kingchenc
eb4454ab27
* build(node): track the generated index.d.ts (P5.1)
index.js was committed but index.d.ts was gitignored, an inconsistency that
also contradicts CONTRIBUTING ('regenerate both .d.ts/.js when a binding API
changes'). Track index.d.ts too so the repo carries the TypeScript types as a
matched pair with index.js. Generated by napi build; ~214 indicator classes.
* fix(node): reject invalid periods instead of clamping them (P5.4)
The Node scalar-indicator macro clamped period 0 to 1 (via clamp_period + must)
and the multi-parameter constructors did the same, silently swallowing the
core's PeriodZero validation. The core rejects period 0 (Error::PeriodZero),
and the Python and WASM bindings already propagate it — Node was the outlier,
masking caller mistakes. Make the macro constructor fallible and let every
constructor propagate the core error via map_err, removing clamp_period/must.
Update the smoke test (period 0 now throws, matching core/Python/WASM).
* docs(changelog): note the Node period-validation change (P5.4)
Behavior change per CONTRIBUTING: Node constructors now reject invalid periods
instead of clamping. Add an [Unreleased] Changed entry.
* chore: drop accidentally committed scratch log
2244 lines
70 KiB
TypeScript
2244 lines
70 KiB
TypeScript
/* tslint:disable */
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/* eslint-disable */
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/* auto-generated by NAPI-RS */
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/** Library version (matches the Rust crate version). */
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export declare function version(): string
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/** MACD triple: macd line, signal line, histogram. */
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export interface MacdValue {
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macd: number
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signal: number
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histogram: number
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}
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export interface BollingerValue {
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upper: number
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middle: number
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lower: number
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stddev: number
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}
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export interface StochValue {
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k: number
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d: number
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}
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export interface AdxValue {
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plusDi: number
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minusDi: number
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adx: number
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}
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export interface KeltnerValue {
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upper: number
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middle: number
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lower: number
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}
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export interface DonchianValue {
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upper: number
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middle: number
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lower: number
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}
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export interface AroonValue {
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up: number
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down: number
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}
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export interface KstValue {
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kst: number
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signal: number
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}
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export interface ZeroLagMacdValue {
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macd: number
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signal: number
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histogram: number
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}
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export interface AlligatorValue {
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jaw: number
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teeth: number
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lips: number
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}
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export interface SuperTrendValue {
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value: number
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direction: number
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}
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export interface ChandelierExitValue {
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longStop: number
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shortStop: number
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}
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export interface ChandeKrollStopValue {
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stopLong: number
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stopShort: number
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}
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export interface DonchianStopValue {
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stopLong: number
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stopShort: number
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}
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/** Vortex Indicator pair: `VI+` and `VI-`. */
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export interface VortexValue {
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plus: number
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minus: number
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}
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/** Random Walk Index pair: `RWI_High` and `RWI_Low`. */
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export interface RwiValue {
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high: number
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low: number
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}
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/** Wave Trend Oscillator pair: `wt1` (channel index) and `wt2` (signal SMA). */
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export interface WaveTrendValue {
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wt1: number
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wt2: number
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}
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export interface MaEnvelopeValue {
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upper: number
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middle: number
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lower: number
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}
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export interface AccelerationBandsValue {
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upper: number
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middle: number
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lower: number
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}
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export interface StarcBandsValue {
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upper: number
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middle: number
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lower: number
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}
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export interface AtrBandsValue {
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upper: number
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middle: number
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lower: number
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}
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export interface HurstChannelValue {
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upper: number
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middle: number
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lower: number
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}
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export interface LinRegChannelValue {
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upper: number
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middle: number
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lower: number
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}
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export interface StandardErrorBandsValue {
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upper: number
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middle: number
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lower: number
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}
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export interface DoubleBollingerValue {
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upperOuter: number
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upperInner: number
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middle: number
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lowerInner: number
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lowerOuter: number
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}
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export interface TtmSqueezeValue {
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squeeze: number
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momentum: number
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}
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export interface FractalChaosBandsValue {
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upper: number
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lower: number
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}
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export interface VwapStdDevBandsValue {
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upper: number
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middle: number
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lower: number
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stddev: number
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}
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export interface ClassicPivotsValue {
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pp: number
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r1: number
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r2: number
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r3: number
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s1: number
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s2: number
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s3: number
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}
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export interface FibonacciPivotsValue {
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pp: number
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r1: number
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r2: number
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r3: number
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s1: number
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s2: number
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s3: number
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}
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export interface CamarillaValue {
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pp: number
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r1: number
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r2: number
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r3: number
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r4: number
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s1: number
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s2: number
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s3: number
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s4: number
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}
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export interface WoodiePivotsValue {
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pp: number
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r1: number
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r2: number
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s1: number
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s2: number
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}
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export interface DemarkPivotsValue {
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pp: number
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r1: number
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s1: number
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}
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export interface WilliamsFractalsValue {
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/** Up fractal price; NaN when no up fractal was confirmed on this bar. */
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up: number
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/** Down fractal price; NaN when no down fractal was confirmed on this bar. */
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down: number
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}
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export interface ZigZagValue {
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swing: number
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direction: number
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}
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/** TD Sequential output triple: setup count, countdown count, direction. */
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export interface TdSequentialValue {
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setup: number
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countdown: number
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direction: number
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}
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/** TD Lines output pair: latest TDST resistance / support (NaN if unset). */
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export interface TdLinesValue {
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resistance: number
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support: number
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}
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/** TD Range Projection output pair: projected next-bar high / low. */
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export interface TdRangeProjectionValue {
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high: number
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low: number
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}
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/**
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* TD Risk Level output pair: buy-side / sell-side protective stop levels
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* (NaN if unset).
