TechKit Full

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✨ Why TechKit Full?

TechKit Full is the complete technical analysis solution that runs in both Node.js and Browser:

| Feature | techkit | techkit-full |
|---------|---------|--------------|
| Core Indicators | ✅ 158 | ✅ 158 |
| Advanced Analytics | ❌ | ✅ 31 |
| Risk Metrics | ❌ | ✅ Sharpe, Sortino, VaR |
| Volatility Models | ❌ | ✅ GARCH, EWMA |
| Pattern Recognition | ❌ | ✅ Harmonic, Chart Patterns |
| Browser WASM | ✅ | ✅ |
| Node.js Native | ✅ | ✅ |

📦 Installation

``bash
npm install techkit-full


or

`html








`typescript
import { useEffect, useState } from 'react';
import {
init,
SMA, RSI, MACD, BBANDS,
SHARPE, SORTINO, MAX_DRAWDOWN, HIST_VAR, CVAR,
EWMA_VOL
} from 'techkit-full';

interface PortfolioMetrics {
sharpeRatio: number;
sortinoRatio: number;
maxDrawdown: number;
var95: number;
cvar95: number;
volatility: number;
}

function PortfolioDashboard({ priceData, returnsData }) {
const [initialized, setInitialized] = useState(false);
const [metrics, setMetrics] = useState(null);
const [indicators, setIndicators] = useState(null);

useEffect(() => {
init().then(() => setInitialized(true));
}, []);

useEffect(() => {
if (!initialized) return;

// Calculate technical indicators
const sma20 = SMA.create(20).calculate(priceData);
const rsi = RSI.create(14).calculate(priceData);
const { macd, signal, histogram } = MACD.create(12, 26, 9).calculate(priceData);
const { upper, middle, lower } = BBANDS.create(20, 2, 2).calculate(priceData);

setIndicators({ sma20, rsi, macd, signal, histogram, upper, middle, lower });

// Calculate risk metrics
const sharpeRatio = SHARPE.create(252, 0.02, 252).calculate(returnsData)[0];
const sortinoRatio = SORTINO.create(252, 0.02, 252).calculate(returnsData)[0];
const maxDrawdown = MAX_DRAWDOWN.create().calculate(priceData)[0];
const var95 = HIST_VAR.create(0.95).calculate(returnsData)[0];
const cvar95 = CVAR.create(0.95).calculate(returnsData)[0];
const volatility = EWMA_VOL.create(0.94).calculate(returnsData).slice(-1)[0];

setMetrics({ sharpeRatio, sortinoRatio, maxDrawdown, var95, cvar95, volatility });

}, [initialized, priceData, returnsData]);

if (!initialized) return

`typescript
import {
init,
SMA, EMA, RSI, MACD, BBANDS, ATR,
SHARPE, MAX_DRAWDOWN, EWMA_VOL
} from 'techkit-full';

class BrowserTradingBot {
private initialized = false;

// Indicator instances (reusable)
private sma20: any;
private sma50: any;
private rsi: any;
private macd: any;
private bbands: any;
private atr: any;
private ewmaVol: any;

// State
private prices: number[] = [];
private returns: number[] = [];

async initialize() {
await init();

// Create all indicators
this.sma20 = SMA.create(20);
this.sma50 = SMA.create(50);
this.rsi = RSI.create(14);
this.macd = MACD.create(12, 26, 9);
this.bbands = BBANDS.create(20, 2, 2);
this.atr = ATR.create(14);
this.ewmaVol = EWMA_VOL.create(0.94);

this.initialized = true;
console.log('🤖 Trading Bot WASM initialized!');
}

onNewCandle(open: number, high: number, low: number, close: number, volume: number) {
if (!this.initialized) return;

// Update price history
if (this.prices.length > 0) {
const ret = (close - this.prices[this.prices.length - 1]) / this.prices[this.prices.length - 1];
this.returns.push(ret);
}
this.prices.push(close);

// Calculate indicators (streaming)
const sma20Result = this.sma20.update(close);
const sma50Result = this.sma50.update(close);
const rsiResult = this.rsi.update(close);
const volResult = this.ewmaVol.update(this.returns[this.returns.length - 1] || 0);

