number): number | undefined;
|
|
1421
|
+
warmupPeriod(): number;
|
|
1422
|
+
}
|
|
1423
|
+
|
|
1424
|
+
export class PercentageTrailingStop {
|
|
1425
|
+
free(): void;
|
|
1426
|
+
[Symbol.dispose](): void;
|
|
1427
|
+
batch(prices: Float64Array): Float64Array;
|
|
1428
|
+
constructor(percent: number);
|
|
1429
|
+
reset(): void;
|
|
1430
|
+
update(value: number): number | undefined;
|
|
1431
|
+
}
|
|
1432
|
+
|
|
1433
|
+
export class PiercingDarkCloud {
|
|
1434
|
+
free(): void;
|
|
1435
|
+
[Symbol.dispose](): void;
|
|
1436
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1437
|
+
isReady(): boolean;
|
|
1438
|
+
constructor();
|
|
1439
|
+
reset(): void;
|
|
1440
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1441
|
+
warmupPeriod(): number;
|
|
1442
|
+
}
|
|
1443
|
+
|
|
1444
|
+
export class ProfitFactor {
|
|
1445
|
+
free(): void;
|
|
1446
|
+
[Symbol.dispose](): void;
|
|
1447
|
+
batch(prices: Float64Array): Float64Array;
|
|
1448
|
+
isReady(): boolean;
|
|
1449
|
+
constructor(period: number);
|
|
1450
|
+
reset(): void;
|
|
1451
|
+
update(value: number): number | undefined;
|
|
1452
|
+
warmupPeriod(): number;
|
|
1453
|
+
}
|
|
1454
|
+
|
|
1455
|
+
export class ROC {
|
|
1456
|
+
free(): void;
|
|
1457
|
+
[Symbol.dispose](): void;
|
|
1458
|
+
batch(prices: Float64Array): Float64Array;
|
|
1459
|
+
isReady(): boolean;
|
|
1460
|
+
constructor(period: number);
|
|
1461
|
+
reset(): void;
|
|
1462
|
+
update(value: number): number | undefined;
|
|
1463
|
+
warmupPeriod(): number;
|
|
1464
|
+
}
|
|
1465
|
+
|
|
1466
|
+
export class RSI {
|
|
1467
|
+
free(): void;
|
|
1468
|
+
[Symbol.dispose](): void;
|
|
1469
|
+
batch(prices: Float64Array): Float64Array;
|
|
1470
|
+
isReady(): boolean;
|
|
1471
|
+
constructor(period: number);
|
|
1472
|
+
reset(): void;
|
|
1473
|
+
update(value: number): number | undefined;
|
|
1474
|
+
warmupPeriod(): number;
|
|
1475
|
+
}
|
|
1476
|
+
|
|
1477
|
+
export class RSquared {
|
|
1478
|
+
free(): void;
|
|
1479
|
+
[Symbol.dispose](): void;
|
|
1480
|
+
batch(prices: Float64Array): Float64Array;
|
|
1481
|
+
isReady(): boolean;
|
|
1482
|
+
constructor(period: number);
|
|
1483
|
+
reset(): void;
|
|
1484
|
+
update(value: number): number | undefined;
|
|
1485
|
+
warmupPeriod(): number;
|
|
1486
|
+
}
|
|
1487
|
+
|
|
1488
|
+
export class RVI {
|
|
1489
|
+
free(): void;
|
|
1490
|
+
[Symbol.dispose](): void;
|
|
1491
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1492
|
+
isReady(): boolean;
|
|
1493
|
+
constructor(period: number);
|
|
1494
|
+
reset(): void;
|
|
1495
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1496
|
+
warmupPeriod(): number;
|
|
1497
|
+
}
|
|
1498
|
+
|
|
1499
|
+
export class RVIVolatility {
|
|
1500
|
+
free(): void;
|
|
1501
|
+
[Symbol.dispose](): void;
|
|
1502
|
+
batch(prices: Float64Array): Float64Array;
|
|
1503
|
+
isReady(): boolean;
|
|
1504
|
+
constructor(period: number);
|
|
1505
|
+
reset(): void;
|
|
1506
|
+
update(value: number): number | undefined;
|
|
1507
|
+
warmupPeriod(): number;
|
|
1508
|
+
}
|
|
1509
|
+
|
|
1510
|
+
export class RWI {
|
|
1511
|
+
free(): void;
|
|
1512
|
+
[Symbol.dispose](): void;
|
|
1513
|
+
/**
|
|
1514
|
+
* Returns `[high0, low0, high1, low1, ...]`, length `2 * n`. Warmup is NaN.
