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Public API / @insiderfinance/totalfinance

@insiderfinance/totalfinance/technical-analysis/statistics

import from '@insiderfinance/totalfinance/technical-analysis/statistics'

Every public export in this entry point, including type-only declarations. Search by name or concept.

Jump to an export (33)

BetaStream · BopStream · CorrelStream · MOVING_AVERAGE_NAMES · MavpInput · MavpParameters · MidpointStream · MidpriceStream · MinMaxIndexPoint · MinMaxIndexStream · MinMaxPoint · MinMaxStream · MovingAverageName · MovingAverageParameters · Pair · PeriodParameters · RollStream · beta · bop · correl · mavp · midpoint · midprice · movingAverage · pairs · rollingMax · rollingMaxIndex · rollingMin · rollingMinIndex · rollingMinMax · rollingMinMaxIndex · rollingSum · stochFast

class

BetaStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class BetaStream implements IndicatorStream<Pair, number> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): BetaStream;
  value: number | null;
  next(pair: Pair): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (21)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => BetaStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(pair: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(pair: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(pair)
Pair
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(pair).x
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(pair).y
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(pair: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

BopStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class BopStream implements IndicatorStream<BarInput, number> {
  constructor();
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): BopStream;
  value: number | null;
  next(bar: BarInput): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (23)
Name / typeMeaning & unitOptional / default
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => BopStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar)
BarInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).close
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).high
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).low
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).open
number
unitless by name		Optional
No @default declared; consult the signature and description.
next(bar).volume
number
unitless by name		Optional
No @default declared; consult the signature and description.
return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

CorrelStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class CorrelStream implements IndicatorStream<Pair, number> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): CorrelStream;
  value: number | null;
  next(pair: Pair): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (21)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => CorrelStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(pair: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(pair: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(pair)
Pair
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(pair).x
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(pair).y
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(pair: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

value

MOVING_AVERAGE_NAMES

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const MOVING_AVERAGE_NAMES: readonly MovingAverageName[];
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

MavpInput

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface MavpInput {
    series: ArrayLike<number>;
    periods: ArrayLike<number>;
    parameters?: MavpParameters;
}
Fields, parameters & returned members (6)
Name / typeMeaning & unitOptional / default
parameters
MavpParameters
unitless by name		Optional
No @default declared; consult the signature and description.
parameters.maxPeriod
number
unitless by name		Optional
No @default declared; consult the signature and description.
parameters.minPeriod
number
unitless by name		Optional
No @default declared; consult the signature and description.
parameters.movingAverageType
MovingAverageName
unitless by name		Optional
No @default declared; consult the signature and description.
periods
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
series
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

MavpParameters

Variable-period MA (TA-Lib MAVP): the period for bar `i` comes from `periods[i]`, clamped to `[minPeriod, maxPeriod]` and rounded. Batch only — the per-bar period makes a single streaming state ill-defined. Computes each distinct period's MA once, then selects per bar.

/**
 * Variable-period MA (TA-Lib MAVP): the period for bar `i` comes from `periods[i]`, clamped to
 * `[minPeriod, maxPeriod]` and rounded. Batch only — the per-bar period makes a single streaming state
 * ill-defined. Computes each distinct period's MA once, then selects per bar.
 */
export interface MavpParameters {
    minPeriod?: number;
    maxPeriod?: number;
    movingAverageType?: MovingAverageName;
}
Fields, parameters & returned members (3)
Name / typeMeaning & unitOptional / default
maxPeriod
number
unitless by name		Optional
No @default declared; consult the signature and description.
minPeriod
number
unitless by name		Optional
No @default declared; consult the signature and description.
movingAverageType
MovingAverageName
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

MidpointStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class MidpointStream implements IndicatorStream<number, number> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): MidpointStream;
  value: number | null;
  next(value: number): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (19)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => MidpointStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

MidpriceStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class MidpriceStream implements IndicatorStream<BarInput, number> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): MidpriceStream;
  value: number | null;
  next(bar: BarInput): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (24)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => MidpriceStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar)
BarInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).close
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).high
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).low
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).open
number
unitless by name		Optional
No @default declared; consult the signature and description.
next(bar).volume
number
unitless by name		Optional
No @default declared; consult the signature and description.
return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

MinMaxIndexPoint

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface MinMaxIndexPoint {
    minIndex: number;
    maxIndex: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
maxIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
minIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

MinMaxIndexStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class MinMaxIndexStream implements IndicatorStream<number, MinMaxIndexPoint> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): MinMaxIndexStream;
  value: MinMaxIndexPoint | null;
  next(value: number): MinMaxIndexPoint | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (27)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => MinMaxIndexStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(value: number) => MinMaxIndexPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
MinMaxIndexPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.maxIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.minIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => MinMaxIndexPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.maxIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
next().return.minIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => MinMaxIndexPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
MinMaxIndexPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.maxIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
return.value.minIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
MinMaxIndexPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.maxIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
value.minIndex
number
count (integer)		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

MinMaxPoint

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface MinMaxPoint {
    min: number;
    max: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
max
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
min
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

MinMaxStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class MinMaxStream implements IndicatorStream<number, MinMaxPoint> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): MinMaxStream;
  value: MinMaxPoint | null;
  next(value: number): MinMaxPoint | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (27)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => MinMaxStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(value: number) => MinMaxPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
MinMaxPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.max
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.min
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => MinMaxPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.max
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.min
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => MinMaxPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
MinMaxPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.max
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.min
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
MinMaxPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.max
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.min
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

type

MovingAverageName

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── movingAverage — MA-type dispatcher ─────────────────────────
export type MovingAverageName = 'sma' | 'ema' | 'wma' | 'rma' | 'dema' | 'tema' | 'trima' | 'kama' | 't3' | 'hma' | 'zlema';
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

MovingAverageParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface MovingAverageParameters {
    period: number;
    movingAverageType?: MovingAverageName;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
movingAverageType
MovingAverageName
unitless by name		Optional
No @default declared; consult the signature and description.
period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

Pair

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── beta / correl (paired input) ─────────────────────────
export interface Pair {
    x: number;
    y: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
x
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
y
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

PeriodParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface PeriodParameters {
    period: number;
}
Fields, parameters & returned members (1)
Name / typeMeaning & unitOptional / default
period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

RollStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class RollStream implements IndicatorStream<number, number> {
  constructor(parameters: { period: number; mode: RollMode; });
  static restore(mode: RollMode): (s: TechnicalAnalysisSnapshot) => RollStream;
  value: number | null;
  next(value: number): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (15)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; mode: RollMode; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).mode
RollMode
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
restore
(mode: RollMode) => (s: TechnicalAnalysisSnapshot) => RollStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
restore(mode)
RollMode
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

beta

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const beta: import('@insiderfinance/totalfinance/technical-analysis').Indicator<PeriodParameters, Pair, number>;
Fields, parameters & returned members (38)
Name / typeMeaning & unitOptional / default
(input)
ArrayLike<Pair>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain
(input: ArrayLike<Pair>, parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisExplain<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.assumptions
import('@insiderfinance/totalfinance/core').Assumptions<import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisAssumptionExtras>		Every applied convention, echoed back.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics
import('@insiderfinance/totalfinance/core').Diagnostics & { warmup: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics.autoReason
string		When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.converged
boolean		Whether an iterative procedure converged. `false` means the value is not trustworthy.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.decomposition
Record<string, number>		Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3).
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.engine
string		Pricing/solver engine name, e.g. `black-scholes-merton`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.finiteDifferenceBumps
Record<string, number>		Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.)
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.iterations
number		Iteration count for iterative methods.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.method
string		Numerical method, e.g. `closed-form`, `brent`, `finite-difference`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.selection
import('@insiderfinance/totalfinance/core/pricing').SelectionReport		The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.timingMs
number		Wall-clock timing in milliseconds, when measured.
milliseconds		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warmup
number		Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warnings
import('@insiderfinance/totalfinance/core').QuantWarning[]		Structured warnings; always present (possibly empty).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.provenance
import('@insiderfinance/totalfinance/core').Provenance		Optional data lineage when the inputs came from a provider.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.value
number[]		The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(input)
ArrayLike<Pair>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
explain(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<Pair, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(input: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.peek
(input: Pair) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream
(parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<Pair, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.next
(input: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.peek
(input: Pair) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
stream(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

