@gabriel3615/ta_analysis/dist/analysis/analyzer/volatility/volatilityConfig.d.ts

stock ta analysis

/**
 * 波动率分析配置
 * 将阈值、周期、窗口、权重集中管理，外部可通过 updateVolatilityConfig 覆盖
 */
export interface VolatilityConfig {
    periods: {
        atr: number;
        smaShort: number;
        smaLong: number;
        defaultLookback: number;
    };
    sharpe: {
        annualFactor: number;
        riskFreeRateAnnual: number;
    };
    regime: {
        low: {
            atrPercentMax: number;
            bbWidthMax: number;
        };
        medium: {
            atrPercentMax: number;
            bbWidthMax: number;
        };
        high: {
            atrPercentMax: number;
            bbWidthMax: number;
        };
    };
    trend: {
        fiveDayIncreaseFast: number;
        fiveDayIncrease: number;
        fiveDayDecreaseFast: number;
        fiveDayDecrease: number;
        bbSqueezeWidth: number;
    };
    transition: {
        prevWindow: number;
        currWindow: number;
        lookback: number;
        atrChangeToStrengthFactor: number;
    };
    pricePosition: {
        yearDays: number;
    };
    bottomSignal: {
        nearYearLowPercent: number;
        bbSqueezeForBottom: number;
        recentSlice: number;
        previousSlice: number;
        volumeIncreaseFactor: number;
        previousTrendThreshold: number;
        recentTrendThreshold: number;
        weights: {
            nearLow: number;
            highVolFalling: number;
            bbSqueeze: number;
            stabilize: number;
            volumeIncrease: number;
        };
        bottomStrongThreshold: number;
    };
}
export declare const volatilityConfig: VolatilityConfig;
export declare function updateVolatilityConfig(partial: Partial<VolatilityConfig>): void;