@thi.ng/transducers-stats/bollinger.d.ts

Transducers for statistical / technical analysis

import type { Transducer } from "@thi.ng/transducers";
export interface BollingerBand {
    min: number;
    max: number;
    mean: number;
    pb: number;
}
/**
 * Computes Bollinger bands using sliding window.
 *
 * https://en.wikipedia.org/wiki/Bollinger_Bands
 *
 * Note: the number of results will be `period-1` less than the
 * number of processed inputs.
 *
 * @param period -
 * @param sd -
 */
export declare function bollinger(period?: number, sd?: number): Transducer<number, BollingerBand>;
export declare function bollinger(src: Iterable<number>): IterableIterator<BollingerBand>;
export declare function bollinger(period: number, src: Iterable<number>): IterableIterator<BollingerBand>;
export declare function bollinger(period: number, sd: number, src: Iterable<number>): IterableIterator<BollingerBand>;
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