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Add zscoreFS function signature with inputs and outputs #128

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Merged
BoschiGiacomo merged 5 commits into from
Sep 29, 2026
+107 −113
Merged

Add zscoreFS function signature with inputs and outputs #128

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852924c
Add zscoreFS function signature with inputs and outputs
matteozanettii Sep 22, 2026
09ea3cf
Refactor function signatures in JSON
matteozanettii Sep 23, 2026
28f7cdf
Simplify type definitions in functionSignatures.json
matteozanettii Sep 24, 2026
e50bdd1
Refactor function signatures to use array syntax, AND OR Logic fixed
matteozanettii Sep 28, 2026
e5b9820
Remove 'modmadp' placeholder from zscoreFS scale choices
BoschiGiacomo Sep 29, 2026
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220 changes: 107 additions & 113 deletions toolbox/utilities/functionSignatures.json
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Original file line number Diff line number Diff line change
Expand Up @@ -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"
},
Expand All @@ -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"
},
Expand Down Expand Up @@ -86,45 +76,29 @@
"name": "ticker",
"kind": "required",
"type": [
[
"char"
],
[
"string"
],
[
"cellstr"
]
["char"],
["string"],
["cellstr"]
],
"purpose": "Ticker symbol or collection of ticker symbols"
},
{
"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"
},
{
"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"
},
Expand Down Expand Up @@ -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"
},
Expand Down Expand Up @@ -264,67 +216,41 @@
"name": "ticker",
"kind": "required",
"type": [
[
"char"
],
[
"string"
],
[
"cellstr"
]
["char"],
["string"],
["cellstr"]
],
"purpose": "Ticker symbol or collection of ticker symbols"
},
{
"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"
},
{
"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"
},
{
"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"
}
Expand All @@ -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'}"]
],
Comment thread
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"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"
}
]
}
}
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