|
|
1515
|
+
*/
|
|
1516
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1517
|
+
constructor(period: number);
|
|
1518
|
+
reset(): void;
|
|
1519
|
+
update(high: number, low: number, close: number): any;
|
|
1520
|
+
}
|
|
1521
|
+
|
|
1522
|
+
export class RecoveryFactor {
|
|
1523
|
+
free(): void;
|
|
1524
|
+
[Symbol.dispose](): void;
|
|
1525
|
+
batch(prices: Float64Array): Float64Array;
|
|
1526
|
+
isReady(): boolean;
|
|
1527
|
+
constructor();
|
|
1528
|
+
reset(): void;
|
|
1529
|
+
update(value: number): number | undefined;
|
|
1530
|
+
warmupPeriod(): number;
|
|
1531
|
+
}
|
|
1532
|
+
|
|
1533
|
+
export class RenkoTrailingStop {
|
|
1534
|
+
free(): void;
|
|
1535
|
+
[Symbol.dispose](): void;
|
|
1536
|
+
batch(prices: Float64Array): Float64Array;
|
|
1537
|
+
constructor(block_size: number);
|
|
1538
|
+
reset(): void;
|
|
1539
|
+
update(value: number): number | undefined;
|
|
1540
|
+
}
|
|
1541
|
+
|
|
1542
|
+
export class RogersSatchellVolatility {
|
|
1543
|
+
free(): void;
|
|
1544
|
+
[Symbol.dispose](): void;
|
|
1545
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1546
|
+
isReady(): boolean;
|
|
1547
|
+
constructor(period: number, trading_periods: number);
|
|
1548
|
+
reset(): void;
|
|
1549
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1550
|
+
warmupPeriod(): number;
|
|
1551
|
+
}
|
|
1552
|
+
|
|
1553
|
+
export class RollingVWAP {
|
|
1554
|
+
free(): void;
|
|
1555
|
+
[Symbol.dispose](): void;
|
|
1556
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array): Float64Array;
|
|
1557
|
+
isReady(): boolean;
|
|
1558
|
+
constructor(period: number);
|
|
1559
|
+
reset(): void;
|
|
1560
|
+
update(high: number, low: number, close: number, volume: number): number | undefined;
|
|
1561
|
+
warmupPeriod(): number;
|
|
1562
|
+
readonly period: number;
|
|
1563
|
+
}
|
|
1564
|
+
|
|
1565
|
+
export class RoofingFilter {
|
|
1566
|
+
free(): void;
|
|
1567
|
+
[Symbol.dispose](): void;
|
|
1568
|
+
batch(prices: Float64Array): Float64Array;
|
|
1569
|
+
isReady(): boolean;
|
|
1570
|
+
constructor(lp_period: number, hp_period: number);
|
|
1571
|
+
reset(): void;
|
|
1572
|
+
update(value: number): number | undefined;
|
|
1573
|
+
warmupPeriod(): number;
|
|
1574
|
+
}
|
|
1575
|
+
|
|
1576
|
+
export class SMA {
|
|
1577
|
+
free(): void;
|
|
1578
|
+
[Symbol.dispose](): void;
|
|
1579
|
+
batch(prices: Float64Array): Float64Array;
|
|
1580
|
+
isReady(): boolean;
|
|
1581
|
+
constructor(period: number);
|
|
1582
|
+
reset(): void;
|
|
1583
|
+
update(value: number): number | undefined;
|
|
1584
|
+
warmupPeriod(): number;
|
|
1585
|
+
}
|
|
1586
|
+
|
|
1587
|
+
export class SMI {
|
|
1588
|
+
free(): void;
|
|
1589
|
+
[Symbol.dispose](): void;
|
|
1590
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1591
|
+
isReady(): boolean;
|
|
1592
|
+
constructor(period: number, d_period: number, d2_period: number);
|
|
1593
|
+
reset(): void;
|
|
1594
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1595
|
+
warmupPeriod(): number;
|
|
1596
|
+
}
|
|
1597
|
+
|
|
1598
|
+
export class SMMA {
|
|
1599
|
+
free(): void;
|
|
1600
|
+
[Symbol.dispose](): void;
|
|
1601
|
+
batch(prices: Float64Array): Float64Array;
|
|
1602
|
+
isReady(): boolean;
|
|
1603
|
+
constructor(period: number);
|
|
1604
|
+
reset(): void;
|
|
1605
|
+
update(value: number): number | undefined;
|
|
1606
|
+
warmupPeriod(): number;
|
|
1607
|
+
}
|
|
1608
|
+
|
|
1609
|
+
export class STC {
|
|
1610
|
+
free(): void;
|
|
1611
|
+
[Symbol.dispose](): void;
|
|
1612
|
+
batch(prices: Float64Array): Float64Array;
|
|
1613
|
+
isReady(): boolean;
|
|
1614
|
+
constructor(fast: number, slow: number, schaff_period: number, factor: number);
|
|
1615
|
+
reset(): void;
|
|
1616
|
+
update(value: number): number | undefined;
|
|
1617
|
+
warmupPeriod(): number;
|
|
1618
|
+
}
|
|
1619
|
+
|
|
1620
|
+
export class SharpeRatio {
|
|
1621
|
+
free(): void;
|
|
1622
|
+
[Symbol.dispose](): void;
|
|
1623
|
+
batch(prices: Float64Array): Float64Array;
|
|
1624
|
+
isReady(): boolean;
|
|
1625
|
+
constructor(period: number, risk_free: number);
|
|
1626
|
+
reset(): void;
|
|
1627
|
+
update(value: number): number | undefined;
|
|
1628
|
+
warmupPeriod(): number;
|
|
1629
|
+
}
|
|
1630
|
+
|
|
1631
|
+
export class ShootingStar {
|
|
1632
|
+
free(): void;
|
|
1633
|
+
[Symbol.dispose](): void;
|
|
1634
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1635
|
+
isReady(): boolean;
|
|
1636
|
+
constructor();
|
|
1637
|
+
reset(): void;
|
|
1638
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1639
|
+
warmupPeriod(): number;
|
|
1640
|
+
}
|
|
1641
|
+
|
|
1642
|
+
export class SineWave {
|
|
1643
|
+
free(): void;
|
|
1644
|
+
[Symbol.dispose](): void;
|
|
1645
|
+
batch(prices: Float64Array): Float64Array;
|
|
1646
|
+
isReady(): boolean;
|
|
1647
|
+
lead(): number;
|
|
1648
|
+
constructor();
|
|
1649
|
+
reset(): void;
|
|
1650
|
+
update(value: number): number | undefined;
|
|
1651
|
+
warmupPeriod(): number;
|
|
1652
|
+
}
|
|
1653
|
+
|
|
1654
|
+
export class Skewness {
|
|
1655
|
+
free(): void;
|
|
1656
|
+
[Symbol.dispose](): void;
|
|
1657
|
+
batch(prices: Float64Array): Float64Array;
|
|
1658
|
+
isReady(): boolean;
|
|
1659
|
+
constructor(period: number);
|
|
1660
|
+
reset(): void;
|
|
1661
|
+
update(value: number): number | undefined;
|
|
1662
|
+
warmupPeriod(): number;
|
|
1663
|
+
}
|
|
1664
|
+
|
|
1665
|
+
export class SortinoRatio {
|
|
1666
|
+
free(): void;
|
|
1667
|
+
[Symbol.dispose](): void;
|
|
1668
|
+
batch(prices: Float64Array): Float64Array;
|
|
1669
|
+
isReady(): boolean;
|
|
1670
|
+
constructor(period: number, mar: number);
|
|
1671
|
+
reset(): void;
|
|
1672
|
+
update(value: number): number | undefined;
|
|
1673
|
+
warmupPeriod(): number;
|
|
1674
|
+
}
|
|
1675
|
+
|
|
1676
|
+
export class SpearmanCorrelation {
|
|
1677
|
+
free(): void;
|
|
1678
|
+
[Symbol.dispose](): void;
|
|
1679
|
+
/**
|
|
1680
|
+
* Batch over two equally-sized arrays. Returns one `f64` per
|
|
1681
|
+
* input position (`NaN` during warmup).