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*/
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export interface TdRiskLevelValue {
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buyRisk: number
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sellRisk: number
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}
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export interface MamaValue {
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mama: number
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fama: number
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}
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/**
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* Ichimoku output: five lines, any of which may be `NaN` while the indicator
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* is still warming up.
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*/
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export interface IchimokuValue {
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tenkan: number
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kijun: number
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senkouA: number
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senkouB: number
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chikou: number
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}
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export interface HeikinAshiValue {
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open: number
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high: number
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low: number
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close: number
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}
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export interface ValueAreaValue {
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poc: number
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vah: number
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val: 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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}
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export interface OpeningRangeValue {
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high: number
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low: number
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breakoutDistance: number
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}
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export type SmaNode = SMA
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export declare class SMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 EmaNode = EMA
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export declare class EMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 WmaNode = WMA
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export declare class WMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 RsiNode = RSI
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export declare class RSI {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 DemaNode = DEMA
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export declare class DEMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 TemaNode = TEMA
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export declare class TEMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 HmaNode = HMA
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export declare class HMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 RocNode = ROC
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export declare class ROC {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 TrixNode = TRIX
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export declare class TRIX {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 SmmaNode = SMMA
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export declare class SMMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 TrimaNode = TRIMA
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export declare class TRIMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 ZlemaNode = ZLEMA
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export declare class ZLEMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 MomNode = MOM
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export declare class MOM {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 CmoNode = CMO
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export declare class CMO {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 DpoNode = DPO
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export declare class DPO {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 StdDevNode = StdDev
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export declare class StdDev {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 UlcerIndexNode = UlcerIndex
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export declare class UlcerIndex {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 VerticalHorizontalFilterNode = VerticalHorizontalFilter
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export declare class VerticalHorizontalFilter {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 ZScoreNode = ZScore
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export declare class ZScore {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 McGinleyDynamicNode = McGinleyDynamic
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export declare class McGinleyDynamic {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 FramaNode = FRAMA
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export declare class FRAMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 SuperSmootherNode = SuperSmoother
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export declare class SuperSmoother {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 FisherTransformNode = FisherTransform
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export declare class FisherTransform {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 DecyclerNode = Decycler
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export declare class Decycler {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): 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 CenterOfGravityNode = CenterOfGravity
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|
export declare class CenterOfGravity {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
|
|
export type CyberneticCycleNode = CyberneticCycle
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|
export declare class CyberneticCycle {
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|
constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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|
reset(): void
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|
isReady(): boolean
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|
warmupPeriod(): number
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|
}
|
|
export type InstantaneousTrendlineNode = InstantaneousTrendline
|
|
export declare class InstantaneousTrendline {
|
|
constructor(period: number)
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|
update(value: number): number | null
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|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
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|
}
|
|
export type EhlersStochasticNode = EhlersStochastic
|
|
export declare class EhlersStochastic {
|
|
constructor(period: number)
|
|
update(value: number): number | null
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|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RviVolatilityNode = RVIVolatility
|
|
export declare class RVIVolatility {
|
|
constructor(period: number)
|
|
update(value: number): number | null
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|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
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|
}
|
|
export type VarianceNode = Variance
|
|
export declare class Variance {
|
|
constructor(period: number)
|
|
update(value: number): number | null
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|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type CoefficientOfVariationNode = CoefficientOfVariation
|
|
export declare class CoefficientOfVariation {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type SkewnessNode = Skewness
|
|
export declare class Skewness {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type KurtosisNode = Kurtosis
|
|
export declare class Kurtosis {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type StandardErrorNode = StandardError
|
|
export declare class StandardError {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type DetrendedStdDevNode = DetrendedStdDev
|
|
export declare class DetrendedStdDev {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RSquaredNode = RSquared
|
|
export declare class RSquared {
|
|
constructor(period: number)
|
|
update(value: number): number | null
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|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MedianAbsoluteDeviationNode = MedianAbsoluteDeviation
|
|
export declare class MedianAbsoluteDeviation {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AutocorrelationNode = Autocorrelation
|
|
export declare class Autocorrelation {
|
|
constructor(period: number, lag: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HurstExponentNode = HurstExponent
|
|
export declare class HurstExponent {
|
|
constructor(period: number, chunks: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PearsonCorrelationNode = PearsonCorrelation
|
|
export declare class PearsonCorrelation {
|
|
constructor(period: number)
|
|
update(x: number, y: number): number | null
|
|
/**
|
|
* Batch over two equally-sized arrays. Returns a length-`n` array
|
|
* with `NaN` for warmup positions.
