mytt-ts/dist/index.d.ts

通达信、同花顺、文华麦语言等指标公式的 TypeScript 实现

export type Series = number[];
export type BoolSeries = boolean[];
/**
 * 四舍五入到指定小数位
 */
export declare function RD(n: number, decimals?: number): number;
/**
 * 返回序列倒数第N个值
 */
export declare function RET(s: Series, n?: number): number;
/**
 * 返回绝对值
 */
export declare function ABS(s: Series): Series;
/**
 * 自然对数
 */
export declare function LN(s: Series): Series;
/**
 * 求幂
 */
export declare function POW(s: Series, n: number): Series;
/**
 * 平方根
 */
export declare function SQRT(s: Series): Series;
/**
 * 正弦
 */
export declare function SIN(s: Series): Series;
/**
 * 余弦
 */
export declare function COS(s: Series): Series;
/**
 * 正切
 */
export declare function TAN(s: Series): Series;
/**
 * 序列最大值
 */
export declare function MAX(s1: Series, s2: Series): Series;
/**
 * 序列最小值
 */
export declare function MIN(s1: Series, s2: Series): Series;
/**
 * 条件判断
 */
export declare function IF(condition: Series, a: Series | number, b: Series | number): Series;
/**
 * 序列位移
 */
export declare function REF(s: Series, n?: number): Series;
/**
 * 计算差值
 */
export declare function DIFF(s: Series, n?: number): Series;
/**
 * 标准差
 */
export declare function STD(s: Series, n: number): Series;
/**
 * 对序列求N天累计和
 */
export declare function SUM(s: Series, n: number): Series;
/**
 * 返回序列最后的值组成常量序列
 */
export declare function CONST(s: Series): Series;
/**
 * 求N周期内最高值
 */
export declare function HHV(s: Series, n: number): Series;
/**
 * 求N周期内最低值
 */
export declare function LLV(s: Series, n: number): Series;
/**
 * 求N周期内最高值到当前周期数
 */
export declare function HHVBARS(s: Series, n: number): Series;
/**
 * 求N周期内最低值到当前周期数
 */
export declare function LLVBARS(s: Series, n: number): Series;
/**
 * 简单移动平均
 */
export declare function MA(s: Series, n: number): Series;
/**
 * 指数移动平均
 */
export declare function EMA(s: Series, n: number): Series;
/**
 * 中国式的SMA
 */
export declare function SMA(s: Series, n: number, m?: number): Series;
/**
 * 加权移动平均
 */
export declare function WMA(s: Series, n: number): Series;
/**
 * 动态移动平均
 */
export declare function DMA(s: Series, a: number | Series): Series;
/**
 * 平均绝对偏差
 */
export declare function AVEDEV(s: Series, n: number): Series;
/**
 * 统计N日内满足条件的天数
 */
export declare function COUNT(s: Series, n: number): Series;
/**
 * 判断N日内是否都满足条件
 */
export declare function EVERY(s: BoolSeries, n: number): BoolSeries;
/**
 * N日内是否存在满足条件的情况
 */
export declare function EXIST(s: BoolSeries, n: number): BoolSeries;
/**
 * 条件过滤器
 */
export declare function FILTER(s: Series, n: number): Series;
/**
 * 上一次条件成立到当前的周期
 */
export declare function BARSLAST(s: Series): Series;
/**
 * 统计连续满足条件的周期数
 */
export declare function BARSLASTCOUNT(s: Series): Series;
/**
 * N周期内第一次条件成立到现在的周期数
 */
export declare function BARSSINCEN(s: Series, n: number): Series;
/**
 * 判断向上金叉穿越
 */
export declare function CROSS(s1: Series, s2: Series): BoolSeries;
/**
 * 两条线维持一定周期后交叉
 */
export declare function LONGCROSS(s1: Series, s2: Series, n: number): BoolSeries;
/**
 * 取条件成立时的值
 */
export declare function VALUEWHEN(condition: Series, value: Series): Series;
/**
 * 判断值是否在两个值之间
 * 支持 A<S<B 或 A>S>B 两种情况
 */
export declare function BETWEEN(s: Series, a: Series, b: Series): BoolSeries;
/**
 * 当前最高价是近多少周期内最高价的最大值
 */
export declare function TOPRANGE(s: Series): Series;
/**
 * 当前最低价是近多少周期内最低价的最小值
 */
export declare function LOWRANGE(s: Series): Series;