|
|
1682
|
+
*/
|
|
1683
|
+
batch(x: Float64Array, y: Float64Array): Float64Array;
|
|
1684
|
+
isReady(): boolean;
|
|
1685
|
+
constructor(period: number);
|
|
1686
|
+
reset(): void;
|
|
1687
|
+
update(x: number, y: number): number | undefined;
|
|
1688
|
+
warmupPeriod(): number;
|
|
1689
|
+
}
|
|
1690
|
+
|
|
1691
|
+
export class SpinningTop {
|
|
1692
|
+
free(): void;
|
|
1693
|
+
[Symbol.dispose](): void;
|
|
1694
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1695
|
+
isReady(): boolean;
|
|
1696
|
+
constructor();
|
|
1697
|
+
reset(): void;
|
|
1698
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1699
|
+
warmupPeriod(): number;
|
|
1700
|
+
}
|
|
1701
|
+
|
|
1702
|
+
export class StandardError {
|
|
1703
|
+
free(): void;
|
|
1704
|
+
[Symbol.dispose](): void;
|
|
1705
|
+
batch(prices: Float64Array): Float64Array;
|
|
1706
|
+
isReady(): boolean;
|
|
1707
|
+
constructor(period: number);
|
|
1708
|
+
reset(): void;
|
|
1709
|
+
update(value: number): number | undefined;
|
|
1710
|
+
warmupPeriod(): number;
|
|
1711
|
+
}
|
|
1712
|
+
|
|
1713
|
+
export class StandardErrorBands {
|
|
1714
|
+
free(): void;
|
|
1715
|
+
[Symbol.dispose](): void;
|
|
1716
|
+
batch(prices: Float64Array): Float64Array;
|
|
1717
|
+
isReady(): boolean;
|
|
1718
|
+
constructor(period: number, multiplier: number);
|
|
1719
|
+
reset(): void;
|
|
1720
|
+
update(value: number): any;
|
|
1721
|
+
warmupPeriod(): number;
|
|
1722
|
+
}
|
|
1723
|
+
|
|
1724
|
+
export class StarcBands {
|
|
1725
|
+
free(): void;
|
|
1726
|
+
[Symbol.dispose](): void;
|
|
1727
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1728
|
+
isReady(): boolean;
|
|
1729
|
+
constructor(sma_period: number, atr_period: number, multiplier: number);
|
|
1730
|
+
reset(): void;
|
|
1731
|
+
update(high: number, low: number, close: number): any;
|
|
1732
|
+
warmupPeriod(): number;
|
|
1733
|
+
}
|
|
1734
|
+
|
|
1735
|
+
export class StdDev {
|
|
1736
|
+
free(): void;
|
|
1737
|
+
[Symbol.dispose](): void;
|
|
1738
|
+
batch(prices: Float64Array): Float64Array;
|
|
1739
|
+
isReady(): boolean;
|
|
1740
|
+
constructor(period: number);
|
|
1741
|
+
reset(): void;
|
|
1742
|
+
update(value: number): number | undefined;
|
|
1743
|
+
warmupPeriod(): number;
|
|
1744
|
+
}
|
|
1745
|
+
|
|
1746
|
+
export class StepTrailingStop {
|
|
1747
|
+
free(): void;
|
|
1748
|
+
[Symbol.dispose](): void;
|
|
1749
|
+
batch(prices: Float64Array): Float64Array;
|
|
1750
|
+
constructor(step_size: number);
|
|
1751
|
+
reset(): void;
|
|
1752
|
+
update(value: number): number | undefined;
|
|
1753
|
+
}
|
|
1754
|
+
|
|
1755
|
+
export class StochRSI {
|
|
1756
|
+
free(): void;
|
|
1757
|
+
[Symbol.dispose](): void;
|
|
1758
|
+
batch(prices: Float64Array): Float64Array;
|
|
1759
|
+
isReady(): boolean;
|
|
1760
|
+
constructor(rsi_period: number, stoch_period: number);
|
|
1761
|
+
reset(): void;
|
|
1762
|
+
update(value: number): number | undefined;
|
|
1763
|
+
warmupPeriod(): number;
|
|
1764
|
+
}
|
|
1765
|
+
|
|
1766
|
+
export class Stochastic {
|
|
1767
|
+
free(): void;
|
|
1768
|
+
[Symbol.dispose](): void;
|
|
1769
|
+
/**
|
|
1770
|
+
* Returns `[k0, d0, k1, d1, ...]`, length `2 * n`.
|
|
1771
|
+
*/
|
|
1772
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1773
|
+
isReady(): boolean;
|
|
1774
|
+
constructor(k_period: number, d_period: number);
|
|
1775
|
+
reset(): void;
|
|
1776
|
+
/**
|
|
1777
|
+
* Streaming update. Returns `{ k, d }` once warm, else `null`.
|
|
1778
|
+
*/
|
|
1779
|
+
update(high: number, low: number, close: number): any;
|
|
1780
|
+
warmupPeriod(): number;
|
|
1781
|
+
}
|
|
1782
|
+
|
|
1783
|
+
export class SuperSmoother {
|
|
1784
|
+
free(): void;
|
|
1785
|
+
[Symbol.dispose](): void;
|
|
1786
|
+
batch(prices: Float64Array): Float64Array;
|
|
1787
|
+
isReady(): boolean;
|
|
1788
|
+
constructor(period: number);
|
|
1789
|
+
reset(): void;
|
|
1790
|
+
update(value: number): number | undefined;
|
|
1791
|
+
warmupPeriod(): number;
|
|
1792
|
+
}
|
|
1793
|
+
|
|
1794
|
+
export class SuperTrend {
|
|
1795
|
+
free(): void;
|
|
1796
|
+
[Symbol.dispose](): void;
|
|
1797
|
+
/**
|
|
1798
|
+
* Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
|
|
1799
|
+
* Warmup positions are NaN.
