8431b1400c
B12 of the family-deepening roadmap — seven Tom DeMark indicators (467 -> 474).
**Candle -> +1/0 qualifier patterns (candlestick macro bindings):**
- **TD Camouflage** — hidden intrabar strength/weakness against the prior close.
- **TD Clop** — two-bar open/close engulfing reversal.
- **TD Clopwin** — the inside-body cousin of TD Clop (compression bar).
- **TD Propulsion** — continuation thrust closing beyond the prior extreme.
- **TD Trap** — inside ("trap") bar followed by a range breakout.
**Hand-bound:**
- **TD D-Wave** — streaming Elliott-style 1-5 / A-C swing-wave counter (candle -> f64, `strength` param).
- **TD Moving Averages** — ST1/ST2 median-price trend ribbon (candle -> struct {st1, st2}).
All seven join the existing **DeMark** family. Patterns follow the house-style
+1/0 candle-pattern convention (neutral 0.0 during warmup). Public binding names
use the family-consistent `TD...` casing.
Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs
counter (474) and CHANGELOG. Verified: core 3874 + doc 427, clippy clean,
node 549, python 903.
4991 lines
164 KiB
TypeScript
4991 lines
164 KiB
TypeScript
/* tslint:disable */
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||
/* eslint-disable */
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||
|
||
/* auto-generated by NAPI-RS */
|
||
|
||
/** Library version (matches the Rust crate version). */
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||
export declare function version(): string
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||
/**
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||
* Volatility-cone result: current realized volatility and its lookback
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||
* envelope (min / median / max) plus the percentile rank of `current`.
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||
*/
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||
export interface VolatilityConeValue {
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||
current: number
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||
min: number
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||
median: number
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||
max: number
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||
percentile: number
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||
}
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||
/** Lead/lag result: the offset that maximises correlation, and that correlation. */
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||
export interface LeadLagValue {
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||
/** Offset that maximises `|corr(a, b shifted)|`. Positive ⇒ `a` leads `b`. */
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||
lag: number
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||
/** Signed correlation at that lag, in `[-1, 1]`. */
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||
correlation: number
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||
}
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||
/** Cointegration result: hedge ratio, current spread, and the ADF statistic. */
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export interface CointegrationValue {
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||
/** Engle–Granger hedge ratio (OLS slope of `a` on `b`). */
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||
hedgeRatio: number
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||
/** Current spread (regression residual) `a - (alpha + beta*b)`. */
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||
spread: number
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||
/**
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||
* Augmented Dickey–Fuller statistic on the spread; more negative ⇒ more
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* strongly mean-reverting.
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||
*/
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||
adfStat: number
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||
}
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||
/** Relative-strength triple: the a/b ratio, its moving average, and its RSI. */
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||
export interface RelativeStrengthValue {
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||
/** Raw ratio `a / b`. */
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||
ratio: number
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||
/** Moving average of the ratio. */
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||
ratioMa: number
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||
/** RSI of the ratio. */
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||
ratioRsi: number
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||
}
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||
/** Kalman hedge-ratio result: dynamic hedge ratio, intercept, and spread. */
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||
export interface KalmanHedgeRatioValue {
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||
/** Current hedge ratio (filtered slope of `a` on `b`). */
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||
hedgeRatio: number
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||
/** Current intercept (filtered level offset). */
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||
intercept: number
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||
/** Forecast error `a - (intercept + hedgeRatio*b)` — the spread signal. */
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||
spread: number
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||
}
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||
/** Spread Bollinger-bands result: middle, upper and lower bands plus `%b`. */
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||
export interface SpreadBollingerBandsValue {
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||
/** Middle band: the rolling mean of the spread. */
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||
middle: number
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||
/** Upper band. */
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||
upper: number
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||
/** Lower band. */
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||
lower: number
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||
/** `%b`: where the spread sits across the band (`0` lower, `1` upper). */
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||
percentB: number
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||
}
|
||
/** MACD triple: macd line, signal line, histogram. */
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||
export interface MacdValue {
|
||
macd: number
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||
signal: number
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||
histogram: number
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||
}
|
||
export interface BollingerValue {
|
||
upper: number
|
||
middle: number
|
||
lower: number
|
||
stddev: number
|
||
}
|
||
export interface HtPhasorValue {
|
||
inphase: number
|
||
quadrature: number
|
||
}
|
||
export interface QqeValue {
|
||
rsiMa: number
|
||
trailingLine: number
|
||
}
|
||
export interface ElderRayValue {
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||
bullPower: number
|
||
bearPower: number
|
||
}
|
||
export interface GatorOscillatorValue {
|
||
upper: number
|
||
lower: number
|
||
}
|
||
export interface KasePermissionStochasticValue {
|
||
fast: number
|
||
slow: number
|
||
}
|
||
export interface StochValue {
|
||
k: number
|
||
d: number
|
||
}
|
||
export interface AdxValue {
|
||
plusDi: number
|
||
minusDi: number
|
||
adx: number
|
||
}
|
||
export interface KeltnerValue {
|
||
upper: number
|
||
middle: number
|
||
lower: number
|
||
}
|
||
export interface DonchianValue {
|
||
upper: number
|
||
middle: number
|
||
lower: number
|
||
}
|
||
export interface AroonValue {
|
||
up: number
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||
down: number
|
||
}
|
||
export interface KstValue {
|
||
kst: number
|
||
signal: number
|
||
}
|
||
export interface ZeroLagMacdValue {
|
||
macd: number
|
||
signal: number
|
||
histogram: number
|
||
}
|
||
export interface AlligatorValue {
|
||
jaw: number
|
||
teeth: number
|
||
lips: number
|
||
}
|
||
export interface SuperTrendValue {
|
||
value: number
|
||
direction: number
|
||
}
|
||
export interface ChandelierExitValue {
|
||
longStop: number
|
||
shortStop: number
|
||
}
|
||
export interface ChandeKrollStopValue {
|
||
stopLong: number
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||
stopShort: number
|
||
}
|
||
export interface DonchianStopValue {
|
||
stopLong: number
|
||
stopShort: number
|
||
}
|
||
export interface KaseDevStopValue {
|
||
value: number
|
||
direction: number
|
||
}
|
||
export interface ElderSafeZoneValue {
|
||
value: number
|
||
direction: number
|
||
}
|
||
export interface AtrRatchetValue {
|
||
value: number
|
||
direction: number
|
||
}
|
||
export interface NrtrValue {
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||
value: number
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||
direction: number
|
||
}
|
||
export interface ModifiedMaStopValue {
|
||
value: number
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||
direction: number
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||
}
|
||
/** Vortex Indicator pair: `VI+` and `VI-`. */
|
||
export interface VortexValue {
|
||
plus: number
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||
minus: number
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||
}
|
||
/** Random Walk Index pair: `RWI_High` and `RWI_Low`. */
|
||
export interface RwiValue {
|
||
high: number
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||
low: number
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||
}
|
||
/** Wave Trend Oscillator pair: `wt1` (channel index) and `wt2` (signal SMA). */
|
||
export interface WaveTrendValue {
|
||
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
|
||
middle: number
|
||
lower: number
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||
}
|
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export interface AccelerationBandsValue {
|
||
upper: number
|
||
middle: number
|
||
lower: number
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||
}
|
||
export interface StarcBandsValue {
|
||
upper: number
|
||
middle: number
|
||
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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||
}
|
||
export interface LinRegChannelValue {
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||
upper: number
|
||
middle: number
|
||
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 QuartileBandsValue {
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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 BomarBandsValue {
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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 MedianChannelValue {
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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 ProjectionBandsValue {
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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 CentralPivotRangeValue {
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||
pivot: number
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||
tc: number
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bc: number
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||
}
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export interface MurreyMathLinesValue {
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||
mm8_8: number
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mm7_8: number
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mm6_8: number
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mm5_8: number
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||
mm4_8: number
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||
mm3_8: number
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||
mm2_8: number
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||
mm1_8: number
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||
mm0_8: number
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||
}
|
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export interface AndrewsPitchforkValue {
|
||
median: number
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||
upper: number
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||
lower: number
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||
}
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export interface VolumeWeightedSrValue {
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||
support: number
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||
resistance: number
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||
}
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||
export interface DoubleBollingerValue {
|
||
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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||
}
|
||
/** 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
|
||
}
|
||
export interface TdMovingAverageValue {
|
||
st1: number
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||
st2: number
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||
}
|
||
/** TD Lines output pair: latest TDST resistance / support (NaN if unset). */
|
||
export interface TdLinesValue {
|
||
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 {
|
||
high: number
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||
low: number
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||
}
|
||
/**
|
||
* TD Risk Level output pair: buy-side / sell-side protective stop levels
|
||
* (NaN if unset).
