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quantitivecalc

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A TypeScript library providing advanced quantitative finance functions for risk analysis, performance metrics, and technical indicators. (Currently in development)

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/** * Calculates Bollinger Bands for a given dataset. * * Bollinger Bands consist of three lines: the middle band (simple moving average), * the upper band (SMA + N standard deviations), and the lower band (SMA - N standard deviations). * * @param data - Array of data objects to calculate Bollinger Bands for. * @param sourceColumn - The key in each data object containing the source value (e.g., closing price). * @param upperColumn - The key to store the calculated upper band value. Defaults to 'bb_upper'. * @param middleColumn - The key to store the calculated middle band (SMA) value. Defaults to 'bb_middle'. * @param lowerColumn - The key to store the calculated lower band value. Defaults to 'bb_lower'. * @param windowSize - The number of periods to use for the moving average and standard deviation. Defaults to 20. * @param numStdDev - The number of standard deviations to use for the upper and lower bands. Defaults to 2. * @returns A new array of data objects with Bollinger Bands columns added. */ export declare function calculateBollingerBands(data: Array<Record<string, unknown>>, sourceColumn: string, upperColumn?: string, middleColumn?: string, lowerColumn?: string, windowSize?: number, numStdDev?: number): Array<Record<string, unknown>>; //# sourceMappingURL=calculateBollingerBands.d.ts.map