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

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

    Type Parameters

    • S extends SeriesSchema
    • Output extends string
    Index

    Properties

    benchmark column? output? period?

    Properties

    benchmark: NumericColumnNameForSchema<S>

    The comparison column — required, and a column on this same series. Join the benchmark in first.

    column?: NumericColumnNameForSchema<S>

    Source column. Default 'close'.

    output?: Output

    Name of the appended column. Default 'perf'.

    period?: number

    Look-back in bars — the growth of each side is measured over this many bars. Default 20.

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