|
||
*/
|
||
export interface TdRiskLevelValue {
|
||
buyRisk: number
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||
sellRisk: number
|
||
}
|
||
export interface MamaValue {
|
||
mama: number
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||
fama: number
|
||
}
|
||
/**
|
||
* Ichimoku output: five lines, any of which may be `NaN` while the indicator
|
||
* is still warming up.
|
||
*/
|
||
export interface IchimokuValue {
|
||
tenkan: number
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||
kijun: number
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||
senkouA: number
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||
senkouB: number
|
||
chikou: number
|
||
}
|
||
export interface HeikinAshiValue {
|
||
open: number
|
||
high: number
|
||
low: number
|
||
close: number
|
||
}
|
||
export interface ValueAreaValue {
|
||
poc: number
|
||
vah: number
|
||
val: number
|
||
}
|
||
export interface VolumeProfileValue {
|
||
priceLow: number
|
||
priceHigh: number
|
||
bins: Array<number>
|
||
}
|
||
export interface TpoProfileValue {
|
||
priceLow: number
|
||
priceHigh: number
|
||
counts: Array<number>
|
||
}
|
||
export interface InitialBalanceValue {
|
||
high: number
|
||
low: number
|
||
}
|
||
export interface OpeningRangeValue {
|
||
high: number
|
||
low: number
|
||
breakoutDistance: number
|
||
}
|
||
/** One order-book depth snapshot for batch evaluation. */
|
||
export interface ObSnapshot {
|
||
bidPx: Array<number>
|
||
bidSz: Array<number>
|
||
askPx: Array<number>
|
||
askSz: Array<number>
|
||
}
|
||
/** One price bucket of a footprint. */
|
||
export interface FootprintLevelValue {
|
||
price: number
|
||
bidVol: number
|
||
askVol: number
|
||
}
|
||
/** The liquidation feature vector for one tick. */
|
||
export interface LiquidationFeaturesValue {
|
||
long: number
|
||
short: number
|
||
net: number
|
||
total: number
|
||
imbalance: number
|
||
}
|
||
export interface RenkoBrickValue {
|
||
open: number
|
||
close: number
|
||
direction: number
|
||
}
|
||
export interface KagiSegmentValue {
|
||
start: number
|
||
end: number
|
||
direction: number
|
||
}
|
||
export interface PnfColumnValue {
|
||
direction: number
|
||
high: number
|
||
low: number
|
||
}
|
||
export interface SessionHighLowValue {
|
||
high: number
|
||
low: number
|
||
}
|
||
export interface SessionRangeValue {
|
||
asia: number
|
||
eu: number
|
||
us: number
|
||
}
|
||
export interface OvernightIntradayReturnValue {
|
||
overnight: number
|
||
intraday: number
|
||
}
|
||
export interface FibRetracementValue {
|
||
level0: number
|
||
level236: number
|
||
level382: number
|
||
level500: number
|
||
level618: number
|
||
level786: number
|
||
level1000: number
|
||
}
|
||
export interface FibExtensionValue {
|
||
level1272: number
|
||
level1414: number
|
||
level1618: number
|
||
level2000: number
|
||
level2618: number
|
||
}
|
||
export interface FibProjectionValue {
|
||
level618: number
|
||
level1000: number
|
||
level1618: number
|
||
level2618: number
|
||
}
|
||
export interface AutoFibValue {
|
||
level0: number
|
||
level236: number
|
||
level382: number
|
||
level500: number
|
||
level618: number
|
||
level786: number
|
||
level1000: number
|
||
}
|
||
export interface GoldenPocketValue {
|
||
low: number
|
||
mid: number
|
||
high: number
|
||
}
|
||
export interface FibConfluenceValue {
|
||
price: number
|
||
strength: number
|
||
}
|
||
export interface FibFanValue {
|
||
fan382: number
|
||
fan500: number
|
||
fan618: number
|
||
}
|
||
export interface FibArcsValue {
|
||
arc382: number
|
||
arc500: number
|
||
arc618: number
|
||
}
|
||
export interface FibChannelValue {
|
||
base: number
|
||
level618: number
|
||
level1000: number
|
||
level1618: number
|
||
}
|
||
export interface FibTimeZonesValue {
|
||
onZone: number
|
||
barsToNext: number
|
||
}
|
||
export interface VolumeWeightedMacdValue {
|
||
macd: number
|
||
signal: number
|
||
histogram: number
|
||
}
|
||
export type SmaNode = SMA
|
||
export declare class SMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type EmaNode = EMA
|
||
export declare class EMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type WmaNode = WMA
|
||
export declare class WMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RsiNode = RSI
|
||
export declare class RSI {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type DemaNode = DEMA
|
||
export declare class DEMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TemaNode = TEMA
|
||
export declare class TEMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type HmaNode = HMA
|
||
export declare class HMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RocNode = ROC
|
||
export declare class ROC {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TrixNode = TRIX
|
||
export declare class TRIX {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SmmaNode = SMMA
|
||
export declare class SMMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TrimaNode = TRIMA
|
||
export declare class TRIMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type ZlemaNode = ZLEMA
|
||
export declare class ZLEMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MomNode = MOM
|
||
export declare class MOM {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CmoNode = CMO
|
||
export declare class CMO {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type DpoNode = DPO
|
||
export declare class DPO {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type StdDevNode = StdDev
|
||
export declare class StdDev {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type UlcerIndexNode = UlcerIndex
|
||
export declare class UlcerIndex {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VerticalHorizontalFilterNode = VerticalHorizontalFilter
|
||
export declare class VerticalHorizontalFilter {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type ZScoreNode = ZScore
|
||
export declare class ZScore {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type McGinleyDynamicNode = McGinleyDynamic
|
||
export declare class McGinleyDynamic {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FramaNode = FRAMA
|
||
export declare class FRAMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SuperSmootherNode = SuperSmoother
|
||
export declare class SuperSmoother {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FisherTransformNode = FisherTransform
|
||
export declare class FisherTransform {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type DecyclerNode = Decycler
|
||
export declare class Decycler {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CenterOfGravityNode = CenterOfGravity
|
||
export declare class CenterOfGravity {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CyberneticCycleNode = CyberneticCycle
|
||
export declare class CyberneticCycle {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type InstantaneousTrendlineNode = InstantaneousTrendline
|
||
export declare class InstantaneousTrendline {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type EhlersStochasticNode = EhlersStochastic
|
||
export declare class EhlersStochastic {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
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
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VarianceNode = Variance
|
||
export declare class Variance {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
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
|
||
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 MidPointNode = MIDPOINT
|
||
export declare class MIDPOINT {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RocpNode = ROCP
|
||
export declare class ROCP {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RocrNode = ROCR
|
||
export declare class ROCR {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type Rocr100Node = ROCR100
|
||
export declare class ROCR100 {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type LinRegInterceptNode = LINEARREG_INTERCEPT
|
||