|
|
1800
|
+
*/
|
|
1801
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1802
|
+
constructor(atr_period: number, multiplier: number);
|
|
1803
|
+
reset(): void;
|
|
1804
|
+
/**
|
|
1805
|
+
* Returns `{ value, direction }` once warm, else `null`.
|
|
1806
|
+
*/
|
|
1807
|
+
update(high: number, low: number, close: number): any;
|
|
1808
|
+
}
|
|
1809
|
+
|
|
1810
|
+
export class T3 {
|
|
1811
|
+
free(): void;
|
|
1812
|
+
[Symbol.dispose](): void;
|
|
1813
|
+
batch(prices: Float64Array): Float64Array;
|
|
1814
|
+
isReady(): boolean;
|
|
1815
|
+
constructor(period: number, v: number);
|
|
1816
|
+
reset(): void;
|
|
1817
|
+
update(value: number): number | undefined;
|
|
1818
|
+
warmupPeriod(): number;
|
|
1819
|
+
}
|
|
1820
|
+
|
|
1821
|
+
export class TDCombo {
|
|
1822
|
+
free(): void;
|
|
1823
|
+
[Symbol.dispose](): void;
|
|
1824
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1825
|
+
isReady(): boolean;
|
|
1826
|
+
constructor(setup_lookback: number, setup_target: number, countdown_lookback: number, countdown_target: number);
|
|
1827
|
+
reset(): void;
|
|
1828
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1829
|
+
warmupPeriod(): number;
|
|
1830
|
+
}
|
|
1831
|
+
|
|
1832
|
+
export class TDCountdown {
|
|
1833
|
+
free(): void;
|
|
1834
|
+
[Symbol.dispose](): void;
|
|
1835
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1836
|
+
isReady(): boolean;
|
|
1837
|
+
constructor(setup_lookback: number, setup_target: number, countdown_lookback: number, countdown_target: number);
|
|
1838
|
+
reset(): void;
|
|
1839
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1840
|
+
warmupPeriod(): number;
|
|
1841
|
+
}
|
|
1842
|
+
|
|
1843
|
+
export class TDDeMarker {
|
|
1844
|
+
free(): void;
|
|
1845
|
+
[Symbol.dispose](): void;
|
|
1846
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
1847
|
+
isReady(): boolean;
|
|
1848
|
+
constructor(period: number);
|
|
1849
|
+
reset(): void;
|
|
1850
|
+
update(high: number, low: number): number | undefined;
|
|
1851
|
+
warmupPeriod(): number;
|
|
1852
|
+
}
|
|
1853
|
+
|
|
1854
|
+
export class TDDifferential {
|
|
1855
|
+
free(): void;
|
|
1856
|
+
[Symbol.dispose](): void;
|
|
1857
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1858
|
+
isReady(): boolean;
|
|
1859
|
+
constructor();
|
|
1860
|
+
reset(): void;
|
|
1861
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1862
|
+
warmupPeriod(): number;
|
|
1863
|
+
}
|
|
1864
|
+
|
|
1865
|
+
export class TDLines {
|
|
1866
|
+
free(): void;
|
|
1867
|
+
[Symbol.dispose](): void;
|
|
1868
|
+
/**
|
|
1869
|
+
* Batch returns a flat `Float64Array` `[resistance0, support0, ...]`.
|
|
1870
|
+
*/
|
|
1871
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1872
|
+
isReady(): boolean;
|
|
1873
|
+
constructor(lookback: number, target: number);
|
|
1874
|
+
reset(): void;
|
|
1875
|
+
/**
|
|
1876
|
+
* Streaming update. Returns `{ resistance, support }` once warm, else `null`.
|
|
1877
|
+
*/
|
|
1878
|
+
update(high: number, low: number, close: number): any;
|
|
1879
|
+
warmupPeriod(): number;
|
|
1880
|
+
}
|
|
1881
|
+
|
|
1882
|
+
export class TDOpen {
|
|
1883
|
+
free(): void;
|
|
1884
|
+
[Symbol.dispose](): void;
|
|
1885
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1886
|
+
isReady(): boolean;
|
|
1887
|
+
constructor();
|
|
1888
|
+
reset(): void;
|
|
1889
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
1890
|
+
warmupPeriod(): number;
|
|
1891
|
+
}
|
|
1892
|
+
|
|
1893
|
+
export class TDPressure {
|
|
1894
|
+
free(): void;
|
|
1895
|
+
[Symbol.dispose](): void;
|
|
1896
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array): Float64Array;
|
|
1897
|
+
isReady(): boolean;
|
|
1898
|
+
constructor(period: number);
|
|
1899
|
+
reset(): void;
|
|
1900
|
+
update(open: number, high: number, low: number, close: number, volume: number): number | undefined;
|
|
1901
|
+
warmupPeriod(): number;
|
|
1902
|
+
}
|
|
1903
|
+
|
|
1904
|
+
export class TDREI {
|
|
1905
|
+
free(): void;
|
|
1906
|
+
[Symbol.dispose](): void;
|
|
1907
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
1908
|
+
isReady(): boolean;
|
|
1909
|
+
constructor(period: number);
|
|
1910
|
+
reset(): void;
|
|
1911
|
+
update(high: number, low: number): number | undefined;
|
|
1912
|
+
warmupPeriod(): number;
|
|
1913
|
+
}
|
|
1914
|
+
|
|
1915
|
+
export class TDRangeProjection {
|
|
1916
|
+
free(): void;
|
|
1917
|
+
[Symbol.dispose](): void;
|
|
1918
|
+
/**
|
|
1919
|
+
* Batch returns a flat `Float64Array` `[projHigh0, projLow0, ...]`.
|
|
1920
|
+
*/
|
|
1921
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1922
|
+
isReady(): boolean;
|
|
1923
|
+
constructor();
|
|
1924
|
+
reset(): void;
|
|
1925
|
+
/**
|
|
1926
|
+
* Streaming update. Returns `{ high, low }` projected for the next bar.
