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indicators · Technical Indicators ​

The indicators are a set of pure functions: zero network, zero dependencies, isomorphic (browser + Node). Import them from the stock-sdk/indicators subpath so consumers who only need indicators don't pull RequestClient and every provider into their bundle.

ts
import { calcMACD, addIndicators } from 'stock-sdk/indicators'

There are 14 calc* functions plus one addIndicators enricher. The input is a K-line series you already have (from sdk.kline.cn(...), or any data of your own); the output is an array of equal length (the leading items are null where there isn't enough data), index-aligned with the input.

Input contract ​

Functions split into two groups by the data they need:

  • Close-only: takes (number | null)[] (an array of closes) — calcMA / calcMACD / calcBOLL / calcRSI / calcBIAS.
  • OHLCV: takes OHLCV[] (open/high/low/close/volume) — calcKDJ / calcWR / calcCCI / calcATR / calcOBV / calcROC / calcDMI / calcSAR / calcKC.
ts
interface OHLCV {
  open: number | null
  high: number | null
  low: number | null
  close: number | null
  volume?: number | null
}

K-line objects already carry open/high/low/close/volume, so they can be fed directly to OHLCV functions; for close-only functions, take klines.map(k => k.close).

Methods ​

FunctionDescription
calcMA(closes, opts?)Moving averages (SMA / EMA / WMA, multi-period), returns { ma5, ma10, ... }
calcMACD(closes, opts?)MACD, returns { dif, dea, macd }
calcBOLL(closes, opts?)Bollinger Bands, returns { mid, upper, lower, bandwidth }
calcKDJ(data, opts?)Stochastic oscillator, returns { k, d, j }
calcRSI(closes, opts?)Relative Strength Index (multi-period), returns { rsi6, rsi12, ... }
calcWR(data, opts?)Williams %R (multi-period), returns { wr6, wr10, ... }
calcBIAS(closes, opts?)Bias ratio (multi-period), returns { bias6, bias12, ... }
calcCCI(data, opts?)Commodity Channel Index, returns { cci }
calcATR(data, opts?)Average True Range, returns { tr, atr }
calcOBV(data, opts?)On-Balance Volume, returns { obv, obvMa }
calcROC(data, opts?)Rate of Change, returns { roc, signal }
calcDMI(data, opts?)Directional Movement Index, returns { pdi, mdi, adx, adxr }
calcSAR(data, opts?)Parabolic SAR, returns { sar, trend, ep, af }
calcKC(data, opts?)Keltner Channel, returns { mid, upper, lower, width }
addIndicators(klines, opts?)Attach multiple indicators onto K-lines at once, returns KlineWithIndicators[]

Each function takes optional options (periods, multipliers, etc.); omit them to use common defaults. Exact fields and defaults follow the implementation.

calcMA ​

Moving averages. type is 'sma' (default) / 'ema' / 'wma', periods lists the windows to compute, and result keys look like ma5, ma20.

ts
import { calcMA } from 'stock-sdk/indicators'

const closes = klines.map(k => k.close)
const ma = calcMA(closes, { periods: [5, 10, 20], type: 'sma' })
// ma[last] => { ma5: 1712.3, ma10: 1698.1, ma20: 1675.4 }

calcMACD ​

MACD — fast line dif, slow line dea, and the histogram macd. Defaults: short=12, long=26, signal=9.

ts
import { calcMACD } from 'stock-sdk/indicators'

const macd = calcMACD(closes, { short: 12, long: 26, signal: 9 })
// macd[last] => { dif: 3.2, dea: 1.8, macd: 2.8 }

calcBOLL ​

Bollinger Bands — mid, upper, lower, and bandwidth. Defaults: period=20, stdDev=2.

ts
import { calcBOLL } from 'stock-sdk/indicators'

const boll = calcBOLL(closes, { period: 20, stdDev: 2 })
// boll[last] => { mid: 1700, upper: 1760, lower: 1640, bandwidth: 0.07 }

calcKDJ ​

Stochastic oscillator. Needs OHLCV (uses high / low / close). Defaults: period=9, kPeriod=3, dPeriod=3.

ts
import { calcKDJ } from 'stock-sdk/indicators'

const kdj = calcKDJ(klines, { period: 9 })
// kdj[last] => { k: 82.1, d: 75.6, j: 95.1 }

calcRSI ​

Relative Strength Index, multi-period. Result keys look like rsi6, rsi12, rsi24; default periods=[6, 12, 24].

ts
import { calcRSI } from 'stock-sdk/indicators'

const rsi = calcRSI(closes, { periods: [6, 12, 24] })
// rsi[last] => { rsi6: 71.2, rsi12: 64.8, rsi24: 58.3 }

calcWR ​

Williams %R (overbought/oversold), multi-period. Needs OHLCV; result keys look like wr6, wr10; default periods=[6, 10].

