From 0a3a54e1ab525b3260d8a43e74461d2d58a2a8b9 Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Wed, 19 Jan 2022 19:27:21 +0100 Subject: [PATCH 01/49] docs: Add ta4j --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 0ba708cea..a8ab55ed3 100644 --- a/README.md +++ b/README.md @@ -159,6 +159,7 @@ It is very important to do your own analysis before making any investment based - [Technical Analysis for Rust (Rust)](https://github.com/greyblake/ta-rs) - [Technical Analysis Library using Pandas and Numpy (Python)](https://github.com/bukosabino/ta) - [Tulip Indicators (ANSI C)](https://github.com/TulipCharts/tulipindicators) +- [ta4j (Java)](https://github.com/ta4j/ta4j) ## Maintainers From ffd491072014ad7b9fbaa56a171d111ce6257e00 Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Wed, 19 Jan 2022 19:29:23 +0100 Subject: [PATCH 02/49] chore: Automatically update GitHub Actions --- .github/dependabot.yml | 14 +++++++++++--- 1 file changed, 11 insertions(+), 3 deletions(-) diff --git a/.github/dependabot.yml b/.github/dependabot.yml index 5a102eea9..eb5d34898 100644 --- a/.github/dependabot.yml +++ b/.github/dependabot.yml @@ -1,11 +1,19 @@ version: 2 updates: - - package-ecosystem: npm + - package-ecosystem: 'github-actions' directory: '/' schedule: - day: monday - interval: monthly + day: 'monday' + interval: 'monthly' time: '02:00' + timezone: 'Europe/Berlin' + - package-ecosystem: 'npm' + directory: '/' + schedule: + day: 'monday' + interval: 'monthly' + time: '02:00' + timezone: 'Europe/Berlin' pull-request-branch-name: separator: '-' open-pull-requests-limit: 99 From 48b4735cb506374e97bdaa24110c27397206d307 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 19 Jan 2022 18:31:33 +0000 Subject: [PATCH 03/49] chore(deps): bump actions/checkout from 2.3.4 to 2.4.0 (#397) --- .github/workflows/merge-dependencies.yml | 2 +- .github/workflows/run-tests.yml | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/merge-dependencies.yml b/.github/workflows/merge-dependencies.yml index 21a95cca2..256585fde 100644 --- a/.github/workflows/merge-dependencies.yml +++ b/.github/workflows/merge-dependencies.yml @@ -14,7 +14,7 @@ jobs: if: github.actor == 'dependabot[bot]' steps: - name: 'Checkout repository' - uses: actions/checkout@v2.3.4 + uses: actions/checkout@v2.4.0 - name: 'Automerge dependency updates from Dependabot' uses: ahmadnassri/action-dependabot-auto-merge@v2.4.0 diff --git a/.github/workflows/run-tests.yml b/.github/workflows/run-tests.yml index 4428b27b0..8ac53dd15 100644 --- a/.github/workflows/run-tests.yml +++ b/.github/workflows/run-tests.yml @@ -16,7 +16,7 @@ jobs: node-version: [16.x] steps: - name: 'Checkout repository' - uses: actions/checkout@v2 + uses: actions/checkout@v2.4.0 - name: Use Node.js ${{ matrix.node-version }} uses: actions/setup-node@v1 From 9c7d7d982479755e82ae95f7b5b331d4d884dc7e Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 19 Jan 2022 18:31:42 +0000 Subject: [PATCH 04/49] chore(deps): bump codecov/codecov-action from 1.0.5 to 2.1.0 (#398) --- .github/workflows/run-tests.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/run-tests.yml b/.github/workflows/run-tests.yml index 8ac53dd15..788b960b7 100644 --- a/.github/workflows/run-tests.yml +++ b/.github/workflows/run-tests.yml @@ -33,7 +33,7 @@ jobs: contains(github.event.commits[0].message, '[ci skip]') == false - name: 'Upload coverage reports to Codecov' - uses: codecov/codecov-action@v1.0.5 + uses: codecov/codecov-action@v2.1.0 with: fail_ci_if_error: false file: ./coverage/lcov.info From d556b34b5ee7ae66e239b3c4587ef4a481e6e515 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 19 Jan 2022 18:34:02 +0000 Subject: [PATCH 05/49] chore(deps-dev): bump @typescript-eslint/eslint-plugin (#399) --- package.json | 2 +- yarn.lock | 84 ++++++++++++++++++++++++++++++++++++---------------- 2 files changed, 60 insertions(+), 26 deletions(-) diff --git a/package.json b/package.json index 72698dc34..74c35aa79 100644 --- a/package.json +++ b/package.json @@ -11,7 +11,7 @@ "@types/benchmark": "2.1.1", "@types/jest": "27.4.0", "@types/node": "16.11.18", - "@typescript-eslint/eslint-plugin": "5.9.0", + "@typescript-eslint/eslint-plugin": "5.10.0", "@typescript-eslint/parser": "5.9.0", "benchmark": "2.1.4", "eslint": "8.6.0", diff --git a/yarn.lock b/yarn.lock index 34c996d9c..b6e562921 100644 --- a/yarn.lock +++ b/yarn.lock @@ -696,14 +696,14 @@ dependencies: "@types/yargs-parser" "*" -"@typescript-eslint/eslint-plugin@5.9.0": - version "5.9.0" - resolved "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-5.9.0.tgz#382182d5cb062f52aac54434cfc47c28898c8006" - integrity 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sha512-TzlyTmufJO5V886N+hTJBGIfnjQDQ32rJYxPaeiyWKdjsv2Ld5l8cbS7pxim4DeNs62fKzRSt8Q14Evs4JnZyQ== dependencies: - "@typescript-eslint/experimental-utils" "5.9.0" + "@typescript-eslint/utils" "5.10.0" debug "^4.3.2" tsutils "^3.21.0" +"@typescript-eslint/types@5.10.0": + version "5.10.0" + resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.10.0.tgz#beb3cb345076f5b088afe996d57bcd1dfddaa75c" + integrity sha512-wUljCgkqHsMZbw60IbOqT/puLfyqqD5PquGiBo1u1IS3PLxdi3RDGlyf032IJyh+eQoGhz9kzhtZa+VC4eWTlQ== + "@typescript-eslint/types@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.8.1.tgz#04c6b49ebc8c99238238a6b8b43f2fc613983b5a" @@ -780,6 +781,19 @@ resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.9.0.tgz#e5619803e39d24a03b3369506df196355736e1a3" integrity sha512-mWp6/b56Umo1rwyGCk8fPIzb9Migo8YOniBGPAQDNC6C52SeyNGN4gsVwQTAR+RS2L5xyajON4hOLwAGwPtUwg== +"@typescript-eslint/typescript-estree@5.10.0": + version 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"dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 19 Jan 2022 18:34:28 +0000 Subject: [PATCH 06/49] chore(deps-dev): bump ts-jest from 27.1.2 to 27.1.3 (#400) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 74c35aa79..84bd222f0 100644 --- a/package.json +++ b/package.json @@ -25,7 +25,7 @@ "prettier": "2.5.1", "pretty-quick": "3.1.3", "rimraf": "3.0.2", - "ts-jest": "27.1.2", + "ts-jest": "27.1.3", "ts-node": "10.4.0", "typescript": "4.5.4" }, diff --git a/yarn.lock b/yarn.lock index b6e562921..7e2f1a1c9 100644 --- a/yarn.lock +++ b/yarn.lock @@ -3534,10 +3534,10 @@ tr46@^2.1.0: dependencies: punycode "^2.1.1" -ts-jest@27.1.2: - version "27.1.2" - resolved "https://registry.npmjs.org/ts-jest/-/ts-jest-27.1.2.tgz#5991d6eb3fd8e1a8d4b8f6de3ec0a3cc567f3151" - integrity sha512-eSOiJOWq6Hhs6Khzk5wKC5sgWIXgXqOCiIl1+3lfnearu58Hj4QpE5tUhQcA3xtZrELbcvAGCsd6HB8OsaVaTA== +ts-jest@27.1.3: + version "27.1.3" + resolved "https://registry.npmjs.org/ts-jest/-/ts-jest-27.1.3.tgz#1f723e7e74027c4da92c0ffbd73287e8af2b2957" + integrity sha512-6Nlura7s6uM9BVUAoqLH7JHyMXjz8gluryjpPXxr3IxZdAXnU6FhjvVLHFtfd1vsE1p8zD1OJfskkc0jhTSnkA== dependencies: bs-logger "0.x" fast-json-stable-stringify "2.x" From 296a3195cdd2dcda13b30eda7b3167955c2fcf17 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 19 Jan 2022 18:36:03 +0000 Subject: [PATCH 07/49] chore(deps-dev): bump lint-staged from 12.1.5 to 12.2.1 (#405) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 84bd222f0..d4c0d2959 100644 --- a/package.json +++ b/package.json @@ -21,7 +21,7 @@ "generate-changelog": "1.8.0", "husky": "4.3.8", "jest": "27.4.5", - "lint-staged": "12.1.5", + "lint-staged": "12.2.1", "prettier": "2.5.1", "pretty-quick": "3.1.3", "rimraf": "3.0.2", diff --git a/yarn.lock b/yarn.lock index 7e2f1a1c9..0c38222ed 100644 --- a/yarn.lock +++ b/yarn.lock @@ -2700,10 +2700,10 @@ lines-and-columns@^1.1.6: resolved "https://registry.npmjs.org/lines-and-columns/-/lines-and-columns-1.2.4.tgz#eca284f75d2965079309dc0ad9255abb2ebc1632" integrity sha512-7ylylesZQ/PV29jhEDl3Ufjo6ZX7gCqJr5F7PKrqc93v7fzSymt1BpwEU8nAUXs8qzzvqhbjhK5QZg6Mt/HkBg== -lint-staged@12.1.5: - version "12.1.5" - resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.1.5.tgz#e05582fc39aed5cb13b9dd1dfb8330407246d809" - integrity sha512-WyKb+0sNKDTd1LwwAfTBPp0XmdaKkAOEbg4oHE4Kq2+oQVchg/VAcjVQtSqZih1izNsTURjc2EkhG/syRQUXdA== +lint-staged@12.2.1: + version "12.2.1" + resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.2.1.tgz#e37b5a81deaabf5823f43b3aa903a70c15c9d0b3" + integrity sha512-VCVcA9C2Vt5HHxSR4EZVZFJcQRJH984CGBeY+cJ/xed4mBd+JidbM/xbKcCq5ASaygAV0iITtdsCTnID7h/1OQ== dependencies: cli-truncate "^3.1.0" colorette "^2.0.16" From f4e9104ecd650745144c7ecc30a0bff13517cbbe Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 19 Jan 2022 18:37:15 +0000 Subject: [PATCH 08/49] chore(deps-dev): bump eslint from 8.6.0 to 8.7.0 (#404) --- package.json | 2 +- yarn.lock | 44 ++++++++++++-------------------------------- 2 files changed, 13 insertions(+), 33 deletions(-) diff --git a/package.json b/package.json index d4c0d2959..3573a19d2 100644 --- a/package.json +++ b/package.json @@ -14,7 +14,7 @@ "@typescript-eslint/eslint-plugin": "5.10.0", "@typescript-eslint/parser": "5.9.0", "benchmark": "2.1.4", - "eslint": "8.6.0", + "eslint": "8.7.0", "eslint-config-prettier": "8.3.0", "eslint-plugin-prettier": "4.0.0", "eslint-plugin-typescript-sort-keys": "2.1.0", diff --git a/yarn.lock b/yarn.lock index 0c38222ed..7d82282d2 100644 --- a/yarn.lock +++ b/yarn.lock @@ -919,11 +919,6 @@ ajv@^6.10.0, ajv@^6.12.4: json-schema-traverse "^0.4.1" uri-js "^4.2.2" -ansi-colors@^4.1.1: - version "4.1.1" - resolved "https://registry.npmjs.org/ansi-colors/-/ansi-colors-4.1.1.tgz#cbb9ae256bf750af1eab344f229aa27fe94ba348" - integrity sha512-JoX0apGbHaUJBNl6yF+p6JAFYZ666/hhCGKN5t9QFjbJQKUU/g8MNbFDbvfrgKXvI1QpZplPOnwIo99lX/AAmA== - ansi-escapes@^4.2.1, ansi-escapes@^4.3.0: version "4.3.2" resolved "https://registry.npmjs.org/ansi-escapes/-/ansi-escapes-4.3.2.tgz#6b2291d1db7d98b6521d5f1efa42d0f3a9feb65e" @@ -1470,13 +1465,6 @@ end-of-stream@^1.1.0: dependencies: once "^1.4.0" -enquirer@^2.3.5: - version "2.3.6" - resolved "https://registry.npmjs.org/enquirer/-/enquirer-2.3.6.tgz#2a7fe5dd634a1e4125a975ec994ff5456dc3734d" - integrity sha512-yjNnPr315/FjS4zIsUxYguYUPP2e1NK4d7E7ZOLiyYCcbFBiTMyID+2wvm2w6+pZ/odMA7cRkjhsPbltwBOrLg== - dependencies: - ansi-colors "^4.1.1" - error-ex@^1.3.1: version "1.3.2" resolved "https://registry.npmjs.org/error-ex/-/error-ex-1.3.2.tgz#b4ac40648107fdcdcfae242f428bea8a14d4f1bf" @@ -1565,15 +1553,15 @@ 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imurmurhash "^0.1.4" is-glob "^4.0.0" @@ -1606,9 +1593,7 @@ eslint@8.6.0: minimatch "^3.0.4" natural-compare "^1.4.0" optionator "^0.9.1" - progress "^2.0.0" regexpp "^3.2.0" - semver "^7.2.1" strip-ansi "^6.0.1" strip-json-comments "^3.1.0" text-table "^0.2.0" @@ -2008,7 +1993,7 @@ ignore@^4.0.6: resolved "https://registry.npmjs.org/ignore/-/ignore-4.0.6.tgz#750e3db5862087b4737ebac8207ffd1ef27b25fc" integrity sha512-cyFDKrqc/YdcWFniJhzI42+AzS+gNwmUzOSFcRCQYwySuBBBy/KjuxWLZ/FHEH6Moq1NizMOBWyTcv8O4OZIMg== -ignore@^5.1.4, ignore@^5.1.8: +ignore@^5.1.4, ignore@^5.1.8, ignore@^5.2.0: version "5.2.0" resolved "https://registry.npmjs.org/ignore/-/ignore-5.2.0.tgz#6d3bac8fa7fe0d45d9f9be7bac2fc279577e345a" integrity sha512-CmxgYGiEPCLhfLnpPp1MoRmifwEIOgjcHXxOBjv7mY96c+eWScsOP9c112ZyLdWHi0FxHjI+4uVhKYp/gcdRmQ== @@ -3123,11 +3108,6 @@ pretty-quick@3.1.3: mri "^1.1.5" multimatch "^4.0.0" -progress@^2.0.0: - version "2.0.3" - resolved 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00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 19 Jan 2022 18:40:51 +0000 Subject: [PATCH 09/49] chore(deps-dev): bump @types/node from 16.11.18 to 16.11.21 (#402) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 3573a19d2..5626e6a5d 100644 --- a/package.json +++ b/package.json @@ -10,7 +10,7 @@ "devDependencies": { "@types/benchmark": "2.1.1", "@types/jest": "27.4.0", - "@types/node": "16.11.18", + "@types/node": "16.11.21", "@typescript-eslint/eslint-plugin": "5.10.0", "@typescript-eslint/parser": "5.9.0", "benchmark": "2.1.4", diff --git a/yarn.lock b/yarn.lock index 7d82282d2..eb50d902b 100644 --- a/yarn.lock +++ b/yarn.lock @@ -664,10 +664,10 @@ resolved "https://registry.npmjs.org/@types/node/-/node-17.0.5.tgz#57ca67ec4e57ad9e4ef5a6bab48a15387a1c83e0" integrity 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++++++++++++++++++++++++++++++++------------------- 2 files changed, 463 insertions(+), 280 deletions(-) diff --git a/package.json b/package.json index 5626e6a5d..1155e9822 100644 --- a/package.json +++ b/package.json @@ -20,7 +20,7 @@ "eslint-plugin-typescript-sort-keys": "2.1.0", "generate-changelog": "1.8.0", "husky": "4.3.8", - "jest": "27.4.5", + "jest": "27.4.7", "lint-staged": "12.2.1", "prettier": "2.5.1", "pretty-quick": "3.1.3", diff --git a/yarn.lock b/yarn.lock index eb50d902b..cd2cd2ada 100644 --- a/yarn.lock +++ b/yarn.lock @@ -9,12 +9,24 @@ dependencies: "@babel/highlight" "^7.16.0" +"@babel/code-frame@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/code-frame/-/code-frame-7.16.7.tgz#44416b6bd7624b998f5b1af5d470856c40138789" + integrity sha512-iAXqUn8IIeBTNd72xsFlgaXHkMBMt6y4HJp1tIaK465CWLT/fG1aqB7ykr95gHHmlBdGbFeWWfyB4NJJ0nmeIg== + dependencies: + "@babel/highlight" "^7.16.7" + "@babel/compat-data@^7.16.0": version "7.16.4" resolved 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resolved "https://registry.npmjs.org/@babel/core/-/core-7.16.10.tgz#ebd034f8e7ac2b6bfcdaa83a161141a646f74b50" + integrity sha512-pbiIdZbCiMx/MM6toR+OfXarYix3uz0oVsnNtfdAGTcCTu3w/JGF8JhirevXLBJUu0WguSZI12qpKnx7EeMyLA== + dependencies: + "@babel/code-frame" "^7.16.7" + "@babel/generator" "^7.16.8" + "@babel/helper-compilation-targets" "^7.16.7" + "@babel/helper-module-transforms" "^7.16.7" + "@babel/helpers" "^7.16.7" + "@babel/parser" "^7.16.10" + "@babel/template" "^7.16.7" + "@babel/traverse" "^7.16.10" + "@babel/types" "^7.16.8" + convert-source-map "^1.7.0" + debug "^4.1.0" + gensync "^1.0.0-beta.2" + json5 "^2.1.2" + semver "^6.3.0" + source-map "^0.5.0" + "@babel/generator@^7.16.5", "@babel/generator@^7.7.2": version "7.16.5" resolved "https://registry.npmjs.org/@babel/generator/-/generator-7.16.5.tgz#26e1192eb8f78e0a3acaf3eede3c6fc96d22bedf" @@ -44,6 +77,15 @@ jsesc "^2.5.1" source-map "^0.5.0" +"@babel/generator@^7.16.8": + version "7.16.8" + resolved "https://registry.npmjs.org/@babel/generator/-/generator-7.16.8.tgz#359d44d966b8cd059d543250ce79596f792f2ebe" + integrity sha512-1ojZwE9+lOXzcWdWmO6TbUzDfqLD39CmEhN8+2cX9XkDo5yW1OpgfejfliysR2AWLpMamTiOiAp/mtroaymhpw== + dependencies: + "@babel/types" "^7.16.8" + jsesc "^2.5.1" + source-map "^0.5.0" + "@babel/helper-compilation-targets@^7.16.3": version "7.16.3" resolved "https://registry.npmjs.org/@babel/helper-compilation-targets/-/helper-compilation-targets-7.16.3.tgz#5b480cd13f68363df6ec4dc8ac8e2da11363cbf0" @@ -54,6 +96,16 @@ browserslist "^4.17.5" semver "^6.3.0" +"@babel/helper-compilation-targets@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-compilation-targets/-/helper-compilation-targets-7.16.7.tgz#06e66c5f299601e6c7da350049315e83209d551b" + integrity sha512-mGojBwIWcwGD6rfqgRXVlVYmPAv7eOpIemUG3dGnDdCY4Pae70ROij3XmfrH6Fa1h1aiDylpglbZyktfzyo/hA== + dependencies: + "@babel/compat-data" "^7.16.4" + "@babel/helper-validator-option" "^7.16.7" + browserslist "^4.17.5" + semver "^6.3.0" + "@babel/helper-environment-visitor@^7.16.5": version "7.16.5" resolved "https://registry.npmjs.org/@babel/helper-environment-visitor/-/helper-environment-visitor-7.16.5.tgz#f6a7f38b3c6d8b07c88faea083c46c09ef5451b8" @@ -61,6 +113,13 @@ dependencies: "@babel/types" "^7.16.0" +"@babel/helper-environment-visitor@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-environment-visitor/-/helper-environment-visitor-7.16.7.tgz#ff484094a839bde9d89cd63cba017d7aae80ecd7" + integrity sha512-SLLb0AAn6PkUeAfKJCCOl9e1R53pQlGAfc4y4XuMRZfqeMYLE0dM1LMhqbGAlGQY0lfw5/ohoYWAe9V1yibRag== + dependencies: + "@babel/types" "^7.16.7" + "@babel/helper-function-name@^7.16.0": version "7.16.0" resolved "https://registry.npmjs.org/@babel/helper-function-name/-/helper-function-name-7.16.0.tgz#b7dd0797d00bbfee4f07e9c4ea5b0e30c8bb1481" @@ -70,6 +129,15 @@ "@babel/template" "^7.16.0" "@babel/types" "^7.16.0" +"@babel/helper-function-name@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-function-name/-/helper-function-name-7.16.7.tgz#f1ec51551fb1c8956bc8dd95f38523b6cf375f8f" + integrity sha512-QfDfEnIUyyBSR3HtrtGECuZ6DAyCkYFp7GHl75vFtTnn6pjKeK0T1DB5lLkFvBea8MdaiUABx3osbgLyInoejA== + dependencies: + "@babel/helper-get-function-arity" "^7.16.7" + "@babel/template" "^7.16.7" + "@babel/types" "^7.16.7" + "@babel/helper-get-function-arity@^7.16.0": version "7.16.0" resolved "https://registry.npmjs.org/@babel/helper-get-function-arity/-/helper-get-function-arity-7.16.0.tgz#0088c7486b29a9cb5d948b1a1de46db66e089cfa" @@ -77,6 +145,13 @@ dependencies: "@babel/types" "^7.16.0" +"@babel/helper-get-function-arity@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-get-function-arity/-/helper-get-function-arity-7.16.7.tgz#ea08ac753117a669f1508ba06ebcc49156387419" + integrity sha512-flc+RLSOBXzNzVhcLu6ujeHUrD6tANAOU5ojrRx/as+tbzf8+stUCj7+IfRRoAbEZqj/ahXEMsjhOhgeZsrnTw== + dependencies: + "@babel/types" "^7.16.7" + "@babel/helper-hoist-variables@^7.16.0": version "7.16.0" resolved "https://registry.npmjs.org/@babel/helper-hoist-variables/-/helper-hoist-variables-7.16.0.tgz#4c9023c2f1def7e28ff46fc1dbcd36a39beaa81a" @@ -84,6 +159,13 @@ dependencies: "@babel/types" "^7.16.0" +"@babel/helper-hoist-variables@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-hoist-variables/-/helper-hoist-variables-7.16.7.tgz#86bcb19a77a509c7b77d0e22323ef588fa58c246" + integrity sha512-m04d/0Op34H5v7pbZw6pSKP7weA6lsMvfiIAMeIvkY/R4xQtBSMFEigu9QTZ2qB/9l22vsxtM8a+Q8CzD255fg== + dependencies: + "@babel/types" "^7.16.7" + "@babel/helper-module-imports@^7.16.0": version "7.16.0" resolved "https://registry.npmjs.org/@babel/helper-module-imports/-/helper-module-imports-7.16.0.tgz#90538e60b672ecf1b448f5f4f5433d37e79a3ec3" @@ -91,6 +173,13 @@ dependencies: "@babel/types" "^7.16.0" +"@babel/helper-module-imports@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-module-imports/-/helper-module-imports-7.16.7.tgz#25612a8091a999704461c8a222d0efec5d091437" + integrity sha512-LVtS6TqjJHFc+nYeITRo6VLXve70xmq7wPhWTqDJusJEgGmkAACWwMiTNrvfoQo6hEhFwAIixNkvB0jPXDL8Wg== + dependencies: + "@babel/types" "^7.16.7" + "@babel/helper-module-transforms@^7.16.5": version "7.16.5" resolved "https://registry.npmjs.org/@babel/helper-module-transforms/-/helper-module-transforms-7.16.5.tgz#530ebf6ea87b500f60840578515adda2af470a29" @@ -105,6 +194,20 @@ "@babel/traverse" "^7.16.5" "@babel/types" "^7.16.0" +"@babel/helper-module-transforms@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-module-transforms/-/helper-module-transforms-7.16.7.tgz#7665faeb721a01ca5327ddc6bba15a5cb34b6a41" + integrity sha512-gaqtLDxJEFCeQbYp9aLAefjhkKdjKcdh6DB7jniIGU3Pz52WAmP268zK0VgPz9hUNkMSYeH976K2/Y6yPadpng== + dependencies: + "@babel/helper-environment-visitor" "^7.16.7" + "@babel/helper-module-imports" "^7.16.7" + "@babel/helper-simple-access" "^7.16.7" + "@babel/helper-split-export-declaration" "^7.16.7" + "@babel/helper-validator-identifier" "^7.16.7" + "@babel/template" "^7.16.7" + "@babel/traverse" "^7.16.7" + "@babel/types" "^7.16.7" + "@babel/helper-plugin-utils@^7.0.0", "@babel/helper-plugin-utils@^7.10.4", "@babel/helper-plugin-utils@^7.12.13", "@babel/helper-plugin-utils@^7.14.5", "@babel/helper-plugin-utils@^7.16.5", "@babel/helper-plugin-utils@^7.8.0": version "7.16.5" resolved "https://registry.npmjs.org/@babel/helper-plugin-utils/-/helper-plugin-utils-7.16.5.tgz#afe37a45f39fce44a3d50a7958129ea5b1a5c074" @@ -117,6 +220,13 @@ dependencies: "@babel/types" "^7.16.0" +"@babel/helper-simple-access@^7.16.7": + version "7.16.7" + resolved "https://registry.npmjs.org/@babel/helper-simple-access/-/helper-simple-access-7.16.7.tgz#d656654b9ea08dbb9659b69d61063ccd343ff0f7" + integrity sha512-ZIzHVyoeLMvXMN/vok/a4LWRy8G2v205mNP0XOuf9XRLyX5/u9CnVulUtDgUTama3lT+bf/UqucuZjqiGuTS1g== + dependencies: 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18:45:48 +0000 Subject: [PATCH 11/49] chore(deps-dev): bump @typescript-eslint/parser from 5.9.0 to 5.10.0 (#403) --- package.json | 2 +- yarn.lock | 50 ++++++++------------------------------------------ 2 files changed, 9 insertions(+), 43 deletions(-) diff --git a/package.json b/package.json index 1155e9822..78d2fa758 100644 --- a/package.json +++ b/package.json @@ -12,7 +12,7 @@ "@types/jest": "27.4.0", "@types/node": "16.11.21", "@typescript-eslint/eslint-plugin": "5.10.0", - "@typescript-eslint/parser": "5.9.0", + "@typescript-eslint/parser": "5.10.0", "benchmark": "2.1.4", "eslint": "8.7.0", "eslint-config-prettier": "8.3.0", diff --git a/yarn.lock b/yarn.lock index cd2cd2ada..40fd512c9 100644 --- a/yarn.lock +++ b/yarn.lock @@ -906,14 +906,14 @@ eslint-scope "^5.1.1" eslint-utils "^3.0.0" -"@typescript-eslint/parser@5.9.0": - version "5.9.0" - resolved "https://registry.npmjs.org/@typescript-eslint/parser/-/parser-5.9.0.tgz#fdbb08767a4caa6ca6ccfed5f9ffe9387f0c7d97" - integrity 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"https://registry.npmjs.org/@typescript-eslint/utils/-/utils-5.10.0.tgz#c3d152a85da77c400e37281355561c72fb1b5a65" @@ -1031,14 +1005,6 @@ "@typescript-eslint/types" "5.8.1" eslint-visitor-keys "^3.0.0" -"@typescript-eslint/visitor-keys@5.9.0": - version "5.9.0" - resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.9.0.tgz#7585677732365e9d27f1878150fab3922784a1a6" - integrity sha512-6zq0mb7LV0ThExKlecvpfepiB+XEtFv/bzx7/jKSgyXTFD7qjmSu1FoiS0x3OZaiS+UIXpH2vd9O89f02RCtgw== - dependencies: - "@typescript-eslint/types" "5.9.0" - eslint-visitor-keys "^3.0.0" - abab@^2.0.3, abab@^2.0.5: version "2.0.5" resolved "https://registry.npmjs.org/abab/-/abab-2.0.5.tgz#c0b678fb32d60fc1219c784d6a826fe385aeb79a" From 96e590262ec74816d95c93d58ed5c17f582a022c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 29 Jan 2022 01:06:32 +0100 Subject: [PATCH 12/49] chore(deps): bump actions/setup-node from 1 to 2.5.1 (#396) Bumps [actions/setup-node](https://github.com/actions/setup-node) from 1 to 2.5.1. - [Release notes](https://github.com/actions/setup-node/releases) - [Commits](https://github.com/actions/setup-node/compare/v1...v2.5.1) --- updated-dependencies: - dependency-name: actions/setup-node dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- .github/workflows/run-tests.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/run-tests.yml b/.github/workflows/run-tests.yml index 788b960b7..f211770d6 100644 --- a/.github/workflows/run-tests.yml +++ b/.github/workflows/run-tests.yml @@ -19,7 +19,7 @@ jobs: uses: actions/checkout@v2.4.0 - name: Use Node.js ${{ matrix.node-version }} - uses: actions/setup-node@v1 + uses: actions/setup-node@v2.5.1 with: node-version: ${{ matrix.node-version }} From d445bae79c793e0b5f3e815f2d1c81fe955e4ab5 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 29 Jan 2022 01:07:37 +0100 Subject: [PATCH 13/49] chore(deps): bump ahmadnassri/action-dependabot-auto-merge (#395) Bumps [ahmadnassri/action-dependabot-auto-merge](https://github.com/ahmadnassri/action-dependabot-auto-merge) from 2.4.0 to 2.6. - [Release notes](https://github.com/ahmadnassri/action-dependabot-auto-merge/releases) - [Commits](https://github.com/ahmadnassri/action-dependabot-auto-merge/compare/v2.4.0...v2.6) --- updated-dependencies: - dependency-name: ahmadnassri/action-dependabot-auto-merge dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- .github/workflows/merge-dependencies.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/merge-dependencies.yml b/.github/workflows/merge-dependencies.yml index 256585fde..05dbf1810 100644 --- a/.github/workflows/merge-dependencies.yml +++ b/.github/workflows/merge-dependencies.yml @@ -17,7 +17,7 @@ jobs: uses: actions/checkout@v2.4.0 - name: 'Automerge dependency updates from Dependabot' - uses: ahmadnassri/action-dependabot-auto-merge@v2.4.0 + uses: ahmadnassri/action-dependabot-auto-merge@v2.6 # Guarantee that commit comes from Dependabot (don't blindly trust external GitHub Actions) if: github.actor == 'dependabot[bot]' with: From ca10e36fe338dcfdb2a845a64e7b7eb6b03f8edc Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Feb 2022 01:04:05 +0000 Subject: [PATCH 14/49] chore(deps-dev): bump typescript from 4.5.4 to 4.5.5 (#406) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 78d2fa758..7744cca18 100644 --- a/package.json +++ b/package.json @@ -27,7 +27,7 @@ "rimraf": "3.0.2", "ts-jest": "27.1.3", "ts-node": "10.4.0", - "typescript": "4.5.4" + "typescript": "4.5.5" }, "engines": { "node": ">= 10.9", diff --git a/yarn.lock b/yarn.lock index 40fd512c9..82acf0a70 100644 --- a/yarn.lock +++ b/yarn.lock @@ -3748,10 +3748,10 @@ typedarray-to-buffer@^3.1.5: dependencies: is-typedarray "^1.0.0" -typescript@4.5.4: - version "4.5.4" - resolved "https://registry.npmjs.org/typescript/-/typescript-4.5.4.tgz#a17d3a0263bf5c8723b9c52f43c5084edf13c2e8" - integrity sha512-VgYs2A2QIRuGphtzFV7aQJduJ2gyfTljngLzjpfW9FoYZF6xuw1W0vW9ghCKLfcWrCFxK81CSGRAvS1pn4fIUg== +typescript@4.5.5: + version "4.5.5" + resolved "https://registry.npmjs.org/typescript/-/typescript-4.5.5.tgz#d8c953832d28924a9e3d37c73d729c846c5896f3" + integrity sha512-TCTIul70LyWe6IJWT8QSYeA54WQe8EjQFU4wY52Fasj5UKx88LNYKCgBEHcOMOrFF1rKGbD8v/xcNWVUq9SymA== universalify@^0.1.2: version "0.1.2" From 9b0525977bc406bbbbe2da37259b97d8f9dd79e0 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Feb 2022 01:04:38 +0000 Subject: [PATCH 15/49] chore(deps-dev): bump @typescript-eslint/parser from 5.10.0 to 5.10.2 (#407) --- package.json | 2 +- yarn.lock | 50 ++++++++++++++++++++++++++++++++++++++++++-------- 2 files changed, 43 insertions(+), 9 deletions(-) diff --git a/package.json b/package.json index 7744cca18..dda5ffd29 100644 --- a/package.json +++ b/package.json @@ -12,7 +12,7 @@ "@types/jest": "27.4.0", "@types/node": "16.11.21", "@typescript-eslint/eslint-plugin": "5.10.0", - "@typescript-eslint/parser": "5.10.0", + "@typescript-eslint/parser": "5.10.2", "benchmark": "2.1.4", "eslint": "8.7.0", "eslint-config-prettier": "8.3.0", diff --git a/yarn.lock b/yarn.lock index 82acf0a70..4502dd6a6 100644 --- a/yarn.lock +++ b/yarn.lock @@ -906,14 +906,14 @@ eslint-scope "^5.1.1" eslint-utils "^3.0.0" -"@typescript-eslint/parser@5.10.0": - version "5.10.0" - resolved "https://registry.npmjs.org/@typescript-eslint/parser/-/parser-5.10.0.tgz#8f59e036f5f1cffc178cacbd5ccdd02aeb96c91c" - integrity sha512-pJB2CCeHWtwOAeIxv8CHVGJhI5FNyJAIpx5Pt72YkK3QfEzt6qAlXZuyaBmyfOdM62qU0rbxJzNToPTVeJGrQw== - dependencies: - "@typescript-eslint/scope-manager" "5.10.0" - "@typescript-eslint/types" "5.10.0" - "@typescript-eslint/typescript-estree" "5.10.0" +"@typescript-eslint/parser@5.10.2": + version "5.10.2" + resolved "https://registry.npmjs.org/@typescript-eslint/parser/-/parser-5.10.2.tgz#b6076d27cc5499ce3f2c625f5ccde946ecb7db9a" + integrity sha512-JaNYGkaQVhP6HNF+lkdOr2cAs2wdSZBoalE22uYWq8IEv/OVH0RksSGydk+sW8cLoSeYmC+OHvRyv2i4AQ7Czg== + dependencies: + "@typescript-eslint/scope-manager" "5.10.2" + "@typescript-eslint/types" "5.10.2" + "@typescript-eslint/typescript-estree" "5.10.2" debug "^4.3.2" "@typescript-eslint/scope-manager@5.10.0": @@ -924,6 +924,14 @@ "@typescript-eslint/types" "5.10.0" "@typescript-eslint/visitor-keys" "5.10.0" +"@typescript-eslint/scope-manager@5.10.2": + version "5.10.2" + resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.10.2.tgz#92c0bc935ec00f3d8638cdffb3d0e70c9b879639" + integrity sha512-39Tm6f4RoZoVUWBYr3ekS75TYgpr5Y+X0xLZxXqcZNDWZdJdYbKd3q2IR4V9y5NxxiPu/jxJ8XP7EgHiEQtFnw== + dependencies: + "@typescript-eslint/types" "5.10.2" + "@typescript-eslint/visitor-keys" "5.10.2" + "@typescript-eslint/scope-manager@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.8.1.tgz#7fc0604f7ade8833e4d42cebaa1e2debf8b932e4" @@ -946,6 +954,11 @@ resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.10.0.tgz#beb3cb345076f5b088afe996d57bcd1dfddaa75c" integrity sha512-wUljCgkqHsMZbw60IbOqT/puLfyqqD5PquGiBo1u1IS3PLxdi3RDGlyf032IJyh+eQoGhz9kzhtZa+VC4eWTlQ== +"@typescript-eslint/types@5.10.2": + version "5.10.2" + resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.10.2.tgz#604d15d795c4601fffba6ecb4587ff9fdec68ce8" + integrity sha512-Qfp0qk/5j2Rz3p3/WhWgu4S1JtMcPgFLnmAKAW061uXxKSa7VWKZsDXVaMXh2N60CX9h6YLaBoy9PJAfCOjk3w== + "@typescript-eslint/types@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.8.1.tgz#04c6b49ebc8c99238238a6b8b43f2fc613983b5a" @@ -964,6 +977,19 @@ semver "^7.3.5" tsutils "^3.21.0" +"@typescript-eslint/typescript-estree@5.10.2": + version "5.10.2" + resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.10.2.tgz#810906056cd3ddcb35aa333fdbbef3713b0fe4a7" + integrity sha512-WHHw6a9vvZls6JkTgGljwCsMkv8wu8XU8WaYKeYhxhWXH/atZeiMW6uDFPLZOvzNOGmuSMvHtZKd6AuC8PrwKQ== + dependencies: + "@typescript-eslint/types" "5.10.2" + "@typescript-eslint/visitor-keys" "5.10.2" + debug "^4.3.2" + globby "^11.0.4" + is-glob "^4.0.3" + semver "^7.3.5" + tsutils "^3.21.0" + "@typescript-eslint/typescript-estree@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.8.1.tgz#a592855be688e7b729a1e9411d7d74ec992ed6ef" @@ -997,6 +1023,14 @@ "@typescript-eslint/types" "5.10.0" eslint-visitor-keys "^3.0.0" +"@typescript-eslint/visitor-keys@5.10.2": + version "5.10.2" + resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.10.2.tgz#fdbf272d8e61c045d865bd6c8b41bea73d222f3d" + integrity sha512-zHIhYGGGrFJvvyfwHk5M08C5B5K4bewkm+rrvNTKk1/S15YHR+SA/QUF8ZWscXSfEaB8Nn2puZj+iHcoxVOD/Q== + dependencies: + "@typescript-eslint/types" "5.10.2" + eslint-visitor-keys "^3.0.0" + "@typescript-eslint/visitor-keys@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.8.1.tgz#58a2c566265d5511224bc316149890451c1bbab0" From 85af7726cf157087d39702222e1fd81fc19efd22 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Feb 2022 01:05:04 +0000 Subject: [PATCH 16/49] chore(deps-dev): bump lint-staged from 12.2.1 to 12.3.2 (#409) --- package.json | 2 +- yarn.lock | 32 ++++++++++++++++---------------- 2 files changed, 17 insertions(+), 17 deletions(-) diff --git a/package.json b/package.json index dda5ffd29..1bb9417f2 100644 --- a/package.json +++ b/package.json @@ -21,7 +21,7 @@ "generate-changelog": "1.8.0", "husky": "4.3.8", "jest": "27.4.7", - "lint-staged": "12.2.1", + "lint-staged": "12.3.2", "prettier": "2.5.1", "pretty-quick": "3.1.3", "rimraf": "3.0.2", diff --git a/yarn.lock b/yarn.lock index 4502dd6a6..c937f751c 100644 --- a/yarn.lock +++ b/yarn.lock @@ -2859,10 +2859,10 @@ lines-and-columns@^1.1.6: resolved "https://registry.npmjs.org/lines-and-columns/-/lines-and-columns-1.2.4.tgz#eca284f75d2965079309dc0ad9255abb2ebc1632" integrity sha512-7ylylesZQ/PV29jhEDl3Ufjo6ZX7gCqJr5F7PKrqc93v7fzSymt1BpwEU8nAUXs8qzzvqhbjhK5QZg6Mt/HkBg== -lint-staged@12.2.1: - version "12.2.1" - resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.2.1.tgz#e37b5a81deaabf5823f43b3aa903a70c15c9d0b3" - integrity sha512-VCVcA9C2Vt5HHxSR4EZVZFJcQRJH984CGBeY+cJ/xed4mBd+JidbM/xbKcCq5ASaygAV0iITtdsCTnID7h/1OQ== +lint-staged@12.3.2: + version "12.3.2" + resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.3.2.tgz#c87fe59dca475b7d1cb56863c5faa03c145e1446" + integrity sha512-gtw4Cbj01SuVSfAOXC6ivd/7VKHTj51yj5xV8TgktFmYNMsZzXuSd5/brqJEA93v63wL7R6iDlunMANOechC0A== dependencies: cli-truncate "^3.1.0" colorette "^2.0.16" @@ -2870,25 +2870,25 @@ lint-staged@12.2.1: debug "^4.3.3" execa "^5.1.1" lilconfig "2.0.4" - listr2 "^3.13.5" + listr2 "^4.0.1" micromatch "^4.0.4" normalize-path "^3.0.0" - object-inspect "^1.11.1" + object-inspect "^1.12.0" string-argv "^0.3.1" supports-color "^9.2.1" yaml "^1.10.2" -listr2@^3.13.5: - version "3.13.5" - resolved "https://registry.npmjs.org/listr2/-/listr2-3.13.5.tgz#105a813f2eb2329c4aae27373a281d610ee4985f" - integrity sha512-3n8heFQDSk+NcwBn3CgxEibZGaRzx+pC64n3YjpMD1qguV4nWus3Al+Oo3KooqFKTQEJ1v7MmnbnyyNspgx3NA== +listr2@^4.0.1: + version "4.0.2" + resolved "https://registry.npmjs.org/listr2/-/listr2-4.0.2.tgz#04d66f8c8694a14920d7df08ebe01568948fb500" + integrity sha512-YcgwfCWpvPbj9FLUGqvdFvd3hrFWKpOeuXznRgfWEJ7RNr8b/IKKIKZABHx3aU+4CWN/iSAFFSReziQG6vTeIA== dependencies: cli-truncate "^2.1.0" colorette "^2.0.16" log-update "^4.0.0" p-map "^4.0.0" rfdc "^1.3.0" - rxjs "^7.4.0" + rxjs "^7.5.2" through "^2.3.8" wrap-ansi "^7.0.0" @@ -3062,7 +3062,7 @@ nwsapi@^2.2.0: resolved "https://registry.npmjs.org/nwsapi/-/nwsapi-2.2.0.tgz#204879a9e3d068ff2a55139c2c772780681a38b7" integrity sha512-h2AatdwYH+JHiZpv7pt/gSX1XoRGb7L/qSIeuqA6GwYoF9w1vP1cw42TO0aI2pNyshRK5893hNSl+1//vHK7hQ== -object-inspect@^1.11.1: +object-inspect@^1.12.0: version "1.12.0" resolved "https://registry.npmjs.org/object-inspect/-/object-inspect-1.12.0.tgz#6e2c120e868fd1fd18cb4f18c31741d0d6e776f0" integrity sha512-Ho2z80bVIvJloH+YzRmpZVQe87+qASmBUKZDWgx9cu+KDrX2ZDH/3tMy+gXbZETVGs2M8YdxObOh7XAtim9Y0g== @@ -3399,10 +3399,10 @@ run-parallel@^1.1.9: dependencies: queue-microtask "^1.2.2" -rxjs@^7.4.0: - version "7.5.0" - resolved "https://registry.npmjs.org/rxjs/-/rxjs-7.5.0.tgz#9424fbefb42bec9a8fb53a53fc64b3e5ecf90587" - integrity sha512-fuCKAfFawVYX0pyFlETtYnXI+5iiY9Dftgk+VdgeOq+Qyi9ZDWckHZRDaXRt5WCNbbLkmAheoSGDiceyCIKNZA== +rxjs@^7.5.2: + version "7.5.2" + resolved "https://registry.npmjs.org/rxjs/-/rxjs-7.5.2.tgz#11e4a3a1dfad85dbf7fb6e33cbba17668497490b" + integrity sha512-PwDt186XaL3QN5qXj/H9DGyHhP3/RYYgZZwqBv9Tv8rsAaiwFH1IsJJlcgD37J7UW5a6O67qX0KWKS3/pu0m4w== dependencies: tslib "^2.1.0" From 8ffa4f44166b4081cb4f7df1321a3fd31d20297f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Feb 2022 01:13:02 +0000 Subject: [PATCH 17/49] chore(deps-dev): bump @typescript-eslint/eslint-plugin (#410) --- package.json | 2 +- yarn.lock | 74 ++++++++++++++-------------------------------------- 2 files changed, 21 insertions(+), 55 deletions(-) diff --git a/package.json b/package.json index 1bb9417f2..6fcf9e6ce 100644 --- a/package.json +++ b/package.json @@ -11,7 +11,7 @@ "@types/benchmark": "2.1.1", "@types/jest": "27.4.0", "@types/node": "16.11.21", - "@typescript-eslint/eslint-plugin": "5.10.0", + "@typescript-eslint/eslint-plugin": "5.10.2", "@typescript-eslint/parser": "5.10.2", "benchmark": "2.1.4", "eslint": "8.7.0", diff --git a/yarn.lock b/yarn.lock index c937f751c..6ab5804bb 100644 --- a/yarn.lock +++ b/yarn.lock @@ -879,14 +879,14 @@ dependencies: "@types/yargs-parser" "*" -"@typescript-eslint/eslint-plugin@5.10.0": - version "5.10.0" - resolved "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-5.10.0.tgz#e90afea96dff8620892ad216b0e4ccdf8ee32d3a" - integrity sha512-XXVKnMsq2fuu9K2KsIxPUGqb6xAImz8MEChClbXmE3VbveFtBUU5bzM6IPVWqzyADIgdkS2Ws/6Xo7W2TeZWjQ== - dependencies: - "@typescript-eslint/scope-manager" "5.10.0" - "@typescript-eslint/type-utils" "5.10.0" - "@typescript-eslint/utils" "5.10.0" +"@typescript-eslint/eslint-plugin@5.10.2": + version "5.10.2" + resolved "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-5.10.2.tgz#f8c1d59fc37bd6d9d11c97267fdfe722c4777152" + integrity sha512-4W/9lLuE+v27O/oe7hXJKjNtBLnZE8tQAFpapdxwSVHqtmIoPB1gph3+ahNwVuNL37BX7YQHyGF9Xv6XCnIX2Q== + dependencies: + "@typescript-eslint/scope-manager" "5.10.2" + "@typescript-eslint/type-utils" "5.10.2" + "@typescript-eslint/utils" "5.10.2" debug "^4.3.2" functional-red-black-tree "^1.0.1" ignore "^5.1.8" @@ -916,14 +916,6 @@ "@typescript-eslint/typescript-estree" "5.10.2" debug "^4.3.2" -"@typescript-eslint/scope-manager@5.10.0": - 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"@typescript-eslint/utils" "5.10.0" + "@typescript-eslint/utils" "5.10.2" debug "^4.3.2" tsutils "^3.21.0" -"@typescript-eslint/types@5.10.0": - version "5.10.0" - resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.10.0.tgz#beb3cb345076f5b088afe996d57bcd1dfddaa75c" - integrity sha512-wUljCgkqHsMZbw60IbOqT/puLfyqqD5PquGiBo1u1IS3PLxdi3RDGlyf032IJyh+eQoGhz9kzhtZa+VC4eWTlQ== - "@typescript-eslint/types@5.10.2": version "5.10.2" resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.10.2.tgz#604d15d795c4601fffba6ecb4587ff9fdec68ce8" @@ -964,19 +951,6 @@ resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.8.1.tgz#04c6b49ebc8c99238238a6b8b43f2fc613983b5a" integrity sha512-L/FlWCCgnjKOLefdok90/pqInkomLnAcF9UAzNr+DSqMC3IffzumHTQTrINXhP1gVp9zlHiYYjvozVZDPleLcA== -"@typescript-eslint/typescript-estree@5.10.0": - version "5.10.0" - resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.10.0.tgz#4be24a3dea0f930bb1397c46187d0efdd955a224" - integrity sha512-x+7e5IqfwLwsxTdliHRtlIYkgdtYXzE0CkFeV6ytAqq431ZyxCFzNMNR5sr3WOlIG/ihVZr9K/y71VHTF/DUQA== - dependencies: - "@typescript-eslint/types" "5.10.0" - "@typescript-eslint/visitor-keys" "5.10.0" - debug "^4.3.2" - globby "^11.0.4" - is-glob "^4.0.3" - semver "^7.3.5" - tsutils "^3.21.0" - "@typescript-eslint/typescript-estree@5.10.2": version "5.10.2" resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.10.2.tgz#810906056cd3ddcb35aa333fdbbef3713b0fe4a7" @@ -1003,26 +977,18 @@ semver "^7.3.5" tsutils "^3.21.0" -"@typescript-eslint/utils@5.10.0": - version "5.10.0" - resolved "https://registry.npmjs.org/@typescript-eslint/utils/-/utils-5.10.0.tgz#c3d152a85da77c400e37281355561c72fb1b5a65" - integrity sha512-IGYwlt1CVcFoE2ueW4/ioEwybR60RAdGeiJX/iDAw0t5w0wK3S7QncDwpmsM70nKgGTuVchEWB8lwZwHqPAWRg== +"@typescript-eslint/utils@5.10.2": + version "5.10.2" + resolved "https://registry.npmjs.org/@typescript-eslint/utils/-/utils-5.10.2.tgz#1fcd37547c32c648ab11aea7173ec30060ee87a8" + integrity sha512-vuJaBeig1NnBRkf7q9tgMLREiYD7zsMrsN1DA3wcoMDvr3BTFiIpKjGiYZoKPllfEwN7spUjv7ZqD+JhbVjEPg== dependencies: "@types/json-schema" "^7.0.9" - "@typescript-eslint/scope-manager" "5.10.0" - "@typescript-eslint/types" "5.10.0" - "@typescript-eslint/typescript-estree" "5.10.0" + "@typescript-eslint/scope-manager" "5.10.2" + "@typescript-eslint/types" "5.10.2" + "@typescript-eslint/typescript-estree" "5.10.2" eslint-scope "^5.1.1" eslint-utils "^3.0.0" -"@typescript-eslint/visitor-keys@5.10.0": - version "5.10.0" - resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.10.0.tgz#770215497ad67cd15a572b52089991d5dfe06281" - integrity sha512-GMxj0K1uyrFLPKASLmZzCuSddmjZVbVj3Ouy5QVuIGKZopxvOr24JsS7gruz6C3GExE01mublZ3mIBOaon9zuQ== - dependencies: - "@typescript-eslint/types" "5.10.0" - eslint-visitor-keys "^3.0.0" - "@typescript-eslint/visitor-keys@5.10.2": version "5.10.2" resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.10.2.tgz#fdbf272d8e61c045d865bd6c8b41bea73d222f3d" From 4b93264aed70f16ef1433ec89848d07a3f21713b Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Feb 2022 01:13:23 +0000 Subject: [PATCH 18/49] chore(deps-dev): bump eslint from 8.7.0 to 8.8.0 (#408) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 6fcf9e6ce..17979c0e0 100644 --- a/package.json +++ b/package.json @@ -14,7 +14,7 @@ "@typescript-eslint/eslint-plugin": "5.10.2", "@typescript-eslint/parser": "5.10.2", "benchmark": "2.1.4", - "eslint": "8.7.0", + "eslint": "8.8.0", "eslint-config-prettier": "8.3.0", "eslint-plugin-prettier": "4.0.0", "eslint-plugin-typescript-sort-keys": "2.1.0", diff --git a/yarn.lock b/yarn.lock index 6ab5804bb..f2910e47e 100644 --- a/yarn.lock +++ b/yarn.lock @@ -1707,10 +1707,10 @@ eslint-visitor-keys@^3.0.0, eslint-visitor-keys@^3.1.0, eslint-visitor-keys@^3.2 resolved "https://registry.npmjs.org/eslint-visitor-keys/-/eslint-visitor-keys-3.2.0.tgz#6fbb166a6798ee5991358bc2daa1ba76cc1254a1" integrity sha512-IOzT0X126zn7ALX0dwFiUQEdsfzrm4+ISsQS8nukaJXwEyYKRSnEIIDULYg1mCtGp7UUXgfGl7BIolXREQK+XQ== -eslint@8.7.0: - version "8.7.0" - resolved "https://registry.npmjs.org/eslint/-/eslint-8.7.0.tgz#22e036842ee5b7cf87b03fe237731675b4d3633c" - integrity sha512-ifHYzkBGrzS2iDU7KjhCAVMGCvF6M3Xfs8X8b37cgrUlDt6bWRTpRh6T/gtSXv1HJ/BUGgmjvNvOEGu85Iif7w== +eslint@8.8.0: + version "8.8.0" + resolved "https://registry.npmjs.org/eslint/-/eslint-8.8.0.tgz#9762b49abad0cb4952539ffdb0a046392e571a2d" + integrity sha512-H3KXAzQGBH1plhYS3okDix2ZthuYJlQQEGE5k0IKuEqUSiyu4AmxxlJ2MtTYeJ3xB4jDhcYCwGOg2TXYdnDXlQ== dependencies: "@eslint/eslintrc" "^1.0.5" "@humanwhocodes/config-array" "^0.9.2" From 4c87ea7e263e2d91782d704cceba9754f78d3daa Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Mon, 7 Feb 2022 01:11:37 +0100 Subject: [PATCH 19/49] docs: Add contact details --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index a8ab55ed3..f935d5179 100644 --- a/README.md +++ b/README.md @@ -165,6 +165,8 @@ It is very important to do your own analysis before making any investment based [![Benny Neugebauer on Stack Exchange][stack_exchange_bennycode_badge]][stack_exchange_bennycode_url] +- [Follow Benny on Twitter](https://twitter.com/bennycode) or [on YouTube](https://www.youtube.com/typescripttv) + ## Contributing Contributions, issues and feature requests are welcome! From d31f329b1715053ae3686a178d67e6f244097366 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:09:09 +0000 Subject: [PATCH 20/49] chore(deps-dev): bump lint-staged from 12.3.2 to 12.3.4 (#413) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 17979c0e0..913594a4d 100644 --- a/package.json +++ b/package.json @@ -21,7 +21,7 @@ "generate-changelog": "1.8.0", "husky": "4.3.8", "jest": "27.4.7", - "lint-staged": "12.3.2", + "lint-staged": "12.3.4", "prettier": "2.5.1", "pretty-quick": "3.1.3", "rimraf": "3.0.2", diff --git a/yarn.lock b/yarn.lock index f2910e47e..01bcc602c 100644 --- a/yarn.lock +++ b/yarn.lock @@ -2825,10 +2825,10 @@ lines-and-columns@^1.1.6: resolved "https://registry.npmjs.org/lines-and-columns/-/lines-and-columns-1.2.4.tgz#eca284f75d2965079309dc0ad9255abb2ebc1632" integrity sha512-7ylylesZQ/PV29jhEDl3Ufjo6ZX7gCqJr5F7PKrqc93v7fzSymt1BpwEU8nAUXs8qzzvqhbjhK5QZg6Mt/HkBg== -lint-staged@12.3.2: - version "12.3.2" - resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.3.2.tgz#c87fe59dca475b7d1cb56863c5faa03c145e1446" - integrity sha512-gtw4Cbj01SuVSfAOXC6ivd/7VKHTj51yj5xV8TgktFmYNMsZzXuSd5/brqJEA93v63wL7R6iDlunMANOechC0A== +lint-staged@12.3.4: + version "12.3.4" + resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.3.4.tgz#4b1ff8c394c3e6da436aaec5afd4db18b5dac360" + integrity sha512-yv/iK4WwZ7/v0GtVkNb3R82pdL9M+ScpIbJLJNyCXkJ1FGaXvRCOg/SeL59SZtPpqZhE7BD6kPKFLIDUhDx2/w== dependencies: cli-truncate "^3.1.0" colorette "^2.0.16" From c85f2f41a82c655d46ff01e8a04bfe6b206c0f8f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:09:39 +0000 Subject: [PATCH 21/49] chore(deps-dev): bump ts-node from 10.4.0 to 10.5.0 (#414) --- package.json | 2 +- yarn.lock | 14 ++++++++++---- 2 files changed, 11 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 913594a4d..e14828f32 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "pretty-quick": "3.1.3", "rimraf": "3.0.2", "ts-jest": "27.1.3", - "ts-node": "10.4.0", + "ts-node": "10.5.0", "typescript": "4.5.5" }, "engines": { diff --git a/yarn.lock b/yarn.lock index 01bcc602c..8bd2d5263 100644 --- a/yarn.lock +++ b/yarn.lock @@ -3677,10 +3677,10 @@ ts-jest@27.1.3: semver "7.x" yargs-parser "20.x" -ts-node@10.4.0: - version "10.4.0" - resolved "https://registry.npmjs.org/ts-node/-/ts-node-10.4.0.tgz#680f88945885f4e6cf450e7f0d6223dd404895f7" - integrity sha512-g0FlPvvCXSIO1JDF6S232P5jPYqBkRL9qly81ZgAOSU7rwI0stphCgd2kLiCrU9DjQCrJMWEqcNSjQL02s6d8A== +ts-node@10.5.0: + version "10.5.0" + resolved "https://registry.npmjs.org/ts-node/-/ts-node-10.5.0.tgz#618bef5854c1fbbedf5e31465cbb224a1d524ef9" + integrity sha512-6kEJKwVxAJ35W4akuiysfKwKmjkbYxwQMTBaAxo9KKAx/Yd26mPUyhGz3ji+EsJoAgrLqVsYHNuuYwQe22lbtw== dependencies: "@cspotcode/source-map-support" "0.7.0" "@tsconfig/node10" "^1.0.7" @@ -3693,6 +3693,7 @@ ts-node@10.4.0: create-require "^1.1.0" diff "^4.0.1" make-error "^1.1.1" + v8-compile-cache-lib "^3.0.0" yn "3.1.1" tslib@^1.8.1: @@ -3765,6 +3766,11 @@ uri-js@^4.2.2: dependencies: punycode "^2.1.0" +v8-compile-cache-lib@^3.0.0: + version "3.0.0" + resolved "https://registry.npmjs.org/v8-compile-cache-lib/-/v8-compile-cache-lib-3.0.0.tgz#0582bcb1c74f3a2ee46487ceecf372e46bce53e8" + integrity sha512-mpSYqfsFvASnSn5qMiwrr4VKfumbPyONLCOPmsR3A6pTY/r0+tSaVbgPWSAIuzbk3lCTa+FForeTiO+wBQGkjA== + v8-compile-cache@^2.0.3: version "2.3.0" resolved "https://registry.npmjs.org/v8-compile-cache/-/v8-compile-cache-2.3.0.tgz#2de19618c66dc247dcfb6f99338035d8245a2cee" From 1abbd3735ca44991df7b650df30b59a8ecc6cdda Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:09:58 +0000 Subject: [PATCH 22/49] chore(deps): bump @types/big.js from 6.1.2 to 6.1.3 (#415) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index e14828f32..e8e996f84 100644 --- a/package.json +++ b/package.json @@ -3,7 +3,7 @@ "url": "https://github.com/bennycode/trading-signals/issues" }, "dependencies": { - "@types/big.js": "6.1.2", + "@types/big.js": "6.1.3", "big.js": "6.1.1" }, "description": "Technical indicators to run technical analysis with JavaScript / TypeScript.", diff --git a/yarn.lock b/yarn.lock index 8bd2d5263..30db182c8 100644 --- a/yarn.lock +++ b/yarn.lock @@ -793,10 +793,10 @@ resolved "https://registry.npmjs.org/@types/benchmark/-/benchmark-2.1.1.tgz#d763df29717d93aa333eb11f421ef383a5df5673" integrity sha512-XmdNOarpSSxnb3DE2rRFOFsEyoqXLUL+7H8nSGS25vs+JS0018bd+cW5Ma9vdlkPmoTHSQ6e8EUFMFMxeE4l+g== -"@types/big.js@6.1.2": - version "6.1.2" - resolved "https://registry.npmjs.org/@types/big.js/-/big.js-6.1.2.tgz#68a952b629a6aaa2b5855a2f63363d1e77f6dd91" - integrity sha512-h24JIZ52rvSvi2jkpYDk2yLH99VzZoCJiSfDWwjst7TwJVuXN61XVCUlPCzRl7mxKEMsGf8z42Q+J4TZwU3z2w== +"@types/big.js@6.1.3": + version "6.1.3" + resolved "https://registry.npmjs.org/@types/big.js/-/big.js-6.1.3.tgz#c008dec4dae24c7a338ebb4521c46e9609020807" + integrity sha512-fHh2h1cFlvGP0kFCqoAsnuQoM0n3xHB6HxgZvELt7dji+BtK/j938MRL0nG5AA45EgibuFcPjgLlkqfUPCyoKw== "@types/graceful-fs@^4.1.2": version "4.1.5" From b42de091368c48a8b3534a524efc66f78b7efef4 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:10:03 +0000 Subject: [PATCH 23/49] chore(deps-dev): bump @typescript-eslint/parser from 5.10.2 to 5.13.0 (#416) --- package.json | 2 +- yarn.lock | 50 ++++++++++++++++++++++++++++++++++++++++++-------- 2 files changed, 43 insertions(+), 9 deletions(-) diff --git a/package.json b/package.json index e8e996f84..8e238a689 100644 --- a/package.json +++ b/package.json @@ -12,7 +12,7 @@ "@types/jest": "27.4.0", "@types/node": "16.11.21", "@typescript-eslint/eslint-plugin": "5.10.2", - 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version "7.1.0" - resolved "https://registry.npmjs.org/eslint-scope/-/eslint-scope-7.1.0.tgz#c1f6ea30ac583031f203d65c73e723b01298f153" - integrity sha512-aWwkhnS0qAXqNOgKOK0dJ2nvzEbhEvpy8OlJ9kZ0FeZnA6zpjv1/Vei+puGFFX7zkPCkHHXb7IDX3A+7yPrRWg== +eslint-scope@^7.1.1: + version "7.1.1" + resolved "https://registry.npmjs.org/eslint-scope/-/eslint-scope-7.1.1.tgz#fff34894c2f65e5226d3041ac480b4513a163642" + integrity sha512-QKQM/UXpIiHcLqJ5AOyIW7XZmzjkzQXYE54n1++wb0u9V/abW3l9uQnxX8Z5Xd18xyKIMTUAyQ0k1e8pz6LUrw== dependencies: esrecurse "^4.3.0" estraverse "^5.2.0" @@ -1736,17 +1736,17 @@ eslint-visitor-keys@^2.0.0: resolved "https://registry.npmjs.org/eslint-visitor-keys/-/eslint-visitor-keys-2.1.0.tgz#f65328259305927392c938ed44eb0a5c9b2bd303" integrity sha512-0rSmRBzXgDzIsD6mGdJgevzgezI534Cer5L/vyMX0kHzT/jiB43jRhd9YUlMGYLQy2zprNmoT8qasCGtY+QaKw== -eslint-visitor-keys@^3.0.0, eslint-visitor-keys@^3.1.0, eslint-visitor-keys@^3.2.0: - version "3.2.0" - resolved "https://registry.npmjs.org/eslint-visitor-keys/-/eslint-visitor-keys-3.2.0.tgz#6fbb166a6798ee5991358bc2daa1ba76cc1254a1" - integrity sha512-IOzT0X126zn7ALX0dwFiUQEdsfzrm4+ISsQS8nukaJXwEyYKRSnEIIDULYg1mCtGp7UUXgfGl7BIolXREQK+XQ== +eslint-visitor-keys@^3.0.0, eslint-visitor-keys@^3.3.0: + version "3.3.0" + resolved "https://registry.npmjs.org/eslint-visitor-keys/-/eslint-visitor-keys-3.3.0.tgz#f6480fa6b1f30efe2d1968aa8ac745b862469826" + integrity sha512-mQ+suqKJVyeuwGYHAdjMFqjCyfl8+Ldnxuyp3ldiMBFKkvytrXUZWaiPCEav8qDHKty44bD+qV1IP4T+w+xXRA== -eslint@8.8.0: - version "8.8.0" - resolved "https://registry.npmjs.org/eslint/-/eslint-8.8.0.tgz#9762b49abad0cb4952539ffdb0a046392e571a2d" - integrity sha512-H3KXAzQGBH1plhYS3okDix2ZthuYJlQQEGE5k0IKuEqUSiyu4AmxxlJ2MtTYeJ3xB4jDhcYCwGOg2TXYdnDXlQ== +eslint@8.10.0: + version "8.10.0" + resolved "https://registry.npmjs.org/eslint/-/eslint-8.10.0.tgz#931be395eb60f900c01658b278e05b6dae47199d" + integrity sha512-tcI1D9lfVec+R4LE1mNDnzoJ/f71Kl/9Cv4nG47jOueCMBrCCKYXr4AUVS7go6mWYGFD4+EoN6+eXSrEbRzXVw== dependencies: - "@eslint/eslintrc" "^1.0.5" + "@eslint/eslintrc" "^1.2.0" "@humanwhocodes/config-array" "^0.9.2" ajv "^6.10.0" chalk "^4.0.0" @@ -1754,10 +1754,10 @@ eslint@8.8.0: debug "^4.3.2" doctrine "^3.0.0" escape-string-regexp "^4.0.0" - eslint-scope "^7.1.0" + eslint-scope "^7.1.1" eslint-utils "^3.0.0" - eslint-visitor-keys "^3.2.0" - espree "^9.3.0" + eslint-visitor-keys "^3.3.0" + espree "^9.3.1" esquery "^1.4.0" esutils "^2.0.2" fast-deep-equal "^3.1.3" @@ -1782,14 +1782,14 @@ eslint@8.8.0: text-table "^0.2.0" v8-compile-cache "^2.0.3" -espree@^9.2.0, espree@^9.3.0: - version "9.3.0" - resolved "https://registry.npmjs.org/espree/-/espree-9.3.0.tgz#c1240d79183b72aaee6ccfa5a90bc9111df085a8" - integrity sha512-d/5nCsb0JcqsSEeQzFZ8DH1RmxPcglRWh24EFTlUEmCKoehXGdpsx0RkHDubqUI8LSAIKMQp4r9SzQ3n+sm4HQ== +espree@^9.3.1: + version "9.3.1" + resolved "https://registry.npmjs.org/espree/-/espree-9.3.1.tgz#8793b4bc27ea4c778c19908e0719e7b8f4115bcd" + integrity sha512-bvdyLmJMfwkV3NCRl5ZhJf22zBFo1y8bYh3VYb+bfzqNB4Je68P2sSuXyuFquzWLebHpNd2/d5uv7yoP9ISnGQ== dependencies: acorn "^8.7.0" acorn-jsx "^5.3.1" - eslint-visitor-keys "^3.1.0" + eslint-visitor-keys "^3.3.0" esprima@^4.0.0, esprima@^4.0.1: version "4.0.1" From 1acada8f3b2eba932f75ee0c7d4151136a2cab68 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:12:12 +0000 Subject: [PATCH 25/49] chore(deps-dev): bump @types/node from 16.11.21 to 16.11.26 (#421) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 73643cda8..42f587783 100644 --- a/package.json +++ b/package.json @@ -10,7 +10,7 @@ "devDependencies": { "@types/benchmark": "2.1.1", "@types/jest": "27.4.0", - 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"typescript": "4.5.5" + "typescript": "4.6.2" }, "engines": { "node": ">= 10.9", diff --git a/yarn.lock b/yarn.lock index 4d6ebca0e..3a54e9580 100644 --- a/yarn.lock +++ b/yarn.lock @@ -3822,10 +3822,10 @@ typedarray-to-buffer@^3.1.5: dependencies: is-typedarray "^1.0.0" -typescript@4.5.5: - version "4.5.5" - resolved "https://registry.npmjs.org/typescript/-/typescript-4.5.5.tgz#d8c953832d28924a9e3d37c73d729c846c5896f3" - integrity sha512-TCTIul70LyWe6IJWT8QSYeA54WQe8EjQFU4wY52Fasj5UKx88LNYKCgBEHcOMOrFF1rKGbD8v/xcNWVUq9SymA== +typescript@4.6.2: + version "4.6.2" + resolved "https://registry.npmjs.org/typescript/-/typescript-4.6.2.tgz#fe12d2727b708f4eef40f51598b3398baa9611d4" + integrity sha512-HM/hFigTBHZhLXshn9sN37H085+hQGeJHJ/X7LpBWLID/fbc2acUMfU+lGD98X81sKP+pFa9f0DZmCwB9GnbAg== universalify@^0.1.2: version "0.1.2" From 35886ad7aa7be1186482fee243820d79cbc80327 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:21:33 +0000 Subject: [PATCH 28/49] chore(deps-dev): bump eslint-config-prettier from 8.3.0 to 8.4.0 (#420) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 44540d612..e7f505c9f 100644 --- a/package.json +++ b/package.json @@ -15,7 +15,7 @@ "@typescript-eslint/parser": "5.13.0", "benchmark": "2.1.4", "eslint": "8.10.0", - "eslint-config-prettier": "8.3.0", + "eslint-config-prettier": "8.4.0", "eslint-plugin-prettier": "4.0.0", "eslint-plugin-typescript-sort-keys": "2.1.0", "generate-changelog": "1.8.0", diff --git a/yarn.lock b/yarn.lock index 3a54e9580..85ef6b66a 100644 --- a/yarn.lock +++ b/yarn.lock @@ -1703,10 +1703,10 @@ escodegen@^2.0.0: optionalDependencies: source-map "~0.6.1" -eslint-config-prettier@8.3.0: - version "8.3.0" - resolved "https://registry.npmjs.org/eslint-config-prettier/-/eslint-config-prettier-8.3.0.tgz#f7471b20b6fe8a9a9254cc684454202886a2dd7a" - integrity sha512-BgZuLUSeKzvlL/VUjx/Yb787VQ26RU3gGjA3iiFvdsp/2bMfVIWUVP7tjxtjS0e+HP409cPlPvNkQloz8C91ew== +eslint-config-prettier@8.4.0: + version "8.4.0" + resolved "https://registry.npmjs.org/eslint-config-prettier/-/eslint-config-prettier-8.4.0.tgz#8e6d17c7436649e98c4c2189868562921ef563de" + integrity sha512-CFotdUcMY18nGRo5KGsnNxpznzhkopOcOo0InID+sgQssPrzjvsyKZPvOgymTFeHrFuC3Tzdf2YndhXtULK9Iw== eslint-plugin-prettier@4.0.0: version "4.0.0" From a35301c9759648adb3072c190e04a632593a9240 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:21:57 +0000 Subject: [PATCH 29/49] chore(deps-dev): bump @typescript-eslint/eslint-plugin (#423) --- package.json | 2 +- yarn.lock | 74 ++++++++++++++-------------------------------------- 2 files changed, 21 insertions(+), 55 deletions(-) diff --git a/package.json b/package.json index e7f505c9f..d7244eda4 100644 --- a/package.json +++ b/package.json @@ -11,7 +11,7 @@ "@types/benchmark": "2.1.1", "@types/jest": "27.4.0", "@types/node": "16.11.26", - "@typescript-eslint/eslint-plugin": "5.10.2", + "@typescript-eslint/eslint-plugin": "5.13.0", "@typescript-eslint/parser": "5.13.0", "benchmark": "2.1.4", "eslint": "8.10.0", diff --git a/yarn.lock b/yarn.lock index 85ef6b66a..cd3fbd918 100644 --- a/yarn.lock +++ b/yarn.lock @@ -890,14 +890,14 @@ dependencies: "@types/yargs-parser" "*" -"@typescript-eslint/eslint-plugin@5.10.2": - version "5.10.2" - resolved "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-5.10.2.tgz#f8c1d59fc37bd6d9d11c97267fdfe722c4777152" - integrity sha512-4W/9lLuE+v27O/oe7hXJKjNtBLnZE8tQAFpapdxwSVHqtmIoPB1gph3+ahNwVuNL37BX7YQHyGF9Xv6XCnIX2Q== - dependencies: - "@typescript-eslint/scope-manager" "5.10.2" - "@typescript-eslint/type-utils" "5.10.2" - "@typescript-eslint/utils" "5.10.2" +"@typescript-eslint/eslint-plugin@5.13.0": + version "5.13.0" + resolved "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-5.13.0.tgz#2809052b85911ced9c54a60dac10e515e9114497" + integrity sha512-vLktb2Uec81fxm/cfz2Hd6QaWOs8qdmVAZXLdOBX6JFJDhf6oDZpMzZ4/LZ6SFM/5DgDcxIMIvy3F+O9yZBuiQ== + dependencies: + "@typescript-eslint/scope-manager" "5.13.0" + "@typescript-eslint/type-utils" "5.13.0" + "@typescript-eslint/utils" "5.13.0" debug "^4.3.2" functional-red-black-tree "^1.0.1" ignore "^5.1.8" @@ -927,14 +927,6 @@ "@typescript-eslint/typescript-estree" "5.13.0" debug "^4.3.2" -"@typescript-eslint/scope-manager@5.10.2": - version "5.10.2" - resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.10.2.tgz#92c0bc935ec00f3d8638cdffb3d0e70c9b879639" - integrity sha512-39Tm6f4RoZoVUWBYr3ekS75TYgpr5Y+X0xLZxXqcZNDWZdJdYbKd3q2IR4V9y5NxxiPu/jxJ8XP7EgHiEQtFnw== - dependencies: - "@typescript-eslint/types" "5.10.2" - "@typescript-eslint/visitor-keys" "5.10.2" - "@typescript-eslint/scope-manager@5.13.0": version "5.13.0" resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.13.0.tgz#cf6aff61ca497cb19f0397eea8444a58f46156b6" @@ -951,20 +943,15 @@ "@typescript-eslint/types" "5.8.1" "@typescript-eslint/visitor-keys" "5.8.1" -"@typescript-eslint/type-utils@5.10.2": - version "5.10.2" - resolved "https://registry.npmjs.org/@typescript-eslint/type-utils/-/type-utils-5.10.2.tgz#ad5acdf98a7d2ab030bea81f17da457519101ceb" - integrity sha512-uRKSvw/Ccs5FYEoXW04Z5VfzF2iiZcx8Fu7DGIB7RHozuP0VbKNzP1KfZkHBTM75pCpsWxIthEH1B33dmGBKHw== +"@typescript-eslint/type-utils@5.13.0": + version "5.13.0" + resolved "https://registry.npmjs.org/@typescript-eslint/type-utils/-/type-utils-5.13.0.tgz#b0efd45c85b7bab1125c97b752cab3a86c7b615d" + integrity sha512-/nz7qFizaBM1SuqAKb7GLkcNn2buRdDgZraXlkhz+vUGiN1NZ9LzkA595tHHeduAiS2MsHqMNhE2zNzGdw43Yg== dependencies: - "@typescript-eslint/utils" "5.10.2" + "@typescript-eslint/utils" "5.13.0" debug "^4.3.2" tsutils "^3.21.0" -"@typescript-eslint/types@5.10.2": - version "5.10.2" - resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.10.2.tgz#604d15d795c4601fffba6ecb4587ff9fdec68ce8" - integrity sha512-Qfp0qk/5j2Rz3p3/WhWgu4S1JtMcPgFLnmAKAW061uXxKSa7VWKZsDXVaMXh2N60CX9h6YLaBoy9PJAfCOjk3w== - "@typescript-eslint/types@5.13.0": version "5.13.0" resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.13.0.tgz#da1de4ae905b1b9ff682cab0bed6b2e3be9c04e5" @@ -975,19 +962,6 @@ resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.8.1.tgz#04c6b49ebc8c99238238a6b8b43f2fc613983b5a" integrity sha512-L/FlWCCgnjKOLefdok90/pqInkomLnAcF9UAzNr+DSqMC3IffzumHTQTrINXhP1gVp9zlHiYYjvozVZDPleLcA== -"@typescript-eslint/typescript-estree@5.10.2": - version "5.10.2" - resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.10.2.tgz#810906056cd3ddcb35aa333fdbbef3713b0fe4a7" - integrity sha512-WHHw6a9vvZls6JkTgGljwCsMkv8wu8XU8WaYKeYhxhWXH/atZeiMW6uDFPLZOvzNOGmuSMvHtZKd6AuC8PrwKQ== - dependencies: - "@typescript-eslint/types" "5.10.2" - "@typescript-eslint/visitor-keys" "5.10.2" - debug "^4.3.2" - globby "^11.0.4" - is-glob "^4.0.3" - semver "^7.3.5" - tsutils "^3.21.0" - "@typescript-eslint/typescript-estree@5.13.0": version "5.13.0" resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.13.0.tgz#b37c07b748ff030a3e93d87c842714e020b78141" @@ -1014,26 +988,18 @@ semver "^7.3.5" tsutils "^3.21.0" -"@typescript-eslint/utils@5.10.2": - version "5.10.2" - resolved "https://registry.npmjs.org/@typescript-eslint/utils/-/utils-5.10.2.tgz#1fcd37547c32c648ab11aea7173ec30060ee87a8" - integrity sha512-vuJaBeig1NnBRkf7q9tgMLREiYD7zsMrsN1DA3wcoMDvr3BTFiIpKjGiYZoKPllfEwN7spUjv7ZqD+JhbVjEPg== +"@typescript-eslint/utils@5.13.0": + version "5.13.0" + resolved "https://registry.npmjs.org/@typescript-eslint/utils/-/utils-5.13.0.tgz#2328feca700eb02837298339a2e49c46b41bd0af" + integrity sha512-+9oHlPWYNl6AwwoEt5TQryEHwiKRVjz7Vk6kaBeD3/kwHE5YqTGHtm/JZY8Bo9ITOeKutFaXnBlMgSATMJALUQ== dependencies: "@types/json-schema" "^7.0.9" - "@typescript-eslint/scope-manager" "5.10.2" - "@typescript-eslint/types" "5.10.2" - "@typescript-eslint/typescript-estree" "5.10.2" + "@typescript-eslint/scope-manager" "5.13.0" + "@typescript-eslint/types" "5.13.0" + "@typescript-eslint/typescript-estree" "5.13.0" eslint-scope "^5.1.1" eslint-utils "^3.0.0" -"@typescript-eslint/visitor-keys@5.10.2": - version "5.10.2" - resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.10.2.tgz#fdbf272d8e61c045d865bd6c8b41bea73d222f3d" - integrity sha512-zHIhYGGGrFJvvyfwHk5M08C5B5K4bewkm+rrvNTKk1/S15YHR+SA/QUF8ZWscXSfEaB8Nn2puZj+iHcoxVOD/Q== - dependencies: - "@typescript-eslint/types" "5.10.2" - eslint-visitor-keys "^3.0.0" - "@typescript-eslint/visitor-keys@5.13.0": version "5.13.0" resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.13.0.tgz#f45ff55bcce16403b221ac9240fbeeae4764f0fd" From 2725c90624c415c16c554356f21eb8ede69f77c5 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 1 Mar 2022 01:29:34 +0000 Subject: [PATCH 30/49] chore(deps-dev): bump @types/jest from 27.4.0 to 27.4.1 (#422) --- package.json | 2 +- yarn.lock | 44 +++++++------------------------------------- 2 files changed, 8 insertions(+), 38 deletions(-) diff --git a/package.json b/package.json index d7244eda4..32cd78d67 100644 --- a/package.json +++ b/package.json @@ -9,7 +9,7 @@ "description": "Technical indicators to run technical analysis with JavaScript / TypeScript.", "devDependencies": { "@types/benchmark": "2.1.1", - "@types/jest": "27.4.0", + "@types/jest": "27.4.1", "@types/node": "16.11.26", "@typescript-eslint/eslint-plugin": "5.13.0", "@typescript-eslint/parser": "5.13.0", diff --git a/yarn.lock b/yarn.lock index cd3fbd918..52bbec81f 100644 --- a/yarn.lock +++ b/yarn.lock @@ -835,12 +835,12 @@ dependencies: "@types/istanbul-lib-report" "*" -"@types/jest@27.4.0": - version "27.4.0" - resolved "https://registry.npmjs.org/@types/jest/-/jest-27.4.0.tgz#037ab8b872067cae842a320841693080f9cb84ed" - integrity sha512-gHl8XuC1RZ8H2j5sHv/JqsaxXkDDM9iDOgu0Wp8sjs4u/snb2PVehyWXJPr+ORA0RPpgw231mnutWI1+0hgjIQ== +"@types/jest@27.4.1": + version "27.4.1" + resolved "https://registry.npmjs.org/@types/jest/-/jest-27.4.1.tgz#185cbe2926eaaf9662d340cc02e548ce9e11ab6d" + integrity sha512-23iPJADSmicDVrWk+HT58LMJtzLAnB2AgIzplQuq/bSrGaxCrlvRFjGbXmamnnk/mAmCdLStiGqggu28ocUyiw== dependencies: - jest-diff "^27.0.0" + jest-matcher-utils "^27.0.0" pretty-format "^27.0.0" "@types/json-schema@^7.0.9": @@ -1567,11 +1567,6 @@ detect-newline@^3.0.0: resolved "https://registry.npmjs.org/detect-newline/-/detect-newline-3.1.0.tgz#576f5dfc63ae1a192ff192d8ad3af6308991b651" integrity sha512-TLz+x/vEXm/Y7P7wn1EJFNLxYpUD4TgMosxY6fAVJUnJMbupHBOncxyWUG9OpTaH9EBD7uFI5LfEgmMOc54DsA== -diff-sequences@^27.4.0: - version "27.4.0" - resolved "https://registry.npmjs.org/diff-sequences/-/diff-sequences-27.4.0.tgz#d783920ad8d06ec718a060d00196dfef25b132a5" - integrity sha512-YqiQzkrsmHMH5uuh8OdQFU9/ZpADnwzml8z0O5HvRNda+5UZsaX/xN+AAxfR2hWq1Y7HZnAzO9J5lJXOuDz2Ww== - diff-sequences@^27.5.1: version "27.5.1" resolved "https://registry.npmjs.org/diff-sequences/-/diff-sequences-27.5.1.tgz#eaecc0d327fd68c8d9672a1e64ab8dccb2ef5327" @@ -2393,16 +2388,6 @@ jest-config@^27.5.1: slash "^3.0.0" strip-json-comments "^3.1.1" -jest-diff@^27.0.0: - version "27.4.2" - resolved "https://registry.npmjs.org/jest-diff/-/jest-diff-27.4.2.tgz#786b2a5211d854f848e2dcc1e324448e9481f36f" - integrity sha512-ujc9ToyUZDh9KcqvQDkk/gkbf6zSaeEg9AiBxtttXW59H/AcqEYp1ciXAtJp+jXWva5nAf/ePtSsgWwE5mqp4Q== - dependencies: - chalk "^4.0.0" - diff-sequences "^27.4.0" - jest-get-type "^27.4.0" - pretty-format "^27.4.2" - jest-diff@^27.5.1: version "27.5.1" resolved "https://registry.npmjs.org/jest-diff/-/jest-diff-27.5.1.tgz#a07f5011ac9e6643cf8a95a462b7b1ecf6680def" @@ -2456,11 +2441,6 @@ jest-environment-node@^27.5.1: jest-mock "^27.5.1" jest-util "^27.5.1" -jest-get-type@^27.4.0: - version "27.4.0" - resolved "https://registry.npmjs.org/jest-get-type/-/jest-get-type-27.4.0.tgz#7503d2663fffa431638337b3998d39c5e928e9b5" - integrity sha512-tk9o+ld5TWq41DkK14L4wox4s2D9MtTpKaAVzXfr5CUKm5ZK2ExcaFE0qls2W71zE/6R2TxxrK9w2r6svAFDBQ== - jest-get-type@^27.5.1: version "27.5.1" resolved "https://registry.npmjs.org/jest-get-type/-/jest-get-type-27.5.1.tgz#3cd613c507b0f7ace013df407a1c1cd578bcb4f1" @@ -2517,7 +2497,7 @@ jest-leak-detector@^27.5.1: jest-get-type "^27.5.1" pretty-format "^27.5.1" -jest-matcher-utils@^27.5.1: +jest-matcher-utils@^27.0.0, jest-matcher-utils@^27.5.1: version "27.5.1" resolved "https://registry.npmjs.org/jest-matcher-utils/-/jest-matcher-utils-27.5.1.tgz#9c0cdbda8245bc22d2331729d1091308b40cf8ab" integrity sha512-z2uTx/T6LBaCoNWNFWwChLBKYxTMcGBRjAt+2SbP929/Fflb9aa5LGma654Rz8z9HLxsrUaYzxE9T/EFIL/PAw== @@ -3265,17 +3245,7 @@ prettier@2.5.1: resolved "https://registry.npmjs.org/prettier/-/prettier-2.5.1.tgz#fff75fa9d519c54cf0fce328c1017d94546bc56a" integrity sha512-vBZcPRUR5MZJwoyi3ZoyQlc1rXeEck8KgeC9AwwOn+exuxLxq5toTRDTSaVrXHxelDMHy9zlicw8u66yxoSUFg== -pretty-format@^27.0.0, pretty-format@^27.4.2: - version "27.4.2" - resolved "https://registry.npmjs.org/pretty-format/-/pretty-format-27.4.2.tgz#e4ce92ad66c3888423d332b40477c87d1dac1fb8" - integrity sha512-p0wNtJ9oLuvgOQDEIZ9zQjZffK7KtyR6Si0jnXULIDwrlNF8Cuir3AZP0hHv0jmKuNN/edOnbMjnzd4uTcmWiw== - dependencies: - "@jest/types" "^27.4.2" - ansi-regex "^5.0.1" - ansi-styles "^5.0.0" - react-is "^17.0.1" - -pretty-format@^27.5.1: +pretty-format@^27.0.0, pretty-format@^27.5.1: version "27.5.1" resolved "https://registry.npmjs.org/pretty-format/-/pretty-format-27.5.1.tgz#2181879fdea51a7a5851fb39d920faa63f01d88e" integrity sha512-Qb1gy5OrP5+zDf2Bvnzdl3jsTf1qXVMazbvCoKhtKqVs4/YK4ozX4gKQJJVyNe+cajNPn0KoC0MC3FUmaHWEmQ== From 9329d3c3f827e069c37e5be2b87fe942b79efdfd Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:59:00 +0100 Subject: [PATCH 31/49] chore(deps): bump actions/setup-node from 2.5.1 to 3 (#412) --- .github/workflows/run-tests.