Fixed typo.

volatility/README.md

@@ -41,10 +41,10 @@ The information provided on this project is strictly for informational purposes
   - [func NewBollingerBands\[T helper.Number\]\(\) \*BollingerBands\[T\]](<#NewBollingerBands>)
   - [func \(b \*BollingerBands\[T\]\) Compute\(c \<\-chan T\) \(\<\-chan T, \<\-chan T, \<\-chan T\)](<#BollingerBands[T].Compute>)
   - [func \(b \*BollingerBands\[T\]\) IdlePeriod\(\) int](<#BollingerBands[T].IdlePeriod>)
-- [type ChandlierExit](<#ChandlierExit>)
-  - [func NewChandlierExit\[T helper.Number\]\(\) \*ChandlierExit\[T\]](<#NewChandlierExit>)
-  - [func \(c \*ChandlierExit\[T\]\) Compute\(highs, lows, closings \<\-chan T\) \(\<\-chan T, \<\-chan T\)](<#ChandlierExit[T].Compute>)
-  - [func \(c \*ChandlierExit\[T\]\) IdlePeriod\(\) int](<#ChandlierExit[T].IdlePeriod>)
+- [type ChandelierExit](<#ChandelierExit>)
+  - [func NewChandelierExit\[T helper.Number\]\(\) \*ChandelierExit\[T\]](<#NewChandelierExit>)
+  - [func \(c \*ChandelierExit\[T\]\) Compute\(highs, lows, closings \<\-chan T\) \(\<\-chan T, \<\-chan T\)](<#ChandelierExit[T].Compute>)
+  - [func \(c \*ChandelierExit\[T\]\) IdlePeriod\(\) int](<#ChandelierExit[T].IdlePeriod>)
 - [type MovingStd](<#MovingStd>)
   - [func NewMovingStd\[T helper.Number\]\(\) \*MovingStd\[T\]](<#NewMovingStd>)
   - [func NewMovingStdWithPeriod\[T helper.Number\]\(period int\) \*MovingStd\[T\]](<#NewMovingStdWithPeriod>)
@@ -72,12 +72,12 @@ const (
 )
 ```
 
-<a name="DefaultChandlierExitPeriod"></a>
+<a name="DefaultChandelierExitPeriod"></a>
 
 ```go
 const (
-    // DefaultChandlierExitPeriod is the default period for the Chandelier Exit.
-    DefaultChandlierExitPeriod = 22
+    // DefaultChandelierExitPeriod is the default period for the Chandelier Exit.
+    DefaultChandelierExitPeriod = 22
 )
 ```
 
@@ -288,10 +288,10 @@ func (b *BollingerBands[T]) IdlePeriod() int
 
 IdlePeriod is the initial period that Bollinger Bands won't yield any results.
 
-<a name="ChandlierExit"></a>
-## type [ChandlierExit](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L27-L30>)
+<a name="ChandelierExit"></a>
+## type [ChandelierExit](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L27-L30>)
 
-ChandlierExit represents the configuration parameters for calculating the Chandelier Exit. It sets a trailing stop\-loss based on the Average True Value \(ATR\).
+ChandelierExit represents the configuration parameters for calculating the Chandelier Exit. It sets a trailing stop\-loss based on the Average True Value \(ATR\).
 
 ```
 Chandelier Exit Long = 22-Period SMA High - ATR(22) * 3
@@ -301,40 +301,40 @@ Chandelier Exit Short = 22-Period SMA Low + ATR(22) * 3
 Example:
 
 ```
-ce := volatility.NewChandlierExist[float64]()
+ce := volatility.NewChandelierExist[float64]()
 ceLong, ceShort := ce.Compute(highs, lows, closings)
 ```
 
 ```go
-type ChandlierExit[T helper.Number] struct {
+type ChandelierExit[T helper.Number] struct {
     // Time period.
     Period int
 }
 ```
 
-<a name="NewChandlierExit"></a>
-### func [NewChandlierExit](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L33>)
+<a name="NewChandelierExit"></a>
+### func [NewChandelierExit](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L33>)
 
 ```go
-func NewChandlierExit[T helper.Number]() *ChandlierExit[T]
+func NewChandelierExit[T helper.Number]() *ChandelierExit[T]
 ```
 
-NewChandlierExit function initializes a new Chandleir Exist instance with the default parameters.
+NewChandelierExit function initializes a new Chandleir Exist instance with the default parameters.
 
