diff --git a/toolbox/utilities/functionSignatures.json b/toolbox/utilities/functionSignatures.json index 0545b392d..48e8a955e 100644 --- a/toolbox/utilities/functionSignatures.json +++ b/toolbox/utilities/functionSignatures.json @@ -6,14 +6,9 @@ "name": "market", "kind": "namevalue", "type": [ - [ - "char", - "choices={'Nasdaq','SP500','NYSE','FTSEMIB','London','DAX40','CAC40','Nikkei225'}" - ], - [ - "string", - "choices={'Nasdaq','SP500','NYSE','FTSEMIB','London','DAX40','CAC40','Nikkei225'}" - ] + ["char"], + ["string"], + ["choices={'Nasdaq','SP500','NYSE','FTSEMIB','London','DAX40','CAC40','Nikkei225'}"] ], "purpose": "Market or index name" }, @@ -31,14 +26,9 @@ "name": "Source", "kind": "namevalue", "type": [ - [ - "char", - "choices={'static','dynamic'}" - ], - [ - "string", - "choices={'static','dynamic'}" - ] + ["char"], + ["string"], + ["choices={'static','dynamic'}"] ], "purpose": "Source used to build the market universe" }, @@ -86,15 +76,9 @@ "name": "ticker", "kind": "required", "type": [ - [ - "char" - ], - [ - "string" - ], - [ - "cellstr" - ] + ["char"], + ["string"], + ["cellstr"] ], "purpose": "Ticker symbol or collection of ticker symbols" }, @@ -102,14 +86,9 @@ "name": "LastPeriod", "kind": "namevalue", "type": [ - [ - "char", - "choices={'1d','5d','1mo','3mo','6mo','1y','2y','5y','10y','ytd','max'}" - ], - [ - "string", - "choices={'1d','5d','1mo','3mo','6mo','1y','2y','5y','10y','ytd','max'}" - ] + ["char"], + ["string"], + ["choices={'1d','5d','1mo','3mo','6mo','1y','2y','5y','10y','ytd','max'}"] ], "purpose": "Time span to download" }, @@ -117,14 +96,9 @@ "name": "interval", "kind": "namevalue", "type": [ - [ - "char", - "choices={'1m','2m','5m','15m','30m','60m','90m','1h','1d','5d','1wk','1mo','3mo'}" - ], - [ - "string", - "choices={'1m','2m','5m','15m','30m','60m','90m','1h','1d','5d','1wk','1mo','3mo'}" - ] + ["char"], + ["string"], + ["choices={'1m','2m','5m','15m','30m','60m','90m','1h','1d','5d','1wk','1mo','3mo'}"] ], "purpose": "Sampling interval requested to Yahoo Finance" }, @@ -171,43 +145,21 @@ "name": "topPanelMode", "kind": "namevalue", "type": [ - [ - "char", - "choices={'candle','line','ma','boll'}" - ], - [ - "string", - "choices={'candle','line','ma','boll'}" - ], - [ - "struct", - "scalar", - "field Name required", - "Name choices={'candle','line','ma','boll'}", - "admissible fields depend on Name: candle->{Name,widthFactor,upColor,downColor}; line->{Name}; ma->{Name,maFastLen,maMidLen,maSlowLen,showMACrossovers}; boll->{Name,bollWindow,bollNumStd}" - ] - ], - "purpose": "Type of plot in the top panel; \n when supplied as a struct, \n it also controls the suboptions associated with the selected visualization" + ["char"], + ["string"], + ["choices={'candle','line','ma','boll'}"], + ["struct", "scalar"] + ], + "purpose": "Type of plot in the top panel; when supplied as a struct, it also controls the suboptions associated with the selected visualization" }, { "name": "bottomPanelMode", "kind": "namevalue", "type": [ - [ - "char", - "choices={'rsi','stoch','macd','williamsr','roc'}" - ], - [ - "string", - "choices={'rsi','stoch','macd','williamsr','roc'}" - ], - [ - "struct", - "scalar", - "field Name required", - "Name choices={'rsi','stoch','macd','williamsr','roc'}", - "admissible fields depend