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/run-tests.yml b/.github/workflows/run-tests.yml index f211770d6..13b4b07d9 100644 --- a/.github/workflows/run-tests.yml +++ b/.github/workflows/run-tests.yml @@ -19,7 +19,7 @@ jobs: uses: actions/checkout@v2.4.0 - name: Use Node.js ${{ matrix.node-version }} - uses: actions/setup-node@v2.5.1 + uses: actions/setup-node@v3 with: node-version: ${{ matrix.node-version }} From d16a5a08e247641c681f8ab89a956b33ebcb4205 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:02:02 +0000 Subject: [PATCH 32/49] chore(deps-dev): bump lint-staged from 12.3.4 to 12.3.7 (#426) --- package.json | 2 +- yarn.lock | 14 ++++++++++---- 2 files changed, 11 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 32cd78d67..0fa25a7f6 100644 --- a/package.json +++ b/package.json @@ -21,7 +21,7 @@ "generate-changelog": "1.8.0", "husky": "4.3.8", "jest": "27.5.1", - "lint-staged": "12.3.4", + "lint-staged": "12.3.7", "prettier": "2.5.1", "pretty-quick": "3.1.3", "rimraf": "3.0.2", diff --git a/yarn.lock b/yarn.lock index 52bbec81f..983c77b66 100644 --- a/yarn.lock +++ b/yarn.lock @@ -2844,10 +2844,10 @@ lines-and-columns@^1.1.6: resolved "https://registry.npmjs.org/lines-and-columns/-/lines-and-columns-1.2.4.tgz#eca284f75d2965079309dc0ad9255abb2ebc1632" integrity sha512-7ylylesZQ/PV29jhEDl3Ufjo6ZX7gCqJr5F7PKrqc93v7fzSymt1BpwEU8nAUXs8qzzvqhbjhK5QZg6Mt/HkBg== -lint-staged@12.3.4: - version "12.3.4" - resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.3.4.tgz#4b1ff8c394c3e6da436aaec5afd4db18b5dac360" - integrity sha512-yv/iK4WwZ7/v0GtVkNb3R82pdL9M+ScpIbJLJNyCXkJ1FGaXvRCOg/SeL59SZtPpqZhE7BD6kPKFLIDUhDx2/w== +lint-staged@12.3.7: + version "12.3.7" + resolved "https://registry.npmjs.org/lint-staged/-/lint-staged-12.3.7.tgz#ad0e2014302f704f9cf2c0ebdb97ac63d0f17be0" + integrity sha512-/S4D726e2GIsDVWIk1XGvheCaDm1SJRQp8efamZFWJxQMVEbOwSysp7xb49Oo73KYCdy97mIWinhlxcoNqIfIQ== dependencies: cli-truncate "^3.1.0" colorette "^2.0.16" @@ -2859,6 +2859,7 @@ lint-staged@12.3.4: micromatch "^4.0.4" normalize-path "^3.0.0" object-inspect "^1.12.0" + pidtree "^0.5.0" string-argv "^0.3.1" supports-color "^9.2.1" yaml "^1.10.2" @@ -3192,6 +3193,11 @@ picomatch@^2.0.4, picomatch@^2.2.3: resolved "https://registry.npmjs.org/picomatch/-/picomatch-2.3.0.tgz#f1f061de8f6a4bf022892e2d128234fb98302972" integrity sha512-lY1Q/PiJGC2zOv/z391WOTD+Z02bCgsFfvxoXXf6h7kv9o+WmsmzYqrAwY63sNgOxE4xEdq0WyUnXfKeBrSvYw== +pidtree@^0.5.0: + version "0.5.0" + resolved "https://registry.npmjs.org/pidtree/-/pidtree-0.5.0.tgz#ad5fbc1de78b8a5f99d6fbdd4f6e4eee21d1aca1" + integrity sha512-9nxspIM7OpZuhBxPg73Zvyq7j1QMPMPsGKTqRc2XOaFQauDvoNz9fM1Wdkjmeo7l9GXOZiRs97sPkuayl39wjA== + pirates@^4.0.4: version "4.0.4" resolved "https://registry.npmjs.org/pirates/-/pirates-4.0.4.tgz#07df81e61028e402735cdd49db701e4885b4e6e6" From a244e0d69bf9069f11b79bb6869f6643b5327dfa Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:02:15 +0000 Subject: [PATCH 33/49] chore(deps-dev): bump @typescript-eslint/parser from 5.13.0 to 5.16.0 (#428) --- package.json | 2 +- yarn.lock | 50 ++++++++++++++++++++++++++++++++++++++++++-------- 2 files changed, 43 insertions(+), 9 deletions(-) diff --git a/package.json b/package.json index 0fa25a7f6..eb0edc653 100644 --- a/package.json +++ b/package.json @@ -12,7 +12,7 @@ "@types/jest": "27.4.1", "@types/node": "16.11.26", "@typescript-eslint/eslint-plugin": "5.13.0", - "@typescript-eslint/parser": "5.13.0", + "@typescript-eslint/parser": "5.16.0", "benchmark": "2.1.4", "eslint": "8.10.0", "eslint-config-prettier": "8.4.0", diff --git a/yarn.lock b/yarn.lock index 983c77b66..6e8b653dc 100644 --- a/yarn.lock +++ b/yarn.lock @@ -917,14 +917,14 @@ eslint-scope "^5.1.1" eslint-utils "^3.0.0" -"@typescript-eslint/parser@5.13.0": - version "5.13.0" - resolved "https://registry.npmjs.org/@typescript-eslint/parser/-/parser-5.13.0.tgz#0394ed8f2f849273c0bf4b811994d177112ced5c" - integrity sha512-GdrU4GvBE29tm2RqWOM0P5QfCtgCyN4hXICj/X9ibKED16136l9ZpoJvCL5pSKtmJzA+NRDzQ312wWMejCVVfg== - dependencies: - "@typescript-eslint/scope-manager" "5.13.0" - "@typescript-eslint/types" "5.13.0" - "@typescript-eslint/typescript-estree" "5.13.0" +"@typescript-eslint/parser@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/parser/-/parser-5.16.0.tgz#e4de1bde4b4dad5b6124d3da227347616ed55508" + integrity sha512-fkDq86F0zl8FicnJtdXakFs4lnuebH6ZADDw6CYQv0UZeIjHvmEw87m9/29nk2Dv5Lmdp0zQ3zDQhiMWQf/GbA== + dependencies: + "@typescript-eslint/scope-manager" "5.16.0" + "@typescript-eslint/types" "5.16.0" + "@typescript-eslint/typescript-estree" "5.16.0" debug "^4.3.2" "@typescript-eslint/scope-manager@5.13.0": @@ -935,6 +935,14 @@ "@typescript-eslint/types" "5.13.0" "@typescript-eslint/visitor-keys" "5.13.0" +"@typescript-eslint/scope-manager@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.16.0.tgz#7e7909d64bd0c4d8aef629cdc764b9d3e1d3a69a" + integrity sha512-P+Yab2Hovg8NekLIR/mOElCDPyGgFZKhGoZA901Yax6WR6HVeGLbsqJkZ+Cvk5nts/dAlFKm8PfL43UZnWdpIQ== + dependencies: + "@typescript-eslint/types" "5.16.0" + "@typescript-eslint/visitor-keys" "5.16.0" + "@typescript-eslint/scope-manager@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.8.1.tgz#7fc0604f7ade8833e4d42cebaa1e2debf8b932e4" @@ -957,6 +965,11 @@ resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.13.0.tgz#da1de4ae905b1b9ff682cab0bed6b2e3be9c04e5" integrity sha512-LmE/KO6DUy0nFY/OoQU0XelnmDt+V8lPQhh8MOVa7Y5k2gGRd6U9Kp3wAjhB4OHg57tUO0nOnwYQhRRyEAyOyg== +"@typescript-eslint/types@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.16.0.tgz#5827b011982950ed350f075eaecb7f47d3c643ee" + integrity sha512-oUorOwLj/3/3p/HFwrp6m/J2VfbLC8gjW5X3awpQJ/bSG+YRGFS4dpsvtQ8T2VNveV+LflQHjlLvB6v0R87z4g== + "@typescript-eslint/types@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/types/-/types-5.8.1.tgz#04c6b49ebc8c99238238a6b8b43f2fc613983b5a" @@ -975,6 +988,19 @@ semver "^7.3.5" tsutils "^3.21.0" +"@typescript-eslint/typescript-estree@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.16.0.tgz#32259459ec62f5feddca66adc695342f30101f61" + integrity sha512-SE4VfbLWUZl9MR+ngLSARptUv2E8brY0luCdgmUevU6arZRY/KxYoLI/3V/yxaURR8tLRN7bmZtJdgmzLHI6pQ== + dependencies: + "@typescript-eslint/types" "5.16.0" + "@typescript-eslint/visitor-keys" "5.16.0" + debug "^4.3.2" + globby "^11.0.4" + is-glob "^4.0.3" + semver "^7.3.5" + tsutils "^3.21.0" + "@typescript-eslint/typescript-estree@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.8.1.tgz#a592855be688e7b729a1e9411d7d74ec992ed6ef" @@ -1008,6 +1034,14 @@ "@typescript-eslint/types" "5.13.0" eslint-visitor-keys "^3.0.0" +"@typescript-eslint/visitor-keys@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.16.0.tgz#f27dc3b943e6317264c7492e390c6844cd4efbbb" + integrity sha512-jqxO8msp5vZDhikTwq9ubyMHqZ67UIvawohr4qF3KhlpL7gzSjOd+8471H3nh5LyABkaI85laEKKU8SnGUK5/g== + dependencies: + "@typescript-eslint/types" "5.16.0" + eslint-visitor-keys "^3.0.0" + "@typescript-eslint/visitor-keys@5.8.1": version "5.8.1" resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.8.1.tgz#58a2c566265d5511224bc316149890451c1bbab0" From acf0c1471809c948ee971df69959ba822c053a25 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:02:30 +0000 Subject: [PATCH 34/49] chore(deps-dev): bump ts-node from 10.5.0 to 10.7.0 (#429) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index eb0edc653..298387a31 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "pretty-quick": "3.1.3", "rimraf": "3.0.2", "ts-jest": "27.1.3", - "ts-node": "10.5.0", + "ts-node": "10.7.0", "typescript": "4.6.2" }, "engines": { diff --git a/yarn.lock b/yarn.lock index 6e8b653dc..38530a447 100644 --- a/yarn.lock +++ b/yarn.lock @@ -3726,10 +3726,10 @@ ts-jest@27.1.3: semver "7.x" yargs-parser "20.x" -ts-node@10.5.0: - version "10.5.0" - resolved "https://registry.npmjs.org/ts-node/-/ts-node-10.5.0.tgz#618bef5854c1fbbedf5e31465cbb224a1d524ef9" - integrity sha512-6kEJKwVxAJ35W4akuiysfKwKmjkbYxwQMTBaAxo9KKAx/Yd26mPUyhGz3ji+EsJoAgrLqVsYHNuuYwQe22lbtw== +ts-node@10.7.0: + version "10.7.0" + resolved "https://registry.npmjs.org/ts-node/-/ts-node-10.7.0.tgz#35d503d0fab3e2baa672a0e94f4b40653c2463f5" + integrity sha512-TbIGS4xgJoX2i3do417KSaep1uRAW/Lu+WAL2doDHC0D6ummjirVOXU5/7aiZotbQ5p1Zp9tP7U6cYhA0O7M8A== dependencies: "@cspotcode/source-map-support" "0.7.0" "@tsconfig/node10" "^1.0.7" From 75c470db665bfe4df7d9b54699b7c7b2adea9947 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:06:05 +0000 Subject: [PATCH 35/49] chore(deps-dev): bump @typescript-eslint/eslint-plugin (#431) --- package.json | 2 +- yarn.lock | 74 ++++++++++++++-------------------------------------- 2 files changed, 21 insertions(+), 55 deletions(-) diff --git a/package.json b/package.json index 298387a31..19bc4c67b 100644 --- a/package.json +++ b/package.json @@ -11,7 +11,7 @@ "@types/benchmark": "2.1.1", "@types/jest": "27.4.1", "@types/node": "16.11.26", - "@typescript-eslint/eslint-plugin": "5.13.0", + "@typescript-eslint/eslint-plugin": "5.16.0", "@typescript-eslint/parser": "5.16.0", "benchmark": "2.1.4", "eslint": "8.10.0", diff --git a/yarn.lock b/yarn.lock index 38530a447..0beda9dc0 100644 --- a/yarn.lock +++ b/yarn.lock @@ -890,14 +890,14 @@ dependencies: "@types/yargs-parser" "*" -"@typescript-eslint/eslint-plugin@5.13.0": - version "5.13.0" - resolved "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-5.13.0.tgz#2809052b85911ced9c54a60dac10e515e9114497" - integrity sha512-vLktb2Uec81fxm/cfz2Hd6QaWOs8qdmVAZXLdOBX6JFJDhf6oDZpMzZ4/LZ6SFM/5DgDcxIMIvy3F+O9yZBuiQ== - dependencies: - "@typescript-eslint/scope-manager" "5.13.0" - "@typescript-eslint/type-utils" "5.13.0" - "@typescript-eslint/utils" "5.13.0" +"@typescript-eslint/eslint-plugin@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-5.16.0.tgz#78f246dd8d1b528fc5bfca99a8a64d4023a3d86d" + integrity sha512-SJoba1edXvQRMmNI505Uo4XmGbxCK9ARQpkvOd00anxzri9RNQk0DDCxD+LIl+jYhkzOJiOMMKYEHnHEODjdCw== + dependencies: + "@typescript-eslint/scope-manager" "5.16.0" + "@typescript-eslint/type-utils" "5.16.0" + "@typescript-eslint/utils" "5.16.0" debug "^4.3.2" functional-red-black-tree "^1.0.1" ignore "^5.1.8" @@ -927,14 +927,6 @@ "@typescript-eslint/typescript-estree" "5.16.0" debug "^4.3.2" -"@typescript-eslint/scope-manager@5.13.0": - version "5.13.0" - resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.13.0.tgz#cf6aff61ca497cb19f0397eea8444a58f46156b6" - integrity sha512-T4N8UvKYDSfVYdmJq7g2IPJYCRzwtp74KyDZytkR4OL3NRupvswvmJQJ4CX5tDSurW2cvCc1Ia1qM7d0jpa7IA== - dependencies: - "@typescript-eslint/types" "5.13.0" - "@typescript-eslint/visitor-keys" "5.13.0" - "@typescript-eslint/scope-manager@5.16.0": version "5.16.0" resolved "https://registry.npmjs.org/@typescript-eslint/scope-manager/-/scope-manager-5.16.0.tgz#7e7909d64bd0c4d8aef629cdc764b9d3e1d3a69a" @@ -951,20 +943,15 @@ "@typescript-eslint/types" "5.8.1" "@typescript-eslint/visitor-keys" "5.8.1" -"@typescript-eslint/type-utils@5.13.0": - version "5.13.0" - resolved "https://registry.npmjs.org/@typescript-eslint/type-utils/-/type-utils-5.13.0.tgz#b0efd45c85b7bab1125c97b752cab3a86c7b615d" - integrity sha512-/nz7qFizaBM1SuqAKb7GLkcNn2buRdDgZraXlkhz+vUGiN1NZ9LzkA595tHHeduAiS2MsHqMNhE2zNzGdw43Yg== +"@typescript-eslint/type-utils@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/type-utils/-/type-utils-5.16.0.tgz#b482bdde1d7d7c0c7080f7f2f67ea9580b9e0692" + integrity sha512-SKygICv54CCRl1Vq5ewwQUJV/8padIWvPgCxlWPGO/OgQLCijY9G7lDu6H+mqfQtbzDNlVjzVWQmeqbLMBLEwQ== dependencies: - 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integrity sha512-Q9cQow0DeLjnp5DuEDjLZ6JIkwGx3oYZe+BfcNuw/POhtpcxMTy18Icl6BJqTSd+3ftsrfuVb7mNHRZf7xiaNA== - dependencies: - "@typescript-eslint/types" "5.13.0" - "@typescript-eslint/visitor-keys" "5.13.0" - debug "^4.3.2" - globby "^11.0.4" - is-glob "^4.0.3" - semver "^7.3.5" - tsutils "^3.21.0" - "@typescript-eslint/typescript-estree@5.16.0": version "5.16.0" resolved "https://registry.npmjs.org/@typescript-eslint/typescript-estree/-/typescript-estree-5.16.0.tgz#32259459ec62f5feddca66adc695342f30101f61" @@ -1014,26 +988,18 @@ semver "^7.3.5" tsutils "^3.21.0" -"@typescript-eslint/utils@5.13.0": - version "5.13.0" - resolved "https://registry.npmjs.org/@typescript-eslint/utils/-/utils-5.13.0.tgz#2328feca700eb02837298339a2e49c46b41bd0af" - integrity sha512-+9oHlPWYNl6AwwoEt5TQryEHwiKRVjz7Vk6kaBeD3/kwHE5YqTGHtm/JZY8Bo9ITOeKutFaXnBlMgSATMJALUQ== +"@typescript-eslint/utils@5.16.0": + version "5.16.0" + resolved "https://registry.npmjs.org/@typescript-eslint/utils/-/utils-5.16.0.tgz#42218b459d6d66418a4eb199a382bdc261650679" + integrity sha512-iYej2ER6AwmejLWMWzJIHy3nPJeGDuCqf8Jnb+jAQVoPpmWzwQOfa9hWVB8GIQE5gsCv/rfN4T+AYb/V06WseQ== dependencies: "@types/json-schema" "^7.0.9" - "@typescript-eslint/scope-manager" "5.13.0" - "@typescript-eslint/types" "5.13.0" - "@typescript-eslint/typescript-estree" "5.13.0" + "@typescript-eslint/scope-manager" "5.16.0" + "@typescript-eslint/types" "5.16.0" + "@typescript-eslint/typescript-estree" "5.16.0" eslint-scope "^5.1.1" eslint-utils "^3.0.0" -"@typescript-eslint/visitor-keys@5.13.0": - version "5.13.0" - resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.13.0.tgz#f45ff55bcce16403b221ac9240fbeeae4764f0fd" - integrity sha512-HLKEAS/qA1V7d9EzcpLFykTePmOQqOFim8oCvhY3pZgQ8Hi38hYpHd9e5GN6nQBFQNecNhws5wkS9Y5XIO0s/g== - dependencies: - "@typescript-eslint/types" "5.13.0" - eslint-visitor-keys "^3.0.0" - "@typescript-eslint/visitor-keys@5.16.0": version "5.16.0" resolved "https://registry.npmjs.org/@typescript-eslint/visitor-keys/-/visitor-keys-5.16.0.tgz#f27dc3b943e6317264c7492e390c6844cd4efbbb" From e1fd39288b2c21734febcd03878d6ea2a0bd6eec Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:06:25 +0000 Subject: [PATCH 36/49] chore(deps-dev): bump prettier from 2.5.1 to 2.6.0 (#427) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index 19bc4c67b..d83ebd722 100644 --- a/package.json +++ b/package.json @@ -22,7 +22,7 @@ "husky": "4.3.8", "jest": "27.5.1", "lint-staged": "12.3.7", - "prettier": "2.5.1", + "prettier": "2.6.0", "pretty-quick": "3.1.3", "rimraf": "3.0.2", "ts-jest": "27.1.3", diff --git a/yarn.lock b/yarn.lock index 0beda9dc0..a3fc58659 100644 --- a/yarn.lock +++ b/yarn.lock @@ -3246,10 +3246,10 @@ prettier-linter-helpers@^1.0.0: dependencies: fast-diff "^1.1.2" -prettier@2.5.1: - version "2.5.1" - resolved "https://registry.npmjs.org/prettier/-/prettier-2.5.1.tgz#fff75fa9d519c54cf0fce328c1017d94546bc56a" - integrity sha512-vBZcPRUR5MZJwoyi3ZoyQlc1rXeEck8KgeC9AwwOn+exuxLxq5toTRDTSaVrXHxelDMHy9zlicw8u66yxoSUFg== +prettier@2.6.0: + version "2.6.0" + resolved "https://registry.npmjs.org/prettier/-/prettier-2.6.0.tgz#12f8f504c4d8ddb76475f441337542fa799207d4" + integrity sha512-m2FgJibYrBGGgQXNzfd0PuDGShJgRavjUoRCw1mZERIWVSXF0iLzLm+aOqTAbLnC3n6JzUhAA8uZnFVghHJ86A== pretty-format@^27.0.0, pretty-format@^27.5.1: version "27.5.1" From e6fbf10673c18007c55c130984693091d2a7ebd1 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:06:44 +0000 Subject: [PATCH 37/49] chore(deps-dev): bump eslint-config-prettier from 8.4.0 to 8.5.0 (#430) --- package.json | 2 +- yarn.lock | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/package.json b/package.json index d83ebd722..51f45af04 100644 --- a/package.json +++ b/package.json @@ -15,7 +15,7 @@ "@typescript-eslint/parser": "5.16.0", "benchmark": "2.1.4", "eslint": "8.10.0", - "eslint-config-prettier": "8.4.0", + "eslint-config-prettier": "8.5.0", "eslint-plugin-prettier": "4.0.0", "eslint-plugin-typescript-sort-keys": "2.1.0", "generate-changelog": "1.8.0", diff --git a/yarn.lock b/yarn.lock index a3fc58659..7e631d4e6 100644 --- a/yarn.lock +++ b/yarn.lock @@ -1664,10 +1664,10 @@ escodegen@^2.0.0: optionalDependencies: source-map "~0.6.1" -eslint-config-prettier@8.4.0: - version "8.4.0" - resolved "https://registry.npmjs.org/eslint-config-prettier/-/eslint-config-prettier-8.4.0.tgz#8e6d17c7436649e98c4c2189868562921ef563de" - integrity sha512-CFotdUcMY18nGRo5KGsnNxpznzhkopOcOo0InID+sgQssPrzjvsyKZPvOgymTFeHrFuC3Tzdf2YndhXtULK9Iw== +eslint-config-prettier@8.5.0: + version "8.5.0" + resolved "https://registry.npmjs.org/eslint-config-prettier/-/eslint-config-prettier-8.5.0.tgz#5a81680ec934beca02c7b1a61cf8ca34b66feab1" + integrity sha512-obmWKLUNCnhtQRKc+tmnYuQl0pFU1ibYJQ5BGhTVB08bHe9wC8qUeG7c08dj9XX+AuPj1YSGSQIHl1pnDHZR0Q== eslint-plugin-prettier@4.0.0: version "4.0.0" From 521074e22d96d74398add010f69136bf121c6860 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Mar 2022 22:14:00 +0000 Subject: [PATCH 38/49] chore(deps-dev): bump eslint from 8.10.0 to 8.11.0 (#432) --- package.json | 2 +- yarn.lock | 25 ++++++++++--------------- 2 files changed, 11 insertions(+), 16 deletions(-) diff --git a/package.json b/package.json index 51f45af04..11247579b 100644 --- a/package.json +++ b/package.json @@ -14,7 +14,7 @@ "@typescript-eslint/eslint-plugin": "5.16.0", "@typescript-eslint/parser": "5.16.0", "benchmark": "2.1.4", - "eslint": "8.10.0", + "eslint": "8.11.0", "eslint-config-prettier": "8.5.0", "eslint-plugin-prettier": "4.0.0", "eslint-plugin-typescript-sort-keys": "2.1.0", diff --git a/yarn.lock b/yarn.lock index 7e631d4e6..6a13c6ba2 100644 --- a/yarn.lock +++ b/yarn.lock @@ -481,16 +481,16 @@ dependencies: "@cspotcode/source-map-consumer" "0.8.0" -"@eslint/eslintrc@^1.2.0": - version "1.2.0" - resolved "https://registry.npmjs.org/@eslint/eslintrc/-/eslintrc-1.2.0.tgz#7ce1547a5c46dfe56e1e45c3c9ed18038c721c6a" - integrity sha512-igm9SjJHNEJRiUnecP/1R5T3wKLEJ7pL6e2P+GUSfCd0dGjPYYZve08uzw8L2J8foVHFz+NGu12JxRcU2gGo6w== +"@eslint/eslintrc@^1.2.1": + version "1.2.1" + resolved "https://registry.npmjs.org/@eslint/eslintrc/-/eslintrc-1.2.1.tgz#8b5e1c49f4077235516bc9ec7d41378c0f69b8c6" + integrity sha512-bxvbYnBPN1Gibwyp6NrpnFzA3YtRL3BBAyEAFVIpNTm2Rn4Vy87GA5M4aSn3InRrlsbX5N0GW7XIx+U4SAEKdQ== dependencies: ajv "^6.12.4" debug "^4.3.2" espree "^9.3.1" globals "^13.9.0" - ignore "^4.0.6" + ignore "^5.2.0" import-fresh "^3.2.1" js-yaml "^4.1.0" minimatch "^3.0.4" @@ -1718,12 +1718,12 @@ eslint-visitor-keys@^3.0.0, eslint-visitor-keys@^3.3.0: resolved "https://registry.npmjs.org/eslint-visitor-keys/-/eslint-visitor-keys-3.3.0.tgz#f6480fa6b1f30efe2d1968aa8ac745b862469826" integrity sha512-mQ+suqKJVyeuwGYHAdjMFqjCyfl8+Ldnxuyp3ldiMBFKkvytrXUZWaiPCEav8qDHKty44bD+qV1IP4T+w+xXRA== -eslint@8.10.0: - version "8.10.0" - resolved "https://registry.npmjs.org/eslint/-/eslint-8.10.0.tgz#931be395eb60f900c01658b278e05b6dae47199d" - integrity sha512-tcI1D9lfVec+R4LE1mNDnzoJ/f71Kl/9Cv4nG47jOueCMBrCCKYXr4AUVS7go6mWYGFD4+EoN6+eXSrEbRzXVw== +eslint@8.11.0: + version "8.11.0" + resolved "https://registry.npmjs.org/eslint/-/eslint-8.11.0.tgz#88b91cfba1356fc10bb9eb592958457dfe09fb37" + integrity sha512-/KRpd9mIRg2raGxHRGwW9ZywYNAClZrHjdueHcrVDuO3a6bj83eoTirCCk0M0yPwOjWYKHwRVRid+xK4F/GHgA== dependencies: - "@eslint/eslintrc" "^1.2.0" + "@eslint/eslintrc" "^1.2.1" "@humanwhocodes/config-array" "^0.9.2" ajv "^6.10.0" chalk "^4.0.0" @@ -2151,11 +2151,6 @@ iconv-lite@0.4.24: dependencies: safer-buffer ">= 2.1.2 < 3" -ignore@^4.0.6: - version "4.0.6" - resolved "https://registry.npmjs.org/ignore/-/ignore-4.0.6.tgz#750e3db5862087b4737ebac8207ffd1ef27b25fc" - integrity sha512-cyFDKrqc/YdcWFniJhzI42+AzS+gNwmUzOSFcRCQYwySuBBBy/KjuxWLZ/FHEH6Moq1NizMOBWyTcv8O4OZIMg== - ignore@^5.1.4, ignore@^5.1.8, ignore@^5.2.0: version "5.2.0" resolved "https://registry.npmjs.org/ignore/-/ignore-5.2.0.tgz#6d3bac8fa7fe0d45d9f9be7bac2fc279577e345a" From 9c1547d9c5cb97f686ef67fb62b5a20bc5c164fc Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 22 Mar 2022 13:51:38 +0100 Subject: [PATCH 39/49] chore(deps): bump actions/checkout from 2.4.0 to 3 (#425) Bumps [actions/checkout](https://github.com/actions/checkout) from 2.4.0 to 3. - [Release notes](https://github.com/actions/checkout/releases) - [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md) - [Commits](https://github.com/actions/checkout/compare/v2.4.0...v3) --- updated-dependencies: - dependency-name: actions/checkout dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- .github/workflows/merge-dependencies.yml | 2 +- .github/workflows/run-tests.yml | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/merge-dependencies.yml b/.github/workflows/merge-dependencies.yml index 05dbf1810..2e10e7cf1 100644 --- a/.github/workflows/merge-dependencies.yml +++ b/.github/workflows/merge-dependencies.yml @@ -14,7 +14,7 @@ jobs: if: github.actor == 'dependabot[bot]' steps: - name: 'Checkout repository' - uses: actions/checkout@v2.4.0 + uses: actions/checkout@v3 - name: 'Automerge dependency updates from Dependabot' uses: ahmadnassri/action-dependabot-auto-merge@v2.6 diff --git a/.github/workflows/run-tests.yml b/.github/workflows/run-tests.yml index 13b4b07d9..152665c4b 100644 --- a/.github/workflows/run-tests.yml +++ b/.github/workflows/run-tests.yml @@ -16,7 +16,7 @@ jobs: node-version: [16.x] steps: - name: 'Checkout repository' - uses: actions/checkout@v2.4.0 + uses: actions/checkout@v3 - name: Use Node.js ${{ matrix.node-version }} uses: actions/setup-node@v3 From 31274a16415db0f906e8d77b4856ac0750fa3c00 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 22 Mar 2022 13:51:43 +0100 Subject: [PATCH 40/49] chore(deps): bump srvaroa/labeler from 0.8 to 0.9 (#424) Bumps [srvaroa/labeler](https://github.com/srvaroa/labeler) from 0.8 to 0.9. - [Release notes](https://github.com/srvaroa/labeler/releases) - [Commits](https://github.com/srvaroa/labeler/compare/v0.8...v0.9) --- updated-dependencies: - dependency-name: srvaroa/labeler dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- .github/workflows/generate-labels.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/generate-labels.yml b/.github/workflows/generate-labels.yml index 7aa5d70f4..92742b21c 100644 --- a/.github/workflows/generate-labels.yml +++ b/.github/workflows/generate-labels.yml @@ -9,6 +9,6 @@ jobs: name: 'Label PR based on title' runs-on: ubuntu-latest steps: - - uses: srvaroa/labeler@v0.8 + - uses: srvaroa/labeler@v0.9 env: GITHUB_TOKEN: ${{ github.token }} From 6ec0778060c02565cb1a8f377758c4ddcaab206b Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Fri, 25 Mar 2022 19:11:25 +0100 Subject: [PATCH 41/49] chore: Update dependencies without external actions --- .github/auto-merge.yml | 3 --- .github/workflows/merge-dependencies.yml | 34 +++++++++++++----------- 2 files changed, 18 insertions(+), 19 deletions(-) delete mode 100644 .github/auto-merge.yml diff --git a/.github/auto-merge.yml b/.github/auto-merge.yml deleted file mode 100644 index 5934f5250..000000000 --- a/.github/auto-merge.yml +++ /dev/null @@ -1,3 +0,0 @@ -- match: - dependency_type: all - update_type: 'semver:major' diff --git a/.github/workflows/merge-dependencies.yml b/.github/workflows/merge-dependencies.yml index 2e10e7cf1..980899bc6 100644 --- a/.github/workflows/merge-dependencies.yml +++ b/.github/workflows/merge-dependencies.yml @@ -1,24 +1,26 @@ name: 'Merge Dependencies' # https://github.blog/changelog/2021-02-19-github-actions-workflows-triggered-by-dependabot-prs-will-run-with-read-only-permissions/ -# https://github.com/ahmadnassri/action-dependabot-auto-merge/issues/60#issuecomment-806027389 on: [pull_request_target] +permissions: + pull-requests: write + contents: write + jobs: auto-merge: - runs-on: ${{ matrix.os }} - strategy: - matrix: - os: [ubuntu-latest] - node-version: [16.x] - if: github.actor == 'dependabot[bot]' + runs-on: ubuntu-latest + if: ${{ github.event.pull_request.user.login == 'dependabot[bot]' }} steps: - - name: 'Checkout repository' - uses: actions/checkout@v3 - - - name: 'Automerge dependency updates from Dependabot' - uses: ahmadnassri/action-dependabot-auto-merge@v2.6 - # Guarantee that commit comes from Dependabot (don't blindly trust external GitHub Actions) - if: github.actor == 'dependabot[bot]' - with: - github-token: ${{ secrets.GH_AUTOMERGE_TOKEN }} + # https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/incorporating-changes-from-a-pull-request/automatically-merging-a-pull-request#about-auto-merge + - name: 'Enable auto-merge on PR' + run: gh pr merge --auto --squash "$PR_URL" + env: + PR_URL: ${{ github.event.pull_request.html_url }} + # https://docs.github.com/en/actions/security-guides/automatic-token-authentication#about-the-github_token-secret + GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} + - name: 'Approve PR' + run: gh pr review --approve "$PR_URL" + env: + PR_URL: ${{github.event.pull_request.html_url}} + GITHUB_TOKEN: ${{secrets.GITHUB_TOKEN}} From 5842f8218bfe493e54d1ee245843c2ac256d3bc6 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Fri, 25 Mar 2022 18:12:40 +0000 Subject: [PATCH 42/49] chore(deps): bump minimist from 1.2.5 to 1.2.6 (#433) Bumps [minimist](https://github.com/substack/minimist) from 1.2.5 to 1.2.6. - [Release notes](https://github.com/substack/minimist/releases) - [Commits](https://github.com/substack/minimist/compare/1.2.5...1.2.6) --- updated-dependencies: - dependency-name: minimist dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- yarn.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/yarn.lock b/yarn.lock index 6a13c6ba2..6df83ff89 100644 --- a/yarn.lock +++ b/yarn.lock @@ -2981,9 +2981,9 @@ minimatch@^3.0.4: brace-expansion "^1.1.7" minimist@^1.2.5: - version "1.2.5" - resolved "https://registry.npmjs.org/minimist/-/minimist-1.2.5.tgz#67d66014b66a6a8aaa0c083c5fd58df4e4e97602" - integrity sha512-FM9nNUYrRBAELZQT3xeZQ7fmMOBg6nWNmJKTcgsJeaLstP/UODVpGsr5OhXhhXg6f+qtJ8uiZ+PUxkDWcgIXLw== + version "1.2.6" + resolved "https://registry.npmjs.org/minimist/-/minimist-1.2.6.tgz#8637a5b759ea0d6e98702cfb3a9283323c93af44" + integrity sha512-Jsjnk4bw3YJqYzbdyBiNsPWHPfO++UGG749Cxs6peCu5Xg4nrena6OVxOYxrQTqww0Jmwt+Ref8rggumkTLz9Q== mri@^1.1.5: version "1.2.0" From 14f1f7cc12848ff0ebacf8d6ddbb07877f5e91b3 Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Tue, 29 Mar 2022 16:03:39 +0200 Subject: [PATCH 43/49] chore: Enforce LF line endings --- tsconfig.json | 1 + 1 file changed, 1 insertion(+) diff --git a/tsconfig.json b/tsconfig.json index 27654aeae..906878eaf 100644 --- a/tsconfig.json +++ b/tsconfig.json @@ -8,6 +8,7 @@ "lib": ["es2017"], "module": "commonjs", "moduleResolution": "node", + "newLine": "lf", "noEmitOnError": true, "noImplicitReturns": true, "noUnusedLocals": true, From 687125bf25d8c0f8778fa4171f8e80801a6c7ee8 Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Tue, 29 Mar 2022 16:08:08 +0200 Subject: [PATCH 44/49] chore: Replace David DM with Libraries.io dependency check --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index f935d5179..a3b42f931 100644 --- a/README.md +++ b/README.md @@ -1,6 +1,6 @@ # Trading Signals -![Language Details](https://img.shields.io/github/languages/top/bennycode/trading-signals) ![Code Coverage](https://img.shields.io/codecov/c/github/bennycode/trading-signals/main) ![License](https://img.shields.io/npm/l/trading-signals.svg) ![Package Version](https://img.shields.io/npm/v/trading-signals.svg) ![Dependency Updates](https://img.shields.io/david/bennycode/trading-signals.svg) +![Language Details](https://img.shields.io/github/languages/top/bennycode/trading-signals) ![Code Coverage](https://img.shields.io/codecov/c/github/bennycode/trading-signals/main) ![License](https://img.shields.io/npm/l/trading-signals.svg) ![Package Version](https://img.shields.io/npm/v/trading-signals.svg) ![Dependency Updates](https://img.shields.io/librariesio/release/npm/trading-signals.svg) Technical indicators and overlays to run technical analysis with JavaScript / TypeScript. From 358b3e582190e1c8ada61f7ee3cc85d07afec294 Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Tue, 29 Mar 2022 16:24:03 +0200 Subject: [PATCH 45/49] docs: Generate API docs (#435) --- docs/_sidebar.md | 2 + docs/index.html | 23 ++++++++++++ package.json | 11 ++++-- typedoc.json | 10 +++++ yarn.lock | 95 +++++++++++++++++++++++++++++++++++++++++++++++- 5 files changed, 137 insertions(+), 4 deletions(-) create mode 100644 docs/_sidebar.md create mode 100644 docs/index.html create mode 100644 typedoc.json diff --git a/docs/_sidebar.md b/docs/_sidebar.md new file mode 100644 index 000000000..71d327b21 --- /dev/null +++ b/docs/_sidebar.md @@ -0,0 +1,2 @@ +- [Home](/) +- [API](/modules.md) diff --git a/docs/index.html b/docs/index.html new file mode 100644 index 000000000..14fe5e9f6 --- /dev/null +++ b/docs/index.html @@ -0,0 +1,23 @@ + + + + + Trading Signals + + + + + + +
