TargetExcursionLib

vor 11 Stunden

Library "TargetExcursionLib"

Parent supplies origin price/scale, direction, and path high/low/close series.
Library derives no hidden source data.
Returns bands.ready, bands.status, bands.effectiveSupport, and bands.resolvedCount.
Before minimum support: status is exactly "band stats not ready yet" and all band levels are na.

f_input(direction, originPrice, originScale, predictionValid, directionProbability, externalReliability)
Construct a generic target input from series values.
Parameters:
direction (int)
originPrice (float)
originScale (float)
predictionValid (bool)
directionProbability (float)
externalReliability (float)

f_model_new(gridSize, outcomeCap, smoothing, halfLife, family, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
Construct an independent stateful model instance.
Parameters:
gridSize (int)
outcomeCap (float)
smoothing (float)
halfLife (float)
family (series DensityFamily)
shrinkageAlpha (float)
minSupport (float)
supportScale (float)
minTransparency (int)
maxTransparency (int)
transparencyGamma (float)

f_update(model, signal, pathHigh, pathLow, pathClose, horizon, currentBar, confirmed)
Parameters:
model (TargetModel)
signal (TargetInput)
pathHigh (float)
pathLow (float)
pathClose (float)
horizon (int)
currentBar (int)
confirmed (bool)

TargetInput
Fields:
direction (series int)
originPrice (series float)
originScale (series float)
predictionValid (series bool)
directionProbability (series float)
externalReliability (series float)

TargetBands
Fields:
ready (series bool)
status (series string)
direction (series int)
originPrice (series float)
originScale (series float)
mfeQ10 (series float)
mfeQ50 (series float)
mfeQ80 (series float)
mfeQ90 (series float)
mfeMode (series float)
maeQ10 (series float)
maeQ50 (series float)
maeQ80 (series float)
maeQ90 (series float)
maeMode (series float)
mfePriceQ10 (series float)
mfePriceQ50 (series float)
mfePriceQ80 (series float)
mfePriceQ90 (series float)
mfePriceMode (series float)
maePriceQ10 (series float)
maePriceQ50 (series float)
maePriceQ80 (series float)
maePriceQ90 (series float)
maePriceMode (series float)
effectiveSupport (series float)
intervalCoverageEstimate (series float)
reliability (series float)
transparency (series int)
pendingCount (series int)
resolvedCount (series int)
lastResolvedBar (series int)

PendingTarget
Fields:
originBar (series int)
resolutionBar (series int)
direction (series int)
originPrice (series float)
originScale (series float)
maxHigh (series float)
minLow (series float)

TargetModel
Fields:
pending (array<PendingTarget>)
pooledMae (array<float>)
pooledMfe (array<float>)
longMae (array<float>)
longMfe (array<float>)
shortMae (array<float>)
shortMfe (array<float>)
pooledMaeWeight (series float)
pooledMaeWeightSq (series float)
pooledMfeWeight (series float)
pooledMfeWeightSq (series float)
longMaeWeight (series float)
longMaeWeightSq (series float)
longMfeWeight (series float)
longMfeWeightSq (series float)
shortMaeWeight (series float)
shortMaeWeightSq (series float)
shortMfeWeight (series float)
shortMfeWeightSq (series float)
gridSize (series int)
outcomeCap (series float)
smoothing (series float)
halfLife (series float)
family (series DensityFamily)
shrinkageAlpha (series float)
minSupport (series float)
supportScale (series float)
minTransparency (series int)
maxTransparency (series int)
transparencyGamma (series float)
lastDecayBar (series int)
lastResolvedBar (series int)
resolvedCount (series int)

vor 8 Stunden

Versionshinweise

v2

Added:
f_adapter_spec(signalKind, polarity, positiveThreshold, negativeThreshold, oscillatorMin, oscillatorMax, oscillatorLower, oscillatorUpper, scalerAlpha, scalerWarmup, categoryDirections)
Parameters:
signalKind (series SignalKind)
polarity (series Polarity)
positiveThreshold (float)
negativeThreshold (float)
oscillatorMin (float)
oscillatorMax (float)
oscillatorLower (float)
oscillatorUpper (float)
scalerAlpha (float)
scalerWarmup (int)
categoryDirections (array<int>)