// Generate signals
if (sma20Result.valid && sma50Result.valid && rsiResult.valid) {
const signal = this.generateSignal({
sma20: sma20Result.value,
sma50: sma50Result.value,
rsi: rsiResult.value,
volatility: volResult.valid ? volResult.value : 0
});

this.executeSignal(signal);
}
}

private generateSignal(data: any): 'BUY' | 'SELL' | 'HOLD' {
// Golden cross + RSI oversold + low volatility
if (data.sma20 > data.sma50 && data.rsi < 30 && data.volatility < 0.02) {
return 'BUY';
}
// Death cross + RSI overbought
if (data.sma20 < data.sma50 && data.rsi > 70) {
return 'SELL';
}
return 'HOLD';
}

private executeSignal(signal: string) {
console.log(📊 Signal: ${signal});
// Execute trade via API
}

getPerformanceMetrics() {
if (this.returns.length < 20) return null;

const sharpe = SHARPE.create(252, 0.02, 252).calculate(this.returns);
const maxDD = MAX_DRAWDOWN.create().calculate(this.prices);

return {
sharpeRatio: sharpe[sharpe.length - 1],
maxDrawdown: maxDD[maxDD.length - 1]
};
}
}

// Usage
const bot = new BrowserTradingBot();
await bot.initialize();

// Connect to WebSocket
const ws = new WebSocket('wss://stream.binance.com/ws/btcusdt@kline_1m');
ws.onmessage = (event) => {
const kline = JSON.parse(event.data).k;
if (kline.x) { // Candle closed
bot.onNewCandle(
parseFloat(kline.o),
parseFloat(kline.h),
parseFloat(kline.l),
parseFloat(kline.c),
parseFloat(kline.v)
);
}
};
`

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📖 Documentation

Full Documentation: https://techkit-docs.netlify.app/

$3

| Topic | Link |
|-------|------|
| Installation | Getting Started |
| Quick Start | Quick Start Guide |
| Node.js API | Node.js API Reference |
| All Indicators | Indicator List |
| Risk Metrics | Risk Metrics Guide |
| Volatility Models | Volatility Models Guide |
| Examples | Code Examples |
| Changelog | Version History |
| 中文文档 | Chinese Documentation |

$3

- Node.js/WASM API Reference
- Python API Reference
- Risk Metrics Guide
- Volatility Models Guide

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🚀 Node.js Quick Start

`typescript
import {
init,
SMA, RSI, MACD,
SHARPE, SORTINO, MAX_DRAWDOWN
} from 'techkit-full';

// Initialize (auto-detects Native backend in Node.js)
await init();

const prices = [100, 102, 101, 103, 105, 104, 106, 108, 107, 110];
const returns = prices.slice(1).map((p, i) => (p - prices[i]) / prices[i]);

// Core indicators
const sma = SMA.create(5).calculate(prices);
const rsi = RSI.create(14).calculate(prices);

// Risk metrics (techkit-full exclusive)
const sharpe = SHARPE.create(252, 0.02, 252).calculate(returns);
const sortino = SORTINO.create(252, 0.02, 252).calculate(returns);
const maxDD = MAX_DRAWDOWN.create().calculate(prices);

console.log(
Portfolio Analysis:
Sharpe Ratio: ${sharpe[sharpe.length - 1].toFixed(3)}
Sortino Ratio: ${sortino[sortino.length - 1].toFixed(3)}
Max Drawdown: ${(maxDD[maxDD.length - 1] * 100).toFixed(2)}%
);
`

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📈 Advanced Analytics

$3

`typescript
import {
SHARPE, SORTINO, CALMAR,
MAX_DRAWDOWN, HIST_VAR, CVAR
} from 'techkit-full';

await init();

const returns = [0.01, -0.02, 0.015, 0.008, -0.005, 0.02, 0.003, -0.01, 0.025];

// Sharpe Ratio (annualized)
const sharpe = SHARPE.create(252, 0.02, 252); // period, riskFreeRate, annualizationFactor
console.log('Sharpe:', sharpe.calculate(returns));

// Sortino Ratio (penalizes only downside volatility)
const sortino = SORTINO.create(252, 0.02, 252);
console.log('Sortino:', sortino.calculate(returns));

// Calmar Ratio (return / max drawdown)
const calmar = CALMAR.create(252);
console.log('Calmar:', calmar.calculate(returns));