+ + + + diff --git a/package.json b/package.json index 11247579b..63f67fb9a 100644 --- a/package.json +++ b/package.json @@ -27,6 +27,8 @@ "rimraf": "3.0.2", "ts-jest": "27.1.3", "ts-node": "10.7.0", + "typedoc": "0.22.13", + "typedoc-plugin-markdown": "3.11.14", "typescript": "4.6.2" }, "engines": { @@ -77,6 +79,9 @@ "changelog:commit": "git add CHANGELOG.md && git commit -m \"docs: updated CHANGELOG.md\"", "clean": "rimraf coverage dist", "dist": "yarn clean && yarn build", + "docs": "yarn docs:build", + "docs:build": "typedoc src/index.ts", + "docs:release": "yarn docs:build && git add docs/* && git commit -m \"docs: Updated API\"", "fix": "yarn fix:other && yarn fix:code", "fix:code": "yarn lint:code --fix", "fix:other": "yarn prettier --write", @@ -87,9 +92,9 @@ "postversion": "git push origin && git push origin --tags && npm publish", "prettier": "prettier --ignore-path .gitignore --loglevel error \"**/*.{json,scss,yml}\"", "preversion": "git checkout main && git pull && yarn && yarn test && yarn dist", - "release:major": "generate-changelog -M -x \"chore,test\" && yarn changelog:commit && npm version major", - "release:minor": "generate-changelog -m -x \"chore,test\" && yarn changelog:commit && npm version minor", - "release:patch": "generate-changelog -p -x \"chore,test\" && yarn changelog:commit && npm version patch", + "release:major": "generate-changelog -M -x \"chore,test\" && yarn changelog:commit && yarn docs:release && npm version major", + "release:minor": "generate-changelog -m -x \"chore,test\" && yarn changelog:commit && yarn docs:release && npm version minor", + "release:patch": "generate-changelog -p -x \"chore,test\" && yarn changelog:commit && yarn docs:release && npm version patch", "start:benchmark": "ts-node ./src/start/startBenchmark.ts", "test": "yarn test:dev --coverage", "test:dev": "jest ./src", diff --git a/typedoc.json b/typedoc.json new file mode 100644 index 000000000..ae38d77e5 --- /dev/null +++ b/typedoc.json @@ -0,0 +1,10 @@ +{ + "cleanOutputDir": false, + "entryPoints": ["src"], + "exclude": ["**/demo/**/*", "**/payload/**/*", "**/test/**/*", "**/*+(index|.test*).ts"], + "excludeExternals": true, + "excludePrivate": true, + "excludeProtected": true, + "out": "docs", + "theme": "markdown" +} diff --git a/yarn.lock b/yarn.lock index 6df83ff89..650750535 100644 --- a/yarn.lock +++ b/yarn.lock @@ -1262,6 +1262,13 @@ brace-expansion@^1.1.7: balanced-match "^1.0.0" concat-map "0.0.1" +brace-expansion@^2.0.1: + version "2.0.1" + resolved "https://registry.npmjs.org/brace-expansion/-/brace-expansion-2.0.1.tgz#1edc459e0f0c548486ecf9fc99f2221364b9a0ae" + integrity sha512-XnAIvQ8eM+kC6aULx6wuQiwVsnzsi9d3WxzV3FpWTGA19F621kwdbsAcFKXgKUHZWsy+mY6iL1sHTxWEFCytDA== + dependencies: + balanced-match "^1.0.0" + braces@^3.0.1: version "3.0.2" resolved "https://registry.npmjs.org/braces/-/braces-3.0.2.tgz#3454e1a462ee8d599e236df336cd9ea4f8afe107" @@ -2026,7 +2033,7 @@ glob-parent@^6.0.1: dependencies: is-glob "^4.0.3" 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uglify-js "^3.1.4" + has-flag@^3.0.0: version "3.0.0" resolved "https://registry.npmjs.org/has-flag/-/has-flag-3.0.0.tgz#b5d454dc2199ae225699f3467e5a07f3b955bafd" @@ -2803,6 +2822,11 @@ json5@2.x, json5@^2.1.2: dependencies: minimist "^1.2.5" +jsonc-parser@^3.0.0: + version "3.0.0" + resolved "https://registry.npmjs.org/jsonc-parser/-/jsonc-parser-3.0.0.tgz#abdd785701c7e7eaca8a9ec8cf070ca51a745a22" + integrity sha512-fQzRfAbIBnR0IQvftw9FJveWiHp72Fg20giDrHz6TdfB12UH/uue0D3hm57UB5KgAVuniLMCaS8P1IMj9NR7cA== + kleur@^3.0.3: version "3.0.3" resolved "https://registry.npmjs.org/kleur/-/kleur-3.0.3.tgz#a79c9ecc86ee1ce3fa6206d1216c501f147fc07e" @@ -2919,6 +2943,11 @@ lru-cache@^6.0.0: dependencies: yallist "^4.0.0" +lunr@^2.3.9: + version "2.3.9" + resolved "https://registry.npmjs.org/lunr/-/lunr-2.3.9.tgz#18b123142832337dd6e964df1a5a7707b25d35e1" + integrity sha512-zTU3DaZaF3Rt9rhN3uBMGQD3dD2/vFQqnvZCDv4dl5iOzq2IZQqTxu90r4E5J+nP70J3ilqVCrbho2eWaeW8Ow== + make-dir@^3.0.0: version "3.1.0" resolved "https://registry.npmjs.org/make-dir/-/make-dir-3.1.0.tgz#415e967046b3a7f1d185277d84aa58203726a13f" @@ -2938,6 +2967,11 @@ makeerror@1.0.12: dependencies: tmpl "1.0.5" +marked@^4.0.12: + version "4.0.12" + resolved "https://registry.npmjs.org/marked/-/marked-4.0.12.tgz#2262a4e6fd1afd2f13557726238b69a48b982f7d" + integrity sha512-hgibXWrEDNBWgGiK18j/4lkS6ihTe9sxtV4Q1OQppb/0zzyPSzoFANBa5MfsG/zgsWklmNnhm0XACZOH/0HBiQ== + merge-stream@^2.0.0: version "2.0.0" resolved "https://registry.npmjs.org/merge-stream/-/merge-stream-2.0.0.tgz#52823629a14dd00c9770fb6ad47dc6310f2c1f60" @@ -2980,6 +3014,13 @@ minimatch@^3.0.4: dependencies: brace-expansion "^1.1.7" +minimatch@^5.0.1: + version "5.0.1" + resolved "https://registry.npmjs.org/minimatch/-/minimatch-5.0.1.tgz#fb9022f7528125187c92bd9e9b6366be1cf3415b" + integrity sha512-nLDxIFRyhDblz3qMuq+SoRZED4+miJ/G+tdDrjkkkRnjAsBexeGpgjLEQ0blJy7rHhR2b93rhQY4SvyWu9v03g== + dependencies: + brace-expansion "^2.0.1" + minimist@^1.2.5: version "1.2.6" resolved "https://registry.npmjs.org/minimist/-/minimist-1.2.6.tgz#8637a5b759ea0d6e98702cfb3a9283323c93af44" @@ -3016,6 +3057,11 @@ natural-compare@^1.4.0: resolved "https://registry.npmjs.org/natural-compare/-/natural-compare-1.4.0.tgz#4abebfeed7541f2c27acfb29bdbbd15c8d5ba4f7" integrity sha1-Sr6/7tdUHywnrPspvbvRXI1bpPc= +neo-async@^2.6.0: + version "2.6.2" + resolved "https://registry.npmjs.org/neo-async/-/neo-async-2.6.2.tgz#b4aafb93e3aeb2d8174ca53cf163ab7d7308305f" + integrity sha512-Yd3UES5mWCSqR+qNT93S3UoYUkqAZ9lLg8a7g9rimsWmYGK8cVToA4/sF3RrshdyV3sAGMXVUmpMYOw+dLpOuw== + node-int64@^0.4.0: version "0.4.0" resolved "https://registry.npmjs.org/node-int64/-/node-int64-0.4.0.tgz#87a9065cdb355d3182d8f94ce11188b825c68a3b" @@ -3433,6 +3479,15 @@ shebang-regex@^3.0.0: resolved "https://registry.npmjs.org/shebang-regex/-/shebang-regex-3.0.0.tgz#ae16f1644d873ecad843b0307b143362d4c42172" integrity sha512-7++dFhtcx3353uBaq8DDR4NuxBetBzC7ZQOhmTQInHEd6bSrXdiEyzCvG07Z44UYdLShWUyXt5M/yhz8ekcb1A== +shiki@^0.10.1: + version "0.10.1" + resolved "https://registry.npmjs.org/shiki/-/shiki-0.10.1.tgz#6f9a16205a823b56c072d0f1a0bcd0f2646bef14" + integrity sha512-VsY7QJVzU51j5o1+DguUd+6vmCmZ5v/6gYu4vyYAhzjuNQU6P/vmSy4uQaOhvje031qQMiW0d2BwgMH52vqMng== + dependencies: + jsonc-parser "^3.0.0" + vscode-oniguruma "^1.6.1" + vscode-textmate "5.2.0" + signal-exit@^3.0.2, signal-exit@^3.0.3: version "3.0.6" resolved "https://registry.npmjs.org/signal-exit/-/signal-exit-3.0.6.tgz#24e630c4b0f03fea446a2bd299e62b4a6ca8d0af" @@ -3759,11 +3814,34 @@ typedarray-to-buffer@^3.1.5: dependencies: is-typedarray "^1.0.0" +typedoc-plugin-markdown@3.11.14: + version "3.11.14" + resolved "https://registry.npmjs.org/typedoc-plugin-markdown/-/typedoc-plugin-markdown-3.11.14.tgz#2a7a04abd50b8f1e5d46793061d70229d504d2cd" + integrity sha512-lh47OQvl0079nB18YL9wuTRRhMpjo300SZKfx/xpQY8qG+GINeSxTod95QBELeI0NP81sNtUbemRDrn5nyef4Q== + dependencies: + handlebars "^4.7.7" + +typedoc@0.22.13: + version "0.22.13" + resolved 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"analysis", From 95cb4892a900f8b1088bd113dea50ab0ef0bf6a5 Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Tue, 29 Mar 2022 16:26:42 +0200 Subject: [PATCH 47/49] docs: updated CHANGELOG.md --- CHANGELOG.md | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/CHANGELOG.md b/CHANGELOG.md index dbd4f4e37..35a5cbd79 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,3 +1,11 @@ +#### 3.6.1 (2022-03-29) + +##### Documentation Changes + +- Generate API docs ([#435](https://github.com/bennycode/trading-signals/pull/435)) ([358b3e58](https://github.com/bennycode/trading-signals/commit/358b3e582190e1c8ada61f7ee3cc85d07afec294)) +- Add contact details ([4c87ea7e](https://github.com/bennycode/trading-signals/commit/4c87ea7e263e2d91782d704cceba9754f78d3daa)) +- Add ta4j ([0a3a54e1](https://github.com/bennycode/trading-signals/commit/0a3a54e1ab525b3260d8a43e74461d2d58a2a8b9)) + ### 3.6.0 (2022-01-03) ##### New Features From 9d67e60baeb1ce374a7507df40b413db1c94594e Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Tue, 29 Mar 2022 16:26:54 +0200 Subject: [PATCH 48/49] docs: Updated API --- docs/.nojekyll | 1 + docs/README.md | 195 +++++++++ docs/classes/AC.md | 203 ++++++++++ docs/classes/ADX.md | 197 +++++++++ docs/classes/AO.md | 189 +++++++++ docs/classes/ATR.md | 155 +++++++ docs/classes/AccelerationBands.md | 131 ++++++ docs/classes/BigIndicatorSeries.md | 175 ++++++++ docs/classes/BollingerBands.md | 135 +++++++ docs/classes/BollingerBandsWidth.md | 152 +++++++ docs/classes/CCI.md | 167 ++++++++ docs/classes/CG.md | 190 +++++++++ docs/classes/DEMA.md | 154 +++++++ docs/classes/DMA.md | 133 ++++++ docs/classes/DX.md | 183 +++++++++ docs/classes/EMA.md | 158 ++++++++ docs/classes/FasterAC.md | 197 +++++++++ docs/classes/FasterADX.md | 179 +++++++++ docs/classes/FasterAO.md | 179 +++++++++ docs/classes/FasterATR.md | 149 +++++++ docs/classes/FasterAccelerationBands.md | 117 ++++++ docs/classes/FasterBollingerBands.md | 127 ++++++ 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160 ++++++++ docs/classes/NotEnoughDataError.md | 35 ++ docs/classes/NumberIndicatorSeries.md | 177 ++++++++ docs/classes/OBV.md | 148 +++++++ docs/classes/Period.md | 145 +++++++ docs/classes/ROC.md | 165 ++++++++ docs/classes/RSI.md | 161 ++++++++ docs/classes/SMA.md | 190 +++++++++ docs/classes/StochasticOscillator.md | 136 +++++++ docs/classes/StochasticRSI.md | 160 ++++++++ docs/classes/TR.md | 139 +++++++ docs/classes/WSMA.md | 165 ++++++++ docs/interfaces/BandsResult.md | 41 ++ docs/interfaces/FasterBandsResult.md | 41 ++ docs/interfaces/FasterDMAResult.md | 30 ++ docs/interfaces/FasterPeriodResult.md | 30 ++ docs/interfaces/FasterStochasticResult.md | 34 ++ docs/interfaces/Indicator.md | 86 ++++ docs/interfaces/IndicatorSeries.md | 112 ++++++ docs/interfaces/PeriodResult.md | 30 ++ docs/interfaces/StochasticResult.md | 34 ++ docs/modules.md | 444 +++++++++++++++++++++ 67 files changed, 9630 insertions(+) create mode 100644 docs/.nojekyll create mode 100644 docs/README.md create mode 100644 docs/classes/AC.md create mode 100644 docs/classes/ADX.md create mode 100644 docs/classes/AO.md create mode 100644 docs/classes/ATR.md create mode 100644 docs/classes/AccelerationBands.md create mode 100644 docs/classes/BigIndicatorSeries.md create mode 100644 docs/classes/BollingerBands.md create mode 100644 docs/classes/BollingerBandsWidth.md create mode 100644 docs/classes/CCI.md create mode 100644 docs/classes/CG.md create mode 100644 docs/classes/DEMA.md create mode 100644 docs/classes/DMA.md create mode 100644 docs/classes/DX.md create mode 100644 docs/classes/EMA.md create mode 100644 docs/classes/FasterAC.md create mode 100644 docs/classes/FasterADX.md create mode 100644 docs/classes/FasterAO.md create mode 100644 docs/classes/FasterATR.md create mode 100644 docs/classes/FasterAccelerationBands.md create mode 100644 docs/classes/FasterBollingerBands.md create mode 100644 docs/classes/FasterBollingerBandsWidth.md create mode 100644 docs/classes/FasterCCI.md create 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docs/interfaces/StochasticResult.md create mode 100644 docs/modules.md diff --git a/docs/.nojekyll b/docs/.nojekyll new file mode 100644 index 000000000..e2ac6616a --- /dev/null +++ b/docs/.nojekyll @@ -0,0 +1 @@ +TypeDoc added this file to prevent GitHub Pages from using Jekyll. You can turn off this behavior by setting the `githubPages` option to false. \ No newline at end of file diff --git a/docs/README.md b/docs/README.md new file mode 100644 index 000000000..22ccb6063 --- /dev/null +++ b/docs/README.md @@ -0,0 +1,195 @@ +trading-signals / [Exports](modules.md) + +# Trading Signals + +![Language Details](https://img.shields.io/github/languages/top/bennycode/trading-signals) ![Code Coverage](https://img.shields.io/codecov/c/github/bennycode/trading-signals/main) ![License](https://img.shields.io/npm/l/trading-signals.svg) ![Package Version](https://img.shields.io/npm/v/trading-signals.svg) ![Dependency Updates](https://img.shields.io/librariesio/release/npm/trading-signals.svg) + +Technical indicators and overlays to run technical analysis with JavaScript / TypeScript. + +## Motivation + +The "trading-signals" library provides a TypeScript implementation for common technical indicators with arbitrary-precision decimal arithmetic. + +The main focus of this library is on the accuracy of calculations, but using the provided [faster implementations][2] you can also use it where performance is important. + +All indicators can be updated over time by streaming data (prices or candles) to the `update` method. Some indicators also provide `static` batch methods for further performance improvements when providing data up-front during a backtest or historical data import. + +## Benefits & Features + +- **Accurate.** Indicators with intervals will return a result only when the period is reached. +- **Convenient.** Indicators with intervals will save their all-time highs and lows. +- **Fast.** If you need high throughput, you can use the included [faster implementations][2]. +- **Flexible.** All advanced indicators support different smoothing overlays (WSMA, etc.). +- **Precise.** Better accuracy than calculating with primitive numbers thanks to [big.js][1]. +- **Robust.** Checked against common division by zero mistakes. +- **Tested.** Code coverage is 100%. No surprises when using it. +- **Typed.** Source code is 100% TypeScript. No need to install external typings. +- **Verified.** All results are verified with [other libraries](#alternatives) to guarantee correctness. +- **Versatile.** Indicators can be updated up-front or by streaming prices. + +## Technical Indicator Types + +- Trend indicators: Measure the direction of a trend (uptrend, downtrend or sideways trend) +- Volume indicators: Measure the strength of a trend (based on volume) +- Volatility indicators: Measure how much disagreement there is in the market based on price (statistical measure of its dispersion) +- Momentum indicators: Measure the strength of a trend (based on price / speed of price movement) + +## Supported Technical Indicators + +1. Acceleration Bands (ABANDS) +1. Accelerator Oscillator (AC) +1. Average Directional Index (ADX) +1. Average True Range (ATR) +1. Awesome Oscillator (AO) +1. Bollinger Bands (BBANDS) +1. Bollinger Bands Width (BBW) +1. Center of Gravity (CG) +1. Commodity Channel Index (CCI) +1. Directional Movement Index (DMI / DX) +1. Double Exponential Moving Average (DEMA) +1. Dual Moving Average (DMA) +1. Exponential Moving Average (EMA) +1. Mean Absolute Deviation (MAD) +1. Momentum (MOM / MTM) +1. Moving Average Convergence Divergence (MACD) +1. On-Balance Volume (OBV) +1. Rate-of-Change (ROC) +1. Relative Strength Index (RSI) +1. Simple Moving Average (SMA) +1. Stochastic Oscillator (STOCH) +1. Stochastic RSI (STOCHRSI) +1. True Range (TR) +1. Wilder's Smoothed Moving Average (WSMA / WMA / WWS / SMMA / MEMA) + +Utility Methods: + +1. Average / Mean +1. Standard Deviation +1. Rolling Standard Deviation + +## Usage + +```typescript +import {SMA} from 'trading-signals'; + +const sma = new SMA(3); + +// You can add numbers: +sma.update(40); +sma.update(30); +sma.update(20); + +// You can add strings: +sma.update('10'); + +// You can add arbitrary-precision decimals: +import Big from 'big.js'; +sma.update(new Big(30)); + +// You can get the result in various formats: +console.log(sma.getResult().valueOf()); // "20" +console.log(sma.getResult().toFixed(2)); // "20.00" +``` + +### When to use `update(...)`? + +You have to call an indicator's `update` method to enter input data. The update method may or may not return a result from the indicator depending on whether the minimum amount of input data has been reached. + +### When to use `getResult()`? + +You can call `getResult()` at any point in time, but it throws errors unless an indicator has received the minimum amount of data. If you call `getResult()`, before an indicator has received the required amount of input values, a `NotEnoughDataError` will be thrown. + +**Example:** + +```ts +import {SMA} from 'trading-signals'; + +// Our interval is 3, so we need 3 input values +const sma = new SMA(3); + +// We supply 2 input values +sma.update(10); +sma.update(40); + +try { + // We will get an error, because the minimum amount of inputs is 3 + sma.getResult(); +} catch (error) { + console.log(error.constructor.name); // "NotEnoughDataError" +} + +// We will supply the 3rd input value +sma.update(70); + +// Now, we will receive a proper result +console.log(sma.getResult().valueOf()); // "40" +``` + +Most of the time, the minimum amount of data depends on the interval / time period used. + +## Performance + +### Arbitrary-precision decimal arithmetic + +JavaScript is very bad with numbers. When calculating `0.1 + 0.2` it shows you `0.30000000000000004`, but the truth is `0.3`. + +![JavaScript arithmetic](./js-arithmetic.png) + +As specified by the ECMAScript standard, all arithmetic in JavaScript uses [double-precision floating-point arithmetic](https://en.wikipedia.org/wiki/Double-precision_floating-point_format), which is only accurate until certain extent. To increase the accuracy and avoid miscalculations, the [trading-signals](https://github.com/bennycode/trading-signals) library uses [big.js][1] which offers arbitrary-precision decimal arithmetic. However, this arbitrary accuracy comes with a downside: Calculations with it are not as performant as with the primitive data type `number`. + +### Faster implementations + +To get the best of both worlds (high accuracy & high performance), you will find two implementations of each indicator (e.g. `SMA` & `FasterSMA`). The standard implementation uses big.js and the `Faster`-prefixed version uses common `number` types. Use the standard one when you need high accuracy and use the `Faster`-one when you need high performance. + +### Benchmarks + +You can run `yarn start:benchmark` to see the runtime performance of each technical indicator on your machine. This will give you an understanding of which indicators can be calculated faster than others. + +## Disclaimer + +The information and publications of [trading-signals](https://github.com/bennycode/trading-signals) do not constitute financial advice, investment advice, trading advice or any other form of advice. All results from [trading-signals](https://github.com/bennycode/trading-signals) are intended for information purposes only. + +It is very important to do your own analysis before making any investment based on your own personal circumstances. If you need financial advice or further advice in general, it is recommended that you identify a relevantly qualified individual in your jurisdiction who can advise you accordingly. + +## Alternatives + +- [Cloud9Trader Indicators (JavaScript)](https://github.com/Cloud9Trader/TechnicalIndicators) +- [Crypto Trading Hub Indicators (TypeScript)](https://github.com/anandanand84/technicalindicators) +- [Jesse Trading Bot Indicators (Python)](https://docs.jesse.trade/docs/indicators/reference.html) +- [libindicators (C#)](https://github.com/mgfx/libindicators) +- [Pandas TA (Python)](https://github.com/twopirllc/pandas-ta) +- [Technical Analysis for Rust (Rust)](https://github.com/greyblake/ta-rs) +- [Technical Analysis Library using Pandas and Numpy (Python)](https://github.com/bukosabino/ta) +- [Tulip Indicators (ANSI C)](https://github.com/TulipCharts/tulipindicators) +- [ta4j (Java)](https://github.com/ta4j/ta4j) + +## Maintainers + +[![Benny Neugebauer on Stack Exchange][stack_exchange_bennycode_badge]][stack_exchange_bennycode_url] + +- [Follow Benny on Twitter](https://twitter.com/bennycode) or [on YouTube](https://www.youtube.com/typescripttv) + +## Contributing + +Contributions, issues and feature requests are welcome! + +Feel free to check the [issues page](https://github.com/bennycode/trading-signals/issues). + +## License + +This project is [MIT](./LICENSE) licensed. + +## ⭐️ Show your support ⭐️ + +[Please leave a star](https://github.com/bennycode/trading-signals/stargazers) if you find this project useful. + +If you like this project, you might also like these related projects: + +- [**coinbase-pro-node**](https://github.com/bennycode/coinbase-pro-node), Actively maintained Coinbase Pro API written in TypeScript. +- [**ig-trading-api**](https://github.com/bennycode/ig-trading-api), IG CFD Trading API written in TypeScript. +- [**binance-api-node**](https://github.com/Ashlar/binance-api-node), Heavily tested and Promise-based Binance API with TypeScript definitions. + +[1]: http://mikemcl.github.io/big.js/ +[2]: #faster-implementations +[stack_exchange_bennycode_badge]: https://stackexchange.com/users/flair/203782.png?theme=default +[stack_exchange_bennycode_url]: https://stackexchange.com/users/203782/benny-neugebauer?tab=accounts diff --git a/docs/classes/AC.md b/docs/classes/AC.md new file mode 100644 index 000000000..5208fb72a --- /dev/null +++ b/docs/classes/AC.md @@ -0,0 +1,203 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / AC + +# Class: AC + +Accelerator Oscillator (AC) Type: Momentum + +The Accelerator Oscillator (AC) is an indicator used to detect when a momentum changes. It has been developed by Bill Williams. If the momentum in an uptrend is starting to slow down, that could suggest that there is less interest in the asset. This typically leads to selling. In the inverse, momentum to the downside will start to slow down before buy orders come in. The Accelerator Oscillator also looks at whether there is an acceleration in the change of momentum. + +**`see`** https://www.thinkmarkets.com/en/indicators/bill-williams-accelerator/ + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`HighLow`](../modules.md#highlow)\> + + ↳ **`AC`** + +## Table of contents + +### Constructors + +- [constructor](AC.md#constructor) + +### Properties + +- [ao](AC.md#ao) +- [highest](AC.md#highest) +- [longAO](AC.md#longao) +- [lowest](AC.md#lowest) +- [momentum](AC.md#momentum) +- [shortAO](AC.md#shortao) +- [signal](AC.md#signal) +- [signalInterval](AC.md#signalinterval) + +### Accessors + +- [isStable](AC.md#isstable) + +### Methods + +- [getResult](AC.md#getresult) +- [update](AC.md#update) + +## Constructors + +### constructor + +• **new AC**(`shortAO`, `longAO`, `signalInterval`) + +#### Parameters + +| Name | Type | +| :--------------- | :------- | +| `shortAO` | `number` | +| `longAO` | `number` | +| `signalInterval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[AC/AC.ts:25](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L25) + +## Properties + +### ao + +• `Readonly` **ao**: [`AO`](AO.md) + +#### Defined in + +[AC/AC.ts:21](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L21) + +--- + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### longAO + +• `Readonly` **longAO**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### momentum + +• `Readonly` **momentum**: [`MOM`](MOM.md) + +#### Defined in + +[AC/AC.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L22) + +--- + +### shortAO + +• `Readonly` **shortAO**: `number` + +--- + +### signal + +• `Readonly` **signal**: [`SMA`](SMA.md) + +#### Defined in + +[AC/AC.ts:23](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L23) + +--- + +### signalInterval + +• `Readonly` **signalInterval**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`input`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :--------------------------------- | +| `input` | [`HighLow`](../modules.md#highlow) | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[AC/AC.ts:32](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L32) diff --git a/docs/classes/ADX.md b/docs/classes/ADX.md new file mode 100644 index 000000000..799e4c045 --- /dev/null +++ b/docs/classes/ADX.md @@ -0,0 +1,197 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / ADX + +# Class: ADX + +Average Directional Index (ADX) Type: Momentum, Trend (using +DI & -DI), Volatility + +The ADX was developed by **John Welles Wilder, Jr.**. It is a lagging indicator; that is, a trend must have established itself before the ADX will generate a signal that a trend is under way. + +ADX will range between 0 and 100 which makes it an oscillator. It is a smoothed average of the Directional Movement Index (DMI / DX). + +Generally, ADX readings below 20 indicate trend weakness, and readings above 40 indicate trend strength. A strong trend is indicated by readings above 50. ADX values of 75-100 signal an extremely strong trend. + +If ADX increases, it means that volatility is increasing and indicating the beginning of a new trend. If ADX decreases, it means that volatility is decreasing, and the current trend is slowing down and may even reverse. When +DI is above -DI, then there is more upward pressure than downward pressure in the market. + +**`see`** https://www.investopedia.com/terms/a/adx.asp + +**`see`** https://www.youtube.com/watch?v=n2J1H3NeF70 + +**`see`** https://learn.tradimo.com/technical-analysis-how-to-work-with-indicators/adx-determing-the-strength-of-price-movement + +**`see`** https://medium.com/codex/algorithmic-trading-with-average-directional-index-in-python-2b5a20ecf06a + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`HighLowClose`](../modules.md#highlowclose)\> + + ↳ **`ADX`** + +## Table of contents + +### Constructors + +- [constructor](ADX.md#constructor) + +### Properties + +- [highest](ADX.md#highest) +- [interval](ADX.md#interval) +- [lowest](ADX.md#lowest) + +### Accessors + +- [isStable](ADX.md#isstable) +- [mdi](ADX.md#mdi) +- [pdi](ADX.md#pdi) + +### Methods + +- [getResult](ADX.md#getresult) +- [update](ADX.md#update) + +## Constructors + +### constructor + +• **new ADX**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `WSMA` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[ADX/ADX.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L36) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +--- + +### mdi + +• `get` **mdi**(): `void` \| `Big` + +#### Returns + +`void` \| `Big` + +#### Defined in + +[ADX/ADX.ts:42](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L42) + +--- + +### pdi + +• `get` **pdi**(): `void` \| `Big` + +#### Returns + +`void` \| `Big` + +#### Defined in + +[ADX/ADX.ts:46](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L46) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`candle`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------- | +| `candle` | [`HighLowClose`](../modules.md#highlowclose) | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[ADX/ADX.ts:50](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L50) diff --git a/docs/classes/AO.md b/docs/classes/AO.md new file mode 100644 index 000000000..58ac76f0c --- /dev/null +++ b/docs/classes/AO.md @@ -0,0 +1,189 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / AO + +# Class: AO + +Awesome Oscillator (AO) Type: Momentum + +The Awesome Oscillator (AO) is an indicator used to measure market momentum. It has been developed by the technical analyst and charting enthusiast Bill Williams. + +When AO crosses above Zero, short term momentum is rising faster than long term momentum which signals a bullish buying opportunity. When AO crosses below Zero, short term momentum is falling faster then the long term momentum which signals a bearish selling opportunity. + +**`see`** https://www.tradingview.com/support/solutions/43000501826-awesome-oscillator-ao/ + +**`see`** https://tradingstrategyguides.com/bill-williams-awesome-oscillator-strategy/ + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`HighLow`](../modules.md#highlow)\> + + ↳ **`AO`** + +## Table of contents + +### Constructors + +- [constructor](AO.md#constructor) + +### Properties + +- [highest](AO.md#highest) +- [long](AO.md#long) +- [longInterval](AO.md#longinterval) +- [lowest](AO.md#lowest) +- [short](AO.md#short) +- [shortInterval](AO.md#shortinterval) + +### Accessors + +- [isStable](AO.md#isstable) + +### Methods + +- [getResult](AO.md#getresult) +- [update](AO.md#update) + +## Constructors + +### constructor + +• **new AO**(`shortInterval`, `longInterval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------- | :------------ | +| `shortInterval` | `number` | `undefined` | +| `longInterval` | `number` | `undefined` | +| `SmoothingIndicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `SMA` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[AO/AO.ts:26](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L26) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### long + +• `Readonly` **long**: [`MovingAverage`](MovingAverage.md) + +#### Defined in + +[AO/AO.ts:23](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L23) + +--- + +### longInterval + +• `Readonly` **longInterval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### short + +• `Readonly` **short**: [`MovingAverage`](MovingAverage.md) + +#### Defined in + +[AO/AO.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L24) + +--- + +### shortInterval + +• `Readonly` **shortInterval**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`__namedParameters`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------------------ | :--------------------------------- | +| `__namedParameters` | [`HighLow`](../modules.md#highlow) | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[AO/AO.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L36) diff --git a/docs/classes/ATR.md b/docs/classes/ATR.md new file mode 100644 index 000000000..f09134021 --- /dev/null +++ b/docs/classes/ATR.md @@ -0,0 +1,155 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / ATR + +# Class: ATR + +Average True Range (ATR) Type: Volatility + +The ATR was developed by **John Welles Wilder, Jr.**. The idea of ranges is that they show the commitment or enthusiasm of traders. Large or increasing ranges suggest traders prepared to continue to bid up or sell down a stock through the course of the day. Decreasing range indicates declining interest. + +**`see`** https://www.investopedia.com/terms/a/atr.asp + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`HighLowClose`](../modules.md#highlowclose)\> + + ↳ **`ATR`** + +## Table of contents + +### Constructors + +- [constructor](ATR.md#constructor) + +### Properties + +- [highest](ATR.md#highest) +- [interval](ATR.md#interval) +- [lowest](ATR.md#lowest) + +### Accessors + +- [isStable](ATR.md#isstable) + +### Methods + +- [getResult](ATR.md#getresult) +- [update](ATR.md#update) + +## Constructors + +### constructor + +• **new ATR**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `WSMA` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[ATR/ATR.ts:23](https://github.com/bennycode/trading-signals/blob/95cb489/src/ATR/ATR.ts#L23) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`candle`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------- | +| `candle` | [`HighLowClose`](../modules.md#highlowclose) | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[ATR/ATR.ts:29](https://github.com/bennycode/trading-signals/blob/95cb489/src/ATR/ATR.ts#L29) diff --git a/docs/classes/AccelerationBands.md b/docs/classes/AccelerationBands.md new file mode 100644 index 000000000..a3ec37e94 --- /dev/null +++ b/docs/classes/AccelerationBands.md @@ -0,0 +1,131 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / AccelerationBands + +# Class: AccelerationBands + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`BandsResult`](../interfaces/BandsResult.md), [`HighLowClose`](../modules.md#highlowclose)\> + +## Table of contents + +### Constructors + +- [constructor](AccelerationBands.md#constructor) + +### Properties + +- [interval](AccelerationBands.md#interval) +- [width](AccelerationBands.md#width) + +### Accessors + +- [isStable](AccelerationBands.md#isstable) + +### Methods + +- [getResult](AccelerationBands.md#getresult) +- [update](AccelerationBands.md#update) + +## Constructors + +### constructor + +• **new AccelerationBands**(`interval`, `width`, `SmoothingIndicator?