feat(breadth): complete the Market Breadth family (14 indicators) (#157)
Completes expansion-roadmap block **A2 — Market Breadth**: the 14 indicators that remained after the `AdvanceDecline` bootstrap, all built on the existing `CrossSection` input. ## Indicators (all scalar `Indicator<Input = CrossSection, Output = f64>`) | Indicator | Reading | |-----------|---------| | `AdvanceDeclineRatio` | advancers / decliners | | `AdVolumeLine` | cumulative net advancing volume | | `McClellanOscillator` | 19/39 EMAs of ratio-adjusted net advances | | `McClellanSummationIndex` | running total of the oscillator | | `Trin` (Arms Index) | A/D ratio over up/down volume ratio | | `BreadthThrust` (Zweig) | SMA of the advancing-issues share | | `NewHighsNewLows` | new highs − new lows | | `HighLowIndex` | SMA of the record-high percent | | `PercentAboveMa` | % of the universe above its MA | | `UpDownVolumeRatio` | advancing / declining volume | | `BullishPercentIndex` | % on a point-and-figure buy signal | | `CumulativeVolumeIndex` | volume-normalised cumulative net advancing volume | | `AbsoluteBreadthIndex` | \|advancers − decliners\| | | `TickIndex` | instantaneous net advancers − decliners | ## Input model `AdVolumeLine` and `CumulativeVolumeIndex` are kept distinct (the latter normalises each tick's net advancing volume by total volume, so it stays comparable across volume regimes). `PercentAboveMa` and `BullishPercentIndex` need a per-symbol state signal that `Member` did not carry, so `Member` gains two additive flags (`above_ma`, `on_buy_signal`) via a new `Member::with_signals` constructor; the 4-arg `Member::new` leaves both cleared, so every existing caller and binding is unchanged. `CrossSection` gains volume / new-extreme / state aggregation helpers. ## Wiring Fully wired across the Rust core, the python/node/wasm bindings, the cross-section fuzz target, the README + docs indicator counters (325 → 339), and dedicated python/node streaming-vs-batch tests. `fmt` / `test --workspace --all-features` / `clippy --workspace -D warnings` / node build+test / pytest all green locally.
This commit is contained in:
kingchenc
@@ -1284,6 +1284,112 @@ test('market breadth: AdvanceDecline rejects ragged universe', () => {
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);
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});
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test('market breadth: 14 indicators reference values + batch parity', () => {
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const flags4 = [false, false, false, false];
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// Advance/Decline Ratio: 3/1 = 3 ; 0 advancers -> 0.
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const adr = new wickra.AdvanceDeclineRatio();
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assert.equal(adr.update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4), 3.0);
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assert.equal(adr.update([-1, -1, -1, -1], [10, 10, 10, 10], flags4, flags4), 0.0);
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assert.deepEqual(
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Array.from(
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new wickra.AdvanceDeclineRatio().batch(
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[[1, 1, 1, -1], [-1, -1, -1, -1]],
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[[10, 10, 10, 10], [10, 10, 10, 10]],
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[flags4, flags4],
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[flags4, flags4],
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),
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),
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[3.0, 0.0],
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);
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// AD Volume Line: cumulative net advancing volume.
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const adv = new wickra.AdVolumeLine();
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assert.equal(adv.update([1, -1], [150, 50], [false, false], [false, false]), 100.0);
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assert.equal(adv.update([1, -1], [60, 60], [false, false], [false, false]), 100.0);
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// McClellan Oscillator + Summation: seed 0, then -50.
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const osc = new wickra.McClellanOscillator();
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assert.ok(Math.abs(osc.update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4)) < 1e-9);
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assert.ok(Math.abs(osc.update([-1, -1, -1, 1], [10, 10, 10, 10], flags4, flags4) - -50.0) < 1e-9);
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const msi = new wickra.McClellanSummationIndex();
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assert.ok(Math.abs(msi.update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4)) < 1e-9);
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assert.ok(Math.abs(msi.update([-1, -1, -1, 1], [10, 10, 10, 10], flags4, flags4) - -50.0) < 1e-9);
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// TRIN: balanced breadth -> 1.
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assert.ok(
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Math.abs(new wickra.Trin().update([1, 1, 1, -1], [50, 50, 50, 50], flags4, flags4) - 1.0) < 1e-9,
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);
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// Breadth Thrust(2): warmup null, then SMA(2) of [0.8, 0.6] = 0.7.
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const bt = new wickra.BreadthThrust(2);
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const up10 = Array(10).fill(false);
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assert.equal(bt.update([...Array(8).fill(1), -1, -1], Array(10).fill(10), up10, up10), null);
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assert.ok(
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Math.abs(bt.update([...Array(6).fill(1), -1, -1, -1, -1], Array(10).fill(10), up10, up10) - 0.7) < 1e-9,
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);
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// New Highs - New Lows: 2 - 1 = 1.
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assert.equal(
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new wickra.NewHighsNewLows().update([1, 1, -1], [10, 10, 10], [true, true, false], [false, false, true]),
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1.0,
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);
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// High-Low Index(2): warmup null, then SMA(2) of [80, 60] = 70.
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const hli = new wickra.HighLowIndex(2);
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assert.equal(
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hli.update(Array(10).fill(1), Array(10).fill(10), [...Array(8).fill(true), false, false], [...Array(8).fill(false), true, true]),
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null,
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);
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assert.ok(
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Math.abs(
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hli.update(Array(10).fill(1), Array(10).fill(10), [...Array(6).fill(true), false, false, false, false], [...Array(6).fill(false), true, true, true, true]) - 70.0,
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) < 1e-9,
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);
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// Percent Above MA: 3/4 -> 75 (5-array update with aboveMa).
