@backtest/framework

Backtesting trading strategies in TypeScript / JavaScript

v1.1.9 URL: https://unpkg.com/@backtest/framework@1.1.9/dist/main.js

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backtesting backtest finance trading candles indicators multi value multi symbol framework

vwap-fast

Quickly calculate moving volume-weighted average prices [aka VWAP or MVWAP] from a stream of OHLCV candles. Uses prefix sums and static 'rolling' arrays for efficiency.

v0.0.125 URL: https://unpkg.com/vwap-fast@0.0.125/index.js

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vwap mvwap candlesticks candles ohlcv

fibonacci-fit

find best-fit fibonacci price retracement levels [or arbitrary levels] for an array of prices

v0.0.115 URL: https://unpkg.com/fibonacci-fit@0.0.115/index.js

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fibonacci candles quant ohlcv

ohlc-candles-rolling

constant-memory rolling data structure for OHLCV candles

v0.0.112 URL: https://unpkg.com/ohlc-candles-rolling@0.0.112/index.js

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ohlc ohlcv stocks candles

indicator-max-intersection-prices

Given a set of OHLCV candles, find the 'most intersected prices'.

v0.0.11 URL: https://unpkg.com/indicator-max-intersection-prices@0.0.11/index.js

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candles quant ohlcv