on Name: rsi->{Name,topRSI,lowRSI,rsiLen}; stoch->{Name,topStoch,lowStoch,stochLen,stochSmooth}; macd->{Name,macdFastLen,macdSlowLen,macdSigLen}; williamsr->{Name,topWilliams,lowWilliams,wrLen}; roc->{Name,rocLen}" - ] + ["char"], + ["string"], + ["choices={'rsi','stoch','macd','williamsr','roc'}"], + ["struct", "scalar"] ], "purpose": "Indicator shown in the bottom panel; when supplied as a struct, it also controls the suboptions associated with the selected indicator" }, @@ -264,15 +216,9 @@ "name": "ticker", "kind": "required", "type": [ - [ - "char" - ], - [ - "string" - ], - [ - "cellstr" - ] + ["char"], + ["string"], + ["cellstr"] ], "purpose": "Ticker symbol or collection of ticker symbols" }, @@ -280,14 +226,9 @@ "name": "RankBy", "kind": "namevalue", "type": [ - [ - "char" , - "choices={'marketCap','trailingPE','forwardPE','priceToBook','beta','enterpriseValue','profitMargins','returnOnEquity','returnOnAssets','totalRevenue'}" - ], - [ - "string" , - "choices={'marketCap','trailingPE','forwardPE','priceToBook','beta','enterpriseValue','profitMargins','returnOnEquity','returnOnAssets','totalRevenue'}" - ] + ["char"], + ["string"], + ["choices={'marketCap','trailingPE','forwardPE','priceToBook','beta','enterpriseValue','profitMargins','returnOnEquity','returnOnAssets','totalRevenue'}"] ], "purpose": "Numeric variable used to rank rows in descending order" }, @@ -295,18 +236,10 @@ "name": "ExplainFields", "kind": "namevalue", "type": [ - [ - "logical", - "scalar" - ], - [ - "char", - "choices={'all','basic','valuation','performance'}" - ], - [ - "string", - "choices={'all','basic','valuation','performance'}" - ] + ["logical", "scalar"], + ["char"], + ["string"], + ["choices={'all','basic','valuation','performance'}"] ], "purpose": "Display explanation of available fields or presets" }, @@ -314,17 +247,10 @@ "name": "Fields", "kind": "namevalue", "type": [ - [ - "char", - "choices={'all','basic','valuation','performance'}" - ], - [ - "string", - "choices={'all','basic','valuation','performance'}" - ], - [ - "cellstr" - ] + ["char"], + ["string"], + ["choices={'all','basic','valuation','performance'}"], + ["cellstr"] ], "purpose": "Field preset or custom list of output variables" } @@ -338,5 +264,73 @@ "purpose": "Table of fundamental company information" } ] + }, + "zscoreFS": { + "inputs": [ + { + "name": "X", + "kind": "required", + "type": [ + ["double"], + ["table"] + ], + "purpose": "Input data. Vector, Matrix, 3D array or table" + }, + { + "name": "loc", + "kind": "ordered", + "type": [ + ["char"], + ["string"], + ["choices={'median','mean'}"] + ], + "purpose": "Location measure to use ('median' or 'mean')" + }, + { + "name": "scale", + "kind": "ordered", + "type": [ + ["char"], + ["string"], + ["choices={'mad','Qn','Sn','std'}"] + ], + "purpose": "Scale measure to use" + }, + { + "name": "dim", + "kind": "ordered", + "type": [ + "double", + "scalar", + "integer", + ">=1" + ], + "purpose": "Dimension to operate along" + } + ], + "outputs": [ + { + "name": "Z", + "type": [ + ["double"], + ["table"] + ], + "purpose": "Centered and scaled version of X" + }, + { + "name": "mu", + "type": [ + "double" + ], + "purpose": "Location estimate" + }, + { + "name": "sigma", + "type": [ + "double" + ], + "purpose": "Scale estimate" + } + ] } }