|
|
1927
|
+
*/
|
|
1928
|
+
update(open: number, high: number, low: number, close: number): any;
|
|
1929
|
+
warmupPeriod(): number;
|
|
1930
|
+
}
|
|
1931
|
+
|
|
1932
|
+
export class TDRiskLevel {
|
|
1933
|
+
free(): void;
|
|
1934
|
+
[Symbol.dispose](): void;
|
|
1935
|
+
/**
|
|
1936
|
+
* Batch returns a flat `Float64Array` `[buyRisk0, sellRisk0, ...]`.
|
|
1937
|
+
*/
|
|
1938
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1939
|
+
isReady(): boolean;
|
|
1940
|
+
constructor(lookback: number, target: number);
|
|
1941
|
+
reset(): void;
|
|
1942
|
+
/**
|
|
1943
|
+
* Streaming update. Returns `{ buyRisk, sellRisk }` once warm, else `null`.
|
|
1944
|
+
*/
|
|
1945
|
+
update(high: number, low: number, close: number): any;
|
|
1946
|
+
warmupPeriod(): number;
|
|
1947
|
+
}
|
|
1948
|
+
|
|
1949
|
+
export class TDSequential {
|
|
1950
|
+
free(): void;
|
|
1951
|
+
[Symbol.dispose](): void;
|
|
1952
|
+
/**
|
|
1953
|
+
* Batch returns a flat `Float64Array` `[setup0, countdown0, direction0, ...]`.
|
|
1954
|
+
*/
|
|
1955
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1956
|
+
isReady(): boolean;
|
|
1957
|
+
constructor(setup_lookback: number, setup_target: number, countdown_lookback: number, countdown_target: number);
|
|
1958
|
+
reset(): void;
|
|
1959
|
+
/**
|
|
1960
|
+
* Streaming update. Returns `{ setup, countdown, direction }` once warm,
|
|
1961
|
+
* else `null`.
|
|
1962
|
+
*/
|
|
1963
|
+
update(high: number, low: number, close: number): any;
|
|
1964
|
+
warmupPeriod(): number;
|
|
1965
|
+
}
|
|
1966
|
+
|
|
1967
|
+
export class TDSetup {
|
|
1968
|
+
free(): void;
|
|
1969
|
+
[Symbol.dispose](): void;
|
|
1970
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
1971
|
+
isReady(): boolean;
|
|
1972
|
+
constructor(lookback: number, target: number);
|
|
1973
|
+
reset(): void;
|
|
1974
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
1975
|
+
warmupPeriod(): number;
|
|
1976
|
+
}
|
|
1977
|
+
|
|
1978
|
+
export class TEMA {
|
|
1979
|
+
free(): void;
|
|
1980
|
+
[Symbol.dispose](): void;
|
|
1981
|
+
batch(prices: Float64Array): Float64Array;
|
|
1982
|
+
isReady(): boolean;
|
|
1983
|
+
constructor(period: number);
|
|
1984
|
+
reset(): void;
|
|
1985
|
+
update(value: number): number | undefined;
|
|
1986
|
+
warmupPeriod(): number;
|
|
1987
|
+
}
|
|
1988
|
+
|
|
1989
|
+
export class TII {
|
|
1990
|
+
free(): void;
|
|
1991
|
+
[Symbol.dispose](): void;
|
|
1992
|
+
batch(prices: Float64Array): Float64Array;
|
|
1993
|
+
isReady(): boolean;
|
|
1994
|
+
constructor(sma_period: number, dev_period: number);
|
|
1995
|
+
reset(): void;
|
|
1996
|
+
update(value: number): number | undefined;
|
|
1997
|
+
warmupPeriod(): number;
|
|
1998
|
+
}
|
|
1999
|
+
|
|
2000
|
+
export class TRIMA {
|
|
2001
|
+
free(): void;
|
|
2002
|
+
[Symbol.dispose](): void;
|
|
2003
|
+
batch(prices: Float64Array): Float64Array;
|
|
2004
|
+
isReady(): boolean;
|
|
2005
|
+
constructor(period: number);
|
|
2006
|
+
reset(): void;
|
|
2007
|
+
update(value: number): number | undefined;
|
|
2008
|
+
warmupPeriod(): number;
|
|
2009
|
+
}
|
|
2010
|
+
|
|
2011
|
+
export class TRIX {
|
|
2012
|
+
free(): void;
|
|
2013
|
+
[Symbol.dispose](): void;
|
|
2014
|
+
batch(prices: Float64Array): Float64Array;
|
|
2015
|
+
isReady(): boolean;
|
|
2016
|
+
constructor(period: number);
|
|
2017
|
+
reset(): void;
|
|
2018
|
+
update(value: number): number | undefined;
|
|
2019
|
+
warmupPeriod(): number;
|
|
2020
|
+
}
|
|
2021
|
+
|
|
2022
|
+
export class TSI {
|
|
2023
|
+
free(): void;
|
|
2024
|
+
[Symbol.dispose](): void;
|
|
2025
|
+
batch(prices: Float64Array): Float64Array;
|
|
2026
|
+
isReady(): boolean;
|
|
2027
|
+
constructor(long: number, short: number);
|
|
2028
|
+
reset(): void;
|
|
2029
|
+
update(value: number): number | undefined;
|
|
2030
|
+
warmupPeriod(): number;
|
|
2031
|
+
}
|
|
2032
|
+
|
|
2033
|
+
export class TSV {
|
|
2034
|
+
free(): void;
|
|
2035
|
+
[Symbol.dispose](): void;
|
|
2036
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
2037
|
+
constructor(period: number);
|
|
2038
|
+
reset(): void;
|
|
2039
|
+
update(close: number, volume: number): number | undefined;
|
|
2040
|
+
}
|
|
2041
|
+
|
|
2042
|
+
export class ThreeInside {
|
|
2043
|
+
free(): void;
|
|
2044
|
+
[Symbol.dispose](): void;
|
|
2045
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2046
|
+
isReady(): boolean;
|
|
2047
|
+
constructor();
|
|
2048
|
+
reset(): void;
|
|
2049
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
2050
|
+
warmupPeriod(): number;
|
|
2051
|
+
}
|
|
2052
|
+
|
|
2053
|
+
export class ThreeOutside {
|
|
2054
|
+
free(): void;
|
|
2055
|
+
[Symbol.dispose](): void;
|
|
2056
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2057
|
+
isReady(): boolean;
|
|
2058
|
+
constructor();
|
|
2059
|
+
reset(): void;
|
|
2060
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
2061
|
+
warmupPeriod(): number;
|
|
2062
|
+
}
|
|
2063
|
+
|
|
2064
|
+