`) + +Acceleration Bands (ABANDS) Type: Volatility + +Acceleration bands created by Price Headley are set as an envelope around a moving average. The upper and lower bands are of equal distance from the middle band. + +Two consecutive closes outside Acceleration Bands suggest an entry point in the direction of the breakout (either bullish or bearish). A long position is usually kept till the first close back inside the bands. + +**`see`** https://www.tradingtechnologies.com/xtrader-help/x-study/technical-indicator-definitions/acceleration-bands-abands/ + +**`see`** https://www.motivewave.com/studies/acceleration_bands.htm + +**`see`** https://github.com/QuantConnect/Lean/blob/master/Indicators/AccelerationBands.cs + +**`see`** https://github.com/twopirllc/pandas-ta/blob/master/pandas_ta/volatility/accbands.py + +#### Parameters + +| Name | Type | Default value | Description | +| :-- | :-- | :-- | :-- | +| `interval` | `number` | `undefined` | The interval that is being used for the three moving averages which create lower, middle and upper bands | +| `width` | `number` | `undefined` | A coefficient specifying the distance between the middle band and upper/lower bands | +| `SmoothingIndicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `SMA` | Which moving average (SMA, EMA, ...) to use | + +#### Defined in + +[ABANDS/AccelerationBands.ts:35](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L35) + +## Properties + +### interval + +• `Readonly` **interval**: `number` + +--- + +### width + +• `Readonly` **width**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[ABANDS/AccelerationBands.ts:45](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L45) + +## Methods + +### getResult + +▸ **getResult**(): [`BandsResult`](../interfaces/BandsResult.md) + +#### Returns + +[`BandsResult`](../interfaces/BandsResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[ABANDS/AccelerationBands.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L61) + +--- + +### update + +▸ **update**(`__namedParameters`): `void` + +#### Parameters + +| Name | Type | +| :------------------ | :------------------------------------------- | +| `__namedParameters` | [`HighLowClose`](../modules.md#highlowclose) | + +#### Returns + +`void` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[ABANDS/AccelerationBands.ts:49](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L49) diff --git a/docs/classes/BigIndicatorSeries.md b/docs/classes/BigIndicatorSeries.md new file mode 100644 index 000000000..56ec74dde --- /dev/null +++ b/docs/classes/BigIndicatorSeries.md @@ -0,0 +1,175 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / BigIndicatorSeries + +# Class: BigIndicatorSeries + +## Type parameters + +| Name | Type | +| :------ | :---------- | +| `Input` | `BigSource` | + +## Hierarchy + +- **`BigIndicatorSeries`** + + ↳ [`AC`](AC.md) + + ↳ [`ADX`](ADX.md) + + ↳ [`AO`](AO.md) + + ↳ [`ATR`](ATR.md) + + ↳ [`BollingerBandsWidth`](BollingerBandsWidth.md) + + ↳ [`CCI`](CCI.md) + + ↳ [`CG`](CG.md) + + ↳ [`DEMA`](DEMA.md) + + ↳ [`DX`](DX.md) + + ↳ [`MovingAverage`](MovingAverage.md) + + ↳ [`MAD`](MAD.md) + + ↳ [`MOM`](MOM.md) + + ↳ [`OBV`](OBV.md) + + ↳ [`ROC`](ROC.md) + + ↳ [`RSI`](RSI.md) + + ↳ [`StochasticRSI`](StochasticRSI.md) + + ↳ [`TR`](TR.md) + +## Implements + +- [`IndicatorSeries`](../interfaces/IndicatorSeries.md)<`Big`, `Input`\> + +## Table of contents + +### Constructors + +- [constructor](BigIndicatorSeries.md#constructor) + +### Properties + +- [highest](BigIndicatorSeries.md#highest) +- [lowest](BigIndicatorSeries.md#lowest) + +### Accessors + +- [isStable](BigIndicatorSeries.md#isstable) + +### Methods + +- [getResult](BigIndicatorSeries.md#getresult) +- [update](BigIndicatorSeries.md#update) + +## Constructors + +### constructor + +• **new BigIndicatorSeries**<`Input`\>() + +#### Type parameters + +| Name | Type | +| :------ | :---------- | +| `Input` | `BigSource` | + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[highest](../interfaces/IndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[lowest](../interfaces/IndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[isStable](../interfaces/IndicatorSeries.md#isstable) + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[getResult](../interfaces/IndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ `Abstract` **update**(`input`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :------ | +| `input` | `Input` | + +#### Returns + +`void` \| `Big` + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[update](../interfaces/IndicatorSeries.md#update) + +#### Defined in + +[Indicator.ts:51](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L51) diff --git a/docs/classes/BollingerBands.md b/docs/classes/BollingerBands.md new file mode 100644 index 000000000..7f761428d --- /dev/null +++ b/docs/classes/BollingerBands.md @@ -0,0 +1,135 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / BollingerBands + +# Class: BollingerBands + +Bollinger Bands (BBANDS) Type: Volatility + +Bollinger Bands (BBANDS), developed by John A. Bollinger, are set as an envelope around a moving average. Narrow bands indicate a sideways trend (ranging markets). To determine a breakout direction, [Investopia.com suggests](https://www.investopedia.com/articles/technical/04/030304.asp) to use the relative strength index (RSI) along with one or two volume-based indicators such as the intraday intensity index (developed by David Bostian) or the accumulation/distribution index (developed by Larry William). + +When the upper and lower bands expand, there can be "M" and "W" formations. The "W" formation indicates a bullish movement and the "M" formation indicates a bearish movement. + +**`see`** https://www.investopedia.com/terms/b/bollingerbands.asp + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`BandsResult`](../interfaces/BandsResult.md)\> + +## Table of contents + +### Constructors + +- [constructor](BollingerBands.md#constructor) + +### Properties + +- [deviationMultiplier](BollingerBands.md#deviationmultiplier) +- [interval](BollingerBands.md#interval) +- [prices](BollingerBands.md#prices) + +### Accessors + +- [isStable](BollingerBands.md#isstable) + +### Methods + +- [getResult](BollingerBands.md#getresult) +- [update](BollingerBands.md#update) + +## Constructors + +### constructor + +• **new BollingerBands**(`interval`, `deviationMultiplier?`) + +#### Parameters + +| Name | Type | Default value | Description | +| :-- | :-- | :-- | :-- | +| `interval` | `number` | `undefined` | The time period to be used in calculating the Middle Band | +| `deviationMultiplier` | `number` | `2` | The number of standard deviations away from the Middle Band that the Upper and Lower Bands should be | + +#### Defined in + +[BBANDS/BollingerBands.ts:32](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L32) + +## Properties + +### deviationMultiplier + +• `Readonly` **deviationMultiplier**: `number` = `2` + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### prices + +• `Readonly` **prices**: `Big`[] = `[]` + +#### Defined in + +[BBANDS/BollingerBands.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[BBANDS/BollingerBands.ts:34](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L34) + +## Methods + +### getResult + +▸ **getResult**(): [`BandsResult`](../interfaces/BandsResult.md) + +#### Returns + +[`BandsResult`](../interfaces/BandsResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[BBANDS/BollingerBands.ts:55](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L55) + +--- + +### update + +▸ **update**(`price`): `void` \| [`BandsResult`](../interfaces/BandsResult.md) + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| [`BandsResult`](../interfaces/BandsResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[BBANDS/BollingerBands.ts:38](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L38) diff --git a/docs/classes/BollingerBandsWidth.md b/docs/classes/BollingerBandsWidth.md new file mode 100644 index 000000000..78cfbe8af --- /dev/null +++ b/docs/classes/BollingerBandsWidth.md @@ -0,0 +1,152 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / BollingerBandsWidth + +# Class: BollingerBandsWidth + +The Bollinger Bands Width (BBW) indicator, developed by John A. Bollinger, merges the information of Bollinger Bands into one definite number. It defines the narrowness of the underlying Bollinger Bands by representing the difference between the Upper Band and the Lower Band. + +**`see`** https://www.tradingview.com/support/solutions/43000501972-bollinger-bands-width-bbw/ + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`BollingerBandsWidth`** + +## Table of contents + +### Constructors + +- [constructor](BollingerBandsWidth.md#constructor) + +### Properties + +- [bollingerBands](BollingerBandsWidth.md#bollingerbands) +- [highest](BollingerBandsWidth.md#highest) +- [lowest](BollingerBandsWidth.md#lowest) + +### Accessors + +- [isStable](BollingerBandsWidth.md#isstable) + +### Methods + +- [getResult](BollingerBandsWidth.md#getresult) +- [update](BollingerBandsWidth.md#update) + +## Constructors + +### constructor + +• **new BollingerBandsWidth**(`bollingerBands`) + +#### Parameters + +| Name | Type | +| :--------------- | :------------------------------------ | +| `bollingerBands` | [`BollingerBands`](BollingerBands.md) | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[BBW/BollingerBandsWidth.ts:13](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBW/BollingerBandsWidth.ts#L13) + +## Properties + +### bollingerBands + +• `Readonly` **bollingerBands**: [`BollingerBands`](BollingerBands.md) + +--- + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[BBW/BollingerBandsWidth.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBW/BollingerBandsWidth.ts#L17) diff --git a/docs/classes/CCI.md b/docs/classes/CCI.md new file mode 100644 index 000000000..3bcef64aa --- /dev/null +++ b/docs/classes/CCI.md @@ -0,0 +1,167 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / CCI + +# Class: CCI + +Commodity Channel Index (CCI) Type: Momentum + +The Commodity Channel Index (CCI), developed by Donald Lambert in 1980, compares the current mean price with the average mean price over a period of time. Approximately 70 to 80 percent of CCI values are between −100 and +100, which makes it an oscillator. Values above +100 imply an overbought condition, while values below −100 imply an oversold condition. + +According to [Investopia.com](https://www.investopedia.com/articles/active-trading/031914/how-traders-can-utilize-cci-commodity-channel-index-trade-stock-trends.asp#multiple-timeframe-cci-strategy), traders often buy when the CCI dips below -100 and then rallies back above -100 to sell the security when it moves above +100 and then drops back below +100. + +**`see`** https://en.wikipedia.org/wiki/Commodity_channel_index + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`HighLowClose`](../modules.md#highlowclose)\> + + ↳ **`CCI`** + +## Table of contents + +### Constructors + +- [constructor](CCI.md#constructor) + +### Properties + +- [highest](CCI.md#highest) +- [interval](CCI.md#interval) +- [lowest](CCI.md#lowest) +- [prices](CCI.md#prices) + +### Accessors + +- [isStable](CCI.md#isstable) + +### Methods + +- [getResult](CCI.md#getresult) +- [update](CCI.md#update) + +## Constructors + +### constructor + +• **new CCI**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[CCI/CCI.ts:29](https://github.com/bennycode/trading-signals/blob/95cb489/src/CCI/CCI.ts#L29) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### prices + +• `Readonly` **prices**: `BigSource`[] = `[]` + +#### Defined in + +[CCI/CCI.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/CCI/CCI.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`candle`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------- | +| `candle` | [`HighLowClose`](../modules.md#highlowclose) | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[CCI/CCI.ts:34](https://github.com/bennycode/trading-signals/blob/95cb489/src/CCI/CCI.ts#L34) diff --git a/docs/classes/CG.md b/docs/classes/CG.md new file mode 100644 index 000000000..eb322315c --- /dev/null +++ b/docs/classes/CG.md @@ -0,0 +1,190 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / CG + +# Class: CG + +Center of Gravity (CG) Type: Trend + +Implementation of the Center of Gravity (CG) oscillator by John Ehlers. + +**`note`** According to the specification, the price inputs shall be calculated the following way: ((High Price + Low Price) / 2) + +**`note`** The selected interval should be half the dominant cycle length (signal line) + +**`note`** If the interval gets too short, the CG oscillator loses its smoothing and gets a little too nervous for profitable trading + +**`see`** http://www.mesasoftware.com/papers/TheCGOscillator.pdf + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`CG`** + +## Table of contents + +### Constructors + +- [constructor](CG.md#constructor) + +### Properties + +- [highest](CG.md#highest) +- [interval](CG.md#interval) +- [lowest](CG.md#lowest) +- [prices](CG.md#prices) +- [signal](CG.md#signal) +- [signalInterval](CG.md#signalinterval) + +### Accessors + +- [isStable](CG.md#isstable) + +### Methods + +- [getResult](CG.md#getresult) +- [update](CG.md#update) + +## Constructors + +### constructor + +• **new CG**(`interval`, `signalInterval`) + +#### Parameters + +| Name | Type | +| :--------------- | :------- | +| `interval` | `number` | +| `signalInterval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[CG/CG.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L27) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### prices + +• `Readonly` **prices**: `Big`[] = `[]` + +#### Defined in + +[CG/CG.ts:21](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L21) + +--- + +### signal + +• **signal**: [`SMA`](SMA.md) + +#### Defined in + +[CG/CG.ts:19](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L19) + +--- + +### signalInterval + +• `Readonly` **signalInterval**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Overrides + +BigIndicatorSeries.isStable + +#### Defined in + +[CG/CG.ts:23](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L23) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[CG/CG.ts:32](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L32) diff --git a/docs/classes/DEMA.md b/docs/classes/DEMA.md new file mode 100644 index 000000000..f53dadeca --- /dev/null +++ b/docs/classes/DEMA.md @@ -0,0 +1,154 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / DEMA + +# Class: DEMA + +Double Exponential Moving Average (DEMA) Type: Trend + +The Double Exponential Moving Average (DEMA) was developed by Patrick G. Mulloy. It attempts to remove the lag associated with Moving Averages by placing more weight on recent values. It has its name because the value of an EMA is doubled which makes it responds more quickly to short-term price changes than a normal EMA. + +**`see`** https://www.investopedia.com/terms/d/double-exponential-moving-average.asp + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`DEMA`** + +## Table of contents + +### Constructors + +- [constructor](DEMA.md#constructor) + +### Properties + +- [highest](DEMA.md#highest) +- [interval](DEMA.md#interval) +- [lowest](DEMA.md#lowest) + +### Accessors + +- [isStable](DEMA.md#isstable) + +### Methods + +- [getResult](DEMA.md#getresult) +- [update](DEMA.md#update) + +## Constructors + +### constructor + +• **new DEMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[DEMA/DEMA.ts:19](https://github.com/bennycode/trading-signals/blob/95cb489/src/DEMA/DEMA.ts#L19) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Overrides + +BigIndicatorSeries.isStable + +#### Defined in + +[DEMA/DEMA.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/DEMA/DEMA.ts#L31) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[DEMA/DEMA.ts:25](https://github.com/bennycode/trading-signals/blob/95cb489/src/DEMA/DEMA.ts#L25) diff --git a/docs/classes/DMA.md b/docs/classes/DMA.md new file mode 100644 index 000000000..19cddd548 --- /dev/null +++ b/docs/classes/DMA.md @@ -0,0 +1,133 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / DMA + +# Class: DMA + +Dual Moving Average (DMA) Type: Trend + +The DMA consists of two moving averages: Short-term & long-term. + +Dual Moving Average Crossover: A short-term MA crossing above a long-term MA indicates a bullish buying opportunity. A short-term MA crossing below a long-term MA indicates a bearish selling opportunity. + +**`see`** https://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2002/CCAM/CCAM.htm#_Toc2634228 + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`DMAResult`](../modules.md#dmaresult)\> + +## Table of contents + +### Constructors + +- [constructor](DMA.md#constructor) + +### Properties + +- [long](DMA.md#long) +- [short](DMA.md#short) + +### Accessors + +- [isStable](DMA.md#isstable) + +### Methods + +- [getResult](DMA.md#getresult) +- [update](DMA.md#update) + +## Constructors + +### constructor + +• **new DMA**(`short`, `long`, `Indicator?`) + +#### Parameters + +| Name | Type | Default value | +| :---------- | :------------------------------------------------------- | :------------ | +| `short` | `number` | `undefined` | +| `long` | `number` | `undefined` | +| `Indicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `SMA` | + +#### Defined in + +[DMA/DMA.ts:30](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L30) + +## Properties + +### long + +• `Readonly` **long**: [`MovingAverage`](MovingAverage.md) + +#### Defined in + +[DMA/DMA.ts:28](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L28) + +--- + +### short + +• `Readonly` **short**: [`MovingAverage`](MovingAverage.md) + +#### Defined in + +[DMA/DMA.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L27) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[DMA/DMA.ts:35](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L35) + +## Methods + +### getResult + +▸ **getResult**(): [`DMAResult`](../modules.md#dmaresult) + +#### Returns + +[`DMAResult`](../modules.md#dmaresult) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[DMA/DMA.ts:44](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L44) + +--- + +### update + +▸ **update**(`price`): `void` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[DMA/DMA.ts:39](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L39) diff --git a/docs/classes/DX.md b/docs/classes/DX.md new file mode 100644 index 000000000..204181736 --- /dev/null +++ b/docs/classes/DX.md @@ -0,0 +1,183 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / DX + +# Class: DX + +Directional Movement Index (DMI / DX) Type: Momentum, Trend (using +DI & -DI) + +The DX was developed by **John Welles Wilder, Jr.**. and may help traders assess the strength of a trend (momentum) and direction of the trend. + +If there is no change in the trend, then the DX is `0`. The return value increases when there is a stronger trend (either negative or positive). To detect if the trend is bullish or bearish you have to compare +DI and -DI. When +DI is above -DI, then there is more upward pressure than downward pressure in the market. + +**`see`** https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/dmi + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`HighLowClose`](../modules.md#highlowclose)\> + + ↳ **`DX`** + +## Table of contents + +### Constructors + +- [constructor](DX.md#constructor) + +### Properties + +- [highest](DX.md#highest) +- [interval](DX.md#interval) +- [lowest](DX.md#lowest) +- [mdi](DX.md#mdi) +- [pdi](DX.md#pdi) + +### Accessors + +- [isStable](DX.md#isstable) + +### Methods + +- [getResult](DX.md#getresult) +- [update](DX.md#update) + +## Constructors + +### constructor + +• **new DX**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `WSMA` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[DX/DX.ts:32](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L32) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### mdi + +• `Optional` **mdi**: `Big` + +Minus Directional Indicator (-DI) + +#### Defined in + +[DX/DX.ts:28](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L28) + +--- + +### pdi + +• `Optional` **pdi**: `Big` + +Plus Directional Indicator (+DI) + +#### Defined in + +[DX/DX.ts:30](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L30) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`candle`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------- | +| `candle` | [`HighLowClose`](../modules.md#highlowclose) | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[DX/DX.ts:46](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L46) diff --git a/docs/classes/EMA.md b/docs/classes/EMA.md new file mode 100644 index 000000000..ab8ff693b --- /dev/null +++ b/docs/classes/EMA.md @@ -0,0 +1,158 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / EMA + +# Class: EMA + +Exponential Moving Average (EMA) Type: Trend + +Compared to SMA, the EMA puts more emphasis on the recent prices to reduce lag. Due to its responsiveness to price changes, it rises faster and falls faster than the SMA when the price is inclining or declining. + +**`see`** https://www.investopedia.com/terms/e/ema.asp + +## Hierarchy + +- [`MovingAverage`](MovingAverage.md) + + ↳ **`EMA`** + +## Table of contents + +### Constructors + +- [constructor](EMA.md#constructor) + +### Properties + +- [highest](EMA.md#highest) +- [interval](EMA.md#interval) +- [lowest](EMA.md#lowest) + +### Accessors + +- [isStable](EMA.md#isstable) + +### Methods + +- [getResult](EMA.md#getresult) +- [update](EMA.md#update) + +## Constructors + +### constructor + +• **new EMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[MovingAverage](MovingAverage.md).[constructor](MovingAverage.md#constructor) + +#### Defined in + +[EMA/EMA.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L17) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[MovingAverage](MovingAverage.md).[highest](MovingAverage.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +#### Inherited from + +[MovingAverage](MovingAverage.md).[interval](MovingAverage.md#interval) + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[MovingAverage](MovingAverage.md).[lowest](MovingAverage.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Overrides + +MovingAverage.isStable + +#### Defined in + +[EMA/EMA.ts:42](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L42) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Overrides + +[MovingAverage](MovingAverage.md).[getResult](MovingAverage.md#getresult) + +#### Defined in + +[EMA/EMA.ts:34](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L34) + +--- + +### update + +▸ **update**(`_price`): `Big` + +#### Parameters + +| Name | Type | +| :------- | :---------- | +| `_price` | `BigSource` | + +#### Returns + +`Big` + +#### Overrides + +[MovingAverage](MovingAverage.md).[update](MovingAverage.md#update) + +#### Defined in + +[EMA/EMA.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L22) diff --git a/docs/classes/FasterAC.md b/docs/classes/FasterAC.md new file mode 100644 index 000000000..f74d8f2b4 --- /dev/null +++ b/docs/classes/FasterAC.md @@ -0,0 +1,197 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterAC + +# Class: FasterAC + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`HighLowNumber`](../modules.md#highlownumber)\> + + ↳ **`FasterAC`** + +## Table of contents + +### Constructors + +- [constructor](FasterAC.md#constructor) + +### Properties + +- [ao](FasterAC.md#ao) +- [highest](FasterAC.md#highest) +- [longAO](FasterAC.md#longao) +- [lowest](FasterAC.md#lowest) +- [momentum](FasterAC.md#momentum) +- [shortAO](FasterAC.md#shortao) +- [signal](FasterAC.md#signal) +- [signalInterval](FasterAC.md#signalinterval) + +### Accessors + +- [isStable](FasterAC.md#isstable) + +### Methods + +- [getResult](FasterAC.md#getresult) +- [update](FasterAC.md#update) + +## Constructors + +### constructor + +• **new FasterAC**(`shortAO`, `longAO`, `signalInterval`) + +#### Parameters + +| Name | Type | +| :--------------- | :------- | +| `shortAO` | `number` | +| `longAO` | `number` | +| `signalInterval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[AC/AC.ts:50](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L50) + +## Properties + +### ao + +• `Readonly` **ao**: [`FasterAO`](FasterAO.md) + +#### Defined in + +[AC/AC.ts:46](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L46) + +--- + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### longAO + +• `Readonly` **longAO**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### momentum + +• `Readonly` **momentum**: [`FasterMOM`](FasterMOM.md) + +#### Defined in + +[AC/AC.ts:47](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L47) + +--- + +### shortAO + +• `Readonly` **shortAO**: `number` + +--- + +### signal + +• `Readonly` **signal**: [`FasterSMA`](FasterSMA.md) + +#### Defined in + +[AC/AC.ts:48](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L48) + +--- + +### signalInterval + +• `Readonly` **signalInterval**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`input`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :--------------------------------------------- | +| `input` | [`HighLowNumber`](../modules.md#highlownumber) | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[AC/AC.ts:57](https://github.com/bennycode/trading-signals/blob/95cb489/src/AC/AC.ts#L57) diff --git a/docs/classes/FasterADX.md b/docs/classes/FasterADX.md new file mode 100644 index 000000000..50b165521 --- /dev/null +++ b/docs/classes/FasterADX.md @@ -0,0 +1,179 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterADX + +# Class: FasterADX + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`HighLowCloseNumber`](../modules.md#highlowclosenumber)\> + + ↳ **`FasterADX`** + +## Table of contents + +### Constructors + +- [constructor](FasterADX.md#constructor) + +### Properties + +- [highest](FasterADX.md#highest) +- [interval](FasterADX.md#interval) +- [lowest](FasterADX.md#lowest) + +### Accessors + +- [isStable](FasterADX.md#isstable) +- [mdi](FasterADX.md#mdi) +- [pdi](FasterADX.md#pdi) + +### Methods + +- [getResult](FasterADX.md#getresult) +- [update](FasterADX.md#update) + +## Constructors + +### constructor + +• **new FasterADX**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterWSMA` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[ADX/ADX.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L65) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +--- + +### mdi + +• `get` **mdi**(): `number` \| `void` + +#### Returns + +`number` \| `void` + +#### Defined in + +[ADX/ADX.ts:71](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L71) + +--- + +### pdi + +• `get` **pdi**(): `number` \| `void` + +#### Returns + +`number` \| `void` + +#### Defined in + +[ADX/ADX.ts:75](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L75) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`candle`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------------------- | +| `candle` | [`HighLowCloseNumber`](../modules.md#highlowclosenumber) | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[ADX/ADX.ts:79](https://github.com/bennycode/trading-signals/blob/95cb489/src/ADX/ADX.ts#L79) diff --git a/docs/classes/FasterAO.md b/docs/classes/FasterAO.md new file mode 100644 index 000000000..7ff720f52 --- /dev/null +++ b/docs/classes/FasterAO.md @@ -0,0 +1,179 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterAO + +# Class: FasterAO + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`HighLowNumber`](../modules.md#highlownumber)\> + + ↳ **`FasterAO`** + +## Table of contents + +### Constructors + +- [constructor](FasterAO.md#constructor) + +### Properties + +- [highest](FasterAO.md#highest) +- [long](FasterAO.md#long) +- [longInterval](FasterAO.md#longinterval) +- [lowest](FasterAO.md#lowest) +- [short](FasterAO.md#short) +- [shortInterval](FasterAO.md#shortinterval) + +### Accessors + +- [isStable](FasterAO.md#isstable) + +### Methods + +- [getResult](FasterAO.md#getresult) +- [update](FasterAO.md#update) + +## Constructors + +### constructor + +• **new FasterAO**(`shortInterval`, `longInterval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `shortInterval` | `number` | `undefined` | +| `longInterval` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterSMA` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[AO/AO.ts:53](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L53) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### long + +• `Readonly` **long**: [`FasterMovingAverage`](FasterMovingAverage.md) + +#### Defined in + +[AO/AO.ts:50](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L50) + +--- + +### longInterval + +• `Readonly` **longInterval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### short + +• `Readonly` **short**: [`FasterMovingAverage`](FasterMovingAverage.md) + +#### Defined in + +[AO/AO.ts:51](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L51) + +--- + +### shortInterval + +• `Readonly` **shortInterval**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`__namedParameters`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------------------ | :--------------------------------------------- | +| `__namedParameters` | [`HighLowNumber`](../modules.md#highlownumber) | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[AO/AO.ts:63](https://github.com/bennycode/trading-signals/blob/95cb489/src/AO/AO.ts#L63) diff --git a/docs/classes/FasterATR.md b/docs/classes/FasterATR.md new file mode 100644 index 000000000..cfcd46e0c --- /dev/null +++ b/docs/classes/FasterATR.md @@ -0,0 +1,149 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterATR + +# Class: FasterATR + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`HighLowCloseNumber`](../modules.md#highlowclosenumber)\> + + ↳ **`FasterATR`** + +## Table of contents + +### Constructors + +- [constructor](FasterATR.md#constructor) + +### Properties + +- [highest](FasterATR.md#highest) +- [interval](FasterATR.md#interval) +- [lowest](FasterATR.md#lowest) + +### Accessors + +- [isStable](FasterATR.md#isstable) + +### Methods + +- [getResult](FasterATR.md#getresult) +- [update](FasterATR.md#update) + +## Constructors + +### constructor + +• **new FasterATR**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterWSMA` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[ATR/ATR.ts:42](https://github.com/bennycode/trading-signals/blob/95cb489/src/ATR/ATR.ts#L42) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`candle`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------------------- | +| `candle` | [`HighLowCloseNumber`](../modules.md#highlowclosenumber) | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[ATR/ATR.ts:48](https://github.com/bennycode/trading-signals/blob/95cb489/src/ATR/ATR.ts#L48) diff --git a/docs/classes/FasterAccelerationBands.md b/docs/classes/FasterAccelerationBands.md new file mode 100644 index 000000000..d2a4fa2a7 --- /dev/null +++ b/docs/classes/FasterAccelerationBands.md @@ -0,0 +1,117 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterAccelerationBands + +# Class: FasterAccelerationBands + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`FasterBandsResult`](../interfaces/FasterBandsResult.md), [`HighLowCloseNumber`](../modules.md#highlowclosenumber)\> + +## Table of contents + +### Constructors + +- [constructor](FasterAccelerationBands.md#constructor) + +### Properties + +- [interval](FasterAccelerationBands.md#interval) +- [width](FasterAccelerationBands.md#width) + +### Accessors + +- [isStable](FasterAccelerationBands.md#isstable) + +### Methods + +- [getResult](FasterAccelerationBands.md#getresult) +- [update](FasterAccelerationBands.md#update) + +## Constructors + +### constructor + +• **new FasterAccelerationBands**(`interval`, `width`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `width` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterSMA` | + +#### Defined in + +[ABANDS/AccelerationBands.ts:79](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L79) + +## Properties + +### interval + +• `Readonly` **interval**: `number` + +--- + +### width + +• `Readonly` **width**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[ABANDS/AccelerationBands.ts:98](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L98) + +## Methods + +### getResult + +▸ **getResult**(): [`FasterBandsResult`](../interfaces/FasterBandsResult.md) + +#### Returns + +[`FasterBandsResult`](../interfaces/FasterBandsResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[ABANDS/AccelerationBands.ts:102](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L102) + +--- + +### update + +▸ **update**(`__namedParameters`): `void` + +#### Parameters + +| Name | Type | +| :------------------ | :------------------------------------------------------- | +| `__namedParameters` | [`HighLowCloseNumber`](../modules.md#highlowclosenumber) | + +#### Returns + +`void` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[ABANDS/AccelerationBands.ts:89](https://github.com/bennycode/trading-signals/blob/95cb489/src/ABANDS/AccelerationBands.ts#L89) diff --git a/docs/classes/FasterBollingerBands.md b/docs/classes/FasterBollingerBands.md new file mode 100644 index 000000000..564938200 --- /dev/null +++ b/docs/classes/FasterBollingerBands.md @@ -0,0 +1,127 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterBollingerBands + +# Class: FasterBollingerBands + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`FasterBandsResult`](../interfaces/FasterBandsResult.md)\> + +## Table of contents + +### Constructors + +- [constructor](FasterBollingerBands.md#constructor) + +### Properties + +- [deviationMultiplier](FasterBollingerBands.md#deviationmultiplier) +- [interval](FasterBollingerBands.md#interval) +- [prices](FasterBollingerBands.md#prices) + +### Accessors + +- [isStable](FasterBollingerBands.md#isstable) + +### Methods + +- [getResult](FasterBollingerBands.md#getresult) +- [update](FasterBollingerBands.md#update) + +## Constructors + +### constructor + +• **new FasterBollingerBands**(`interval`, `deviationMultiplier?