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assert.equal(
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new wickra.PercentAboveMa().update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4, [true, true, true, false]),
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75.0,
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);
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// Up/Down Volume Ratio: 150/50 = 3.
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assert.equal(
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new wickra.UpDownVolumeRatio().update([1, -1], [150, 50], [false, false], [false, false]),
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3.0,
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);
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// Bullish Percent Index: 2/4 -> 50 (5-array update with onBuySignal).
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assert.equal(
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new wickra.BullishPercentIndex().update([1, 1, -1, -1], [10, 10, 10, 10], flags4, flags4, [true, true, false, false]),
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50.0,
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);
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// Cumulative Volume Index: (100/200) -> 0.5.
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assert.ok(
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Math.abs(new wickra.CumulativeVolumeIndex().update([1, -1], [150, 50], [false, false], [false, false]) - 0.5) < 1e-9,
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);
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// Absolute Breadth Index: |2 - 3| = 1.
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assert.equal(
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new wickra.AbsoluteBreadthIndex().update([1, 1, -1, -1, -1], Array(5).fill(10), Array(5).fill(false), Array(5).fill(false)),
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1.0,
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);
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// TICK Index: 2 - 3 = -1.
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assert.equal(
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new wickra.TickIndex().update([1, 1, -1, -1, -1], Array(5).fill(10), Array(5).fill(false), Array(5).fill(false)),
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-1.0,
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);
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});
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test('market breadth: rejects ragged universe', () => {
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assert.throws(() => new wickra.Trin().update([1, -1], [10], [false, false], [false, false]));
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assert.throws(() =>
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new wickra.PercentAboveMa().update([1, -1], [10, 10], [false, false], [false, false], [true]),
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);
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});
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test('OI / flow / liquidation indicators reference values', () => {
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// OI +10% while price flat -> divergence +0.1.
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const div = new wickra.OIPriceDivergence(1);
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Vendored
+126
@@ -3253,6 +3253,132 @@ export declare class AdvanceDecline {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type AdvanceDeclineRatioNode = AdvanceDeclineRatio
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export declare class AdvanceDeclineRatio {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type AdVolumeLineNode = AdVolumeLine
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export declare class AdVolumeLine {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type McClellanOscillatorNode = McClellanOscillator
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export declare class McClellanOscillator {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type McClellanSummationIndexNode = McClellanSummationIndex
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export declare class McClellanSummationIndex {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type TrinNode = Trin
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export declare class Trin {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type BreadthThrustNode = BreadthThrust
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export declare class BreadthThrust {
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constructor(period: number)
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type NewHighsNewLowsNode = NewHighsNewLows
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export declare class NewHighsNewLows {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type HighLowIndexNode = HighLowIndex
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export declare class HighLowIndex {
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constructor(period: number)
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type PercentAboveMaNode = PercentAboveMa
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export declare class PercentAboveMa {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, aboveMa: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, aboveMa: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type UpDownVolumeRatioNode = UpDownVolumeRatio
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export declare class UpDownVolumeRatio {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type BullishPercentIndexNode = BullishPercentIndex
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export declare class BullishPercentIndex {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, onBuySignal: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, onBuySignal: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type CumulativeVolumeIndexNode = CumulativeVolumeIndex
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export declare class CumulativeVolumeIndex {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type AbsoluteBreadthIndexNode = AbsoluteBreadthIndex
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export declare class AbsoluteBreadthIndex {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type TickIndexNode = TickIndex
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export declare class TickIndex {
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constructor()
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update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
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batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type SharpeRatioNode = SharpeRatio
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export declare class SharpeRatio {
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constructor(period: number, riskFree: number)
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+15
-1
@@ -310,7 +310,7 @@ if (!nativeBinding) {
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throw new Error(`Failed to load native binding`)
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}
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha } = nativeBinding
|
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, AdvanceDeclineRatio, AdVolumeLine, McClellanOscillator, McClellanSummationIndex, Trin, BreadthThrust, NewHighsNewLows, HighLowIndex, PercentAboveMa, UpDownVolumeRatio, BullishPercentIndex, CumulativeVolumeIndex, AbsoluteBreadthIndex, TickIndex, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha } = nativeBinding
|
||||
|
||||
module.exports.version = version
|
||||
module.exports.SMA = SMA
|
||||
@@ -618,6 +618,20 @@ module.exports.LiquidationFeatures = LiquidationFeatures
|
||||
module.exports.TermStructureBasis = TermStructureBasis
|
||||
module.exports.CalendarSpread = CalendarSpread
|
||||
module.exports.AdvanceDecline = AdvanceDecline
|
||||
module.exports.AdvanceDeclineRatio = AdvanceDeclineRatio
|
||||
module.exports.AdVolumeLine = AdVolumeLine
|
||||
module.exports.McClellanOscillator = McClellanOscillator
|
||||
module.exports.McClellanSummationIndex = McClellanSummationIndex
|
||||
module.exports.Trin = Trin
|
||||
module.exports.BreadthThrust = BreadthThrust
|
||||
module.exports.NewHighsNewLows = NewHighsNewLows
|
||||
module.exports.HighLowIndex = HighLowIndex
|
||||
module.exports.PercentAboveMa = PercentAboveMa
|
||||
module.exports.UpDownVolumeRatio = UpDownVolumeRatio
|
||||
module.exports.BullishPercentIndex = BullishPercentIndex
|
||||
module.exports.CumulativeVolumeIndex = CumulativeVolumeIndex
|
||||
module.exports.AbsoluteBreadthIndex = AbsoluteBreadthIndex
|
||||
module.exports.TickIndex = TickIndex
|
||||
module.exports.SharpeRatio = SharpeRatio
|
||||
module.exports.SortinoRatio = SortinoRatio
|
||||
module.exports.CalmarRatio = CalmarRatio
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user