/**
 * MACD指标
 */
export declare function MACD(close: Series, short?: number, long?: number, m?: number): [Series, Series, Series];
/**
 * KDJ指标
 */
export declare function KDJ(close: Series, high: Series, low: Series, n?: number, m1?: number, m2?: number): [Series, Series, Series];
/**
 * RSI指标
 */
export declare function RSI(close: Series, n?: number): Series;
/**
 * W&R 威廉指标
 */
export declare function WR(close: Series, high: Series, low: Series, n?: number, n1?: number): [Series, Series];
/**
 * BIAS乖离率
 */
export declare function BIAS(close: Series, l1?: number, l2?: number, l3?: number): [Series, Series, Series];
/**
 * BOLL指标，布林带
 */
export declare function BOLL(close: Series, n?: number, p?: number): [Series, Series, Series];
/**
 * PSY心理线指标
 */
export declare function PSY(close: Series, n?: number, m?: number): [Series, Series];
/**
 * CCI顺势指标
 */
export declare function CCI(close: Series, high: Series, low: Series, n?: number): Series;
/**
 * ATR真实波动N日平均值
 */
export declare function ATR(close: Series, high: Series, low: Series, n?: number): Series;
/**
 * BBI多空指标
 */
export declare function BBI(close: Series, m1?: number, m2?: number, m3?: number, m4?: number): Series;
/**
 * DMI动向指标
 */
export declare function DMI(close: Series, high: Series, low: Series, m1?: number, m2?: number): [Series, Series, Series, Series];
/**
 * 唐安奇通道(海龟)交易指标
 */
export declare function TAQ(high: Series, low: Series, n: number): [Series, Series, Series];
/**
 * 肯特纳交易通道
 */
export declare function KTN(close: Series, high: Series, low: Series, n?: number, m?: number): [Series, Series, Series];
/**
 * 三重指数平滑平均线
 */
export declare function TRIX(close: Series, m1?: number, m2?: number): [Series, Series];
/**
 * VR容量比率
 */
export declare function VR(close: Series, vol: Series, m1?: number): Series;
/**
 * CR价格动量指标
 */
export declare function CR(close: Series, high: Series, low: Series, n?: number): Series;
/**
 * 简易波指标
 */
export declare function EMV(high: Series, low: Series, vol: Series, n?: number, m?: number): [Series, Series];
/**
 * 区间震荡线
 */
export declare function DPO(close: Series, m1?: number, m2?: number, m3?: number): [Series, Series];
/**
 * BRAR-ARBR 情绪指标
 */
export declare function BRAR(open: Series, close: Series, high: Series, low: Series, m1?: number): [Series, Series];
/**
 * 平行线差指标
 */
export declare function DFMA(close: Series, n1?: number, n2?: number, m?: number): [Series, Series];
/**
 * 动量指标
 */
export declare function MTM(close: Series, n?: number, m?: number): [Series, Series];
/**
 * 梅斯线
 */
export declare function MASS(high: Series, low: Series, n1?: number, n2?: number, m?: number): [Series, Series];
/**
 * 变动率指标
 */
export declare function ROC(close: Series, n?: number, m?: number): [Series, Series];
/**
 * EMA指数平均数指标
 */
export declare function EXPMA(close: Series, n1?: number, n2?: number): [Series, Series];
/**
 * 能量指标
 */
export declare function OBV(close: Series, vol: Series): Series;
/**
 * MFI资金流量指标
 */
export declare function MFI(close: Series, high: Series, low: Series, vol: Series, n?: number): Series;
/**
 * 振动升降指标
 */
export declare function ASI(open: Series, close: Series, high: Series, low: Series, m1?: number, m2?: number): [Series, Series];
/**
 * 薛斯通道II
 */
export declare function XSII(close: Series, high: Series, low: Series, n?: number, m?: number): [Series, Series, Series, Series];