`) + +#### Parameters + +| Name | Type | Default value | +| :-------------------- | :------- | :------------ | +| `interval` | `number` | `undefined` | +| `deviationMultiplier` | `number` | `2` | + +#### Defined in + +[BBANDS/BollingerBands.ts:68](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L68) + +## Properties + +### deviationMultiplier + +• `Readonly` **deviationMultiplier**: `number` = `2` + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### prices + +• `Readonly` **prices**: `number`[] = `[]` + +#### Defined in + +[BBANDS/BollingerBands.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L65) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[BBANDS/BollingerBands.ts:95](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L95) + +## Methods + +### getResult + +▸ **getResult**(): [`FasterBandsResult`](../interfaces/FasterBandsResult.md) + +#### Returns + +[`FasterBandsResult`](../interfaces/FasterBandsResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[BBANDS/BollingerBands.ts:87](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L87) + +--- + +### update + +▸ **update**(`price`): `void` \| [`FasterBandsResult`](../interfaces/FasterBandsResult.md) + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`void` \| [`FasterBandsResult`](../interfaces/FasterBandsResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[BBANDS/BollingerBands.ts:70](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBANDS/BollingerBands.ts#L70) diff --git a/docs/classes/FasterBollingerBandsWidth.md b/docs/classes/FasterBollingerBandsWidth.md new file mode 100644 index 000000000..3125ed1b8 --- /dev/null +++ b/docs/classes/FasterBollingerBandsWidth.md @@ -0,0 +1,148 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterBollingerBandsWidth + +# Class: FasterBollingerBandsWidth + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterBollingerBandsWidth`** + +## Table of contents + +### Constructors + +- [constructor](FasterBollingerBandsWidth.md#constructor) + +### Properties + +- [bollingerBands](FasterBollingerBandsWidth.md#bollingerbands) +- [highest](FasterBollingerBandsWidth.md#highest) +- [lowest](FasterBollingerBandsWidth.md#lowest) + +### Accessors + +- [isStable](FasterBollingerBandsWidth.md#isstable) + +### Methods + +- [getResult](FasterBollingerBandsWidth.md#getresult) +- [update](FasterBollingerBandsWidth.md#update) + +## Constructors + +### constructor + +• **new FasterBollingerBandsWidth**(`bollingerBands`) + +#### Parameters + +| Name | Type | +| :--------------- | :------------------------------------------------ | +| `bollingerBands` | [`FasterBollingerBands`](FasterBollingerBands.md) | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[BBW/BollingerBandsWidth.ts:26](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBW/BollingerBandsWidth.ts#L26) + +## Properties + +### bollingerBands + +• `Readonly` **bollingerBands**: [`FasterBollingerBands`](FasterBollingerBands.md) + +--- + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[BBW/BollingerBandsWidth.ts:30](https://github.com/bennycode/trading-signals/blob/95cb489/src/BBW/BollingerBandsWidth.ts#L30) diff --git a/docs/classes/FasterCCI.md b/docs/classes/FasterCCI.md new file mode 100644 index 000000000..ea436a5b0 --- /dev/null +++ b/docs/classes/FasterCCI.md @@ -0,0 +1,159 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterCCI + +# Class: FasterCCI + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`HighLowCloseNumber`](../modules.md#highlowclosenumber)\> + + ↳ **`FasterCCI`** + +## Table of contents + +### Constructors + +- [constructor](FasterCCI.md#constructor) + +### Properties + +- [highest](FasterCCI.md#highest) +- [interval](FasterCCI.md#interval) +- [lowest](FasterCCI.md#lowest) +- [prices](FasterCCI.md#prices) + +### Accessors + +- [isStable](FasterCCI.md#isstable) + +### Methods + +- [getResult](FasterCCI.md#getresult) +- [update](FasterCCI.md#update) + +## Constructors + +### constructor + +• **new FasterCCI**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[CCI/CCI.ts:62](https://github.com/bennycode/trading-signals/blob/95cb489/src/CCI/CCI.ts#L62) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### prices + +• `Readonly` **prices**: `number`[] = `[]` + +#### Defined in + +[CCI/CCI.ts:57](https://github.com/bennycode/trading-signals/blob/95cb489/src/CCI/CCI.ts#L57) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`candle`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------------------- | +| `candle` | [`HighLowCloseNumber`](../modules.md#highlowclosenumber) | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[CCI/CCI.ts:67](https://github.com/bennycode/trading-signals/blob/95cb489/src/CCI/CCI.ts#L67) diff --git a/docs/classes/FasterCG.md b/docs/classes/FasterCG.md new file mode 100644 index 000000000..59055a355 --- /dev/null +++ b/docs/classes/FasterCG.md @@ -0,0 +1,178 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterCG + +# Class: FasterCG + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterCG`** + +## Table of contents + +### Constructors + +- [constructor](FasterCG.md#constructor) + +### Properties + +- [highest](FasterCG.md#highest) +- [interval](FasterCG.md#interval) +- [lowest](FasterCG.md#lowest) +- [prices](FasterCG.md#prices) +- [signal](FasterCG.md#signal) +- [signalInterval](FasterCG.md#signalinterval) + +### Accessors + +- [isStable](FasterCG.md#isstable) + +### Methods + +- [getResult](FasterCG.md#getresult) +- [update](FasterCG.md#update) + +## Constructors + +### constructor + +• **new FasterCG**(`interval`, `signalInterval`) + +#### Parameters + +| Name | Type | +| :--------------- | :------- | +| `interval` | `number` | +| `signalInterval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[CG/CG.ts:67](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L67) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### prices + +• `Readonly` **prices**: `number`[] = `[]` + +#### Defined in + +[CG/CG.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L61) + +--- + +### signal + +• **signal**: [`FasterSMA`](FasterSMA.md) + +#### Defined in + +[CG/CG.ts:59](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L59) + +--- + +### signalInterval + +• `Readonly` **signalInterval**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Overrides + +NumberIndicatorSeries.isStable + +#### Defined in + +[CG/CG.ts:63](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L63) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[CG/CG.ts:72](https://github.com/bennycode/trading-signals/blob/95cb489/src/CG/CG.ts#L72) diff --git a/docs/classes/FasterDEMA.md b/docs/classes/FasterDEMA.md new file mode 100644 index 000000000..462ad13d8 --- /dev/null +++ b/docs/classes/FasterDEMA.md @@ -0,0 +1,148 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterDEMA + +# Class: FasterDEMA + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterDEMA`** + +## Table of contents + +### Constructors + +- [constructor](FasterDEMA.md#constructor) + +### Properties + +- [highest](FasterDEMA.md#highest) +- [interval](FasterDEMA.md#interval) +- [lowest](FasterDEMA.md#lowest) + +### Accessors + +- [isStable](FasterDEMA.md#isstable) + +### Methods + +- [getResult](FasterDEMA.md#getresult) +- [update](FasterDEMA.md#update) + +## Constructors + +### constructor + +• **new FasterDEMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[DEMA/DEMA.ts:40](https://github.com/bennycode/trading-signals/blob/95cb489/src/DEMA/DEMA.ts#L40) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Overrides + +NumberIndicatorSeries.isStable + +#### Defined in + +[DEMA/DEMA.ts:52](https://github.com/bennycode/trading-signals/blob/95cb489/src/DEMA/DEMA.ts#L52) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[DEMA/DEMA.ts:46](https://github.com/bennycode/trading-signals/blob/95cb489/src/DEMA/DEMA.ts#L46) diff --git a/docs/classes/FasterDMA.md b/docs/classes/FasterDMA.md new file mode 100644 index 000000000..cad51434c --- /dev/null +++ b/docs/classes/FasterDMA.md @@ -0,0 +1,125 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterDMA + +# Class: FasterDMA + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`FasterDMAResult`](../interfaces/FasterDMAResult.md), `number`\> + +## Table of contents + +### Constructors + +- [constructor](FasterDMA.md#constructor) + +### Properties + +- [long](FasterDMA.md#long) +- [short](FasterDMA.md#short) + +### Accessors + +- [isStable](FasterDMA.md#isstable) + +### Methods + +- [getResult](FasterDMA.md#getresult) +- [update](FasterDMA.md#update) + +## Constructors + +### constructor + +• **new FasterDMA**(`short`, `long`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `short` | `number` | `undefined` | +| `long` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterSMA` | + +#### Defined in + +[DMA/DMA.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L56) + +## Properties + +### long + +• `Readonly` **long**: [`FasterMovingAverage`](FasterMovingAverage.md) + +#### Defined in + +[DMA/DMA.ts:54](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L54) + +--- + +### short + +• `Readonly` **short**: [`FasterMovingAverage`](FasterMovingAverage.md) + +#### Defined in + +[DMA/DMA.ts:53](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L53) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[DMA/DMA.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): [`FasterDMAResult`](../interfaces/FasterDMAResult.md) + +#### Returns + +[`FasterDMAResult`](../interfaces/FasterDMAResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[DMA/DMA.ts:70](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L70) + +--- + +### update + +▸ **update**(`price`): `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`void` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[DMA/DMA.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L65) diff --git a/docs/classes/FasterDX.md b/docs/classes/FasterDX.md new file mode 100644 index 000000000..a04a263be --- /dev/null +++ b/docs/classes/FasterDX.md @@ -0,0 +1,171 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterDX + +# Class: FasterDX + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`HighLowCloseNumber`](../modules.md#highlowclosenumber)\> + + ↳ **`FasterDX`** + +## Table of contents + +### Constructors + +- [constructor](FasterDX.md#constructor) + +### Properties + +- [highest](FasterDX.md#highest) +- [interval](FasterDX.md#interval) +- [lowest](FasterDX.md#lowest) +- [mdi](FasterDX.md#mdi) +- [pdi](FasterDX.md#pdi) + +### Accessors + +- [isStable](FasterDX.md#isstable) + +### Methods + +- [getResult](FasterDX.md#getresult) +- [update](FasterDX.md#update) + +## Constructors + +### constructor + +• **new FasterDX**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterWSMA` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[DX/DX.ts:100](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L100) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### mdi + +• `Optional` **mdi**: `number` + +#### Defined in + +[DX/DX.ts:97](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L97) + +--- + +### pdi + +• `Optional` **pdi**: `number` + +#### Defined in + +[DX/DX.ts:98](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L98) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`candle`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------------------- | +| `candle` | [`HighLowCloseNumber`](../modules.md#highlowclosenumber) | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[DX/DX.ts:114](https://github.com/bennycode/trading-signals/blob/95cb489/src/DX/DX.ts#L114) diff --git a/docs/classes/FasterEMA.md b/docs/classes/FasterEMA.md new file mode 100644 index 000000000..0960fcda4 --- /dev/null +++ b/docs/classes/FasterEMA.md @@ -0,0 +1,152 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterEMA + +# Class: FasterEMA + +## Hierarchy + +- [`FasterMovingAverage`](FasterMovingAverage.md) + + ↳ **`FasterEMA`** + +## Table of contents + +### Constructors + +- [constructor](FasterEMA.md#constructor) + +### Properties + +- [highest](FasterEMA.md#highest) +- [interval](FasterEMA.md#interval) +- [lowest](FasterEMA.md#lowest) + +### Accessors + +- [isStable](FasterEMA.md#isstable) + +### Methods + +- [getResult](FasterEMA.md#getresult) +- [update](FasterEMA.md#update) + +## Constructors + +### constructor + +• **new FasterEMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[FasterMovingAverage](FasterMovingAverage.md).[constructor](FasterMovingAverage.md#constructor) + +#### Defined in + +[EMA/EMA.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L56) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[highest](FasterMovingAverage.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[interval](FasterMovingAverage.md#interval) + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[lowest](FasterMovingAverage.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Overrides + +FasterMovingAverage.isStable + +#### Defined in + +[EMA/EMA.ts:80](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L80) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Overrides + +[FasterMovingAverage](FasterMovingAverage.md).[getResult](FasterMovingAverage.md#getresult) + +#### Defined in + +[EMA/EMA.ts:72](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L72) + +--- + +### update + +▸ **update**(`price`): `number` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` + +#### Overrides + +[FasterMovingAverage](FasterMovingAverage.md).[update](FasterMovingAverage.md#update) + +#### Defined in + +[EMA/EMA.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/EMA/EMA.ts#L61) diff --git a/docs/classes/FasterMACD.md b/docs/classes/FasterMACD.md new file mode 100644 index 000000000..3c58f8074 --- /dev/null +++ b/docs/classes/FasterMACD.md @@ -0,0 +1,135 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterMACD + +# Class: FasterMACD + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`FasterMACDResult`](../modules.md#fastermacdresult)\> + +## Table of contents + +### Constructors + +- [constructor](FasterMACD.md#constructor) + +### Properties + +- [long](FasterMACD.md#long) +- [prices](FasterMACD.md#prices) +- [short](FasterMACD.md#short) +- [signal](FasterMACD.md#signal) + +### Accessors + +- [isStable](FasterMACD.md#isstable) + +### Methods + +- [getResult](FasterMACD.md#getresult) +- [update](FasterMACD.md#update) + +## Constructors + +### constructor + +• **new FasterMACD**(`short`, `long`, `signal`) + +#### Parameters + +| Name | Type | +| :------- | :----------------------------------------------------------- | +| `short` | [`FasterEMA`](FasterEMA.md) \| [`FasterDEMA`](FasterDEMA.md) | +| `long` | [`FasterEMA`](FasterEMA.md) \| [`FasterDEMA`](FasterDEMA.md) | +| `signal` | [`FasterEMA`](FasterEMA.md) \| [`FasterDEMA`](FasterDEMA.md) | + +#### Defined in + +[MACD/MACD.ts:100](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L100) + +## Properties + +### long + +• `Readonly` **long**: [`FasterEMA`](FasterEMA.md) \| [`FasterDEMA`](FasterDEMA.md) + +--- + +### prices + +• `Readonly` **prices**: `number`[] = `[]` + +#### Defined in + +[MACD/MACD.ts:97](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L97) + +--- + +### short + +• `Readonly` **short**: [`FasterEMA`](FasterEMA.md) \| [`FasterDEMA`](FasterDEMA.md) + +--- + +### signal + +• `Readonly` **signal**: [`FasterEMA`](FasterEMA.md) \| [`FasterDEMA`](FasterDEMA.md) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[MACD/MACD.ts:114](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L114) + +## Methods + +### getResult + +▸ **getResult**(): [`FasterMACDResult`](../modules.md#fastermacdresult) + +#### Returns + +[`FasterMACDResult`](../modules.md#fastermacdresult) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[MACD/MACD.ts:106](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L106) + +--- + +### update + +▸ **update**(`price`): `void` \| [`FasterMACDResult`](../modules.md#fastermacdresult) + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`void` \| [`FasterMACDResult`](../modules.md#fastermacdresult) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[MACD/MACD.ts:118](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L118) diff --git a/docs/classes/FasterMAD.md b/docs/classes/FasterMAD.md new file mode 100644 index 000000000..54ee1cb1a --- /dev/null +++ b/docs/classes/FasterMAD.md @@ -0,0 +1,181 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterMAD + +# Class: FasterMAD + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterMAD`** + +## Table of contents + +### Constructors + +- [constructor](FasterMAD.md#constructor) + +### Properties + +- [highest](FasterMAD.md#highest) +- [interval](FasterMAD.md#interval) +- [lowest](FasterMAD.md#lowest) +- [prices](FasterMAD.md#prices) + +### Accessors + +- [isStable](FasterMAD.md#isstable) + +### Methods + +- [getResult](FasterMAD.md#getresult) +- [update](FasterMAD.md#update) +- [getResultFromBatch](FasterMAD.md#getresultfrombatch) + +## Constructors + +### constructor + +• **new FasterMAD**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[MAD/MAD.ts:47](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L47) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### prices + +• `Readonly` **prices**: `number`[] = `[]` + +#### Defined in + +[MAD/MAD.ts:45](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L45) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[MAD/MAD.ts:51](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L51) + +--- + +### getResultFromBatch + +▸ `Static` **getResultFromBatch**(`prices`, `average?`): `number` + +#### Parameters + +| Name | Type | +| :--------- | :--------- | +| `prices` | `number`[] | +| `average?` | `number` | + +#### Returns + +`number` + +#### Defined in + +[MAD/MAD.ts:69](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L69) diff --git a/docs/classes/FasterMOM.md b/docs/classes/FasterMOM.md new file mode 100644 index 000000000..63750c6e2 --- /dev/null +++ b/docs/classes/FasterMOM.md @@ -0,0 +1,148 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterMOM + +# Class: FasterMOM + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterMOM`** + +## Table of contents + +### Constructors + +- [constructor](FasterMOM.md#constructor) + +### Properties + +- [highest](FasterMOM.md#highest) +- [interval](FasterMOM.md#interval) +- [lowest](FasterMOM.md#lowest) + +### Accessors + +- [isStable](FasterMOM.md#isstable) + +### Methods + +- [getResult](FasterMOM.md#getresult) +- [update](FasterMOM.md#update) + +## Constructors + +### constructor + +• **new FasterMOM**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[MOM/MOM.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/MOM/MOM.ts#L36) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`value`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `value` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[MOM/MOM.ts:42](https://github.com/bennycode/trading-signals/blob/95cb489/src/MOM/MOM.ts#L42) diff --git a/docs/classes/FasterMovingAverage.md b/docs/classes/FasterMovingAverage.md new file mode 100644 index 000000000..d1c08e81a --- /dev/null +++ b/docs/classes/FasterMovingAverage.md @@ -0,0 +1,152 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterMovingAverage + +# Class: FasterMovingAverage + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterMovingAverage`** + + ↳↳ [`FasterEMA`](FasterEMA.md) + + ↳↳ [`FasterSMA`](FasterSMA.md) + +## Table of contents + +### Constructors + +- [constructor](FasterMovingAverage.md#constructor) + +### Properties + +- [highest](FasterMovingAverage.md#highest) +- [interval](FasterMovingAverage.md#interval) +- [lowest](FasterMovingAverage.md#lowest) + +### Accessors + +- [isStable](FasterMovingAverage.md#isstable) + +### Methods + +- [getResult](FasterMovingAverage.md#getresult) +- [update](FasterMovingAverage.md#update) + +## Constructors + +### constructor + +• **new FasterMovingAverage**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[MA/MovingAverage.ts:21](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverage.ts#L21) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ `Abstract` **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[MA/MovingAverage.ts:25](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverage.ts#L25) diff --git a/docs/classes/FasterOBV.md b/docs/classes/FasterOBV.md new file mode 100644 index 000000000..a03c3f96e --- /dev/null +++ b/docs/classes/FasterOBV.md @@ -0,0 +1,142 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterOBV + +# Class: FasterOBV + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`OpenHighLowCloseVolumeNumber`](../modules.md#openhighlowclosevolumenumber)\> + + ↳ **`FasterOBV`** + +## Table of contents + +### Constructors + +- [constructor](FasterOBV.md#constructor) + +### Properties + +- [candles](FasterOBV.md#candles) +- [highest](FasterOBV.md#highest) +- [lowest](FasterOBV.md#lowest) + +### Accessors + +- [isStable](FasterOBV.md#isstable) + +### Methods + +- [getResult](FasterOBV.md#getresult) +- [update](FasterOBV.md#update) + +## Constructors + +### constructor + +• **new FasterOBV**() + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +## Properties + +### candles + +• `Readonly` **candles**: [`OpenHighLowCloseVolumeNumber`](../modules.md#openhighlowclosevolumenumber)[] = `[]` + +#### Defined in + +[OBV/OBV.ts:35](https://github.com/bennycode/trading-signals/blob/95cb489/src/OBV/OBV.ts#L35) + +--- + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`candle`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------- | :--------------------------------------------------------------------------- | +| `candle` | [`OpenHighLowCloseVolumeNumber`](../modules.md#openhighlowclosevolumenumber) | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[OBV/OBV.ts:37](https://github.com/bennycode/trading-signals/blob/95cb489/src/OBV/OBV.ts#L37) diff --git a/docs/classes/FasterPeriod.md b/docs/classes/FasterPeriod.md new file mode 100644 index 000000000..c969d5f6a --- /dev/null +++ b/docs/classes/FasterPeriod.md @@ -0,0 +1,145 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterPeriod + +# Class: FasterPeriod + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`FasterPeriodResult`](../interfaces/FasterPeriodResult.md)\> + +## Table of contents + +### Constructors + +- [constructor](FasterPeriod.md#constructor) + +### Properties + +- [highest](FasterPeriod.md#highest) +- [interval](FasterPeriod.md#interval) +- [lowest](FasterPeriod.md#lowest) +- [values](FasterPeriod.md#values) + +### Accessors + +- [isStable](FasterPeriod.md#isstable) + +### Methods + +- [getResult](FasterPeriod.md#getresult) +- [update](FasterPeriod.md#update) + +## Constructors + +### constructor + +• **new FasterPeriod**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Defined in + +[util/Period.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L56) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value during the current period. + +#### Defined in + +[util/Period.ts:52](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L52) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value during the current period. + +#### Defined in + +[util/Period.ts:54](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L54) + +--- + +### values + +• **values**: `number`[] + +#### Defined in + +[util/Period.ts:50](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L50) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[util/Period.ts:76](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L76) + +## Methods + +### getResult + +▸ **getResult**(): [`FasterPeriodResult`](../interfaces/FasterPeriodResult.md) + +#### Returns + +[`FasterPeriodResult`](../interfaces/FasterPeriodResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[util/Period.ts:60](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L60) + +--- + +### update + +▸ **update**(`value`): `void` \| [`FasterPeriodResult`](../interfaces/FasterPeriodResult.md) + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `value` | `number` | + +#### Returns + +`void` \| [`FasterPeriodResult`](../interfaces/FasterPeriodResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[util/Period.ts:67](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L67) diff --git a/docs/classes/FasterROC.md b/docs/classes/FasterROC.md new file mode 100644 index 000000000..860665d16 --- /dev/null +++ b/docs/classes/FasterROC.md @@ -0,0 +1,159 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterROC + +# Class: FasterROC + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterROC`** + +## Table of contents + +### Constructors + +- [constructor](FasterROC.md#constructor) + +### Properties + +- [highest](FasterROC.md#highest) +- [interval](FasterROC.md#interval) +- [lowest](FasterROC.md#lowest) +- [prices](FasterROC.md#prices) + +### Accessors + +- [isStable](FasterROC.md#isstable) + +### Methods + +- [getResult](FasterROC.md#getresult) +- [update](FasterROC.md#update) + +## Constructors + +### constructor + +• **new FasterROC**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[ROC/ROC.ts:38](https://github.com/bennycode/trading-signals/blob/95cb489/src/ROC/ROC.ts#L38) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### prices + +• `Readonly` **prices**: `number`[] = `[]` + +#### Defined in + +[ROC/ROC.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/ROC/ROC.ts#L36) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[ROC/ROC.ts:42](https://github.com/bennycode/trading-signals/blob/95cb489/src/ROC/ROC.ts#L42) diff --git a/docs/classes/FasterRSI.md b/docs/classes/FasterRSI.md new file mode 100644 index 000000000..b42d9d845 --- /dev/null +++ b/docs/classes/FasterRSI.md @@ -0,0 +1,149 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterRSI + +# Class: FasterRSI + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterRSI`** + +## Table of contents + +### Constructors + +- [constructor](FasterRSI.md#constructor) + +### Properties + +- [highest](FasterRSI.md#highest) +- [interval](FasterRSI.md#interval) +- [lowest](FasterRSI.md#lowest) + +### Accessors + +- [isStable](FasterRSI.md#isstable) + +### Methods + +- [getResult](FasterRSI.md#getresult) +- [update](FasterRSI.md#update) + +## Constructors + +### constructor + +• **new FasterRSI**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterWSMA` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[RSI/RSI.ts:75](https://github.com/bennycode/trading-signals/blob/95cb489/src/RSI/RSI.ts#L75) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[RSI/RSI.ts:81](https://github.com/bennycode/trading-signals/blob/95cb489/src/RSI/RSI.ts#L81) diff --git a/docs/classes/FasterSMA.md b/docs/classes/FasterSMA.md new file mode 100644 index 000000000..9af20e495 --- /dev/null +++ b/docs/classes/FasterSMA.md @@ -0,0 +1,163 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterSMA + +# Class: FasterSMA + +## Hierarchy + +- [`FasterMovingAverage`](FasterMovingAverage.md) + + ↳ **`FasterSMA`** + +## Table of contents + +### Constructors + +- [constructor](FasterSMA.md#constructor) + +### Properties + +- [highest](FasterSMA.md#highest) +- [interval](FasterSMA.md#interval) +- [lowest](FasterSMA.md#lowest) +- [prices](FasterSMA.md#prices) + +### Accessors + +- [isStable](FasterSMA.md#isstable) + +### Methods + +- [getResult](FasterSMA.md#getresult) +- [update](FasterSMA.md#update) + +## Constructors + +### constructor + +• **new FasterSMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[constructor](FasterMovingAverage.md#constructor) + +#### Defined in + +[MA/MovingAverage.ts:21](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverage.ts#L21) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[highest](FasterMovingAverage.