@livefolio/sdk / FeatureSpec

Type Alias: FeatureSpec

FeatureSpec = { kind: "price"; } | { kind: "sma"; period: number; } | { kind: "ema"; period: number; } | { kind: "rsi"; period: number; } | { kind: "return"; mode?: ReturnMode; period: number; } | { kind: "volatility"; period: number; } | { kind: "drawdown"; period: number; }

Defined in: features/spec.ts:25

A discriminated union describing every built-in feature kind and its parameters.

Each variant has a kind field that identifies the indicator together with the parameters that fully determine its output. FeatureSpec objects are used as cache keys (via paramsHash) and as dispatch tokens (via getFeatureCompute).

Variants:

• { kind: 'price' } — raw price series; no parameters.
• { kind: 'sma'; period: number } — simple moving average over period bars.
• { kind: 'ema'; period: number } — exponential moving average seeded from an SMA.
• { kind: 'rsi'; period: number } — Wilder's Relative Strength Index.
• { kind: 'return'; period: number; mode?: ReturnMode } — period return; percent or absolute.
• { kind: 'volatility'; period: number } — rolling population standard deviation of daily returns.
• { kind: 'drawdown'; period: number } — drawdown relative to the rolling maximum.