export class ThreeSoldiersOrCrows {
|
|
2065
|
+
free(): void;
|
|
2066
|
+
[Symbol.dispose](): void;
|
|
2067
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2068
|
+
isReady(): boolean;
|
|
2069
|
+
constructor();
|
|
2070
|
+
reset(): void;
|
|
2071
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
2072
|
+
warmupPeriod(): number;
|
|
2073
|
+
}
|
|
2074
|
+
|
|
2075
|
+
export class TreynorRatio {
|
|
2076
|
+
free(): void;
|
|
2077
|
+
[Symbol.dispose](): void;
|
|
2078
|
+
batch(asset: Float64Array, benchmark: Float64Array): Float64Array;
|
|
2079
|
+
isReady(): boolean;
|
|
2080
|
+
constructor(period: number, risk_free: number);
|
|
2081
|
+
reset(): void;
|
|
2082
|
+
update(asset: number, benchmark: number): number | undefined;
|
|
2083
|
+
warmupPeriod(): number;
|
|
2084
|
+
}
|
|
2085
|
+
|
|
2086
|
+
export class TrueRange {
|
|
2087
|
+
free(): void;
|
|
2088
|
+
[Symbol.dispose](): void;
|
|
2089
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2090
|
+
constructor();
|
|
2091
|
+
reset(): void;
|
|
2092
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2093
|
+
}
|
|
2094
|
+
|
|
2095
|
+
export class TtmSqueeze {
|
|
2096
|
+
free(): void;
|
|
2097
|
+
[Symbol.dispose](): void;
|
|
2098
|
+
/**
|
|
2099
|
+
* Flat `[sq0, mom0, sq1, mom1, ...]`, length `2 * n`.
|
|
2100
|
+
*/
|
|
2101
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2102
|
+
isReady(): boolean;
|
|
2103
|
+
constructor(period: number, bb_mult: number, kc_mult: number);
|
|
2104
|
+
reset(): void;
|
|
2105
|
+
update(high: number, low: number, close: number): any;
|
|
2106
|
+
warmupPeriod(): number;
|
|
2107
|
+
}
|
|
2108
|
+
|
|
2109
|
+
export class Tweezer {
|
|
2110
|
+
free(): void;
|
|
2111
|
+
[Symbol.dispose](): void;
|
|
2112
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2113
|
+
isReady(): boolean;
|
|
2114
|
+
constructor();
|
|
2115
|
+
reset(): void;
|
|
2116
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
2117
|
+
warmupPeriod(): number;
|
|
2118
|
+
}
|
|
2119
|
+
|
|
2120
|
+
export class TypicalPrice {
|
|
2121
|
+
free(): void;
|
|
2122
|
+
[Symbol.dispose](): void;
|
|
2123
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2124
|
+
constructor();
|
|
2125
|
+
reset(): void;
|
|
2126
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2127
|
+
}
|
|
2128
|
+
|
|
2129
|
+
export class UlcerIndex {
|
|
2130
|
+
free(): void;
|
|
2131
|
+
[Symbol.dispose](): void;
|
|
2132
|
+
batch(prices: Float64Array): Float64Array;
|
|
2133
|
+
isReady(): boolean;
|
|
2134
|
+
constructor(period: number);
|
|
2135
|
+
reset(): void;
|
|
2136
|
+
update(value: number): number | undefined;
|
|
2137
|
+
warmupPeriod(): number;
|
|
2138
|
+
}
|
|
2139
|
+
|
|
2140
|
+
export class UltimateOscillator {
|
|
2141
|
+
free(): void;
|
|
2142
|
+
[Symbol.dispose](): void;
|
|
2143
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2144
|
+
constructor(short: number, mid: number, long: number);
|
|
2145
|
+
reset(): void;
|
|
2146
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2147
|
+
}
|
|
2148
|
+
|
|
2149
|
+
export class VIDYA {
|
|
2150
|
+
free(): void;
|
|
2151
|
+
[Symbol.dispose](): void;
|
|
2152
|
+
batch(prices: Float64Array): Float64Array;
|
|
2153
|
+
isReady(): boolean;
|
|
2154
|
+
constructor(period: number, cmo_period: number);
|
|
2155
|
+
reset(): void;
|
|
2156
|
+
update(value: number): number | undefined;
|
|
2157
|
+
warmupPeriod(): number;
|
|
2158
|
+
}
|
|
2159
|
+
|
|
2160
|
+
export class VWAP {
|
|
2161
|
+
free(): void;
|
|
2162
|
+
[Symbol.dispose](): void;
|
|
2163
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array): Float64Array;
|
|
2164
|
+
isReady(): boolean;
|
|
2165
|
+
constructor();
|
|
2166
|
+
reset(): void;
|
|
2167
|
+
update(high: number, low: number, close: number, volume: number): number | undefined;
|
|
2168
|
+
warmupPeriod(): number;
|
|
2169
|
+
}
|
|
2170
|
+
|
|
2171
|
+
export class VWMA {
|
|
2172
|
+
free(): void;
|
|
2173
|
+
[Symbol.dispose](): void;
|
|
2174
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
2175
|
+
constructor(period: number);
|
|
2176
|
+
reset(): void;
|
|
2177
|
+
update(close: number, volume: number): number | undefined;
|
|
2178
|
+
}
|
|
2179
|
+
|
|
2180
|
+
export class VZO {
|
|
2181
|
+
free(): void;
|
|
2182
|
+
[Symbol.dispose](): void;
|
|
2183
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
2184
|
+
constructor(period: number);
|
|
2185
|
+
reset(): void;
|
|
2186
|
+
update(close: number, volume: number): number | undefined;
|
|
2187
|
+
}
|
|
2188
|
+
|
|
2189
|
+
export class ValueArea {
|
|
2190
|
+
free(): void;
|
|
2191
|
+
[Symbol.dispose](): void;
|
|
2192
|
+
batch(high: Float64Array, low: Float64Array, volume: Float64Array): Float64Array;
|
|
2193
|
+
isReady(): boolean;
|
|
2194
|
+
constructor(period: number, bin_count: number, value_area_pct: number);
|
|
2195
|
+
reset(): void;
|
|
2196
|
+
/**
|
|
2197
|
+
* Streaming update. Returns `{ poc, vah, val }` once warm, else `null`.