export declare class LINEARREG_INTERCEPT {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TsfNode = TSF
|
||
export declare class TSF {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type LogReturnNode = LogReturn
|
||
export declare class LogReturn {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RealizedVolatilityNode = RealizedVolatility
|
||
export declare class RealizedVolatility {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RollingIqrNode = RollingIqr
|
||
export declare class RollingIqr {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RollingPercentileRankNode = RollingPercentileRank
|
||
export declare class RollingPercentileRank {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TrendLabelNode = TrendLabel
|
||
export declare class TrendLabel {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type WinRateNode = WinRate
|
||
export declare class WinRate {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type ExpectancyNode = Expectancy
|
||
export declare class Expectancy {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SineWeightedMaNode = SWMA
|
||
export declare class SWMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type GeometricMaNode = GMA
|
||
export declare class GMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type EhmaNode = EHMA
|
||
export declare class EHMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MedianMaNode = MedianMA
|
||
export declare class MedianMA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AdaptiveLaguerreFilterNode = AdaptiveLaguerre
|
||
export declare class AdaptiveLaguerre {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type DisparityIndexNode = DisparityIndex
|
||
export declare class DisparityIndex {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FisherRsiNode = FisherRSI
|
||
export declare class FisherRSI {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RsxNode = RSX
|
||
export declare class RSX {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type DynamicMomentumIndexNode = DynamicMomentumIndex
|
||
export declare class DynamicMomentumIndex {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TrendStrengthIndexNode = TREND_STRENGTH_INDEX
|
||
export declare class TREND_STRENGTH_INDEX {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TsfOscillatorNode = TsfOscillator
|
||
export declare class TsfOscillator {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type BipowerVariationNode = BipowerVariation
|
||
export declare class BipowerVariation {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type JarqueBeraNode = JARQUEBERA
|
||
export declare class JARQUEBERA {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RollingMinMaxScalerNode = ROLLINGMINMAX
|
||
export declare class ROLLINGMINMAX {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type HighpassFilterNode = HIGHPASS
|
||
export declare class HIGHPASS {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type ReflexNode = REFLEX
|
||
export declare class REFLEX {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TrendflexNode = TRENDFLEX
|
||
export declare class TRENDFLEX {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CorrelationTrendIndicatorNode = CTI
|
||
export declare class CTI {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AdaptiveRsiNode = ADAPTIVERSI
|
||
export declare class ADAPTIVERSI {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type UniversalOscillatorNode = UNIVERSALOSC
|
||
export declare class UNIVERSALOSC {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type BandpassFilterNode = BANDPASS
|
||
export declare class BANDPASS {
|
||
constructor(period: number, bandwidth: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type EvenBetterSinewaveNode = EVENBETTERSINE
|
||
export declare class EVENBETTERSINE {
|
||
constructor(hpPeriod: number, ssfLength: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AutocorrelationPeriodogramNode = AUTOCORRPGRAM
|
||
export declare class AUTOCORRPGRAM {
|
||
constructor(minPeriod: number, maxPeriod: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type ShannonEntropyNode = SHANNONENT
|
||
export declare class SHANNONENT {
|
||
constructor(period: number, bins: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SampleEntropyNode = SAMPLEENT
|
||
export declare class SAMPLEENT {
|
||
constructor(period: number, m: number, rFactor: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type EwmaVolatilityNode = EwmaVolatility
|
||
export declare class EwmaVolatility {
|
||
constructor(lambda: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type Garch11Node = Garch11
|
||
export declare class Garch11 {
|
||
constructor(omega: number, alpha: number, beta: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VolatilityOfVolatilityNode = VolatilityOfVolatility
|
||
export declare class VolatilityOfVolatility {
|
||
constructor(volWindow: number, vovWindow: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VolatilityConeNode = VolatilityCone
|
||
export declare class VolatilityCone {
|
||
constructor(window: number, lookback: number)
|
||
update(high: number, low: number, close: number): VolatilityConeValue | null
|
||
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type JumpIndicatorNode = JumpIndicator
|
||
export declare class JumpIndicator {
|
||
constructor(period: number, threshold: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RegimeLabelNode = RegimeLabel
|
||
export declare class RegimeLabel {
|
||
constructor(volPeriod: number, lookback: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RollingQuantileNode = RollingQuantile
|
||
export declare class RollingQuantile {
|
||
constructor(period: number, quantile: 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 PairwiseBetaNode = PairwiseBeta
|
||
export declare class PairwiseBeta {
|
||
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 SpreadAr1CoefficientNode = SpreadAr1Coefficient
|
||
export declare class SpreadAr1Coefficient {
|
||
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 RollingCorrelationNode = RollingCorrelation
|
||
export declare class RollingCorrelation {
|
||
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 RollingCovarianceNode = RollingCovariance
|
||
export declare class RollingCovariance {
|
||
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 OuHalfLifeNode = OuHalfLife
|
||
export declare class OuHalfLife {
|
||
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 SpreadHurstNode = SpreadHurst
|
||
export declare class SpreadHurst {
|
||
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 DistanceSsdNode = DistanceSsd
|
||
export declare class DistanceSsd {
|
||
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 KendallTauNode = KendallTau
|
||
export declare class KendallTau {
|
||
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 BetaNeutralSpreadNode = BetaNeutralSpread
|
||
export declare class BetaNeutralSpread {
|
||
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 PairSpreadZScoreNode = PairSpreadZScore
|
||
/**
|
||
* Pair spread z-score: two ctor params (`betaPeriod`, `zPeriod`), one `(a, b)`
|
||
* price pair per update, a single z-score out.
|
||
*/
|
||
export declare class PairSpreadZScore {
|
||
constructor(betaPeriod: number, zPeriod: number)
|
||
update(a: number, b: number): number | null
|
||
/**
|
||
* Batch over two equally-sized arrays of prices. Returns a length-`n`
|
||
* array with `NaN` for warmup positions.
|
||
*/
|
||
batch(a: Array<number>, b: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type LeadLagCrossCorrelationNode = LeadLagCrossCorrelation
|
||
export declare class LeadLagCrossCorrelation {
|
||
constructor(window: number, maxLag: number)
|
||
update(a: number, b: number): LeadLagValue | null
|
||
/**
|
||
* Batch over two equally-sized arrays. Returns a flat array of length
|
||
* `2 * n`, interleaved per row as `[lag0, corr0, lag1, corr1, ...]`. Read
|
||
* column `j` of row `i` as `result[i * 2 + j]`. Warmup rows are `NaN`.