bop

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const bop: import('@insiderfinance/totalfinance/technical-analysis').Indicator<Empty, BarInput, number>;
Fields, parameters & returned members (35)
Name / typeMeaning & unitOptional / default
(input)
ArrayLike<BarInput>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters)
Empty | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
explain
(input: ArrayLike<BarInput>, parameters?: Empty | undefined) => import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisExplain<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.assumptions
import('@insiderfinance/totalfinance/core').Assumptions<import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisAssumptionExtras>		Every applied convention, echoed back.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics
import('@insiderfinance/totalfinance/core').Diagnostics & { warmup: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics.autoReason
string		When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.converged
boolean		Whether an iterative procedure converged. `false` means the value is not trustworthy.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.decomposition
Record<string, number>		Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3).
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.engine
string		Pricing/solver engine name, e.g. `black-scholes-merton`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.finiteDifferenceBumps
Record<string, number>		Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.)
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.iterations
number		Iteration count for iterative methods.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.method
string		Numerical method, e.g. `closed-form`, `brent`, `finite-difference`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.selection
import('@insiderfinance/totalfinance/core/pricing').SelectionReport		The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.timingMs
number		Wall-clock timing in milliseconds, when measured.
milliseconds		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warmup
number		Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warnings
import('@insiderfinance/totalfinance/core').QuantWarning[]		Structured warnings; always present (possibly empty).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.provenance
import('@insiderfinance/totalfinance/core').Provenance		Optional data lineage when the inputs came from a provider.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.value
number[]		The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(input)
ArrayLike<BarInput>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(parameters)
Empty | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<BarInput, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(input: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.peek
(input: BarInput) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream
(parameters?: Empty | undefined) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<BarInput, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.next
(input: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.peek
(input: BarInput) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream(parameters)
Empty | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

correl

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const correl: import('@insiderfinance/totalfinance/technical-analysis').Indicator<PeriodParameters, Pair, number>;
Fields, parameters & returned members (38)
Name / typeMeaning & unitOptional / default
(input)
ArrayLike<Pair>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain
(input: ArrayLike<Pair>, parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisExplain<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.assumptions
import('@insiderfinance/totalfinance/core').Assumptions<import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisAssumptionExtras>		Every applied convention, echoed back.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics
import('@insiderfinance/totalfinance/core').Diagnostics & { warmup: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics.autoReason
string		When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.converged
boolean		Whether an iterative procedure converged. `false` means the value is not trustworthy.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.decomposition
Record<string, number>		Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3).
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.engine
string		Pricing/solver engine name, e.g. `black-scholes-merton`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.finiteDifferenceBumps
Record<string, number>		Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.)
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.iterations
number		Iteration count for iterative methods.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.method
string		Numerical method, e.g. `closed-form`, `brent`, `finite-difference`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.selection
import('@insiderfinance/totalfinance/core/pricing').SelectionReport		The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.timingMs
number		Wall-clock timing in milliseconds, when measured.
milliseconds		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warmup
number		Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warnings
import('@insiderfinance/totalfinance/core').QuantWarning[]		Structured warnings; always present (possibly empty).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.provenance
import('@insiderfinance/totalfinance/core').Provenance		Optional data lineage when the inputs came from a provider.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.value
number[]		The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(input)
ArrayLike<Pair>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
explain(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<Pair, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(input: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.peek
(input: Pair) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream
(parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<Pair, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.next
(input: Pair) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.peek
(input: Pair) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
stream(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

mavp

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare function mavp(input: MavpInput): number[];
Fields, parameters & returned members (4)
Name / typeMeaning & unitOptional / default
(input)
MavpInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(input).parameters
MavpParameters
unitless by name		Optional
No @default declared; consult the signature and description.
(input).periods
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(input).series
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

midpoint

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const midpoint: import('@insiderfinance/totalfinance/technical-analysis').Indicator<PeriodParameters, number, number>;
Fields, parameters & returned members (38)
Name / typeMeaning & unitOptional / default
(input)
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain
(input: ArrayLike<number>, parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisExplain<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.assumptions
import('@insiderfinance/totalfinance/core').Assumptions<import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisAssumptionExtras>		Every applied convention, echoed back.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics
import('@insiderfinance/totalfinance/core').Diagnostics & { warmup: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics.autoReason
string		When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.converged
boolean		Whether an iterative procedure converged. `false` means the value is not trustworthy.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.decomposition
Record<string, number>		Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3).
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.engine
string		Pricing/solver engine name, e.g. `black-scholes-merton`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.finiteDifferenceBumps
Record<string, number>		Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.)
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.iterations
number		Iteration count for iterative methods.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.method
string		Numerical method, e.g. `closed-form`, `brent`, `finite-difference`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.selection
import('@insiderfinance/totalfinance/core/pricing').SelectionReport		The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.timingMs
number		Wall-clock timing in milliseconds, when measured.
milliseconds		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warmup
number		Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warnings
import('@insiderfinance/totalfinance/core').QuantWarning[]		Structured warnings; always present (possibly empty).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.provenance
import('@insiderfinance/totalfinance/core').Provenance		Optional data lineage when the inputs came from a provider.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.value
number[]		The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(input)
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
explain(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<number, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(input: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.peek
(input: number) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream
(parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<number, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.next
(input: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.peek
(input: number) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
stream(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