|
|
*/
|
|
batch(x: Array<number>, y: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type BetaNode = Beta
|
|
export declare class Beta {
|
|
constructor(period: number)
|
|
update(x: number, y: number): number | null
|
|
/**
|
|
* Batch over two equally-sized arrays. Returns a length-`n` array
|
|
* with `NaN` for warmup positions.
|
|
*/
|
|
batch(x: Array<number>, y: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type SpearmanCorrelationNode = SpearmanCorrelation
|
|
export declare class SpearmanCorrelation {
|
|
constructor(period: number)
|
|
update(x: number, y: number): number | null
|
|
/**
|
|
* Batch over two equally-sized arrays. Returns a length-`n` array
|
|
* with `NaN` for warmup positions.
|
|
*/
|
|
batch(x: Array<number>, y: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MacdNode = MACD
|
|
export declare class MACD {
|
|
constructor(fast: number, slow: number, signal: number)
|
|
update(value: number): MacdValue | null
|
|
/**
|
|
* Batch over a price array. Returns a flat array of length `3 * n`,
|
|
* interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
|
|
* Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
|
|
*/
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type BollingerNode = BollingerBands
|
|
export declare class BollingerBands {
|
|
constructor(period: number, multiplier: number)
|
|
update(value: number): BollingerValue | null
|
|
/**
|
|
* Batch over a price array. Returns a flat array of length `4 * n`,
|
|
* interleaved per row as `[upper0, middle0, lower0, stddev0, upper1, ...]`.
|
|
* Read column `j` of row `i` as `result[i * 4 + j]`. Warmup rows are `NaN`.
|
|
*/
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AtrNode = ATR
|
|
export declare class ATR {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type StochNode = Stochastic
|
|
export declare class Stochastic {
|
|
constructor(kPeriod: number, dPeriod: number)
|
|
update(high: number, low: number, close: number): StochValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ObvNode = OBV
|
|
export declare class OBV {
|
|
constructor()
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AdxNode = ADX
|
|
export declare class ADX {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): AdxValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AdxrNode = ADXR
|
|
export declare class ADXR {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type CciNode = CCI
|
|
export declare class CCI {
|
|
constructor(period: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
}
|
|
export type WilliamsRNode = WilliamsR
|
|
export declare class WilliamsR {
|
|
constructor(period: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
}
|
|
export type MfiNode = MFI
|
|
export declare class MFI {
|
|
constructor(period: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
}
|
|
export type PsarNode = PSAR
|
|
export declare class PSAR {
|
|
constructor(afStart: number, afStep: number, afMax: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
}
|
|
export type KeltnerNode = Keltner
|
|
export declare class Keltner {
|
|
constructor(emaPeriod: number, atrPeriod: number, multiplier: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number): KeltnerValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
}
|
|
export type DonchianNode = Donchian
|
|
export declare class Donchian {
|
|
constructor(period: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number): DonchianValue | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
}
|
|
export type VwapNode = VWAP
|
|
export declare class VWAP {
|
|
constructor()
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
}
|
|
export type RollingVwapNode = RollingVWAP
|
|
export declare class RollingVWAP {
|
|
constructor(period: number)
|
|
get period(): number
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
}
|
|
export type AoNode = AwesomeOscillator
|
|
export declare class AwesomeOscillator {
|
|
constructor(fast: number, slow: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
}
|
|
export type AroonNode = Aroon
|
|
export declare class Aroon {
|
|
constructor(period: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number): AroonValue | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
}
|
|
export type InertiaNode = Inertia
|
|
export declare class Inertia {
|
|
constructor(rviPeriod: number, linregPeriod: number)
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ConnorsRsiNode = ConnorsRSI
|
|
export declare class ConnorsRSI {
|
|
constructor(periodRsi: number, periodStreak: number, periodRank: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type LaguerreRsiNode = LaguerreRSI
|
|
export declare class LaguerreRSI {
|
|
constructor(gamma: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type SmiNode = SMI
|
|
export declare class SMI {
|
|
constructor(period: number, dPeriod: number, d2Period: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type KstNode = KST
|
|
export declare class KST {
|
|
constructor(roc1: number, roc2: number, roc3: number, roc4: number, sma1: number, sma2: number, sma3: number, sma4: number, signal: number)
|
|
static classic(): KstNode
|
|
update(value: number): KstValue | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PgoNode = PGO
|
|
export declare class PGO {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RviNode = RVI
|
|
export declare class RVI {
|
|
constructor(period: number)
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AwesomeOscillatorHistogramNode = AwesomeOscillatorHistogram
|
|
export declare class AwesomeOscillatorHistogram {
|
|
constructor(fast: number, slow: number, smaPeriod: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type StcNode = STC