|
||
*/
|
||
batch(a: Array<number>, b: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CointegrationNode = Cointegration
|
||
export declare class Cointegration {
|
||
constructor(period: number, adfLags: number)
|
||
update(a: number, b: number): CointegrationValue | null
|
||
/**
|
||
* Batch over two equally-sized arrays. Returns a flat array of length
|
||
* `3 * n`, interleaved per row as `[hedgeRatio0, spread0, adfStat0, ...]`.
|
||
* Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
|
||
*/
|
||
batch(a: Array<number>, b: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RelativeStrengthAbNode = RelativeStrengthAB
|
||
export declare class RelativeStrengthAB {
|
||
constructor(maPeriod: number, rsiPeriod: number)
|
||
update(a: number, b: number): RelativeStrengthValue | null
|
||
/**
|
||
* Batch over two equally-sized arrays. Returns a flat array of length
|
||
* `3 * n`, interleaved per row as `[ratio0, ratioMa0, ratioRsi0, ...]`.
|
||
* Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
|
||
*/
|
||
batch(a: Array<number>, b: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VarianceRatioNode = VarianceRatio
|
||
/**
|
||
* Lo–MacKinlay variance ratio: two ctor params (`period`, `q`), one `(a, b)`
|
||
* pair per update, a single ratio out.
|
||
*/
|
||
export declare class VarianceRatio {
|
||
constructor(period: number, q: number)
|
||
update(a: number, b: number): number | null
|
||
/**
|
||
* Batch over two equally-sized arrays. Returns a length-`n` array with
|
||
* `NaN` for warmup positions.
|
||
*/
|
||
batch(a: Array<number>, b: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type GrangerCausalityNode = GrangerCausality
|
||
/**
|
||
* Granger causality F-statistic: two ctor params (`period`, `lag`), one
|
||
* `(a, b)` pair per update, a single F-statistic out.
|
||
*/
|
||
export declare class GrangerCausality {
|
||
constructor(period: number, lag: number)
|
||
update(a: number, b: number): number | null
|
||
/**
|
||
* Batch over two equally-sized arrays. Returns a length-`n` array with
|
||
* `NaN` for warmup positions.
|
||
*/
|
||
batch(a: Array<number>, b: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type KalmanHedgeRatioNode = KalmanHedgeRatio
|
||
export declare class KalmanHedgeRatio {
|
||
constructor(delta: number, observationVar: number)
|
||
update(a: number, b: number): KalmanHedgeRatioValue | null
|
||
/**
|
||
* Batch over two equally-sized arrays. Returns a flat array of length
|
||
* `3 * n`, interleaved per row as `[hedgeRatio0, intercept0, spread0, ...]`.
|
||
* Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
|
||
*/
|
||
batch(a: Array<number>, b: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SpreadBollingerBandsNode = SpreadBollingerBands
|
||
export declare class SpreadBollingerBands {
|
||
constructor(period: number, numStd: number)
|
||
update(a: number, b: number): SpreadBollingerBandsValue | null
|
||
/**
|
||
* Batch over two equally-sized arrays. Returns a flat array of length
|
||
* `4 * n`, interleaved per row as `[middle0, upper0, lower0, percentB0, ...]`.
|
||
* Read column `j` of row `i` as `result[i * 4 + j]`. Warmup rows are `NaN`.
|
||
*/
|
||
batch(a: Array<number>, b: 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 MacdFixNode = MACDFIX
|
||
export declare class MACDFIX {
|
||
constructor(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, ...]`.
|
||
*/
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MacdExtNode = MACDEXT
|
||
export declare class MACDEXT {
|
||
/**
|
||
* Moving-average types are TA-Lib `MA_Type` codes `0..=5`
|
||
* (SMA, EMA, WMA, DEMA, TEMA, TRIMA).
|
||
*/
|
||
constructor(fast: number, fastMatype: number, slow: number, slowMatype: number, signal: number, signalMatype: 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, ...]`.
|
||
*/
|
||
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 PlusDmNode = PLUS_DM
|
||
export declare class PLUS_DM {
|
||
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 MinusDmNode = MINUS_DM
|
||
export declare class MINUS_DM {
|
||
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 PlusDiNode = PLUS_DI
|
||
export declare class PLUS_DI {
|
||
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 MinusDiNode = MINUS_DI
|
||
export declare class MINUS_DI {
|
||
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 DxNode = DX
|
||
export declare class DX {
|
||
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 MidPriceNode = MIDPRICE
|
||
export declare class MIDPRICE {
|
||
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 AvgPriceNode = AVGPRICE
|
||
export declare class AVGPRICE {
|
||
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 SarExtNode = SAREXT
|
||
export declare class SAREXT {
|
||
constructor(startValue: number, offsetOnReverse: number, accelInitLong: number, accelLong: number, accelMaxLong: number, accelInitShort: number, accelShort: number, accelMaxShort: 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 HtPhasorNode = HT_PHASOR
|
||
export declare class HT_PHASOR {
|
||
constructor()
|
||
update(value: number): HtPhasorValue | null
|
||
/**
|
||
* Batch over a price array. Returns a flat array of length `2 * n`,
|
||
* interleaved per row as `[inphase0, quadrature0, inphase1, ...]`.
