@pond-ts/financial API Reference
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    Interface RollingPercentileOptions<S, Output>

    Options for rollingPercentile.

    interface RollingPercentileOptions<
        S extends SeriesSchema,
        Output extends string,
    > {
        column?: NumericColumnNameForSchema<S>;
        output?: Output;
        period: number;
        q: number;
    }

    Type Parameters

    • S extends SeriesSchema
    • Output extends string

    Hierarchy (View Summary)

    Index

    Properties

    column? output? period q

    Properties

    column?: NumericColumnNameForSchema<S>

    Source column. Default 'close'.

    output?: Output

    Name of the appended column. Default the statistic name.

    period: number

    Window length in bars.

    q: number

    Percentile rank in [0, 100] (e.g. 90 for p90). Linear interpolation.

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