|
|
export declare class STC {
|
|
constructor(fast: number, slow: number, schaffPeriod: number, factor: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ElderImpulseNode = ElderImpulse
|
|
export declare class ElderImpulse {
|
|
constructor(emaPeriod: number, macdFast: number, macdSlow: number, macdSignal: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ZeroLagMacdNode = ZeroLagMACD
|
|
export declare class ZeroLagMACD {
|
|
constructor(fast: number, slow: number, signal: number)
|
|
update(value: number): ZeroLagMacdValue | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type CfoNode = CFO
|
|
export declare class CFO {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ApoNode = APO
|
|
export declare class APO {
|
|
constructor(fast: number, slow: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type KamaNode = KAMA
|
|
export declare class KAMA {
|
|
constructor(erPeriod: number, fast: number, slow: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
}
|
|
export type EvwmaNode = EVWMA
|
|
export declare class EVWMA {
|
|
constructor(period: number)
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AlligatorNode = Alligator
|
|
export declare class Alligator {
|
|
constructor(jaw: number, teeth: number, lips: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number): AlligatorValue | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
}
|
|
export type JmaNode = JMA
|
|
export declare class JMA {
|
|
constructor(period: number, phase: number, power: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
}
|
|
export type VidyaNode = VIDYA
|
|
export declare class VIDYA {
|
|
constructor(period: number, cmoPeriod: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
}
|
|
export type AlmaNode = ALMA
|
|
export declare class ALMA {
|
|
constructor(period: number, offset: number, sigma: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
}
|
|
export type T3Node = T3
|
|
export declare class T3 {
|
|
constructor(period: number, v: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TsiNode = TSI
|
|
export declare class TSI {
|
|
constructor(long: number, short: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PmoNode = PMO
|
|
export declare class PMO {
|
|
constructor(smoothing1: number, smoothing2: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TiiNode = TII
|
|
export declare class TII {
|
|
constructor(smaPeriod: number, devPeriod: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AdlNode = ADL
|
|
export declare class ADL {
|
|
constructor()
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type VolumePriceTrendNode = VolumePriceTrend
|
|
export declare class VolumePriceTrend {
|
|
constructor()
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ChaikinMoneyFlowNode = ChaikinMoneyFlow
|
|
export declare class ChaikinMoneyFlow {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ChaikinOscillatorNode = ChaikinOscillator
|
|
export declare class ChaikinOscillator {
|
|
constructor(fast: number, slow: number)
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ForceIndexNode = ForceIndex
|
|
export declare class ForceIndex {
|
|
constructor(period: number)
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type NviNode = NVI
|
|
export declare class NVI {
|
|
constructor(baseline?: number | undefined | null)
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PviNode = PVI
|
|
export declare class PVI {
|
|
constructor(baseline?: number | undefined | null)
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type VolumeOscillatorNode = VolumeOscillator
|
|
export declare class VolumeOscillator {
|
|
constructor(fast: number, slow: number)
|
|
update(volume: number): number | null
|
|
batch(volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type KvoNode = KVO
|
|
export declare class KVO {
|
|
constructor(fast: number, slow: number)
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AdOscillatorNode = WilliamsAD
|
|
export declare class WilliamsAD {
|
|
constructor()
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AnchoredVwapNode = AnchoredVWAP
|
|
export declare class AnchoredVWAP {
|
|
constructor()
|
|
setAnchor(): void
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type DemandIndexNode = DemandIndex
|
|
export declare class DemandIndex {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TsvNode = TSV
|
|
export declare class TSV {
|
|
constructor(period: number)
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type VzoNode = VZO
|
|
export declare class VZO {
|
|
constructor(period: number)
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MarketFacilitationIndexNode = MarketFacilitationIndex
|
|
export declare class MarketFacilitationIndex {
|
|
constructor()
|
|
update(high: number, low: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type EaseOfMovementNode = EaseOfMovement
|
|
export declare class EaseOfMovement {
|
|
constructor(period: number, divisor: number)
|
|
update(high: number, low: number, volume: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type SuperTrendNode = SuperTrend
|
|
export declare class SuperTrend {
|
|
constructor(atrPeriod: number, multiplier: number)
|
|
update(high: number, low: number, close: number): SuperTrendValue | null
|
|
/**
|
|
* Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
|
|
* Warmup positions are `NaN`.
|
|
*/
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ChandelierExitNode = ChandelierExit
|
|
export declare class ChandelierExit {
|
|
constructor(period: number, multiplier: number)
|
|
update(high: number, low: number, close: number): ChandelierExitValue | null
|
|
/**
|
|
* Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
|
|
* positions are `NaN`.