midprice

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const midprice: import('@insiderfinance/totalfinance/technical-analysis').Indicator<PeriodParameters, BarInput, number>;
Fields, parameters & returned members (38)
Name / typeMeaning & unitOptional / default
(input)
ArrayLike<BarInput>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain
(input: ArrayLike<BarInput>, parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisExplain<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.assumptions
import('@insiderfinance/totalfinance/core').Assumptions<import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisAssumptionExtras>		Every applied convention, echoed back.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics
import('@insiderfinance/totalfinance/core').Diagnostics & { warmup: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics.autoReason
string		When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.converged
boolean		Whether an iterative procedure converged. `false` means the value is not trustworthy.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.decomposition
Record<string, number>		Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3).
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.engine
string		Pricing/solver engine name, e.g. `black-scholes-merton`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.finiteDifferenceBumps
Record<string, number>		Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.)
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.iterations
number		Iteration count for iterative methods.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.method
string		Numerical method, e.g. `closed-form`, `brent`, `finite-difference`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.selection
import('@insiderfinance/totalfinance/core/pricing').SelectionReport		The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.timingMs
number		Wall-clock timing in milliseconds, when measured.
milliseconds		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warmup
number		Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warnings
import('@insiderfinance/totalfinance/core').QuantWarning[]		Structured warnings; always present (possibly empty).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.provenance
import('@insiderfinance/totalfinance/core').Provenance		Optional data lineage when the inputs came from a provider.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.value
number[]		The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(input)
ArrayLike<BarInput>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
explain(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<BarInput, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(input: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.peek
(input: BarInput) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream
(parameters?: PeriodParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<BarInput, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.next
(input: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.peek
(input: BarInput) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream(parameters)
PeriodParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
stream(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

movingAverage

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const movingAverage: import('@insiderfinance/totalfinance/technical-analysis').Indicator<MovingAverageParameters, number, number>;
Fields, parameters & returned members (41)
Name / typeMeaning & unitOptional / default
(input)
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters)
MovingAverageParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
(parameters).movingAverageType
MovingAverageName
unitless by name		Optional
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain
(input: ArrayLike<number>, parameters?: MovingAverageParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisExplain<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.assumptions
import('@insiderfinance/totalfinance/core').Assumptions<import('@insiderfinance/totalfinance/technical-analysis').TechnicalAnalysisAssumptionExtras>		Every applied convention, echoed back.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics
import('@insiderfinance/totalfinance/core').Diagnostics & { warmup: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.diagnostics.autoReason
string		When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.converged
boolean		Whether an iterative procedure converged. `false` means the value is not trustworthy.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.decomposition
Record<string, number>		Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3).
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.engine
string		Pricing/solver engine name, e.g. `black-scholes-merton`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.finiteDifferenceBumps
Record<string, number>		Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.)
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.iterations
number		Iteration count for iterative methods.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.method
string		Numerical method, e.g. `closed-form`, `brent`, `finite-difference`.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.selection
import('@insiderfinance/totalfinance/core/pricing').SelectionReport		The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.timingMs
number		Wall-clock timing in milliseconds, when measured.
milliseconds		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warmup
number		Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.diagnostics.warnings
import('@insiderfinance/totalfinance/core').QuantWarning[]		Structured warnings; always present (possibly empty).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain().return.provenance
import('@insiderfinance/totalfinance/core').Provenance		Optional data lineage when the inputs came from a provider.
unitless by name		Optional
No @default declared; consult the signature and description.
explain().return.value
number[]		The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(input)
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
explain(parameters)
MovingAverageParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
explain(parameters).movingAverageType
MovingAverageName
unitless by name		Optional
No @default declared; consult the signature and description.
explain(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<number, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(input: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.peek
(input: number) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream
(parameters?: MovingAverageParameters | undefined) => import('@insiderfinance/totalfinance/technical-analysis').LiveStream<number, number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.next
(input: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.peek
(input: number) => number | null		The value that WOULD result from `next(input)` applied to the committed state, WITHOUT committing it. Call it repeatedly with the forming bar's evolving value; call `next(input)` once at bar close to commit. Between commits the committed state is untouched, so a live chart never repaints its closed bars. The default cost is O(snapshot) per call (clone-and-apply); indicators may override with an O(1) form later.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
stream(parameters)
MovingAverageParameters | undefined
unitless by name		Optional
No @default declared; consult the signature and description.
stream(parameters).movingAverageType
MovingAverageName
unitless by name		Optional
No @default declared; consult the signature and description.
stream(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

pairs

Zip two equal-length series into the `Pair[]` that `beta` / `correl` consume. Throws on a length mismatch — silent truncation would mask a benchmark/asset alignment bug.

export declare function pairs(x: ArrayLike<number>, y: ArrayLike<number>): Pair[];
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
(x)
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(y)
ArrayLike<number>
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.