feat: add Volume Profile and TPO Profile to the market profile family (#145)
Volume Profile exposes the full per-bin volume histogram (price bounds plus raw distribution) that Value Area reduces to POC/VAH/VAL. TPO Profile is the volume-agnostic Time-Price-Opportunity letter count over a rolling window. Both candle-input, Vec-output, Market Profile family, with custom Python/Node/WASM bindings, fuzz, benches, tests and docs. Indicator count 290 -> 292.
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Vendored
+28
@@ -270,6 +270,16 @@ export interface ValueAreaValue {
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vah: number
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val: number
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}
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export interface VolumeProfileValue {
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priceLow: number
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priceHigh: number
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bins: Array<number>
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}
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export interface TpoProfileValue {
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priceLow: number
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priceHigh: number
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counts: Array<number>
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}
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export interface InitialBalanceValue {
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high: number
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low: number
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@@ -2064,6 +2074,24 @@ export declare class ValueArea {
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update(high: number, low: number, volume: number): ValueAreaValue | null
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batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
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}
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export type VolumeProfileNode = VolumeProfile
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export declare class VolumeProfile {
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constructor(period: number, binCount: number)
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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update(high: number, low: number, volume: number): VolumeProfileValue | null
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batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
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}
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export type TpoProfileNode = TpoProfile
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export declare class TpoProfile {
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constructor(period: number, binCount: number)
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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update(high: number, low: number): TpoProfileValue | null
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batch(high: Array<number>, low: Array<number>): Array<number>
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}
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export type InitialBalanceNode = InitialBalance
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export declare class InitialBalance {
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constructor(period: number)
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