f_engine_config(horizon, scaleMode, scaleLength, fixedScale, domain, gridSize, outcomeCap, smoothing, halfLife, densityFamily, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
Parameters:
horizon (int)
scaleMode (series ScaleMode)
scaleLength (int)
fixedScale (float)
domain (series DomainKind)
gridSize (int)
outcomeCap (float)
smoothing (float)
halfLife (float)
densityFamily (series DensityFamily)
shrinkageAlpha (float)
minSupport (float)
supportScale (float)
minTransparency (int)
maxTransparency (int)
transparencyGamma (float)

f_engine_new(config, adapterSpec)
Parameters:
config (EngineConfig)
adapterSpec (AdapterSpec)

f_scalar(existingValue, existingValid, existingReliability, explicitProbability)
Parameters:
existingValue (float)
existingValid (bool)
existingReliability (float)
explicitProbability (float)

f_direction(existingDirection, existingValid, explicitProbability, existingReliability)
Parameters:
existingDirection (int)
existingValid (bool)
explicitProbability (float)
existingReliability (float)

f_flags(existingLongFlag, existingShortFlag, existingValid, explicitProbability, existingReliability)
Parameters:
existingLongFlag (bool)
existingShortFlag (bool)
existingValid (bool)
explicitProbability (float)
existingReliability (float)

f_category(existingCategory, existingValid, explicitProbability, existingReliability)
Parameters:
existingCategory (int)
existingValid (bool)
explicitProbability (float)
existingReliability (float)

f_observation(origin, pathHigh, pathLow, pathClose, suppliedScale, valid)
Parameters:
origin (float)
pathHigh (float)
pathLow (float)
pathClose (float)
suppliedScale (float)
valid (bool)

f_request(signal, observation)
Parameters:
signal (SignalFrame)
observation (Observation)

method update(engine, packet, currentBar, confirmed)
Advance one semantic channel. All state changes are confirmed-bar only.
Namespace types: Engine
Parameters:
engine (Engine)
packet (Request)
currentBar (int)
confirmed (bool)

AdapterSpec
Fields:
signalKind (series SignalKind)
polarity (series Polarity)
positiveThreshold (series float)
negativeThreshold (series float)
oscillatorMin (series float)
oscillatorMax (series float)
oscillatorLower (series float)
oscillatorUpper (series float)
scalerAlpha (series float)
scalerWarmup (series int)
categoryDirections (array<int>)

SignalFrame
Fields:
scalarValue (series float)
categoryValue (series int)
longFlag (series bool)
shortFlag (series bool)
valid (series bool)
explicitProbability (series float)
externalReliability (series float)

Bands
Fields:
ready (series bool)
statsReady (series bool)
status (series string)
statusCode (series StatusCode)
signalKind (series SignalKind)
domain (series DomainKind)
direction (series int)
signalStrength (series float)
directionProbability (series float)
origin (series float)
scale (series float)
mfeQ10 (series float)
mfeQ50 (series float)
mfeQ80 (series float)
mfeQ90 (series float)
mfeMode (series float)
maeQ10 (series float)
maeQ50 (series float)
maeQ80 (series float)
maeQ90 (series float)
maeMode (series float)
mfeLevelQ10 (series float)
mfeLevelQ50 (series float)
mfeLevelQ80 (series float)
mfeLevelQ90 (series float)
mfeLevelMode (series float)
maeLevelQ10 (series float)
maeLevelQ50 (series float)
maeLevelQ80 (series float)
maeLevelQ90 (series float)
maeLevelMode (series float)
mfeModeProbability (series float)
maeModeProbability (series float)
effectiveSupport (series float)
longSupport (series float)
shortSupport (series float)
reliability (series float)
transparency (series int)
pendingCount (series int)
resolvedCount (series int)
longResolvedCount (series int)
shortResolvedCount (series int)
lastResolvedBar (series int)

Updated:
f_input(direction, originPrice, originScale, predictionValid, directionProbability, externalReliability)
Parameters:
direction (int)
originPrice (float)
originScale (float)
predictionValid (bool)
directionProbability (float)
externalReliability (float)

f_model_new(gridSize, outcomeCap, smoothing, halfLife, family, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
Parameters:
gridSize (int)
outcomeCap (float)
smoothing (float)
halfLife (float)
family (series DensityFamily)
shrinkageAlpha (float)
minSupport (float)
supportScale (float)
minTransparency (int)
maxTransparency (int)
transparencyGamma (float)

TargetModel
Fields:
engine (Engine)
horizonInitialized (series bool)

Removed:
PendingTarget

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