|
||
*/
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CloseVsOpenNode = CloseVsOpen
|
||
export declare class CloseVsOpen {
|
||
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 BodySizePctNode = BodySizePct
|
||
export declare class BodySizePct {
|
||
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 WickRatioNode = WickRatio
|
||
export declare class WickRatio {
|
||
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 HighLowRangeNode = HighLowRange
|
||
export declare class HighLowRange {
|
||
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 StochasticCciNode = StochasticCCI
|
||
export declare class StochasticCCI {
|
||
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 ImiNode = IMI
|
||
export declare class IMI {
|
||
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 QqeNode = QQE
|
||
export declare class QQE {
|
||
constructor(rsiPeriod: number, smoothing: number, factor: number)
|
||
update(value: number): QqeValue | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type ElderRayNode = ElderRay
|
||
export declare class ElderRay {
|
||
constructor(period: number)
|
||
update(high: number, low: number, close: number): ElderRayValue | null
|
||
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TtmTrendNode = TTM_TREND
|
||
export declare class TTM_TREND {
|
||
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 QstickNode = Qstick
|
||
export declare class Qstick {
|
||
constructor(period: number)
|
||
update(open: number, close: number): number | null
|
||
batch(open: Array<number>, close: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type PolarizedFractalEfficiencyNode = POLARIZED_FRACTAL_EFFICIENCY
|
||
export declare class POLARIZED_FRACTAL_EFFICIENCY {
|
||
constructor(period: number, smoothing: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type WavePmNode = WAVE_PM
|
||
export declare class WAVE_PM {
|
||
constructor(length: number, smoothing: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type GatorOscillatorNode = GatorOscillator
|
||
export declare class GatorOscillator {
|
||
constructor(jawPeriod: number, teethPeriod: number, lipsPeriod: number)
|
||
update(high: number, low: number, close: number): GatorOscillatorValue | null
|
||
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type KasePermissionStochasticNode = KasePermissionStochastic
|
||
export declare class KasePermissionStochastic {
|
||
constructor(length: number, smooth: number)
|
||
update(high: number, low: number, close: number): KasePermissionStochasticValue | null
|
||
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VolatilityRatioNode = VolatilityRatio
|
||
export declare class VolatilityRatio {
|
||
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 ProjectionOscillatorNode = ProjectionOscillator
|
||
export declare class ProjectionOscillator {
|
||
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 TimeBasedStopNode = TimeBasedStop
|
||
export declare class TimeBasedStop {
|
||
constructor(maxBars: 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 AdaptiveCciNode = ADAPTIVECCI
|
||
export declare class ADAPTIVECCI {
|
||
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 GeneralizedDemaNode = GD
|
||
export declare class GD {
|
||
constructor(period: number, v: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type HoltWintersNode = HoltWinters
|
||
export declare class HoltWinters {
|
||
constructor(alpha: number, beta: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RmiNode = RMI
|
||
export declare class RMI {
|
||
constructor(period: number, momentum: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type DerivativeOscillatorNode = DerivativeOscillator
|
||
export declare class DerivativeOscillator {
|
||
constructor(rsiPeriod: number, smooth1: number, smooth2: number, signalPeriod: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MacdHistogramNode = MacdHistogram
|
||
export declare class MacdHistogram {
|
||
constructor(fast: number, slow: number, signal: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type PpoHistogramNode = PpoHistogram
|
||
export declare class PpoHistogram {
|
||
constructor(fast: number, slow: number, signal: 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 AnchoredRsiNode = AnchoredRSI
|
||
export declare class AnchoredRSI {
|
||
constructor()
|
||
setAnchor(): void
|
||
update(value: number): number | null
|
||
batch(prices: 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 KaseDevStopNode = KaseDevStop
|
||
export declare class KaseDevStop {
|
||
constructor(period: number, dev: number)
|
||
update(high: number, low: number, close: number): KaseDevStopValue | 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 ElderSafeZoneNode = ElderSafeZone
|
||
export declare class ElderSafeZone {
|
||
constructor(period: number, coeff: number)
|
||
update(high: number, low: number, close: number): ElderSafeZoneValue | 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 AtrRatchetNode = AtrRatchet
|
||
export declare class AtrRatchet {
|
||
constructor(atrPeriod: number, startMult: number, increment: number)
|
||
update(high: number, low: number, close: number): AtrRatchetValue | 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 NrtrNode = Nrtr
|
||
export declare class Nrtr {
|
||
constructor(pct: number)
|
||
update(high: number, low: number, close: number): NrtrValue | 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 ModifiedMaStopNode = ModifiedMaStop
|
||
export declare class ModifiedMaStop {
|
||
constructor(period: number)
|
||
update(high: number, low: number, close: number): ModifiedMaStopValue | 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 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 QuartileBandsNode = QuartileBands
|
||
export declare class QuartileBands {
|
||
constructor(period: number)
|
||
update(value: number): QuartileBandsValue | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type BomarBandsNode = BomarBands
|
||
export declare class BomarBands {
|
||
constructor(period: number, coverage: number)
|
||
update(value: number): BomarBandsValue | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MedianChannelNode = MedianChannel
|
||
export declare class MedianChannel {
|
||
constructor(period: number, multiplier: number)
|
||
update(value: number): MedianChannelValue | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type ProjectionBandsNode = ProjectionBands
|
||
export declare class ProjectionBands {
|
||
constructor(period: number)
|
||
update(high: number, low: number): ProjectionBandsValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CentralPivotRangeNode = CentralPivotRange
|
||
export declare class CentralPivotRange {
|
||
constructor()
|
||
update(high: number, low: number, close: number): CentralPivotRangeValue | null
|
||
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MurreyMathLinesNode = MurreyMathLines
|
||
export declare class MurreyMathLines {
|
||
constructor(period: number)
|
||
update(high: number, low: number): MurreyMathLinesValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AndrewsPitchforkNode = AndrewsPitchfork
|
||
export declare class AndrewsPitchfork {
|
||
constructor(strength: number)
|
||
update(high: number, low: number): AndrewsPitchforkValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VolumeWeightedSrNode = VolumeWeightedSr
|
||
export declare class VolumeWeightedSr {
|
||
constructor(period: number)
|
||
update(high: number, low: number, volume: number): VolumeWeightedSrValue | null
|
||
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type PivotReversalNode = PivotReversal
|
||
export declare class PivotReversal {
|
||
constructor(left: number, right: 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 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 TdDWaveNode = TDDWave
|
||
export declare class TDDWave {
|
||
constructor(strength: 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 TdMovingAverageNode = TDMovingAverage
|
||
export declare class TDMovingAverage {
|
||
constructor(periodSt1: number, periodSt2: number)
|
||
update(high: number, low: number): TdMovingAverageValue | null
|
||
batch(high: Array<number>, low: 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 HtDcPhaseNode = HT_DCPHASE
|
||
export declare class HT_DCPHASE {
|
||
constructor()
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type HtTrendModeNode = HT_TRENDMODE
|
||
export declare class HT_TRENDMODE {
|
||
constructor()
|
||
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 VolumeProfileNode = VolumeProfile
|
||
export declare class VolumeProfile {
|
||
constructor(period: number, binCount: number)
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
update(high: number, low: number, volume: number): VolumeProfileValue | null
|
||
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
|
||
}
|
||
export type TpoProfileNode = TpoProfile
|
||
export declare class TpoProfile {
|
||
constructor(period: number, binCount: number)
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
update(high: number, low: number): TpoProfileValue | null
|
||
batch(high: Array<number>, low: 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(signed?: boolean | undefined | null)
|
||
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
|
||
isSigned(): boolean
|
||
}
|
||
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
|
||
export declare class PiercingDarkCloud {
|
||
