Files
investor-flow/app
Investor Flow Build ef2c39167c
CI / Test & Type-Check (push) Canceled after 0s
feat(analysis): add technical indicator coverage for confluence signal engine
New functions in indicators.ts:
- sma: Simple Moving Average
- crossover: golden/death cross detector
- roc: Rate of Change (momentum)
- timeSeriesMomentum: 12-1 month momentum (Moskowitz et al.)
- relativeStrength: symbol vs benchmark momentum differential
- realizedVol: annualized realized volatility from log returns
- volatilityPercentile: percentile rank of current vol vs history
- fibLevels: Fibonacci retracement and extension levels
- fibCluster: proximity check for Fib confluence zones

New file volumeByPrice.ts:
- buildVolumeProfile: ported from frontend volumeProfile.ts
- Identical algorithm: bin clamping, uniform volume split, POC/VAH/VAL

All functions are pure (zero deps, no I/O). Tests added for all new
functions with edge cases, error handling, and numerical correctness.
2026-08-10 14:12:35 -04:00
..

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