|
|
*/
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ChandeKrollStopNode = ChandeKrollStop
|
|
export declare class ChandeKrollStop {
|
|
constructor(atrPeriod: number, atrMultiplier: number, stopPeriod: number)
|
|
update(high: number, low: number, close: number): ChandeKrollStopValue | null
|
|
/**
|
|
* Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
|
|
* positions are `NaN`.
|
|
*/
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AtrTrailingStopNode = AtrTrailingStop
|
|
export declare class AtrTrailingStop {
|
|
constructor(atrPeriod: number, multiplier: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HiLoActivatorNode = HiLoActivator
|
|
export declare class HiLoActivator {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type VoltyStopNode = VoltyStop
|
|
export declare class VoltyStop {
|
|
constructor(atrPeriod: number, multiplier: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type YoyoExitNode = YoyoExit
|
|
export declare class YoyoExit {
|
|
constructor(atrPeriod: number, multiplier: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
inTrade(): boolean
|
|
}
|
|
export type DonchianStopNode = DonchianStop
|
|
export declare class DonchianStop {
|
|
constructor(period: number)
|
|
update(high: number, low: number): DonchianStopValue | null
|
|
/**
|
|
* Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
|
|
* positions are `NaN`.
|
|
*/
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PercentageTrailingStopNode = PercentageTrailingStop
|
|
export declare class PercentageTrailingStop {
|
|
constructor(percent: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type StepTrailingStopNode = StepTrailingStop
|
|
export declare class StepTrailingStop {
|
|
constructor(stepSize: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RenkoTrailingStopNode = RenkoTrailingStop
|
|
export declare class RenkoTrailingStop {
|
|
constructor(blockSize: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TypicalPriceNode = TypicalPrice
|
|
export declare class TypicalPrice {
|
|
constructor()
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MedianPriceNode = MedianPrice
|
|
export declare class MedianPrice {
|
|
constructor()
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type WeightedCloseNode = WeightedClose
|
|
export declare class WeightedClose {
|
|
constructor()
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type LinearRegressionNode = LinearRegression
|
|
export declare class LinearRegression {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type LinRegSlopeNode = LinRegSlope
|
|
export declare class LinRegSlope {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AcceleratorOscillatorNode = AcceleratorOscillator
|
|
export declare class AcceleratorOscillator {
|
|
constructor(aoFast: number, aoSlow: number, signalPeriod: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type BalanceOfPowerNode = BalanceOfPower
|
|
export declare class BalanceOfPower {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ChoppinessIndexNode = ChoppinessIndex
|
|
export declare class ChoppinessIndex {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TrueRangeNode = TrueRange
|
|
export declare class TrueRange {
|
|
constructor()
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ChaikinVolatilityNode = ChaikinVolatility
|
|
export declare class ChaikinVolatility {
|
|
constructor(emaPeriod: number, rocPeriod: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type YangZhangVolatilityNode = YangZhangVolatility
|
|
export declare class YangZhangVolatility {
|
|
constructor(period: number, tradingPeriods: number)
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RogersSatchellVolatilityNode = RogersSatchellVolatility
|
|
export declare class RogersSatchellVolatility {
|
|
constructor(period: number, tradingPeriods: number)
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type GarmanKlassVolatilityNode = GarmanKlassVolatility
|
|
export declare class GarmanKlassVolatility {
|
|
constructor(period: number, tradingPeriods: number)
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ParkinsonVolatilityNode = ParkinsonVolatility
|
|
export declare class ParkinsonVolatility {
|
|
constructor(period: number, tradingPeriods: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type LinRegAngleNode = LinRegAngle
|
|
export declare class LinRegAngle {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type BollingerBandwidthNode = BollingerBandwidth
|
|
export declare class BollingerBandwidth {
|
|
constructor(period: number, multiplier: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PercentBNode = PercentB
|
|
export declare class PercentB {
|
|
constructor(period: number, multiplier: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type NatrNode = NATR
|
|
export declare class NATR {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HistoricalVolatilityNode = HistoricalVolatility
|
|
export declare class HistoricalVolatility {
|
|
constructor(period: number, tradingPeriods: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AroonOscillatorNode = AroonOscillator
|
|
export declare class AroonOscillator {
|
|
constructor(period: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type WaveTrendNode = WaveTrend
|
|
export declare class WaveTrend {
|
|
constructor(channelPeriod: number, averagePeriod: number, signalPeriod: number)
|
|
static classic(): WaveTrendNode
|
|
update(high: number, low: number, close: number): WaveTrendValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RwiNode = RWI