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[interval](FasterMovingAverage.md#interval) + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[lowest](FasterMovingAverage.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +--- + +### prices + +• `Readonly` **prices**: `number`[] = `[]` + +#### Defined in + +[SMA/SMA.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/SMA/SMA.ts#L36) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +FasterMovingAverage.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[FasterMovingAverage](FasterMovingAverage.md).[getResult](FasterMovingAverage.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[FasterMovingAverage](FasterMovingAverage.md).[update](FasterMovingAverage.md#update) + +#### Defined in + +[SMA/SMA.ts:38](https://github.com/bennycode/trading-signals/blob/95cb489/src/SMA/SMA.ts#L38) diff --git a/docs/classes/FasterStochasticOscillator.md b/docs/classes/FasterStochasticOscillator.md new file mode 100644 index 000000000..80df5310d --- /dev/null +++ b/docs/classes/FasterStochasticOscillator.md @@ -0,0 +1,135 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterStochasticOscillator + +# Class: FasterStochasticOscillator + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`FasterStochasticResult`](../interfaces/FasterStochasticResult.md), [`HighLowCloseNumber`](../modules.md#highlowclosenumber)\> + +## Table of contents + +### Constructors + +- [constructor](FasterStochasticOscillator.md#constructor) + +### Properties + +- [candles](FasterStochasticOscillator.md#candles) +- [m](FasterStochasticOscillator.md#m) +- [n](FasterStochasticOscillator.md#n) +- [p](FasterStochasticOscillator.md#p) + +### Accessors + +- [isStable](FasterStochasticOscillator.md#isstable) + +### Methods + +- [getResult](FasterStochasticOscillator.md#getresult) +- [update](FasterStochasticOscillator.md#update) + +## Constructors + +### constructor + +• **new FasterStochasticOscillator**(`n`, `m`, `p`) + +#### Parameters + +| Name | Type | Description | +| :--- | :------- | :-------------------- | +| `n` | `number` | The %k period | +| `m` | `number` | The %k slowing period | +| `p` | `number` | The %d period | + +#### Defined in + +[STOCH/StochasticOscillator.ts:108](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L108) + +## Properties + +### candles + +• `Readonly` **candles**: [`HighLowCloseNumber`](../modules.md#highlowclosenumber)[] = `[]` + +#### Defined in + +[STOCH/StochasticOscillator.ts:98](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L98) + +--- + +### m + +• **m**: `number` + +--- + +### n + +• **n**: `number` + +--- + +### p + +• **p**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[STOCH/StochasticOscillator.ts:121](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L121) + +## Methods + +### getResult + +▸ **getResult**(): [`FasterStochasticResult`](../interfaces/FasterStochasticResult.md) + +#### Returns + +[`FasterStochasticResult`](../interfaces/FasterStochasticResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[STOCH/StochasticOscillator.ts:113](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L113) + +--- + +### update + +▸ **update**(`candle`): `void` \| [`FasterStochasticResult`](../interfaces/FasterStochasticResult.md) + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------------------- | +| `candle` | [`HighLowCloseNumber`](../modules.md#highlowclosenumber) | + +#### Returns + +`void` \| [`FasterStochasticResult`](../interfaces/FasterStochasticResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[STOCH/StochasticOscillator.ts:125](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L125) diff --git a/docs/classes/FasterStochasticRSI.md b/docs/classes/FasterStochasticRSI.md new file mode 100644 index 000000000..97bda57f1 --- /dev/null +++ b/docs/classes/FasterStochasticRSI.md @@ -0,0 +1,149 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterStochasticRSI + +# Class: FasterStochasticRSI + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterStochasticRSI`** + +## Table of contents + +### Constructors + +- [constructor](FasterStochasticRSI.md#constructor) + +### Properties + +- [highest](FasterStochasticRSI.md#highest) +- [interval](FasterStochasticRSI.md#interval) +- [lowest](FasterStochasticRSI.md#lowest) + +### Accessors + +- [isStable](FasterStochasticRSI.md#isstable) + +### Methods + +- [getResult](FasterStochasticRSI.md#getresult) +- [update](FasterStochasticRSI.md#update) + +## Constructors + +### constructor + +• **new FasterStochasticRSI**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`FasterMovingAverageTypes`](../modules.md#fastermovingaveragetypes) | `FasterWSMA` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[STOCH/StochasticRSI.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticRSI.ts#L56) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[STOCH/StochasticRSI.ts:62](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticRSI.ts#L62) diff --git a/docs/classes/FasterTR.md b/docs/classes/FasterTR.md new file mode 100644 index 000000000..e036d309a --- /dev/null +++ b/docs/classes/FasterTR.md @@ -0,0 +1,131 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterTR + +# Class: FasterTR + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md)<[`HighLowCloseNumber`](../modules.md#highlowclosenumber)\> + + ↳ **`FasterTR`** + +## Table of contents + +### Constructors + +- [constructor](FasterTR.md#constructor) + +### Properties + +- [highest](FasterTR.md#highest) +- [lowest](FasterTR.md#lowest) + +### Accessors + +- [isStable](FasterTR.md#isstable) + +### Methods + +- [getResult](FasterTR.md#getresult) +- [update](FasterTR.md#update) + +## Constructors + +### constructor + +• **new FasterTR**() + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`candle`): `number` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------------------- | +| `candle` | [`HighLowCloseNumber`](../modules.md#highlowclosenumber) | + +#### Returns + +`number` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[TR/TR.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/TR/TR.ts#L36) diff --git a/docs/classes/FasterWSMA.md b/docs/classes/FasterWSMA.md new file mode 100644 index 000000000..fae3404a2 --- /dev/null +++ b/docs/classes/FasterWSMA.md @@ -0,0 +1,148 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterWSMA + +# Class: FasterWSMA + +## Hierarchy + +- [`NumberIndicatorSeries`](NumberIndicatorSeries.md) + + ↳ **`FasterWSMA`** + +## Table of contents + +### Constructors + +- [constructor](FasterWSMA.md#constructor) + +### Properties + +- [highest](FasterWSMA.md#highest) +- [interval](FasterWSMA.md#interval) +- [lowest](FasterWSMA.md#lowest) + +### Accessors + +- [isStable](FasterWSMA.md#isstable) + +### Methods + +- [getResult](FasterWSMA.md#getresult) +- [update](FasterWSMA.md#update) + +## Constructors + +### constructor + +• **new FasterWSMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[constructor](NumberIndicatorSeries.md#constructor) + +#### Defined in + +[WSMA/WSMA.ts:47](https://github.com/bennycode/trading-signals/blob/95cb489/src/WSMA/WSMA.ts#L47) + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[highest](NumberIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[lowest](NumberIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +NumberIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Inherited from + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[getResult](NumberIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ **update**(`price`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------- | +| `price` | `number` | + +#### Returns + +`number` \| `void` + +#### Overrides + +[NumberIndicatorSeries](NumberIndicatorSeries.md).[update](NumberIndicatorSeries.md#update) + +#### Defined in + +[WSMA/WSMA.ts:53](https://github.com/bennycode/trading-signals/blob/95cb489/src/WSMA/WSMA.ts#L53) diff --git a/docs/classes/MACD.md b/docs/classes/MACD.md new file mode 100644 index 000000000..615274821 --- /dev/null +++ b/docs/classes/MACD.md @@ -0,0 +1,140 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / MACD + +# Class: MACD + +Moving Average Convergence Divergence (MACD) Type: Momentum + +The MACD triggers trading signals when it crosses above (bullish buying opportunity) or below (bearish selling opportunity) its signal line. MACD can be used together with the RSI to provide a more accurate trading signal. + +**`see`** https://www.investopedia.com/terms/m/macd.asp + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`MACDResult`](../modules.md#macdresult)\> + +## Table of contents + +### Constructors + +- [constructor](MACD.md#constructor) + +### Properties + +- [long](MACD.md#long) +- [prices](MACD.md#prices) +- [short](MACD.md#short) + +### Accessors + +- [isStable](MACD.md#isstable) + +### Methods + +- [getResult](MACD.md#getresult) +- [update](MACD.md#update) + +## Constructors + +### constructor + +• **new MACD**(`config`) + +#### Parameters + +| Name | Type | +| :------- | :--------------------------------------- | +| `config` | [`MACDConfig`](../modules.md#macdconfig) | + +#### Defined in + +[MACD/MACD.ts:42](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L42) + +## Properties + +### long + +• `Readonly` **long**: [`EMA`](EMA.md) \| [`DEMA`](DEMA.md) + +#### Defined in + +[MACD/MACD.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L36) + +--- + +### prices + +• `Readonly` **prices**: `BigSource`[] = `[]` + +#### Defined in + +[MACD/MACD.ts:35](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L35) + +--- + +### short + +• `Readonly` **short**: [`EMA`](EMA.md) \| [`DEMA`](DEMA.md) + +#### Defined in + +[MACD/MACD.ts:37](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L37) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[MACD/MACD.ts:48](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L48) + +## Methods + +### getResult + +▸ **getResult**(): [`MACDResult`](../modules.md#macdresult) + +#### Returns + +[`MACDResult`](../modules.md#macdresult) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[MACD/MACD.ts:87](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L87) + +--- + +### update + +▸ **update**(`_price`): `void` \| [`MACDResult`](../modules.md#macdresult) + +#### Parameters + +| Name | Type | +| :------- | :---------- | +| `_price` | `BigSource` | + +#### Returns + +`void` \| [`MACDResult`](../modules.md#macdresult) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[MACD/MACD.ts:52](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L52) diff --git a/docs/classes/MAD.md b/docs/classes/MAD.md new file mode 100644 index 000000000..0cde971e3 --- /dev/null +++ b/docs/classes/MAD.md @@ -0,0 +1,187 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / MAD + +# Class: MAD + +Mean Absolute Deviation (MAD) Type: Volatility + +The mean absolute deviation (MAD) is calculating the absolute deviation / difference from the mean over a period. Large outliers will reflect in a higher MAD. + +**`see`** https://en.wikipedia.org/wiki/Average_absolute_deviation + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`MAD`** + +## Table of contents + +### Constructors + +- [constructor](MAD.md#constructor) + +### Properties + +- [highest](MAD.md#highest) +- [interval](MAD.md#interval) +- [lowest](MAD.md#lowest) +- [prices](MAD.md#prices) + +### Accessors + +- [isStable](MAD.md#isstable) + +### Methods + +- [getResult](MAD.md#getresult) +- [update](MAD.md#update) +- [getResultFromBatch](MAD.md#getresultfrombatch) + +## Constructors + +### constructor + +• **new MAD**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[MAD/MAD.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L17) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### prices + +• `Readonly` **prices**: `BigSource`[] = `[]` + +#### Defined in + +[MAD/MAD.ts:15](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L15) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[MAD/MAD.ts:21](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L21) + +--- + +### getResultFromBatch + +▸ `Static` **getResultFromBatch**(`prices`, `average?`): `Big` + +#### Parameters + +| Name | Type | +| :--------- | :------------ | +| `prices` | `BigSource`[] | +| `average?` | `BigSource` | + +#### Returns + +`Big` + +#### Defined in + +[MAD/MAD.ts:33](https://github.com/bennycode/trading-signals/blob/95cb489/src/MAD/MAD.ts#L33) diff --git a/docs/classes/MOM.md b/docs/classes/MOM.md new file mode 100644 index 000000000..45961d439 --- /dev/null +++ b/docs/classes/MOM.md @@ -0,0 +1,156 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / MOM + +# Class: MOM + +Momentum Indicator (MOM / MTM) Type: Momentum + +The Momentum indicator returns the change between the current price and the price n times ago. + +**`see`** https://en.wikipedia.org/wiki/Momentum_(technical_analysis) + +**`see`** https://www.warriortrading.com/momentum-indicator/ + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`MOM`** + +## Table of contents + +### Constructors + +- [constructor](MOM.md#constructor) + +### Properties + +- [highest](MOM.md#highest) +- [interval](MOM.md#interval) +- [lowest](MOM.md#lowest) + +### Accessors + +- [isStable](MOM.md#isstable) + +### Methods + +- [getResult](MOM.md#getresult) +- [update](MOM.md#update) + +## Constructors + +### constructor + +• **new MOM**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[MOM/MOM.ts:18](https://github.com/bennycode/trading-signals/blob/95cb489/src/MOM/MOM.ts#L18) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`value`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `value` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[MOM/MOM.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/MOM/MOM.ts#L24) diff --git a/docs/classes/MovingAverage.md b/docs/classes/MovingAverage.md new file mode 100644 index 000000000..8bf2bbb0d --- /dev/null +++ b/docs/classes/MovingAverage.md @@ -0,0 +1,160 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / MovingAverage + +# Class: MovingAverage + +Moving Average (MA) Type: Trend + +Base class for trend-following (lagging) indicators. The longer the moving average interval, the greater the lag. + +**`see`** https://www.investopedia.com/terms/m/movingaverage.asp + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`MovingAverage`** + + ↳↳ [`EMA`](EMA.md) + + ↳↳ [`SMA`](SMA.md) + + ↳↳ [`WSMA`](WSMA.md) + +## Table of contents + +### Constructors + +- [constructor](MovingAverage.md#constructor) + +### Properties + +- [highest](MovingAverage.md#highest) +- [interval](MovingAverage.md#interval) +- [lowest](MovingAverage.md#lowest) + +### Accessors + +- [isStable](MovingAverage.md#isstable) + +### Methods + +- [getResult](MovingAverage.md#getresult) +- [update](MovingAverage.md#update) + +## Constructors + +### constructor + +• **new MovingAverage**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[MA/MovingAverage.ts:13](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverage.ts#L13) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ `Abstract` **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[MA/MovingAverage.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverage.ts#L17) diff --git a/docs/classes/NotEnoughDataError.md b/docs/classes/NotEnoughDataError.md new file mode 100644 index 000000000..cf685318b --- /dev/null +++ b/docs/classes/NotEnoughDataError.md @@ -0,0 +1,35 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / NotEnoughDataError + +# Class: NotEnoughDataError + +## Hierarchy + +- `Error` + + ↳ **`NotEnoughDataError`** + +## Table of contents + +### Constructors + +- [constructor](NotEnoughDataError.md#constructor) + +## Constructors + +### constructor + +• **new NotEnoughDataError**(`message?`) + +#### Parameters + +| Name | Type | Default value | +| :-------- | :------- | :------------------ | +| `message` | `string` | `'Not enough data'` | + +#### Overrides + +Error.constructor + +#### Defined in + +[error/NotEnoughDataError.ts:2](https://github.com/bennycode/trading-signals/blob/95cb489/src/error/NotEnoughDataError.ts#L2) diff --git a/docs/classes/NumberIndicatorSeries.md b/docs/classes/NumberIndicatorSeries.md new file mode 100644 index 000000000..75e7ec33d --- /dev/null +++ b/docs/classes/NumberIndicatorSeries.md @@ -0,0 +1,177 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / NumberIndicatorSeries + +# Class: NumberIndicatorSeries + +## Type parameters + +| Name | Type | +| :------ | :------- | +| `Input` | `number` | + +## Hierarchy + +- **`NumberIndicatorSeries`** + + ↳ [`FasterAC`](FasterAC.md) + + ↳ [`FasterADX`](FasterADX.md) + + ↳ [`FasterAO`](FasterAO.md) + + ↳ [`FasterATR`](FasterATR.md) + + ↳ [`FasterBollingerBandsWidth`](FasterBollingerBandsWidth.md) + + ↳ [`FasterCCI`](FasterCCI.md) + + ↳ [`FasterCG`](FasterCG.md) + + ↳ [`FasterDEMA`](FasterDEMA.md) + + ↳ [`FasterDX`](FasterDX.md) + + ↳ [`FasterMovingAverage`](FasterMovingAverage.md) + + ↳ [`FasterMAD`](FasterMAD.md) + + ↳ [`FasterMOM`](FasterMOM.md) + + ↳ [`FasterOBV`](FasterOBV.md) + + ↳ [`FasterROC`](FasterROC.md) + + ↳ [`FasterRSI`](FasterRSI.md) + + ↳ [`FasterStochasticRSI`](FasterStochasticRSI.md) + + ↳ [`FasterTR`](FasterTR.md) + + ↳ [`FasterWSMA`](FasterWSMA.md) + +## Implements + +- [`IndicatorSeries`](../interfaces/IndicatorSeries.md)<`number`, `Input`\> + +## Table of contents + +### Constructors + +- [constructor](NumberIndicatorSeries.md#constructor) + +### Properties + +- [highest](NumberIndicatorSeries.md#highest) +- [lowest](NumberIndicatorSeries.md#lowest) + +### Accessors + +- [isStable](NumberIndicatorSeries.md#isstable) + +### Methods + +- [getResult](NumberIndicatorSeries.md#getresult) +- [update](NumberIndicatorSeries.md#update) + +## Constructors + +### constructor + +• **new NumberIndicatorSeries**<`Input`\>() + +#### Type parameters + +| Name | Type | +| :------ | :------- | +| `Input` | `number` | + +## Properties + +### highest + +• `Optional` **highest**: `number` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[highest](../interfaces/IndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:56](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L56) + +--- + +### lowest + +• `Optional` **lowest**: `number` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[lowest](../interfaces/IndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:58](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L58) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[isStable](../interfaces/IndicatorSeries.md#isstable) + +#### Defined in + +[Indicator.ts:61](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L61) + +## Methods + +### getResult + +▸ **getResult**(): `number` + +#### Returns + +`number` + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[getResult](../interfaces/IndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:65](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L65) + +--- + +### update + +▸ `Abstract` **update**(`input`): `number` \| `void` + +#### Parameters + +| Name | Type | +| :------ | :------ | +| `input` | `Input` | + +#### Returns + +`number` \| `void` + +#### Implementation of + +[IndicatorSeries](../interfaces/IndicatorSeries.md).[update](../interfaces/IndicatorSeries.md#update) + +#### Defined in + +[Indicator.ts:85](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L85) diff --git a/docs/classes/OBV.md b/docs/classes/OBV.md new file mode 100644 index 000000000..ee03eae03 --- /dev/null +++ b/docs/classes/OBV.md @@ -0,0 +1,148 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / OBV + +# Class: OBV + +On-Balance Volume (OBV) Type: Momentum + +On-balance volume (OBV) is a technical trading momentum indicator that uses volume flow to predict changes in stock price. Joseph Granville first developed the OBV metric in the 1963 book Granville's New Key to Stock Market Profits. + +**`see`** https://www.investopedia.com/terms/o/onbalancevolume.asp + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`OpenHighLowCloseVolume`](../modules.md#openhighlowclosevolume)\> + + ↳ **`OBV`** + +## Table of contents + +### Constructors + +- [constructor](OBV.md#constructor) + +### Properties + +- [candles](OBV.md#candles) +- [highest](OBV.md#highest) +- [lowest](OBV.md#lowest) + +### Accessors + +- [isStable](OBV.md#isstable) + +### Methods + +- [getResult](OBV.md#getresult) +- [update](OBV.md#update) + +## Constructors + +### constructor + +• **new OBV**() + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +## Properties + +### candles + +• `Readonly` **candles**: [`OpenHighLowCloseVolume`](../modules.md#openhighlowclosevolume)[] = `[]` + +#### Defined in + +[OBV/OBV.ts:15](https://github.com/bennycode/trading-signals/blob/95cb489/src/OBV/OBV.ts#L15) + +--- + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`candle`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------- | :--------------------------------------------------------------- | +| `candle` | [`OpenHighLowCloseVolume`](../modules.md#openhighlowclosevolume) | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[OBV/OBV.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/OBV/OBV.ts#L17) diff --git a/docs/classes/Period.md b/docs/classes/Period.md new file mode 100644 index 000000000..b0f29d7e3 --- /dev/null +++ b/docs/classes/Period.md @@ -0,0 +1,145 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / Period + +# Class: Period + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`PeriodResult`](../interfaces/PeriodResult.md)\> + +## Table of contents + +### Constructors + +- [constructor](Period.md#constructor) + +### Properties + +- [highest](Period.md#highest) +- [interval](Period.md#interval) +- [lowest](Period.md#lowest) +- [values](Period.md#values) + +### Accessors + +- [isStable](Period.md#isstable) + +### Methods + +- [getResult](Period.md#getresult) +- [update](Period.md#update) + +## Constructors + +### constructor + +• **new Period**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Defined in + +[util/Period.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L24) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value during the current period. + +#### Defined in + +[util/Period.ts:20](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L20) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value during the current period. + +#### Defined in + +[util/Period.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L22) + +--- + +### values + +• **values**: `Big`[] + +#### Defined in + +[util/Period.ts:18](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L18) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[util/Period.ts:44](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L44) + +## Methods + +### getResult + +▸ **getResult**(): [`PeriodResult`](../interfaces/PeriodResult.md) + +#### Returns + +[`PeriodResult`](../interfaces/PeriodResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[util/Period.ts:28](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L28) + +--- + +### update + +▸ **update**(`value`): `void` \| [`PeriodResult`](../interfaces/PeriodResult.md) + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `value` | `BigSource` | + +#### Returns + +`void` \| [`PeriodResult`](../interfaces/PeriodResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[util/Period.ts:35](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L35) diff --git a/docs/classes/ROC.md b/docs/classes/ROC.md new file mode 100644 index 000000000..32302a14e --- /dev/null +++ b/docs/classes/ROC.md @@ -0,0 +1,165 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / ROC + +# Class: ROC + +Rate Of Change Indicator (ROC) Type: Momentum + +A positive Rate of Change (ROC) signals a high momentum and a positive trend. A decreasing ROC or even negative ROC indicates a downtrend. + +**`see`** https://www.investopedia.com/terms/r/rateofchange.asp + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`ROC`** + +## Table of contents + +### Constructors + +- [constructor](ROC.md#constructor) + +### Properties + +- [highest](ROC.md#highest) +- [interval](ROC.md#interval) +- [lowest](ROC.md#lowest) +- [prices](ROC.md#prices) + +### Accessors + +- [isStable](ROC.md#isstable) + +### Methods + +- [getResult](ROC.md#getresult) +- [update](ROC.md#update) + +## Constructors + +### constructor + +• **new ROC**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[ROC/ROC.ts:16](https://github.com/bennycode/trading-signals/blob/95cb489/src/ROC/ROC.ts#L16) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### prices + +• `Readonly` **prices**: `Big`[] = `[]` + +#### Defined in + +[ROC/ROC.ts:14](https://github.com/bennycode/trading-signals/blob/95cb489/src/ROC/ROC.ts#L14) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[ROC/ROC.ts:20](https://github.com/bennycode/trading-signals/blob/95cb489/src/ROC/ROC.ts#L20) diff --git a/docs/classes/RSI.md b/docs/classes/RSI.md new file mode 100644 index 000000000..50b315038 --- /dev/null +++ b/docs/classes/RSI.md @@ -0,0 +1,161 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / RSI + +# Class: RSI + +Relative Strength Index (RSI) Type: Momentum + +The Relative Strength Index (RSI) is an oscillator that ranges between 0 and 100. The RSI can be used to find trend reversals, i.e. when a downtrend doesn't generate a RSI below 30 and rallies above 70 it could mean that a trend reversal to the upside is taking place. Trend lines and moving averages should be used to validate such statements. + +The RSI is mostly useful in markets that alternate between bullish and bearish movements. + +A RSI value of 30 or below indicates an oversold condition (not a good time to sell because there is an oversupply). A RSI value of 70 or above indicates an overbought condition (sell high opportunity because market may correct the price in the near future). + +**`see`** https://en.wikipedia.org/wiki/Relative_strength_index + +**`see`** https://www.investopedia.com/terms/r/rsi.asp + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`RSI`** + +## Table of contents + +### Constructors + +- [constructor](RSI.md#constructor) + +### Properties + +- [highest](RSI.md#highest) +- [interval](RSI.md#interval) +- [lowest](RSI.md#lowest) + +### Accessors + +- [isStable](RSI.md#isstable) + +### Methods + +- [getResult](RSI.md#getresult) +- [update](RSI.md#update) + +## Constructors + +### constructor + +• **new RSI**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `WSMA` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[RSI/RSI.ts:30](https://github.com/bennycode/trading-signals/blob/95cb489/src/RSI/RSI.ts#L30) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[RSI/RSI.ts:36](https://github.com/bennycode/trading-signals/blob/95cb489/src/RSI/RSI.ts#L36) diff --git a/docs/classes/SMA.md b/docs/classes/SMA.md new file mode 100644 index 000000000..d4c87103a --- /dev/null +++ b/docs/classes/SMA.md @@ -0,0 +1,190 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / SMA + +# Class: SMA + +Simple Moving Average (SMA) Type: Trend + +The Simple Moving Average (SMA) creates an average of all prices within a fixed interval. The SMA weights the prices of all periods equally which makes it not as responsive to recent prices as the EMA. + +**`see`** https://www.investopedia.com/terms/s/sma.asp + +## Hierarchy + +- [`MovingAverage`](MovingAverage.md) + + ↳ **`SMA`** + +## Table of contents + +### Constructors + +- [constructor](SMA.md#constructor) + +### Properties + +- [highest](SMA.md#highest) +- [interval](SMA.md#interval) +- [lowest](SMA.md#lowest) +- [prices](SMA.md#prices) + +### Accessors + +- [isStable](SMA.md#isstable) + +### Methods + +- [getResult](SMA.md#getresult) +- [update](SMA.md#update) +- [getResultFromBatch](SMA.md#getresultfrombatch) + +## Constructors + +### constructor + +• **new SMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Inherited from + +[MovingAverage](MovingAverage.md).[constructor](MovingAverage.md#constructor) + +#### Defined in + +[MA/MovingAverage.ts:13](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverage.ts#L13) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[MovingAverage](MovingAverage.md).[highest](MovingAverage.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +#### Inherited from + +[MovingAverage](MovingAverage.md).[interval](MovingAverage.md#interval) + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[MovingAverage](MovingAverage.md).[lowest](MovingAverage.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +--- + +### prices + +• `Readonly` **prices**: `BigSource`[] = `[]` + +#### Defined in + +[SMA/SMA.ts:14](https://github.com/bennycode/trading-signals/blob/95cb489/src/SMA/SMA.ts#L14) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +MovingAverage.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[MovingAverage](MovingAverage.md).[getResult](MovingAverage.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[MovingAverage](MovingAverage.md).