|
|
2198
|
+
*/
|
|
2199
|
+
update(high: number, low: number, volume: number): any;
|
|
2200
|
+
warmupPeriod(): number;
|
|
2201
|
+
}
|
|
2202
|
+
|
|
2203
|
+
export class ValueAtRisk {
|
|
2204
|
+
free(): void;
|
|
2205
|
+
[Symbol.dispose](): void;
|
|
2206
|
+
batch(prices: Float64Array): Float64Array;
|
|
2207
|
+
isReady(): boolean;
|
|
2208
|
+
constructor(period: number, confidence: number);
|
|
2209
|
+
reset(): void;
|
|
2210
|
+
update(value: number): number | undefined;
|
|
2211
|
+
warmupPeriod(): number;
|
|
2212
|
+
}
|
|
2213
|
+
|
|
2214
|
+
export class Variance {
|
|
2215
|
+
free(): void;
|
|
2216
|
+
[Symbol.dispose](): void;
|
|
2217
|
+
batch(prices: Float64Array): Float64Array;
|
|
2218
|
+
isReady(): boolean;
|
|
2219
|
+
constructor(period: number);
|
|
2220
|
+
reset(): void;
|
|
2221
|
+
update(value: number): number | undefined;
|
|
2222
|
+
warmupPeriod(): number;
|
|
2223
|
+
}
|
|
2224
|
+
|
|
2225
|
+
export class VerticalHorizontalFilter {
|
|
2226
|
+
free(): void;
|
|
2227
|
+
[Symbol.dispose](): void;
|
|
2228
|
+
batch(prices: Float64Array): Float64Array;
|
|
2229
|
+
isReady(): boolean;
|
|
2230
|
+
constructor(period: number);
|
|
2231
|
+
reset(): void;
|
|
2232
|
+
update(value: number): number | undefined;
|
|
2233
|
+
warmupPeriod(): number;
|
|
2234
|
+
}
|
|
2235
|
+
|
|
2236
|
+
export class VoltyStop {
|
|
2237
|
+
free(): void;
|
|
2238
|
+
[Symbol.dispose](): void;
|
|
2239
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2240
|
+
constructor(atr_period: number, multiplier: number);
|
|
2241
|
+
reset(): void;
|
|
2242
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2243
|
+
}
|
|
2244
|
+
|
|
2245
|
+
export class VolumeOscillator {
|
|
2246
|
+
free(): void;
|
|
2247
|
+
[Symbol.dispose](): void;
|
|
2248
|
+
batch(volume: Float64Array): Float64Array;
|
|
2249
|
+
constructor(fast: number, slow: number);
|
|
2250
|
+
reset(): void;
|
|
2251
|
+
update(volume: number): number | undefined;
|
|
2252
|
+
}
|
|
2253
|
+
|
|
2254
|
+
export class VolumePriceTrend {
|
|
2255
|
+
free(): void;
|
|
2256
|
+
[Symbol.dispose](): void;
|
|
2257
|
+
batch(close: Float64Array, volume: Float64Array): Float64Array;
|
|
2258
|
+
constructor();
|
|
2259
|
+
reset(): void;
|
|
2260
|
+
update(close: number, volume: number): number | undefined;
|
|
2261
|
+
}
|
|
2262
|
+
|
|
2263
|
+
export class Vortex {
|
|
2264
|
+
free(): void;
|
|
2265
|
+
[Symbol.dispose](): void;
|
|
2266
|
+
/**
|
|
2267
|
+
* Returns `[plus0, minus0, plus1, minus1, ...]`, length `2 * n`. Warmup is NaN.
|
|
2268
|
+
*/
|
|
2269
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2270
|
+
constructor(period: number);
|
|
2271
|
+
reset(): void;
|
|
2272
|
+
update(high: number, low: number, close: number): any;
|
|
2273
|
+
}
|
|
2274
|
+
|
|
2275
|
+
export class VwapStdDevBands {
|
|
2276
|
+
free(): void;
|
|
2277
|
+
[Symbol.dispose](): void;
|
|
2278
|
+
/**
|
|
2279
|
+
* Flat `[u0, m0, l0, sd0, ...]`, length `4 * n`.
|
|
2280
|
+
*/
|
|
2281
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array): Float64Array;
|
|
2282
|
+
isReady(): boolean;
|
|
2283
|
+
constructor(multiplier: number);
|
|
2284
|
+
reset(): void;
|
|
2285
|
+
update(high: number, low: number, close: number, volume: number): any;
|
|
2286
|
+
warmupPeriod(): number;
|
|
2287
|
+
}
|
|
2288
|
+
|
|
2289
|
+
export class WMA {
|
|
2290
|
+
free(): void;
|
|
2291
|
+
[Symbol.dispose](): void;
|
|
2292
|
+
batch(prices: Float64Array): Float64Array;
|
|
2293
|
+
isReady(): boolean;
|
|
2294
|
+
constructor(period: number);
|
|
2295
|
+
reset(): void;
|
|
2296
|
+
update(value: number): number | undefined;
|
|
2297
|
+
warmupPeriod(): number;
|
|
2298
|
+
}
|
|
2299
|
+
|
|
2300
|
+
export class WaveTrend {
|
|
2301
|
+
free(): void;
|
|
2302
|
+
[Symbol.dispose](): void;
|
|
2303
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2304
|
+
static classic(): WaveTrend;
|
|
2305
|
+
constructor(channel_period: number, average_period: number, signal_period: number);
|
|
2306
|
+
reset(): void;
|
|
2307
|
+
update(high: number, low: number, close: number): any;
|
|
2308
|
+
}
|
|
2309
|
+
|
|
2310
|
+
export class WeightedClose {
|
|
2311
|
+
free(): void;
|
|
2312
|
+
[Symbol.dispose](): void;
|
|
2313
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2314
|
+
constructor();
|
|
2315
|
+
reset(): void;
|
|
2316
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2317
|
+
}
|
|
2318
|
+
|
|
2319
|
+
export class WilliamsAD {
|
|
2320
|
+
free(): void;
|
|
2321
|
+
[Symbol.dispose](): void;
|
|
2322
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2323
|
+
constructor();
|
|
2324
|
+
reset(): void;
|
|
2325
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2326
|
+
}
|
|
2327
|
+
|
|
2328
|
+
export class WilliamsFractals {
|
|
2329
|
+
free(): void;
|
|
2330
|
+
[Symbol.dispose](): void;
|
|
2331
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
2332
|
+
isReady(): boolean;
|
|
2333
|
+
constructor();
|
|
2334
|
+
reset(): void;
|
|
2335
|
+
/**
|
|
2336
|
+
* Returns `{ up, down }` where each is the fractal price or `NaN` when no
|
|
2337
|
+
* fractal was confirmed at the centre of the most recent 5-bar window.
