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

Transducers for statistical / technical analysis

import type { Transducer } from "@thi.ng/transducers";
/**
 * Computes Donchian channel, i.e. min/max values for sliding window.
 *
 * https://en.wikipedia.org/wiki/Donchian_channel
 *
 * Note: the number of results will be `period-1` less than the number of
 * processed inputs.
 *
 * @param period -
 */
export declare function donchian(period: number): Transducer<number, [number, number]>;
export declare function donchian(period: number, src: Iterable<number>): IterableIterator<[number, number]>;
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