|
|
export declare class RWI {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): RwiValue | null
|
|
/** Returns `[high0, low0, high1, low1, ...]`, length `2 * n`. Warmup is NaN. */
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type VortexNode = Vortex
|
|
export declare class Vortex {
|
|
constructor(period: number)
|
|
update(high: number, low: number, close: number): VortexValue | null
|
|
/** Returns `[plus0, minus0, plus1, minus1, ...]`, length `2 * n`. Warmup is NaN. */
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MassIndexNode = MassIndex
|
|
export declare class MassIndex {
|
|
constructor(emaPeriod: number, sumPeriod: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type StochRsiNode = StochRSI
|
|
export declare class StochRSI {
|
|
constructor(rsiPeriod: number, stochPeriod: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type UltimateOscillatorNode = UltimateOscillator
|
|
export declare class UltimateOscillator {
|
|
constructor(short: number, mid: number, long: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PpoNode = PPO
|
|
export declare class PPO {
|
|
constructor(fast: number, slow: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type CoppockNode = Coppock
|
|
export declare class Coppock {
|
|
constructor(rocLong: number, rocShort: number, wmaPeriod: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type VwmaNode = VWMA
|
|
export declare class VWMA {
|
|
constructor(period: number)
|
|
update(close: number, volume: number): number | null
|
|
batch(close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MaEnvelopeNode = MaEnvelope
|
|
export declare class MaEnvelope {
|
|
constructor(period: number, percent: number)
|
|
update(value: number): MaEnvelopeValue | null
|
|
/** Flat `[upper0, middle0, lower0, upper1, ...]`, length `3 * n`. */
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AccelerationBandsNode = AccelerationBands
|
|
export declare class AccelerationBands {
|
|
constructor(period: number, factor: number)
|
|
update(high: number, low: number, close: number): AccelerationBandsValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type StarcBandsNode = StarcBands
|
|
export declare class StarcBands {
|
|
constructor(smaPeriod: number, atrPeriod: number, multiplier: number)
|
|
update(high: number, low: number, close: number): StarcBandsValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AtrBandsNode = AtrBands
|
|
export declare class AtrBands {
|
|
constructor(period: number, multiplier: number)
|
|
update(high: number, low: number, close: number): AtrBandsValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HurstChannelNode = HurstChannel
|
|
export declare class HurstChannel {
|
|
constructor(period: number, multiplier: number)
|
|
update(high: number, low: number, close: number): HurstChannelValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type LinRegChannelNode = LinRegChannel
|
|
export declare class LinRegChannel {
|
|
constructor(period: number, multiplier: number)
|
|
update(value: number): LinRegChannelValue | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type StandardErrorBandsNode = StandardErrorBands
|
|
export declare class StandardErrorBands {
|
|
constructor(period: number, multiplier: number)
|
|
update(value: number): StandardErrorBandsValue | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type DoubleBollingerNode = DoubleBollinger
|
|
export declare class DoubleBollinger {
|
|
constructor(period: number, kInner: number, kOuter: number)
|
|
update(value: number): DoubleBollingerValue | null
|
|
/** Flat `[u_o, u_i, m, l_i, l_o, ...]`, length `5 * n`. */
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TtmSqueezeNode = TtmSqueeze
|
|
export declare class TtmSqueeze {
|
|
constructor(period: number, bbMult: number, kcMult: number)
|
|
update(high: number, low: number, close: number): TtmSqueezeValue | null
|
|
/** Flat `[sq0, mom0, sq1, mom1, ...]`, length `2 * n`. */
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type FractalChaosBandsNode = FractalChaosBands
|
|
export declare class FractalChaosBands {
|
|
constructor(k: number)
|
|
update(high: number, low: number): FractalChaosBandsValue | null
|
|
/** Flat `[u0, l0, u1, l1, ...]`, length `2 * n`. */
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type VwapStdDevBandsNode = VwapStdDevBands
|
|
export declare class VwapStdDevBands {
|
|
constructor(multiplier: number)
|
|
update(high: number, low: number, close: number, volume: number): VwapStdDevBandsValue | null
|
|
/** Flat `[u0, m0, l0, sd0, ...]`, length `4 * n`. */
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ClassicPivotsNode = ClassicPivots
|
|
export declare class ClassicPivots {
|
|
constructor()
|
|
update(high: number, low: number, close: number): ClassicPivotsValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type FibonacciPivotsNode = FibonacciPivots
|
|
export declare class FibonacciPivots {
|
|
constructor()
|
|
update(high: number, low: number, close: number): FibonacciPivotsValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type CamarillaNode = Camarilla
|
|
export declare class Camarilla {
|
|
constructor()
|
|
update(high: number, low: number, close: number): CamarillaValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type WoodiePivotsNode = WoodiePivots
|
|
export declare class WoodiePivots {
|
|
constructor()
|
|
update(high: number, low: number, close: number): WoodiePivotsValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type DemarkPivotsNode = DemarkPivots
|
|