ts
import { calcWR } from 'stock-sdk/indicators'

const wr = calcWR(klines, { periods: [6, 10] })
// wr[last] => { wr6: -12.4, wr10: -20.1 }

calcBIAS ​

Bias ratio, multi-period. Result keys look like bias6, bias12, bias24; default periods=[6, 12, 24].

ts
import { calcBIAS } from 'stock-sdk/indicators'

const bias = calcBIAS(closes, { periods: [6, 12, 24] })
// bias[last] => { bias6: 2.1, bias12: 3.4, bias24: 5.0 }

calcCCI ​

Commodity Channel Index. Needs OHLCV; default period=14.

ts
import { calcCCI } from 'stock-sdk/indicators'

const cci = calcCCI(klines, { period: 14 })
// cci[last] => { cci: 118.5 }

calcATR ​

Average True Range — true range tr and its average atr. Needs OHLCV; default period=14.

ts
import { calcATR } from 'stock-sdk/indicators'

const atr = calcATR(klines, { period: 14 })
// atr[last] => { tr: 24.5, atr: 21.3 }

calcOBV ​

On-Balance Volume (price-volume) — obv and its moving average obvMa. Needs OHLCV with volume.

ts
import { calcOBV } from 'stock-sdk/indicators'

const obv = calcOBV(klines, { maPeriod: 30 })
// obv[last] => { obv: 1.23e8, obvMa: 1.15e8 }

calcROC ​

Rate of Change — roc (percentage) and a signal line signal. Needs OHLCV; default period=12.

ts
import { calcROC } from 'stock-sdk/indicators'

const roc = calcROC(klines, { period: 12 })
// roc[last] => { roc: 4.7, signal: 3.1 }

calcDMI ​

Directional Movement Index — +DI(pdi) / -DI(mdi) / adx / adxr. Needs OHLCV; default period=14.

ts
import { calcDMI } from 'stock-sdk/indicators'

const dmi = calcDMI(klines, { period: 14 })
// dmi[last] => { pdi: 28.4, mdi: 14.1, adx: 32.7, adxr: 30.2 }

calcSAR ​

Parabolic SAR — the sar value, trend direction trend (1 up / -1 down), extreme point ep, and acceleration factor af. Needs OHLCV.

ts
import { calcSAR } from 'stock-sdk/indicators'

const sar = calcSAR(klines, { afStart: 0.02, afIncrement: 0.02, afMax: 0.2 })
// sar[last] => { sar: 1655.0, trend: 1, ep: 1720.0, af: 0.1 }

calcKC ​

Keltner Channel (EMA + ATR based) — mid / upper / lower and channel width. Needs OHLCV.

ts
import { calcKC } from 'stock-sdk/indicators'

const kc = calcKC(klines, { emaPeriod: 20, atrPeriod: 10, multiplier: 2 })
// kc[last] => { mid: 1700, upper: 1742, lower: 1658, width: 0.05 }

addIndicators ​

Compute several indicators and attach them back onto the K-lines in one pass, returning KlineWithIndicators[] — each bar gains optional ma / macd / boll, etc. on top of its original fields. More convenient than calling each calc* and aligning indices by hand; this is also what backs sdk.kline.withIndicators.

Each indicator slot accepts a boolean (enable with defaults) or its options object (custom params):

ts
import { addIndicators } from 'stock-sdk/indicators'

const klines = await sdk.kline.cn('600519', { adjust: 'hfq' })

const enriched = addIndicators(klines, {
  ma: { periods: [5, 20], type: 'sma' },
  macd: true,                 // use defaults
  boll: { period: 20 },
  kdj: true,
  rsi: { periods: [6, 12] },
})

const last = enriched.at(-1)!
last.ma?.ma5     // moving average
last.macd?.dif   // MACD fast line
last.boll?.upper // Bollinger upper band
last.kdj?.k      // KDJ

Supported slots and their options: ma / macd / boll / kdj / rsi / wr / bias / cci / atr / obv / roc / dmi / sar / kc; slots left off are undefined.

Return shape ​

  • Every calc* returns an array of equal length to the input; item i corresponds to bar i, and numeric fields are null where there isn't enough data.
  • Multi-period indicators (MA / RSI / WR / BIAS) return dynamic-keyed objects (e.g. ma5 / rsi12); the keys vary with the periods you pass.
  • addIndicators attaches each indicator result as an optional property on the K-line, leaving the original fields untouched.
  • Pure computation: zero network, zero dependencies, isomorphic (browser + Node). Exact fields follow the implementation.

See also ​

  • kline — kline.withIndicators returns indicator-enriched K-lines directly
  • signals — detect golden / death crosses, overbought / oversold, etc. on top of indicators
  • Indicators & signals guide