-<a name="ChandlierExit[T].Compute"></a>
-### func \(\*ChandlierExit\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L40>)
+<a name="ChandelierExit[T].Compute"></a>
+### func \(\*ChandelierExit\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L40>)
 
 ```go
-func (c *ChandlierExit[T]) Compute(highs, lows, closings <-chan T) (<-chan T, <-chan T)
+func (c *ChandelierExit[T]) Compute(highs, lows, closings <-chan T) (<-chan T, <-chan T)
 ```
 
 Compute function takes a channel of numbers and computes the Chandleir Exist over the specified period.
 
-<a name="ChandlierExit[T].IdlePeriod"></a>
-### func \(\*ChandlierExit\[T\]\) [IdlePeriod](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L68>)
+<a name="ChandelierExit[T].IdlePeriod"></a>
+### func \(\*ChandelierExit\[T\]\) [IdlePeriod](<https://github.com/cinar/indicator/blob/v2/volatility/chandelier_exit.go#L68>)
 
 ```go
-func (c *ChandlierExit[T]) IdlePeriod() int
+func (c *ChandelierExit[T]) IdlePeriod() int
 ```
 
 IdlePeriod is the initial period that Acceleration Bands won't yield any results.

volatility/chandelier_exit.go

@@ -10,34 +10,34 @@ import (
 )
 
 const (
-	// DefaultChandlierExitPeriod is the default period for the Chandelier Exit.
-	DefaultChandlierExitPeriod = 22
+	// DefaultChandelierExitPeriod is the default period for the Chandelier Exit.
+	DefaultChandelierExitPeriod = 22
 )
 
-// ChandlierExit represents the configuration parameters for calculating the Chandelier Exit.
+// ChandelierExit represents the configuration parameters for calculating the Chandelier Exit.
 // It sets a trailing stop-loss based on the Average True Value (ATR).
 //
 //	Chandelier Exit Long = 22-Period SMA High - ATR(22) * 3
 //	Chandelier Exit Short = 22-Period SMA Low + ATR(22) * 3
 //
 // Example:
 //
-//	ce := volatility.NewChandlierExist[float64]()
+//	ce := volatility.NewChandelierExist[float64]()
 //	ceLong, ceShort := ce.Compute(highs, lows, closings)
-type ChandlierExit[T helper.Number] struct {
+type ChandelierExit[T helper.Number] struct {
 	// Time period.
 	Period int
 }
 
-// NewChandlierExit function initializes a new Chandleir Exist instance with the default parameters.
-func NewChandlierExit[T helper.Number]() *ChandlierExit[T] {
-	return &ChandlierExit[T]{
-		Period: DefaultChandlierExitPeriod,
+// NewChandelierExit function initializes a new Chandleir Exist instance with the default parameters.
+func NewChandelierExit[T helper.Number]() *ChandelierExit[T] {
+	return &ChandelierExit[T]{
+		Period: DefaultChandelierExitPeriod,
 	}
 }
 
 // Compute function takes a channel of numbers and computes the Chandleir Exist over the specified period.
-func (c *ChandlierExit[T]) Compute(highs, lows, closings <-chan T) (<-chan T, <-chan T) {
+func (c *ChandelierExit[T]) Compute(highs, lows, closings <-chan T) (<-chan T, <-chan T) {
 	highsSplice := helper.Duplicate(highs, 2)
 	lowsSplice := helper.Duplicate(lows, 2)
 
@@ -65,6 +65,6 @@ func (c *ChandlierExit[T]) Compute(highs, lows, closings <-chan T) (<-chan T, <-
 }
 
 // IdlePeriod is the initial period that Acceleration Bands won't yield any results.
-func (c *ChandlierExit[T]) IdlePeriod() int {
+func (c *ChandelierExit[T]) IdlePeriod() int {
 	return c.Period - 1
 }

volatility/chandelier_exit_test.go

@@ -11,7 +11,7 @@ import (
 	"github.com/cinar/indicator/volatility"
 )
 
-func TestChandlierExit(t *testing.T) {
+func TestChandelierExit(t *testing.T) {
 	type Data struct {
 		High  float64
 		Low   float64
@@ -32,7 +32,7 @@ func TestChandlierExit(t *testing.T) {
 	expectedLong := helper.Map(inputs[3], func(d *Data) float64 { return d.Long })
 	expectedShort := helper.Map(inputs[4], func(d *Data) float64 { return d.Short })
 
-	ce := volatility.NewChandlierExit[float64]()
+	ce := volatility.NewChandelierExit[float64]()
 	actualLong, actualShort := ce.Compute(highs, lows, closings)
 	actualLong = helper.RoundDigits(actualLong, 2)
 	actualShort = helper.RoundDigits(actualShort, 2)