|
|
2338
|
+
* Returns `null` during the four-bar warmup.
|
|
2339
|
+
*/
|
|
2340
|
+
update(high: number, low: number): any;
|
|
2341
|
+
warmupPeriod(): number;
|
|
2342
|
+
}
|
|
2343
|
+
|
|
2344
|
+
export class WilliamsR {
|
|
2345
|
+
free(): void;
|
|
2346
|
+
[Symbol.dispose](): void;
|
|
2347
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2348
|
+
isReady(): boolean;
|
|
2349
|
+
constructor(period: number);
|
|
2350
|
+
reset(): void;
|
|
2351
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2352
|
+
warmupPeriod(): number;
|
|
2353
|
+
}
|
|
2354
|
+
|
|
2355
|
+
export class WoodiePivots {
|
|
2356
|
+
free(): void;
|
|
2357
|
+
[Symbol.dispose](): void;
|
|
2358
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2359
|
+
isReady(): boolean;
|
|
2360
|
+
constructor();
|
|
2361
|
+
reset(): void;
|
|
2362
|
+
update(high: number, low: number, close: number): any;
|
|
2363
|
+
warmupPeriod(): number;
|
|
2364
|
+
}
|
|
2365
|
+
|
|
2366
|
+
export class YangZhangVolatility {
|
|
2367
|
+
free(): void;
|
|
2368
|
+
[Symbol.dispose](): void;
|
|
2369
|
+
batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2370
|
+
isReady(): boolean;
|
|
2371
|
+
constructor(period: number, trading_periods: number);
|
|
2372
|
+
reset(): void;
|
|
2373
|
+
update(open: number, high: number, low: number, close: number): number | undefined;
|
|
2374
|
+
warmupPeriod(): number;
|
|
2375
|
+
}
|
|
2376
|
+
|
|
2377
|
+
export class YoyoExit {
|
|
2378
|
+
free(): void;
|
|
2379
|
+
[Symbol.dispose](): void;
|
|
2380
|
+
batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
|
|
2381
|
+
inTrade(): boolean;
|
|
2382
|
+
constructor(atr_period: number, multiplier: number);
|
|
2383
|
+
reset(): void;
|
|
2384
|
+
update(high: number, low: number, close: number): number | undefined;
|
|
2385
|
+
}
|
|
2386
|
+
|
|
2387
|
+
export class ZLEMA {
|
|
2388
|
+
free(): void;
|
|
2389
|
+
[Symbol.dispose](): void;
|
|
2390
|
+
batch(prices: Float64Array): Float64Array;
|
|
2391
|
+
isReady(): boolean;
|
|
2392
|
+
constructor(period: number);
|
|
2393
|
+
reset(): void;
|
|
2394
|
+
update(value: number): number | undefined;
|
|
2395
|
+
warmupPeriod(): number;
|
|
2396
|
+
}
|
|
2397
|
+
|
|
2398
|
+
export class ZScore {
|
|
2399
|
+
free(): void;
|
|
2400
|
+
[Symbol.dispose](): void;
|
|
2401
|
+
batch(prices: Float64Array): Float64Array;
|
|
2402
|
+
isReady(): boolean;
|
|
2403
|
+
constructor(period: number);
|
|
2404
|
+
reset(): void;
|
|
2405
|
+
update(value: number): number | undefined;
|
|
2406
|
+
warmupPeriod(): number;
|
|
2407
|
+
}
|
|
2408
|
+
|
|
2409
|
+
export class ZeroLagMACD {
|
|
2410
|
+
free(): void;
|
|
2411
|
+
[Symbol.dispose](): void;
|
|
2412
|
+
/**
|
|
2413
|
+
* Returns `[macd0, signal0, histogram0, ...]`, length `3n`.
|
|
2414
|
+
*/
|
|
2415
|
+
batch(prices: Float64Array): Float64Array;
|
|
2416
|
+
isReady(): boolean;
|
|
2417
|
+
constructor(fast: number, slow: number, signal: number);
|
|
2418
|
+
reset(): void;
|
|
2419
|
+
/**
|
|
2420
|
+
* Returns `{ macd, signal, histogram }` once warm, else `null`.
|
|
2421
|
+
*/
|
|
2422
|
+
update(value: number): any;
|
|
2423
|
+
warmupPeriod(): number;
|
|
2424
|
+
}
|
|
2425
|
+
|
|
2426
|
+
export class ZigZag {
|
|
2427
|
+
free(): void;
|
|
2428
|
+
[Symbol.dispose](): void;
|
|
2429
|
+
batch(high: Float64Array, low: Float64Array): Float64Array;
|
|
2430
|
+
isReady(): boolean;
|
|
2431
|
+
constructor(threshold: number);
|
|
2432
|
+
reset(): void;
|
|
2433
|
+
threshold(): number;
|
|
2434
|
+
update(high: number, low: number): any;
|
|
2435
|
+
warmupPeriod(): number;
|
|
2436
|
+
}
|
|
2437
|
+
|
|
797
2438
|
/**
|
|
798
2439
|
* Optional helper: install `console.error` panic hook in the browser.
|
|
799
2440
|
*/
|