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 MarubozuNode = Marubozu
|
||
export declare class Marubozu {
|
||
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 TweezerNode = Tweezer
|
||
export declare class Tweezer {
|
||
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 SpinningTopNode = SpinningTop
|
||
export declare class SpinningTop {
|
||
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 ThreeInsideNode = ThreeInside
|
||
export declare class ThreeInside {
|
||
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 ThreeOutsideNode = ThreeOutside
|
||
export declare class ThreeOutside {
|
||
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 TwoCrowsNode = TwoCrows
|
||
export declare class TwoCrows {
|
||
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 UpsideGapTwoCrowsNode = UpsideGapTwoCrows
|
||
export declare class UpsideGapTwoCrows {
|
||
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 IdenticalThreeCrowsNode = IdenticalThreeCrows
|
||
export declare class IdenticalThreeCrows {
|
||
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 ThreeLineStrikeNode = ThreeLineStrike
|
||
export declare class ThreeLineStrike {
|
||
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 ThreeStarsInSouthNode = ThreeStarsInSouth
|
||
export declare class ThreeStarsInSouth {
|
||
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 AbandonedBabyNode = AbandonedBaby
|
||
export declare class AbandonedBaby {
|
||
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 AdvanceBlockNode = AdvanceBlock
|
||
export declare class AdvanceBlock {
|
||
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 BeltHoldNode = BeltHold
|
||
export declare class BeltHold {
|
||
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 BreakawayNode = Breakaway
|
||
export declare class Breakaway {
|
||
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 CounterattackNode = Counterattack
|
||
export declare class Counterattack {
|
||
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 DojiStarNode = DojiStar
|
||
export declare class DojiStar {
|
||
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 DragonflyDojiNode = DragonflyDoji
|
||
export declare class DragonflyDoji {
|
||
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 GravestoneDojiNode = GravestoneDoji
|
||
export declare class GravestoneDoji {
|
||
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 LongLeggedDojiNode = LongLeggedDoji
|
||
export declare class LongLeggedDoji {
|
||
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 RickshawManNode = RickshawMan
|
||
export declare class RickshawMan {
|
||
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 EveningDojiStarNode = EveningDojiStar
|
||
export declare class EveningDojiStar {
|
||
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 MorningDojiStarNode = MorningDojiStar
|
||
export declare class MorningDojiStar {
|
||
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 GapSideBySideWhiteNode = GapSideBySideWhite
|
||
export declare class GapSideBySideWhite {
|
||
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 HighWaveNode = HighWave
|
||
export declare class HighWave {
|
||
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 HikkakeNode = Hikkake
|
||
export declare class Hikkake {
|
||
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 HikkakeModifiedNode = HikkakeModified
|
||
export declare class HikkakeModified {
|
||
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 HomingPigeonNode = HomingPigeon
|
||
export declare class HomingPigeon {
|
||
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 OnNeckNode = OnNeck
|
||
export declare class OnNeck {
|
||
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 InNeckNode = InNeck
|
||
export declare class InNeck {
|
||
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 ThrustingNode = Thrusting
|
||
export declare class Thrusting {
|
||
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 SeparatingLinesNode = SeparatingLines
|
||
export declare class SeparatingLines {
|
||
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 KickingNode = Kicking
|
||
export declare class Kicking {
|
||
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 KickingByLengthNode = KickingByLength
|
||
export declare class KickingByLength {
|
||
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 LadderBottomNode = LadderBottom
|
||
export declare class LadderBottom {
|
||
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 MatHoldNode = MatHold
|
||
export declare class MatHold {
|
||
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 MatchingLowNode = MatchingLow
|
||
export declare class MatchingLow {
|
||
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 LongLineNode = LongLine
|
||
export declare class LongLine {
|
||
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 ShortLineNode = ShortLine
|
||
export declare class ShortLine {
|
||
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 RisingThreeMethodsNode = RisingThreeMethods
|
||
export declare class RisingThreeMethods {
|
||
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 FallingThreeMethodsNode = FallingThreeMethods
|
||
export declare class FallingThreeMethods {
|
||
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 UpsideGapThreeMethodsNode = UpsideGapThreeMethods
|
||
export declare class UpsideGapThreeMethods {
|
||
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 DownsideGapThreeMethodsNode = DownsideGapThreeMethods
|
||
export declare class DownsideGapThreeMethods {
|
||
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 StalledPatternNode = StalledPattern
|
||
export declare class StalledPattern {
|
||
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 StickSandwichNode = StickSandwich
|
||
export declare class StickSandwich {
|
||
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 TakuriNode = Takuri
|
||
export declare class Takuri {
|
||
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 ClosingMarubozuNode = ClosingMarubozu
|
||
export declare class ClosingMarubozu {
|
||
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 OpeningMarubozuNode = OpeningMarubozu
|
||
export declare class OpeningMarubozu {
|
||
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 TasukiGapNode = TasukiGap
|
||
export declare class TasukiGap {
|
||
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 UniqueThreeRiverNode = UniqueThreeRiver
|
||
export declare class UniqueThreeRiver {
|
||
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 ConcealingBabySwallowNode = ConcealingBabySwallow
|
||
export declare class ConcealingBabySwallow {
|
||
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 DoubleTopBottomNode = DoubleTopBottom
|
||
export declare class DoubleTopBottom {
|
||
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 TripleTopBottomNode = TripleTopBottom
|
||
export declare class TripleTopBottom {
|
||
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 HeadAndShouldersNode = HeadAndShoulders
|
||
export declare class HeadAndShoulders {
|
||
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 TriangleNode = Triangle
|
||
export declare class Triangle {
|
||
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 WedgeNode = Wedge
|
||
export declare class Wedge {
|
||
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 FlagPennantNode = FlagPennant
|
||
export declare class FlagPennant {
|
||
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 RectangleRangeNode = RectangleRange
|
||
export declare class RectangleRange {
|
||
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 CupAndHandleNode = CupAndHandle
|
||
export declare class CupAndHandle {
|
||
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 AbcdNode = Abcd
|
||
export declare class Abcd {
|
||
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 GartleyNode = Gartley
|
||
export declare class Gartley {
|
||
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 ButterflyNode = Butterfly
|
||
export declare class Butterfly {
|
||
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 BatNode = Bat
|
||
export declare class Bat {
|
||
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 CrabNode = Crab
|
||
export declare class Crab {
|
||
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 SharkNode = Shark
|
||
export declare class Shark {
|
||
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 CypherNode = Cypher
|
||
export declare class Cypher {
|
||
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 ThreeDrivesNode = ThreeDrives
|
||
export declare class ThreeDrives {
|
||
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 TdCamouflageNode = TDCamouflage
|
||
export declare class TDCamouflage {
|
||
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 TdClopNode = TDClop
|
||
export declare class TDClop {
|
||
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 TdClopwinNode = TDClopwin
|
||
export declare class TDClopwin {
|
||
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 TdPropulsionNode = TDPropulsion
|
||
export declare class TDPropulsion {
|
||
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 TdTrapNode = TDTrap
|
||
export declare class TDTrap {
|
||
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 OrderBookImbalanceTop1Node = OrderBookImbalanceTop1
|
||
export declare class OrderBookImbalanceTop1 {
|
||
constructor()
|
||