export declare class DemarkPivots {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): DemarkPivotsValue | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type WilliamsFractalsNode = WilliamsFractals
|
|
export declare class WilliamsFractals {
|
|
constructor()
|
|
update(high: number, low: number): WilliamsFractalsValue | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ZigZagNode = ZigZag
|
|
export declare class ZigZag {
|
|
constructor(threshold: number)
|
|
update(high: number, low: number): ZigZagValue | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
get threshold(): number
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdSetupNode = TDSetup
|
|
export declare class TDSetup {
|
|
constructor(lookback: number, target: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdSequentialNode = TDSequential
|
|
export declare class TDSequential {
|
|
constructor(setupLookback: number, setupTarget: number, countdownLookback: number, countdownTarget: number)
|
|
update(high: number, low: number, close: number): TdSequentialValue | null
|
|
/** Batch returns a flat array `[setup0, countdown0, direction0, setup1, ...]`. */
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdDeMarkerNode = TDDeMarker
|
|
export declare class TDDeMarker {
|
|
constructor(period: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdReiNode = TDREI
|
|
export declare class TDREI {
|
|
constructor(period: number)
|
|
update(high: number, low: number): number | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdPressureNode = TDPressure
|
|
export declare class TDPressure {
|
|
constructor(period: number)
|
|
update(open: number, high: number, low: number, close: number, volume: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdComboNode = TDCombo
|
|
export declare class TDCombo {
|
|
constructor(setupLookback: number, setupTarget: number, countdownLookback: number, countdownTarget: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdCountdownNode = TDCountdown
|
|
export declare class TDCountdown {
|
|
constructor(setupLookback: number, setupTarget: number, countdownLookback: number, countdownTarget: number)
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdLinesNode = TDLines
|
|
export declare class TDLines {
|
|
constructor(lookback: number, target: number)
|
|
update(high: number, low: number, close: number): TdLinesValue | null
|
|
/** Batch returns a flat array `[resistance0, support0, resistance1, ...]`. */
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdRangeProjectionNode = TDRangeProjection
|
|
export declare class TDRangeProjection {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): TdRangeProjectionValue | null
|
|
/** Batch returns a flat array `[high0, low0, high1, low1, ...]`. */
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdDifferentialNode = TDDifferential
|
|
export declare class TDDifferential {
|
|
constructor()
|
|
update(high: number, low: number, close: number): number | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdOpenNode = TDOpen
|
|
export declare class TDOpen {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TdRiskLevelNode = TDRiskLevel
|
|
export declare class TDRiskLevel {
|
|
constructor(lookback: number, target: number)
|
|
update(high: number, low: number, close: number): TdRiskLevelValue | null
|
|
/** Batch returns a flat array `[buyRisk0, sellRisk0, buyRisk1, ...]`. */
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type InverseFisherTransformNode = InverseFisherTransform
|
|
export declare class InverseFisherTransform {
|
|
constructor(scale: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type DecyclerOscillatorNode = DecyclerOscillator
|
|
export declare class DecyclerOscillator {
|
|
constructor(fast: number, slow: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RoofingFilterNode = RoofingFilter
|
|
export declare class RoofingFilter {
|
|
constructor(lpPeriod: number, hpPeriod: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type EmpiricalModeDecompositionNode = EmpiricalModeDecomposition
|
|
export declare class EmpiricalModeDecomposition {
|
|
constructor(period: number, fraction: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HilbertDominantCycleNode = HilbertDominantCycle
|
|
export declare class HilbertDominantCycle {
|
|
constructor()
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AdaptiveCycleNode = AdaptiveCycle
|
|
export declare class AdaptiveCycle {
|
|
constructor()
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type SineWaveNode = SineWave
|
|
export declare class SineWave {
|
|
constructor()
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
lead(): number
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MamaNode = MAMA
|
|
export declare class MAMA {
|
|
constructor(fastLimit: number, slowLimit: number)
|
|
update(value: number): MamaValue | null
|
|
/** Returns a flat array of length `2 * n`: `[mama0, fama0, mama1, fama1, ...]`. */
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type FamaNode = FAMA
|
|
export declare class FAMA {
|
|
constructor(fastLimit: number, slowLimit: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type IchimokuNode = Ichimoku
|
|
export declare class Ichimoku {
|
|
constructor(tenkanPeriod: number, kijunPeriod: number, senkouBPeriod: number, displacement: number)
|
|
update(high: number, low: number, close: number): IchimokuValue | null
|
|
/**
|
|
* Returns `[tenkan0, kijun0, senkouA0, senkouB0, chikou0, tenkan1, ...]`,
|
|
* length `5 * n`. Cells without a defined value are `NaN`.
