d803bfe2b1
git-subtree-dir: vendor/ruvector git-subtree-split: b64c21726f2bb37286d9ee36a7869fef60cc6900
61 lines
1.7 KiB
TypeScript
61 lines
1.7 KiB
TypeScript
/**
|
|
* Stock Market Data Generation Examples
|
|
*
|
|
* Demonstrates realistic OHLCV data generation, technical indicators,
|
|
* multi-timeframe data, market depth, and tick-by-tick simulation.
|
|
*/
|
|
interface OHLCVBar {
|
|
timestamp: Date;
|
|
open: number;
|
|
high: number;
|
|
low: number;
|
|
close: number;
|
|
volume: number;
|
|
symbol: string;
|
|
}
|
|
/**
|
|
* Generate realistic OHLCV (candlestick) data with proper market microstructure
|
|
*/
|
|
declare function generateOHLCVData(): Promise<any>;
|
|
interface TechnicalIndicators {
|
|
timestamp: Date;
|
|
price: number;
|
|
sma_20: number;
|
|
sma_50: number;
|
|
rsi_14: number;
|
|
macd: number;
|
|
macd_signal: number;
|
|
bb_upper: number;
|
|
bb_middle: number;
|
|
bb_lower: number;
|
|
volume: number;
|
|
symbol: string;
|
|
}
|
|
/**
|
|
* Generate price data with technical indicators pre-calculated
|
|
*/
|
|
declare function generateTechnicalIndicators(): Promise<TechnicalIndicators[]>;
|
|
interface MultiTimeframeData {
|
|
'1m': OHLCVBar[];
|
|
'5m': OHLCVBar[];
|
|
'1h': OHLCVBar[];
|
|
'1d': OHLCVBar[];
|
|
}
|
|
/**
|
|
* Generate data across multiple timeframes with proper aggregation
|
|
*/
|
|
declare function generateMultiTimeframeData(): Promise<MultiTimeframeData>;
|
|
/**
|
|
* Generate realistic Level 2 market depth data (order book)
|
|
*/
|
|
declare function generateMarketDepth(): Promise<any>;
|
|
/**
|
|
* Generate high-frequency tick-by-tick trade data
|
|
*/
|
|
declare function generateTickData(): Promise<any>;
|
|
/**
|
|
* Generate market microstructure metrics for analysis
|
|
*/
|
|
declare function generateMicrostructureMetrics(): Promise<any>;
|
|
export { generateOHLCVData, generateTechnicalIndicators, generateMultiTimeframeData, generateMarketDepth, generateTickData, generateMicrostructureMetrics, };
|
|
//# sourceMappingURL=market-data.d.ts.map
|