update(bidPx: Array<number>, bidSz: Array<number>, askPx: Array<number>, askSz: Array<number>): number | null
|
||
batch(snapshots: Array<ObSnapshot>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OrderBookImbalanceFullNode = OrderBookImbalanceFull
|
||
export declare class OrderBookImbalanceFull {
|
||
constructor()
|
||
update(bidPx: Array<number>, bidSz: Array<number>, askPx: Array<number>, askSz: Array<number>): number | null
|
||
batch(snapshots: Array<ObSnapshot>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MicropriceNode = Microprice
|
||
export declare class Microprice {
|
||
constructor()
|
||
update(bidPx: Array<number>, bidSz: Array<number>, askPx: Array<number>, askSz: Array<number>): number | null
|
||
batch(snapshots: Array<ObSnapshot>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type QuotedSpreadNode = QuotedSpread
|
||
export declare class QuotedSpread {
|
||
constructor()
|
||
update(bidPx: Array<number>, bidSz: Array<number>, askPx: Array<number>, askSz: Array<number>): number | null
|
||
batch(snapshots: Array<ObSnapshot>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type DepthSlopeNode = DepthSlope
|
||
export declare class DepthSlope {
|
||
constructor()
|
||
update(bidPx: Array<number>, bidSz: Array<number>, askPx: Array<number>, askSz: Array<number>): number | null
|
||
batch(snapshots: Array<ObSnapshot>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OrderBookImbalanceTopNNode = OrderBookImbalanceTopN
|
||
export declare class OrderBookImbalanceTopN {
|
||
constructor(levels: number)
|
||
update(bidPx: Array<number>, bidSz: Array<number>, askPx: Array<number>, askSz: Array<number>): number | null
|
||
batch(snapshots: Array<ObSnapshot>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SignedVolumeNode = SignedVolume
|
||
export declare class SignedVolume {
|
||
constructor()
|
||
update(price: number, size: number, isBuy: boolean): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CumulativeVolumeDeltaNode = CumulativeVolumeDelta
|
||
export declare class CumulativeVolumeDelta {
|
||
constructor()
|
||
update(price: number, size: number, isBuy: boolean): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TradeImbalanceNode = TradeImbalance
|
||
export declare class TradeImbalance {
|
||
constructor(window: number)
|
||
update(price: number, size: number, isBuy: boolean): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OrderFlowImbalanceNode = OrderFlowImbalance
|
||
export declare class OrderFlowImbalance {
|
||
constructor(period: number)
|
||
update(bidPx: Array<number>, bidSz: Array<number>, askPx: Array<number>, askSz: Array<number>): number | null
|
||
batch(snapshots: Array<ObSnapshot>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VpinNode = Vpin
|
||
export declare class Vpin {
|
||
constructor(bucketVolume: number, numBuckets: number)
|
||
update(price: number, size: number, isBuy: boolean): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AmihudIlliquidityNode = AmihudIlliquidity
|
||
export declare class AmihudIlliquidity {
|
||
constructor(period: number)
|
||
update(price: number, size: number, isBuy: boolean): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RollMeasureNode = RollMeasure
|
||
export declare class RollMeasure {
|
||
constructor(period: number)
|
||
update(price: number, size: number, isBuy: boolean): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type EffectiveSpreadNode = EffectiveSpread
|
||
export declare class EffectiveSpread {
|
||
constructor()
|
||
update(price: number, size: number, isBuy: boolean, mid: number): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>, mid: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type RealizedSpreadNode = RealizedSpread
|
||
export declare class RealizedSpread {
|
||
constructor(horizon: number)
|
||
update(price: number, size: number, isBuy: boolean, mid: number): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>, mid: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type KylesLambdaNode = KylesLambda
|
||
export declare class KylesLambda {
|
||
constructor(window: number)
|
||
update(price: number, size: number, isBuy: boolean, mid: number): number | null
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>, mid: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FootprintNode = Footprint
|
||
export declare class Footprint {
|
||
constructor(tickSize: number)
|
||
update(price: number, size: number, isBuy: boolean): Array<FootprintLevelValue>
|
||
batch(price: Array<number>, size: Array<number>, isBuy: Array<boolean>): Array<Array<FootprintLevelValue>>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FundingRateNode = FundingRate
|
||
export declare class FundingRate {
|
||
constructor()
|
||
update(fundingRate: number): number | null
|
||
batch(fundingRate: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FundingRateMeanNode = FundingRateMean
|
||
export declare class FundingRateMean {
|
||
constructor(window: number)
|
||
update(fundingRate: number): number | null
|
||
batch(fundingRate: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FundingRateZScoreNode = FundingRateZScore
|
||
export declare class FundingRateZScore {
|
||
constructor(window: number)
|
||
update(fundingRate: number): number | null
|
||
batch(fundingRate: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FundingBasisNode = FundingBasis
|
||
export declare class FundingBasis {
|
||
constructor()
|
||
update(markPrice: number, indexPrice: number): number | null
|
||
batch(markPrice: Array<number>, indexPrice: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OpenInterestDeltaNode = OpenInterestDelta
|
||
export declare class OpenInterestDelta {
|
||
constructor()
|
||
update(openInterest: number): number | null
|
||
batch(openInterest: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OIPriceDivergenceNode = OIPriceDivergence
|
||
export declare class OIPriceDivergence {
|
||
constructor(window: number)
|
||
update(openInterest: number, markPrice: number): number | null
|
||
batch(openInterest: Array<number>, markPrice: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OIWeightedNode = OIWeighted
|
||
export declare class OIWeighted {
|
||
constructor()
|
||
update(markPrice: number, openInterest: number): number | null
|
||
batch(markPrice: Array<number>, openInterest: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type LongShortRatioNode = LongShortRatio
|
||
export declare class LongShortRatio {
|
||
constructor()
|
||
update(longSize: number, shortSize: number): number | null
|
||
batch(longSize: Array<number>, shortSize: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TakerBuySellRatioNode = TakerBuySellRatio
|
||
export declare class TakerBuySellRatio {
|
||
constructor()
|
||
update(takerBuyVolume: number, takerSellVolume: number): number | null
|
||
batch(takerBuyVolume: Array<number>, takerSellVolume: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type LiquidationFeaturesNode = LiquidationFeatures
|
||
export declare class LiquidationFeatures {
|
||
constructor()
|
||
update(longLiquidation: number, shortLiquidation: number): LiquidationFeaturesValue | null
|
||
batch(longLiquidation: Array<number>, shortLiquidation: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TermStructureBasisNode = TermStructureBasis
|
||
export declare class TermStructureBasis {
|
||
constructor()
|
||
update(futuresPrice: number, indexPrice: number): number | null
|
||
batch(futuresPrice: Array<number>, indexPrice: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CalendarSpreadNode = CalendarSpread
|
||
export declare class CalendarSpread {
|
||
constructor()
|
||
update(futuresPrice: number, markPrice: number): number | null
|
||
batch(futuresPrice: Array<number>, markPrice: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AdvanceDeclineNode = AdvanceDecline
|
||
export declare class AdvanceDecline {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AdvanceDeclineRatioNode = AdvanceDeclineRatio
|
||
export declare class AdvanceDeclineRatio {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AdVolumeLineNode = AdVolumeLine
|
||
export declare class AdVolumeLine {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type McClellanOscillatorNode = McClellanOscillator
|
||
export declare class McClellanOscillator {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type McClellanSummationIndexNode = McClellanSummationIndex
|
||
export declare class McClellanSummationIndex {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TrinNode = Trin
|
||
export declare class Trin {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type BreadthThrustNode = BreadthThrust
|
||
export declare class BreadthThrust {
|
||
constructor(period: number)
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type NewHighsNewLowsNode = NewHighsNewLows
|
||
export declare class NewHighsNewLows {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type HighLowIndexNode = HighLowIndex
|
||
export declare class HighLowIndex {
|
||
constructor(period: number)
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type PercentAboveMaNode = PercentAboveMa
|
||
export declare class PercentAboveMa {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, aboveMa: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, aboveMa: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type UpDownVolumeRatioNode = UpDownVolumeRatio
|
||
export declare class UpDownVolumeRatio {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type BullishPercentIndexNode = BullishPercentIndex
