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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TypeScript
/**
* Calculates the MACD (Moving Average Convergence Divergence) indicator for a given dataset.
*
* The function computes the MACD line, signal line, and histogram values for each row in the input data.
* It uses exponential moving averages (EMAs) for the fast and slow periods, and the signal line is an EMA of the MACD line.
*
* @param data - Array of data objects containing price or value information.
* @param sourceColumn - The key in each data object to use as the source value for calculations (e.g., 'close').
* @param macdColumn - The key to store the calculated MACD line value. Defaults to 'macd'.
* @param signalColumn - The key to store the calculated signal line value. Defaults to 'macd_signal'.
* @param histogramColumn - The key to store the calculated MACD histogram value. Defaults to 'macd_histogram'.
* @param fastPeriod - The period for the fast EMA. Defaults to 12.
* @param slowPeriod - The period for the slow EMA. Defaults to 26.
* @param signalPeriod - The period for the signal line EMA. Defaults to 9.
* @returns A new array of data objects with MACD, signal, and histogram columns added.
*/
export declare function calculateMACD(data: Array<Record<string, unknown>>, sourceColumn: string, macdColumn?: string, signalColumn?: string, histogramColumn?: string, fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): Array<Record<string, unknown>>;
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