Function rollingPercentile

rollingPercentile<S extends SeriesSchema, const Output extends string = string>(
    series: TimeSeries<S>,
    options: RollingPercentileOptions<S, Output>,
): TimeSeries<
    readonly [S[0], ValueColumnsForSchema<S>, OptionalNumberColumn<Output>],
>
Rolling percentile* — the q-th percentile of the last period bars (linear interpolation, matching NumPy/pandas). Default output p{q} (e.g. 'p90').
Type Parameters
- S extends SeriesSchema
- const Output extends string = string
Parameters
- series: TimeSeries<S>
- options: RollingPercentileOptions<S, Output>
Returns TimeSeries<
readonly [S[0], ValueColumnsForSchema<S>, OptionalNumberColumn<Output>],
>
- Defined in studies/rolling-stat.ts:103