|
|
*/
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HeikinAshiNode = HeikinAshi
|
|
export declare class HeikinAshi {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): HeikinAshiValue | null
|
|
/** Returns `[open0, high0, low0, close0, open1, ...]`, length `4 * n`. */
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ValueAreaNode = ValueArea
|
|
export declare class ValueArea {
|
|
constructor(period: number, binCount: number, valueAreaPct: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, volume: number): ValueAreaValue | null
|
|
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
|
|
}
|
|
export type InitialBalanceNode = InitialBalance
|
|
export declare class InitialBalance {
|
|
constructor(period: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
isLocked(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number): InitialBalanceValue | null
|
|
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
}
|
|
export type OpeningRangeNode = OpeningRange
|
|
export declare class OpeningRange {
|
|
constructor(period: number)
|
|
reset(): void
|
|
isReady(): boolean
|
|
isLocked(): boolean
|
|
warmupPeriod(): number
|
|
update(high: number, low: number, close: number): OpeningRangeValue | null
|
|
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
}
|
|
export type DojiNode = Doji
|
|
export declare class Doji {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HammerNode = Hammer
|
|
export declare class Hammer {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type InvertedHammerNode = InvertedHammer
|
|
export declare class InvertedHammer {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HangingManNode = HangingMan
|
|
export declare class HangingMan {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ShootingStarNode = ShootingStar
|
|
export declare class ShootingStar {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type EngulfingNode = Engulfing
|
|
export declare class Engulfing {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type HaramiNode = Harami
|
|
export declare class Harami {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type MorningEveningStarNode = MorningEveningStar
|
|
export declare class MorningEveningStar {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ThreeSoldiersOrCrowsNode = ThreeSoldiersOrCrows
|
|
export declare class ThreeSoldiersOrCrows {
|
|
constructor()
|
|
update(open: number, high: number, low: number, close: number): number | null
|
|
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PiercingDarkCloudNode = PiercingDarkCloud
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export declare class PiercingDarkCloud {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): 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 MarubozuNode = Marubozu
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export declare class Marubozu {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): 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 TweezerNode = Tweezer
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export declare class Tweezer {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): 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 SpinningTopNode = SpinningTop
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export declare class SpinningTop {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): 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 ThreeInsideNode = ThreeInside
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export declare class ThreeInside {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): 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 ThreeOutsideNode = ThreeOutside
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export declare class ThreeOutside {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): 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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update(value: number): number | null
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batch(prices: Array<number>): 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 SortinoRatioNode = SortinoRatio
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export declare class SortinoRatio {
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constructor(period: number, mar: number)
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update(value: number): number | null
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|
batch(prices: Array<number>): 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 CalmarRatioNode = CalmarRatio
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export declare class CalmarRatio {
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constructor(period: number)
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update(value: number): number | null
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|
batch(prices: Array<number>): 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 OmegaRatioNode = OmegaRatio
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export declare class OmegaRatio {
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constructor(period: number, threshold: number)
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|
update(value: number): number | null
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|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
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|
isReady(): boolean
|
|
warmupPeriod(): number
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|
}
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export type MaxDrawdownNode = MaxDrawdown
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export declare class MaxDrawdown {
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constructor(period: number)
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|
update(value: number): number | null
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|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
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|
export type AverageDrawdownNode = AverageDrawdown
|
|
export declare class AverageDrawdown {
|
|
constructor(period: number)
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|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type DrawdownDurationNode = DrawdownDuration
|
|
export declare class DrawdownDuration {
|
|
constructor()
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type PainIndexNode = PainIndex
|
|
export declare class PainIndex {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ValueAtRiskNode = ValueAtRisk
|
|
export declare class ValueAtRisk {
|
|
constructor(period: number, confidence: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ConditionalValueAtRiskNode = ConditionalValueAtRisk
|
|
export declare class ConditionalValueAtRisk {
|
|
constructor(period: number, confidence: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type ProfitFactorNode = ProfitFactor
|
|
export declare class ProfitFactor {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type GainLossRatioNode = GainLossRatio
|
|
export declare class GainLossRatio {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type RecoveryFactorNode = RecoveryFactor
|
|
export declare class RecoveryFactor {
|
|
constructor()
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type KellyCriterionNode = KellyCriterion
|
|
export declare class KellyCriterion {
|
|
constructor(period: number)
|
|
update(value: number): number | null
|
|
batch(prices: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type TreynorRatioNode = TreynorRatio
|
|
export declare class TreynorRatio {
|
|
constructor(period: number, riskFree: number)
|
|
update(asset: number, benchmark: number): number | null
|
|
batch(asset: Array<number>, benchmark: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type InformationRatioNode = InformationRatio
|
|
export declare class InformationRatio {
|
|
constructor(period: number)
|
|
update(asset: number, benchmark: number): number | null
|
|
batch(asset: Array<number>, benchmark: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|
|
export type AlphaNode = Alpha
|
|
export declare class Alpha {
|
|
constructor(period: number, riskFree: number)
|
|
update(asset: number, benchmark: number): number | null
|
|
batch(asset: Array<number>, benchmark: Array<number>): Array<number>
|
|
reset(): void
|
|
isReady(): boolean
|
|
warmupPeriod(): number
|
|
}
|