|
||
export declare class BullishPercentIndex {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, onBuySignal: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, onBuySignal: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CumulativeVolumeIndexNode = CumulativeVolumeIndex
|
||
export declare class CumulativeVolumeIndex {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AbsoluteBreadthIndexNode = AbsoluteBreadthIndex
|
||
export declare class AbsoluteBreadthIndex {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TickIndexNode = TickIndex
|
||
export declare class TickIndex {
|
||
constructor()
|
||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SharpeRatioNode = SharpeRatio
|
||
export declare class SharpeRatio {
|
||
constructor(period: number, riskFree: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SortinoRatioNode = SortinoRatio
|
||
export declare class SortinoRatio {
|
||
constructor(period: number, mar: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type CalmarRatioNode = CalmarRatio
|
||
export declare class CalmarRatio {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OmegaRatioNode = OmegaRatio
|
||
export declare class OmegaRatio {
|
||
constructor(period: number, threshold: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type MaxDrawdownNode = MaxDrawdown
|
||
export declare class MaxDrawdown {
|
||
constructor(period: number)
|
||
update(value: number): number | null
|
||
batch(prices: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AverageDrawdownNode = AverageDrawdown
|
||
export declare class AverageDrawdown {
|
||
constructor(period: number)
|
||
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 RenkoBarsNode = RenkoBars
|
||
export declare class RenkoBars {
|
||
constructor(boxSize: number)
|
||
update(close: number): Array<RenkoBrickValue>
|
||
batch(close: Array<number>): Array<RenkoBrickValue>
|
||
boxSize(): number
|
||
reset(): void
|
||
}
|
||
export type KagiBarsNode = KagiBars
|
||
export declare class KagiBars {
|
||
constructor(reversal: number)
|
||
update(close: number): Array<KagiSegmentValue>
|
||
batch(close: Array<number>): Array<KagiSegmentValue>
|
||
reversal(): number
|
||
reset(): void
|
||
}
|
||
export type PointAndFigureBarsNode = PointAndFigureBars
|
||
export declare class PointAndFigureBars {
|
||
constructor(boxSize: number, reversal: number)
|
||
update(close: number): Array<PnfColumnValue>
|
||
batch(close: Array<number>): Array<PnfColumnValue>
|
||
boxSize(): number
|
||
reversal(): number
|
||
reset(): void
|
||
}
|
||
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
|
||
}
|
||
export type SessionVwapNode = SessionVwap
|
||
export declare class SessionVwap {
|
||
constructor(utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): number | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
utcOffsetMinutes(): number
|
||
}
|
||
export type OvernightGapNode = OvernightGap
|
||
export declare class OvernightGap {
|
||
constructor(utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): number | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
utcOffsetMinutes(): number
|
||
}
|
||
export type SeasonalZScoreNode = SeasonalZScore
|
||
export declare class SeasonalZScore {
|
||
constructor(utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): number | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
utcOffsetMinutes(): number
|
||
}
|
||
export type TimeOfDayReturnProfileNode = TimeOfDayReturnProfile
|
||
export declare class TimeOfDayReturnProfile {
|
||
constructor(buckets: number, utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): Array<number> | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
buckets(): number
|
||
utcOffsetMinutes(): number
|
||
}
|
||
export type IntradayVolatilityProfileNode = IntradayVolatilityProfile
|
||
export declare class IntradayVolatilityProfile {
|
||
constructor(buckets: number, utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): Array<number> | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
buckets(): number
|
||
utcOffsetMinutes(): number
|
||
}
|
||
export type VolumeByTimeProfileNode = VolumeByTimeProfile
|
||
export declare class VolumeByTimeProfile {
|
||
constructor(buckets: number, utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): Array<number> | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
buckets(): number
|
||
utcOffsetMinutes(): number
|
||
}
|
||
export type DayOfWeekProfileNode = DayOfWeekProfile
|
||
export declare class DayOfWeekProfile {
|
||
constructor(utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): Array<number> | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
utcOffsetMinutes(): number
|
||
}
|
||
export type AverageDailyRangeNode = AverageDailyRange
|
||
export declare class AverageDailyRange {
|
||
constructor(period: number, utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): number | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type TurnOfMonthNode = TurnOfMonth
|
||
export declare class TurnOfMonth {
|
||
constructor(nFirst: number, nLast: number, utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): number | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SessionHighLowNode = SessionHighLow
|
||
export declare class SessionHighLow {
|
||
constructor(utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): SessionHighLowValue | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type SessionRangeNode = SessionRange
|
||
export declare class SessionRange {
|
||
constructor(utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): SessionRangeValue | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type OvernightIntradayReturnNode = OvernightIntradayReturn
|
||
export declare class OvernightIntradayReturn {
|
||
constructor(utcOffsetMinutes: number)
|
||
update(open: number, high: number, low: number, close: number, volume: number, timestamp: number): OvernightIntradayReturnValue | null
|
||
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>, timestamp: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibRetracementNode = FibRetracement
|
||
export declare class FibRetracement {
|
||
constructor()
|
||
update(high: number, low: number): FibRetracementValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibExtensionNode = FibExtension
|
||
export declare class FibExtension {
|
||
constructor()
|
||
update(high: number, low: number): FibExtensionValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibProjectionNode = FibProjection
|
||
export declare class FibProjection {
|
||
constructor()
|
||
update(high: number, low: number): FibProjectionValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type AutoFibNode = AutoFib
|
||
export declare class AutoFib {
|
||
constructor()
|
||
update(high: number, low: number): AutoFibValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type GoldenPocketNode = GoldenPocket
|
||
export declare class GoldenPocket {
|
||
constructor()
|
||
update(high: number, low: number): GoldenPocketValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibConfluenceNode = FibConfluence
|
||
export declare class FibConfluence {
|
||
constructor()
|
||
update(high: number, low: number): FibConfluenceValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibFanNode = FibFan
|
||
export declare class FibFan {
|
||
constructor()
|
||
update(high: number, low: number): FibFanValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibArcsNode = FibArcs
|
||
export declare class FibArcs {
|
||
constructor()
|
||
update(high: number, low: number): FibArcsValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibChannelNode = FibChannel
|
||
export declare class FibChannel {
|
||
constructor()
|
||
update(high: number, low: number): FibChannelValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type FibTimeZonesNode = FibTimeZones
|
||
export declare class FibTimeZones {
|
||
constructor()
|
||
update(high: number, low: number): FibTimeZonesValue | null
|
||
batch(high: Array<number>, low: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|
||
export type VolumeRsiNode = VolumeRsi
|
||
export declare class VolumeRsi {
|
||
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 WadNode = Wad
|
||
export declare class Wad {
|
||
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 TwiggsMoneyFlowNode = TwiggsMoneyFlow
|
||
export declare class TwiggsMoneyFlow {
|
||
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 TradeVolumeIndexNode = TradeVolumeIndex
|
||
export declare class TradeVolumeIndex {
|
||
constructor(minTick: 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 IntradayIntensityNode = IntradayIntensity
|
||
export declare class IntradayIntensity {
|
||
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 BetterVolumeNode = BetterVolume
|
||
export declare class BetterVolume {
|
||
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 VolumeWeightedMacdNode = VolumeWeightedMacd
|
||
export declare class VolumeWeightedMacd {
|
||
constructor(fast: number, slow: number, signal: number)
|
||
update(close: number, volume: number): VolumeWeightedMacdValue | null
|
||
/**
|
||
* Returns `[macd0, signal0, histogram0, macd1, ...]`, length `3 * n`.
|
||
* Warmup positions are `NaN`.
|
||
*/
|
||
batch(close: Array<number>, volume: Array<number>): Array<number>
|
||
reset(): void
|
||
isReady(): boolean
|
||
warmupPeriod(): number
|
||
}
|