// Value at Risk (95% confidence)
const var95 = HIST_VAR.create(0.95);
console.log('95% VaR:', var95.calculate(returns));

// Conditional VaR (Expected Shortfall)
const cvar95 = CVAR.create(0.95);
console.log('95% CVaR:', cvar95.calculate(returns));

// Maximum Drawdown
const prices = [100, 105, 103, 108, 102, 110, 105];
const maxDD = MAX_DRAWDOWN.create();
console.log('Max Drawdown:', maxDD.calculate(prices));
`

$3

`typescript
import {
EWMA_VOL, GARCH_VOL, REALIZED_VOL,
PARKINSON_VOL, GARMAN_KLASS_VOL
} from 'techkit-full';

await init();

// EWMA Volatility (RiskMetrics standard: λ=0.94)
const ewma = EWMA_VOL.create(0.94);
const ewmaVol = ewma.calculate(returns);

// GARCH(1,1) Volatility
const garch = GARCH_VOL.create();
const garchVol = garch.calculate(returns);

// Realized Volatility (rolling window)
const realized = REALIZED_VOL.create(20);
const realizedVol = realized.calculate(returns);

// Range-based volatility (more efficient)
const parkinson = PARKINSON_VOL.create(20);
const parkVol = parkinson.calculate(high, low);

// Garman-Klass (uses OHLC)
const gk = GARMAN_KLASS_VOL.create(20);
const gkVol = gk.calculate(open, high, low, close);
`

$3

`typescript
import { MACDEXT, STOCHRSI } from 'techkit-full';

await init();

// MACDEXT - MACD with configurable MA types
// MA Types: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3
const macdext = MACDEXT.create(
12, // fast period
1, // fast MA type (EMA)
26, // slow period
1, // slow MA type (EMA)
9, // signal period
0 // signal MA type (SMA)
);
const { macd, signal, histogram } = macdext.calculate(prices);

// STOCHRSI - Stochastic applied to RSI
const stochrsi = STOCHRSI.create(14, 14, 3, 3);
const { k, d } = stochrsi.calculate(prices);
``

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📊 Complete Indicator List

$3

$3

| Category | Indicators |
|----------|------------|
| Risk Metrics | SHARPE, SORTINO, CALMAR, MAX_DRAWDOWN, HIST_VAR, CVAR |
| Volatility Models | EWMA_VOL, GARCH_VOL, REALIZED_VOL, PARKINSON_VOL, GARMAN_KLASS_VOL, ROGERS_SATCHELL_VOL, YANG_ZHANG_VOL |
| Structure | ZIGZAG, SWING, PIVOT, SUPPORT_RESISTANCE |
| Patterns | HARMONIC, CHART_PATTERN, ELLIOTT_WAVE |
| Extended | MACDEXT, MACDFIX, STOCHRSI, MA (generic) |

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🌍 Platform Support

| Platform | Environment | Backend | Status |
|----------|-------------|---------|--------|
| Browser | Chrome/Firefox/Safari/Edge | WASM | ✅ |
| Node.js | Windows x64 | Native | ✅ |
| Node.js | macOS x64 | Native | ✅ |
| Node.js | macOS ARM64 (M1/M2) | Native | ✅ |
| Node.js | Linux x64 | Native | ✅ |
| Deno | All platforms | WASM | ✅ |
| Bun | All platforms | Native/WASM | ✅ |

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⚡ Performance

$3

| Operation | Time | vs Pure JS |
|-----------|------|------------|
| SMA × 10k | 0.3ms | 40x faster |
| RSI × 10k | 0.5ms | 50x faster |
| SHARPE × 1k | 0.1ms | 30x faster |
| GARCH × 1k | 2ms | 50x faster |

$3

| Operation | Time | vs Pure JS |
|-----------|------|------------|
| SMA × 10k | 1.2ms | 10x faster |
| RSI × 10k | 2.0ms | 12x faster |
| SHARPE × 1k | 0.3ms | 15x faster |
| GARCH × 1k | 5ms | 20x faster |

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📄 License

MIT License - see LICENSE for details.

🔗 Links

- 📖 Full Documentation - API Reference & Guides
- GitHub Repository
- Issue Tracker
- Changelog
- Base Package (techkit) - 158 core indicators

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