[update](MovingAverage.md#update) + +#### Defined in + +[SMA/SMA.ts:16](https://github.com/bennycode/trading-signals/blob/95cb489/src/SMA/SMA.ts#L16) + +--- + +### getResultFromBatch + +▸ `Static` **getResultFromBatch**(`prices`): `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------ | +| `prices` | `BigSource`[] | + +#### Returns + +`Big` + +#### Defined in + +[SMA/SMA.ts:28](https://github.com/bennycode/trading-signals/blob/95cb489/src/SMA/SMA.ts#L28) diff --git a/docs/classes/StochasticOscillator.md b/docs/classes/StochasticOscillator.md new file mode 100644 index 000000000..5fe4b7944 --- /dev/null +++ b/docs/classes/StochasticOscillator.md @@ -0,0 +1,136 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / StochasticOscillator + +# Class: StochasticOscillator + +Stochastic Oscillator (STOCH) Type: Momentum + +The Stochastic Oscillator was developed by George Lane and is range-bound between 0 and 100. The Stochastic Oscillator attempts to predict price turning points. A value of 80 indicates that the asset is on the verge of being overbought. By default, a Simple Moving Average (SMA) is used. When the momentum starts to slow down, the Stochastic Oscillator values start to turn down. In the case of an uptrend, prices tend to make higher highs, and the settlement price usually tends to be in the upper end of that time period's trading range. + +The stochastic k (%k) values represent the relation between current close to the period's price range (high/low). It is sometimes referred as the "fast" stochastic period (fastk). The stochastic d (%d) values represent a Moving Average of the %k values. It is sometimes referred as the "slow" period. + +**`see`** https://en.wikipedia.org/wiki/Stochastic_oscillator + +**`see`** https://www.investopedia.com/terms/s/stochasticoscillator.asp + +## Implements + +- [`Indicator`](../interfaces/Indicator.md)<[`StochasticResult`](../interfaces/StochasticResult.md), [`HighLowClose`](../modules.md#highlowclose)\> + +## Table of contents + +### Constructors + +- [constructor](StochasticOscillator.md#constructor) + +### Properties + +- [m](StochasticOscillator.md#m) +- [n](StochasticOscillator.md#n) +- [p](StochasticOscillator.md#p) + +### Accessors + +- [isStable](StochasticOscillator.md#isstable) + +### Methods + +- [getResult](StochasticOscillator.md#getresult) +- [update](StochasticOscillator.md#update) + +## Constructors + +### constructor + +• **new StochasticOscillator**(`n`, `m`, `p`) + +Constructs a Stochastic Oscillator. + +#### Parameters + +| Name | Type | Description | +| :--- | :------- | :-------------------- | +| `n` | `number` | The %k period | +| `m` | `number` | The %k slowing period | +| `p` | `number` | The %d period | + +#### Defined in + +[STOCH/StochasticOscillator.ts:54](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L54) + +## Properties + +### m + +• `Readonly` **m**: `number` + +--- + +### n + +• `Readonly` **n**: `number` + +--- + +### p + +• `Readonly` **p**: `number` + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[isStable](../interfaces/Indicator.md#isstable) + +#### Defined in + +[STOCH/StochasticOscillator.ts:92](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L92) + +## Methods + +### getResult + +▸ **getResult**(): [`StochasticResult`](../interfaces/StochasticResult.md) + +#### Returns + +[`StochasticResult`](../interfaces/StochasticResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[getResult](../interfaces/Indicator.md#getresult) + +#### Defined in + +[STOCH/StochasticOscillator.ts:59](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L59) + +--- + +### update + +▸ **update**(`candle`): `void` \| [`StochasticResult`](../interfaces/StochasticResult.md) + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------- | +| `candle` | [`HighLowClose`](../modules.md#highlowclose) | + +#### Returns + +`void` \| [`StochasticResult`](../interfaces/StochasticResult.md) + +#### Implementation of + +[Indicator](../interfaces/Indicator.md).[update](../interfaces/Indicator.md#update) + +#### Defined in + +[STOCH/StochasticOscillator.ts:67](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L67) diff --git a/docs/classes/StochasticRSI.md b/docs/classes/StochasticRSI.md new file mode 100644 index 000000000..ced979e41 --- /dev/null +++ b/docs/classes/StochasticRSI.md @@ -0,0 +1,160 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / StochasticRSI + +# Class: StochasticRSI + +Stochastic RSI (STOCHRSI) Type: Momentum + +The Stochastic RSI is an oscillator ranging from 0 to 1 and was developed by Tushar S. Chande and Stanley Kroll. Compared to the RSI, the Stochastic RSI is much steeper and often resides at the extremes (0 or 1). It can be used to identify short-term trends. + +- A return value of 0.2 or below indicates an oversold condition +- A return value of 0.8 or above indicates an overbought condition +- Overbought doesn't mean that the price will reverse lower but it shows that the RSI reached an extreme +- Oversold doesn't mean that the price will reverse higher but it shows that the RSI reached an extreme + +**`see`** https://www.investopedia.com/terms/s/stochrsi.asp + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md) + + ↳ **`StochasticRSI`** + +## Table of contents + +### Constructors + +- [constructor](StochasticRSI.md#constructor) + +### Properties + +- [highest](StochasticRSI.md#highest) +- [interval](StochasticRSI.md#interval) +- [lowest](StochasticRSI.md#lowest) + +### Accessors + +- [isStable](StochasticRSI.md#isstable) + +### Methods + +- [getResult](StochasticRSI.md#getresult) +- [update](StochasticRSI.md#update) + +## Constructors + +### constructor + +• **new StochasticRSI**(`interval`, `SmoothingIndicator?`) + +#### Parameters + +| Name | Type | Default value | +| :------------------- | :------------------------------------------------------- | :------------ | +| `interval` | `number` | `undefined` | +| `SmoothingIndicator` | [`MovingAverageTypes`](../modules.md#movingaveragetypes) | `WSMA` | + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +#### Defined in + +[STOCH/StochasticRSI.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticRSI.ts#L27) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[STOCH/StochasticRSI.ts:33](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticRSI.ts#L33) diff --git a/docs/classes/TR.md b/docs/classes/TR.md new file mode 100644 index 000000000..95538077c --- /dev/null +++ b/docs/classes/TR.md @@ -0,0 +1,139 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / TR + +# Class: TR + +True Range (TR) Type: Volatility + +The True Range (TR) was developed by **John Welles Wilder, Jr.**. The range (R) is a candle's highest price minus it's lowest price. The true range extends it to yesterday's closing price if it was outside of the current range. + +Low return values indicate a sideways trend with little volatility. + +**`see`** https://www.linnsoft.com/techind/true-range-tr + +## Hierarchy + +- [`BigIndicatorSeries`](BigIndicatorSeries.md)<[`HighLowClose`](../modules.md#highlowclose)\> + + ↳ **`TR`** + +## Table of contents + +### Constructors + +- [constructor](TR.md#constructor) + +### Properties + +- [highest](TR.md#highest) +- [lowest](TR.md#lowest) + +### Accessors + +- [isStable](TR.md#isstable) + +### Methods + +- [getResult](TR.md#getresult) +- [update](TR.md#update) + +## Constructors + +### constructor + +• **new TR**() + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[constructor](BigIndicatorSeries.md#constructor) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[highest](BigIndicatorSeries.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[lowest](BigIndicatorSeries.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +BigIndicatorSeries.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[BigIndicatorSeries](BigIndicatorSeries.md).[getResult](BigIndicatorSeries.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`candle`): `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------------------------------------- | +| `candle` | [`HighLowClose`](../modules.md#highlowclose) | + +#### Returns + +`Big` + +#### Overrides + +[BigIndicatorSeries](BigIndicatorSeries.md).[update](BigIndicatorSeries.md#update) + +#### Defined in + +[TR/TR.ts:19](https://github.com/bennycode/trading-signals/blob/95cb489/src/TR/TR.ts#L19) diff --git a/docs/classes/WSMA.md b/docs/classes/WSMA.md new file mode 100644 index 000000000..a59be3e0f --- /dev/null +++ b/docs/classes/WSMA.md @@ -0,0 +1,165 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / WSMA + +# Class: WSMA + +Wilder's Smoothed Moving Average (WSMA) Type: Trend + +Developed by **John Welles Wilder, Jr.** to help identifying and spotting bullish and bearish trends. Similar to Exponential Moving Averages with the difference that a smoothing factor of 1/interval is being used, which makes it respond more slowly to price changes. + +Synonyms: + +- Modified Exponential Moving Average (MEMA) +- Smoothed Moving Average (SMMA) +- Welles Wilder's Smoothing (WWS) +- Wilder's Moving Average (WMA) + +**`see`** https://tlc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/V-Z/WildersSmoothing + +## Hierarchy + +- [`MovingAverage`](MovingAverage.md) + + ↳ **`WSMA`** + +## Table of contents + +### Constructors + +- [constructor](WSMA.md#constructor) + +### Properties + +- [highest](WSMA.md#highest) +- [interval](WSMA.md#interval) +- [lowest](WSMA.md#lowest) + +### Accessors + +- [isStable](WSMA.md#isstable) + +### Methods + +- [getResult](WSMA.md#getresult) +- [update](WSMA.md#update) + +## Constructors + +### constructor + +• **new WSMA**(`interval`) + +#### Parameters + +| Name | Type | +| :--------- | :------- | +| `interval` | `number` | + +#### Overrides + +[MovingAverage](MovingAverage.md).[constructor](MovingAverage.md#constructor) + +#### Defined in + +[WSMA/WSMA.ts:26](https://github.com/bennycode/trading-signals/blob/95cb489/src/WSMA/WSMA.ts#L26) + +## Properties + +### highest + +• `Optional` **highest**: `Big` + +Highest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[MovingAverage](MovingAverage.md).[highest](MovingAverage.md#highest) + +#### Defined in + +[Indicator.ts:22](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L22) + +--- + +### interval + +• `Readonly` **interval**: `number` + +#### Inherited from + +[MovingAverage](MovingAverage.md).[interval](MovingAverage.md#interval) + +--- + +### lowest + +• `Optional` **lowest**: `Big` + +Lowest return value over the lifetime (not interval!) of the indicator. + +#### Inherited from + +[MovingAverage](MovingAverage.md).[lowest](MovingAverage.md#lowest) + +#### Defined in + +[Indicator.ts:24](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L24) + +## Accessors + +### isStable + +• `get` **isStable**(): `boolean` + +#### Returns + +`boolean` + +#### Inherited from + +MovingAverage.isStable + +#### Defined in + +[Indicator.ts:27](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L27) + +## Methods + +### getResult + +▸ **getResult**(): `Big` + +#### Returns + +`Big` + +#### Inherited from + +[MovingAverage](MovingAverage.md).[getResult](MovingAverage.md#getresult) + +#### Defined in + +[Indicator.ts:31](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L31) + +--- + +### update + +▸ **update**(`price`): `void` \| `Big` + +#### Parameters + +| Name | Type | +| :------ | :---------- | +| `price` | `BigSource` | + +#### Returns + +`void` \| `Big` + +#### Overrides + +[MovingAverage](MovingAverage.md).[update](MovingAverage.md#update) + +#### Defined in + +[WSMA/WSMA.ts:32](https://github.com/bennycode/trading-signals/blob/95cb489/src/WSMA/WSMA.ts#L32) diff --git a/docs/interfaces/BandsResult.md b/docs/interfaces/BandsResult.md new file mode 100644 index 000000000..c2fb86726 --- /dev/null +++ b/docs/interfaces/BandsResult.md @@ -0,0 +1,41 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / BandsResult + +# Interface: BandsResult + +## Table of contents + +### Properties + +- [lower](BandsResult.md#lower) +- [middle](BandsResult.md#middle) +- [upper](BandsResult.md#upper) + +## Properties + +### lower + +• **lower**: `Big` + +#### Defined in + +[util/BandsResult.ts:4](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/BandsResult.ts#L4) + +--- + +### middle + +• **middle**: `Big` + +#### Defined in + +[util/BandsResult.ts:5](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/BandsResult.ts#L5) + +--- + +### upper + +• **upper**: `Big` + +#### Defined in + +[util/BandsResult.ts:6](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/BandsResult.ts#L6) diff --git a/docs/interfaces/FasterBandsResult.md b/docs/interfaces/FasterBandsResult.md new file mode 100644 index 000000000..920315144 --- /dev/null +++ b/docs/interfaces/FasterBandsResult.md @@ -0,0 +1,41 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterBandsResult + +# Interface: FasterBandsResult + +## Table of contents + +### Properties + +- [lower](FasterBandsResult.md#lower) +- [middle](FasterBandsResult.md#middle) +- [upper](FasterBandsResult.md#upper) + +## Properties + +### lower + +• **lower**: `number` + +#### Defined in + +[util/BandsResult.ts:10](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/BandsResult.ts#L10) + +--- + +### middle + +• **middle**: `number` + +#### Defined in + +[util/BandsResult.ts:11](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/BandsResult.ts#L11) + +--- + +### upper + +• **upper**: `number` + +#### Defined in + +[util/BandsResult.ts:12](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/BandsResult.ts#L12) diff --git a/docs/interfaces/FasterDMAResult.md b/docs/interfaces/FasterDMAResult.md new file mode 100644 index 000000000..80062d8e6 --- /dev/null +++ b/docs/interfaces/FasterDMAResult.md @@ -0,0 +1,30 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterDMAResult + +# Interface: FasterDMAResult + +## Table of contents + +### Properties + +- [long](FasterDMAResult.md#long) +- [short](FasterDMAResult.md#short) + +## Properties + +### long + +• **long**: `number` + +#### Defined in + +[DMA/DMA.ts:10](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L10) + +--- + +### short + +• **short**: `number` + +#### Defined in + +[DMA/DMA.ts:11](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L11) diff --git a/docs/interfaces/FasterPeriodResult.md b/docs/interfaces/FasterPeriodResult.md new file mode 100644 index 000000000..099ec49bf --- /dev/null +++ b/docs/interfaces/FasterPeriodResult.md @@ -0,0 +1,30 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterPeriodResult + +# Interface: FasterPeriodResult + +## Table of contents + +### Properties + +- [highest](FasterPeriodResult.md#highest) +- [lowest](FasterPeriodResult.md#lowest) + +## Properties + +### highest + +• **highest**: `number` + +#### Defined in + +[util/Period.ts:13](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L13) + +--- + +### lowest + +• **lowest**: `number` + +#### Defined in + +[util/Period.ts:14](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L14) diff --git a/docs/interfaces/FasterStochasticResult.md b/docs/interfaces/FasterStochasticResult.md new file mode 100644 index 000000000..2a95aa639 --- /dev/null +++ b/docs/interfaces/FasterStochasticResult.md @@ -0,0 +1,34 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / FasterStochasticResult + +# Interface: FasterStochasticResult + +## Table of contents + +### Properties + +- [stochD](FasterStochasticResult.md#stochd) +- [stochK](FasterStochasticResult.md#stochk) + +## Properties + +### stochD + +• **stochD**: `number` + +Slow stochastic indicator (%D) + +#### Defined in + +[STOCH/StochasticOscillator.ts:18](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L18) + +--- + +### stochK + +• **stochK**: `number` + +Fast stochastic indicator (%K) + +#### Defined in + +[STOCH/StochasticOscillator.ts:20](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L20) diff --git a/docs/interfaces/Indicator.md b/docs/interfaces/Indicator.md new file mode 100644 index 000000000..7a802df61 --- /dev/null +++ b/docs/interfaces/Indicator.md @@ -0,0 +1,86 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / Indicator + +# Interface: Indicator + +## Type parameters + +| Name | Type | +| :------- | :---------- | +| `Result` | `Big` | +| `Input` | `BigSource` | + +## Hierarchy + +- **`Indicator`** + + ↳ [`IndicatorSeries`](IndicatorSeries.md) + +## Implemented by + +- [`AccelerationBands`](../classes/AccelerationBands.md) +- [`BollingerBands`](../classes/BollingerBands.md) +- [`DMA`](../classes/DMA.md) +- [`FasterAccelerationBands`](../classes/FasterAccelerationBands.md) +- [`FasterBollingerBands`](../classes/FasterBollingerBands.md) +- [`FasterDMA`](../classes/FasterDMA.md) +- [`FasterMACD`](../classes/FasterMACD.md) +- [`FasterPeriod`](../classes/FasterPeriod.md) +- [`FasterStochasticOscillator`](../classes/FasterStochasticOscillator.md) +- [`MACD`](../classes/MACD.md) +- [`Period`](../classes/Period.md) +- [`StochasticOscillator`](../classes/StochasticOscillator.md) + +## Table of contents + +### Properties + +- [isStable](Indicator.md#isstable) + +### Methods + +- [getResult](Indicator.md#getresult) +- [update](Indicator.md#update) + +## Properties + +### isStable + +• **isStable**: `boolean` + +#### Defined in + +[Indicator.ts:7](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L7) + +## Methods + +### getResult + +▸ **getResult**(): `Result` + +#### Returns + +`Result` + +#### Defined in + +[Indicator.ts:5](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L5) + +--- + +### update + +▸ **update**(`input`): `void` \| `Result` + +#### Parameters + +| Name | Type | +| :------ | :------ | +| `input` | `Input` | + +#### Returns + +`void` \| `Result` + +#### Defined in + +[Indicator.ts:9](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L9) diff --git a/docs/interfaces/IndicatorSeries.md b/docs/interfaces/IndicatorSeries.md new file mode 100644 index 000000000..cdc596ab4 --- /dev/null +++ b/docs/interfaces/IndicatorSeries.md @@ -0,0 +1,112 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / IndicatorSeries + +# Interface: IndicatorSeries + +Tracks results of an indicator over time and memorizes the highest & lowest result. + +## Type parameters + +| Name | Type | +| :------- | :---------- | +| `Result` | `Big` | +| `Input` | `BigSource` | + +## Hierarchy + +- [`Indicator`](Indicator.md)<`Result`, `Input`\> + + ↳ **`IndicatorSeries`** + +## Implemented by + +- [`BigIndicatorSeries`](../classes/BigIndicatorSeries.md) +- [`NumberIndicatorSeries`](../classes/NumberIndicatorSeries.md) + +## Table of contents + +### Properties + +- [highest](IndicatorSeries.md#highest) +- [isStable](IndicatorSeries.md#isstable) +- [lowest](IndicatorSeries.md#lowest) + +### Methods + +- [getResult](IndicatorSeries.md#getresult) +- [update](IndicatorSeries.md#update) + +## Properties + +### highest + +• `Optional` **highest**: `Result` + +#### Defined in + +[Indicator.ts:16](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L16) + +--- + +### isStable + +• **isStable**: `boolean` + +#### Inherited from + +[Indicator](Indicator.md).[isStable](Indicator.md#isstable) + +#### Defined in + +[Indicator.ts:7](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L7) + +--- + +### lowest + +• `Optional` **lowest**: `Result` + +#### Defined in + +[Indicator.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L17) + +## Methods + +### getResult + +▸ **getResult**(): `Result` + +#### Returns + +`Result` + +#### Inherited from + +[Indicator](Indicator.md).[getResult](Indicator.md#getresult) + +#### Defined in + +[Indicator.ts:5](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L5) + +--- + +### update + +▸ **update**(`input`): `void` \| `Result` + +#### Parameters + +| Name | Type | +| :------ | :------ | +| `input` | `Input` | + +#### Returns + +`void` \| `Result` + +#### Inherited from + +[Indicator](Indicator.md).[update](Indicator.md#update) + +#### Defined in + +[Indicator.ts:9](https://github.com/bennycode/trading-signals/blob/95cb489/src/Indicator.ts#L9) diff --git a/docs/interfaces/PeriodResult.md b/docs/interfaces/PeriodResult.md new file mode 100644 index 000000000..8abd63454 --- /dev/null +++ b/docs/interfaces/PeriodResult.md @@ -0,0 +1,30 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / PeriodResult + +# Interface: PeriodResult + +## Table of contents + +### Properties + +- [highest](PeriodResult.md#highest) +- [lowest](PeriodResult.md#lowest) + +## Properties + +### highest + +• **highest**: `Big` + +#### Defined in + +[util/Period.ts:8](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L8) + +--- + +### lowest + +• **lowest**: `Big` + +#### Defined in + +[util/Period.ts:9](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/Period.ts#L9) diff --git a/docs/interfaces/StochasticResult.md b/docs/interfaces/StochasticResult.md new file mode 100644 index 000000000..4a40bf466 --- /dev/null +++ b/docs/interfaces/StochasticResult.md @@ -0,0 +1,34 @@ +[trading-signals](../README.md) / [Exports](../modules.md) / StochasticResult + +# Interface: StochasticResult + +## Table of contents + +### Properties + +- [stochD](StochasticResult.md#stochd) +- [stochK](StochasticResult.md#stochk) + +## Properties + +### stochD + +• **stochD**: `Big` + +Slow stochastic indicator (%D) + +#### Defined in + +[STOCH/StochasticOscillator.ts:11](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L11) + +--- + +### stochK + +• **stochK**: `Big` + +Fast stochastic indicator (%K) + +#### Defined in + +[STOCH/StochasticOscillator.ts:13](https://github.com/bennycode/trading-signals/blob/95cb489/src/STOCH/StochasticOscillator.ts#L13) diff --git a/docs/modules.md b/docs/modules.md new file mode 100644 index 000000000..f6b1dc4cd --- /dev/null +++ b/docs/modules.md @@ -0,0 +1,444 @@ +[trading-signals](README.md) / Exports + +# trading-signals + +## Table of contents + +### Classes + +- [AC](classes/AC.md) +- [ADX](classes/ADX.md) +- [AO](classes/AO.md) +- [ATR](classes/ATR.md) +- [AccelerationBands](classes/AccelerationBands.md) +- [BigIndicatorSeries](classes/BigIndicatorSeries.md) +- [BollingerBands](classes/BollingerBands.md) +- [BollingerBandsWidth](classes/BollingerBandsWidth.md) +- [CCI](classes/CCI.md) +- [CG](classes/CG.md) +- [DEMA](classes/DEMA.md) +- [DMA](classes/DMA.md) +- [DX](classes/DX.md) +- [EMA](classes/EMA.md) +- [FasterAC](classes/FasterAC.md) +- [FasterADX](classes/FasterADX.md) +- [FasterAO](classes/FasterAO.md) +- [FasterATR](classes/FasterATR.md) +- [FasterAccelerationBands](classes/FasterAccelerationBands.md) +- [FasterBollingerBands](classes/FasterBollingerBands.md) +- [FasterBollingerBandsWidth](classes/FasterBollingerBandsWidth.md) +- [FasterCCI](classes/FasterCCI.md) +- [FasterCG](classes/FasterCG.md) +- [FasterDEMA](classes/FasterDEMA.md) +- [FasterDMA](classes/FasterDMA.md) +- [FasterDX](classes/FasterDX.md) +- [FasterEMA](classes/FasterEMA.md) +- [FasterMACD](classes/FasterMACD.md) +- [FasterMAD](classes/FasterMAD.md) +- [FasterMOM](classes/FasterMOM.md) +- [FasterMovingAverage](classes/FasterMovingAverage.md) +- [FasterOBV](classes/FasterOBV.md) +- [FasterPeriod](classes/FasterPeriod.md) +- [FasterROC](classes/FasterROC.md) +- [FasterRSI](classes/FasterRSI.md) +- [FasterSMA](classes/FasterSMA.md) +- [FasterStochasticOscillator](classes/FasterStochasticOscillator.md) +- [FasterStochasticRSI](classes/FasterStochasticRSI.md) +- [FasterTR](classes/FasterTR.md) +- [FasterWSMA](classes/FasterWSMA.md) +- [MACD](classes/MACD.md) +- [MAD](classes/MAD.md) +- [MOM](classes/MOM.md) +- [MovingAverage](classes/MovingAverage.md) +- [NotEnoughDataError](classes/NotEnoughDataError.md) +- [NumberIndicatorSeries](classes/NumberIndicatorSeries.md) +- [OBV](classes/OBV.md) +- [Period](classes/Period.md) +- [ROC](classes/ROC.md) +- [RSI](classes/RSI.md) +- [SMA](classes/SMA.md) +- [StochasticOscillator](classes/StochasticOscillator.md) +- [StochasticRSI](classes/StochasticRSI.md) +- [TR](classes/TR.md) +- [WSMA](classes/WSMA.md) + +### Interfaces + +- [BandsResult](interfaces/BandsResult.md) +- [FasterBandsResult](interfaces/FasterBandsResult.md) +- [FasterDMAResult](interfaces/FasterDMAResult.md) +- [FasterPeriodResult](interfaces/FasterPeriodResult.md) +- [FasterStochasticResult](interfaces/FasterStochasticResult.md) +- [Indicator](interfaces/Indicator.md) +- [IndicatorSeries](interfaces/IndicatorSeries.md) +- [PeriodResult](interfaces/PeriodResult.md) +- [StochasticResult](interfaces/StochasticResult.md) + +### Type aliases + +- [DMAResult](modules.md#dmaresult) +- [FasterMACDResult](modules.md#fastermacdresult) +- [FasterMovingAverageTypes](modules.md#fastermovingaveragetypes) +- [HighLow](modules.md#highlow) +- [HighLowClose](modules.md#highlowclose) +- [HighLowCloseNumber](modules.md#highlowclosenumber) +- [HighLowNumber](modules.md#highlownumber) +- [MACDConfig](modules.md#macdconfig) +- [MACDResult](modules.md#macdresult) +- [MovingAverageTypes](modules.md#movingaveragetypes) +- [OpenHighLowClose](modules.md#openhighlowclose) +- [OpenHighLowCloseNumber](modules.md#openhighlowclosenumber) +- [OpenHighLowCloseVolume](modules.md#openhighlowclosevolume) +- [OpenHighLowCloseVolumeNumber](modules.md#openhighlowclosevolumenumber) + +### Functions + +- [getAverage](modules.md#getaverage) +- [getFasterAverage](modules.md#getfasteraverage) +- [getFasterStandardDeviation](modules.md#getfasterstandarddeviation) +- [getFixedArray](modules.md#getfixedarray) +- [getMaximum](modules.md#getmaximum) +- [getMinimum](modules.md#getminimum) +- [getStandardDeviation](modules.md#getstandarddeviation) + +## Type aliases + +### DMAResult + +Ƭ **DMAResult**: `Object` + +#### Type declaration + +| Name | Type | +| :------ | :---- | +| `long` | `Big` | +| `short` | `Big` | + +#### Defined in + +[DMA/DMA.ts:7](https://github.com/bennycode/trading-signals/blob/95cb489/src/DMA/DMA.ts#L7) + +--- + +### FasterMACDResult + +Ƭ **FasterMACDResult**: `Object` + +#### Type declaration + +| Name | Type | +| :---------- | :------- | +| `histogram` | `number` | +| `macd` | `number` | +| `signal` | `number` | + +#### Defined in + +[MACD/MACD.ts:19](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L19) + +--- + +### FasterMovingAverageTypes + +Ƭ **FasterMovingAverageTypes**: typeof [`FasterEMA`](classes/FasterEMA.md) \| typeof [`FasterSMA`](classes/FasterSMA.md) \| typeof [`FasterWSMA`](classes/FasterWSMA.md) + +#### Defined in + +[MA/MovingAverageTypes.ts:6](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverageTypes.ts#L6) + +--- + +### HighLow + +Ƭ **HighLow**: `Object` + +#### Type declaration + +| Name | Type | +| :----- | :---------- | +| `high` | `BigSource` | +| `low` | `BigSource` | + +#### Defined in + +[util/HighLowClose.ts:3](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L3) + +--- + +### HighLowClose + +Ƭ **HighLowClose**: [`HighLow`](modules.md#highlow) & { `close`: `BigSource` } + +#### Defined in + +[util/HighLowClose.ts:5](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L5) + +--- + +### HighLowCloseNumber + +Ƭ **HighLowCloseNumber**: [`HighLowNumber`](modules.md#highlownumber) & { `close`: `number` } + +#### Defined in + +[util/HighLowClose.ts:13](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L13) + +--- + +### HighLowNumber + +Ƭ **HighLowNumber**: `Object` + +#### Type declaration + +| Name | Type | +| :----- | :------- | +| `high` | `number` | +| `low` | `number` | + +#### Defined in + +[util/HighLowClose.ts:11](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L11) + +--- + +### MACDConfig + +Ƭ **MACDConfig**: `Object` + +#### Type declaration + +| Name | Type | +| :--------------- | :----------------------------------------------------------------- | +| `indicator` | typeof [`EMA`](classes/EMA.md) \| typeof [`DEMA`](classes/DEMA.md) | +| `longInterval` | `number` | +| `shortInterval` | `number` | +| `signalInterval` | `number` | + +#### Defined in + +[MACD/MACD.ts:6](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L6) + +--- + +### MACDResult + +Ƭ **MACDResult**: `Object` + +#### Type declaration + +| Name | Type | +| :---------- | :---- | +| `histogram` | `Big` | +| `macd` | `Big` | +| `signal` | `Big` | + +#### Defined in + +[MACD/MACD.ts:13](https://github.com/bennycode/trading-signals/blob/95cb489/src/MACD/MACD.ts#L13) + +--- + +### MovingAverageTypes + +Ƭ **MovingAverageTypes**: typeof [`EMA`](classes/EMA.md) \| typeof [`SMA`](classes/SMA.md) \| typeof [`WSMA`](classes/WSMA.md) + +#### Defined in + +[MA/MovingAverageTypes.ts:5](https://github.com/bennycode/trading-signals/blob/95cb489/src/MA/MovingAverageTypes.ts#L5) + +--- + +### OpenHighLowClose + +Ƭ **OpenHighLowClose**: [`HighLowClose`](modules.md#highlowclose) & { `open`: `BigSource` } + +#### Defined in + +[util/HighLowClose.ts:7](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L7) + +--- + +### OpenHighLowCloseNumber + +Ƭ **OpenHighLowCloseNumber**: [`HighLowCloseNumber`](modules.md#highlowclosenumber) & { `open`: `number` } + +#### Defined in + +[util/HighLowClose.ts:15](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L15) + +--- + +### OpenHighLowCloseVolume + +Ƭ **OpenHighLowCloseVolume**: [`OpenHighLowClose`](modules.md#openhighlowclose) & { `volume`: `BigSource` } + +#### Defined in + +[util/HighLowClose.ts:9](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L9) + +--- + +### OpenHighLowCloseVolumeNumber + +Ƭ **OpenHighLowCloseVolumeNumber**: [`OpenHighLowCloseNumber`](modules.md#openhighlowclosenumber) & { `volume`: `number` } + +#### Defined in + +[util/HighLowClose.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/HighLowClose.ts#L17) + +## Functions + +### getAverage + +▸ **getAverage**(`values`): `Big` + +Return the mean / average value. + +#### Parameters + +| Name | Type | +| :------- | :------------ | +| `values` | `BigSource`[] | + +#### Returns + +`Big` + +#### Defined in + +[util/getAverage.ts:6](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/getAverage.ts#L6) + +--- + +### getFasterAverage + +▸ **getFasterAverage**(`values`): `number` + +#### Parameters + +| Name | Type | +| :------- | :--------- | +| `values` | `number`[] | + +#### Returns + +`number` + +#### Defined in + +[util/getAverage.ts:14](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/getAverage.ts#L14) + +--- + +### getFasterStandardDeviation + +▸ **getFasterStandardDeviation**(`values`, `average?`): `number` + +#### Parameters + +| Name | Type | +| :--------- | :--------- | +| `values` | `number`[] | +| `average?` | `number` | + +#### Returns + +`number` + +#### Defined in + +[util/getStandardDeviation.ts:17](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/getStandardDeviation.ts#L17) + +--- + +### getFixedArray + +▸ **getFixedArray**<`T`\>(`length`): `T`[] + +#### Type parameters + +| Name | +| :--- | +| `T` | + +#### Parameters + +| Name | Type | +| :------- | :------- | +| `length` | `number` | + +#### Returns + +`T`[] + +#### Defined in + +[util/getFixedArray.ts:1](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/getFixedArray.ts#L1) + +--- + +### getMaximum + +▸ **getMaximum**(`values`): `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------ | +| `values` | `BigSource`[] | + +#### Returns + +`Big` + +#### Defined in + +[util/getMaximum.ts:3](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/getMaximum.ts#L3) + +--- + +### getMinimum + +▸ **getMinimum**(`values`): `Big` + +#### Parameters + +| Name | Type | +| :------- | :------------ | +| `values` | `BigSource`[] | + +#### Returns + +`Big` + +#### Defined in + +[util/getMinimum.ts:3](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/getMinimum.ts#L3) + +--- + +### getStandardDeviation + +▸ **getStandardDeviation**(`values`, `average?`): `Big` + +Standard deviation calculates how prices for a collection of prices are spread out from the average price of these prices. Standard deviation makes outliers even more visible than mean absolute deviation (MAD). + +**`see`** https://www.mathsisfun.com/data/standard-deviation-formulas.html + +**`see`** https://www.youtube.com/watch?v=9-8E8L_77-8 + +#### Parameters + +| Name | Type | +| :--------- | :------------ | +| `values` | `BigSource`[] | +| `average?` | `BigSource` | + +#### Returns + +`Big` + +#### Defined in + +[util/getStandardDeviation.ts:11](https://github.com/bennycode/trading-signals/blob/95cb489/src/util/getStandardDeviation.ts#L11) From b1b6a0f8d7e4a3afd3a85af9aa3fb20e968f8c08 Mon Sep 17 00:00:00 2001 From: Benny Neugebauer Date: Tue, 29 Mar 2022 16:27:23 +0200 Subject: [PATCH 49/49] 3.6.1 --- package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/package.json b/package.json index dafdc30c1..8d9d54098 100644 --- a/package.json +++ b/package.json @@ -100,5 +100,5 @@ "test:dev": "jest ./src", "test:types": "yarn lint:types" }, - "version": "3.6.0" + "version": "3.6.1" }