# Rolling Percentile

`D07-F09-A01` · Technical Indicators → Rolling Statistical Indicators · archetype `series-transform` · difficulty 2/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/rolling-statistical-indicators/rolling-percentile/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { rollingPercentile } from "fintech-algorithms/technical-indicators/rolling-statistical-indicators/rolling-percentile";
```

## Signature

```ts
rollingPercentile(input)
```

Reports where the current close sits inside its own trailing window, as the percentage of window values below it plus a configurable share of the values equal to it.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `input` | `TopicInput` | yes | `bars` is the OHLCV series, validated for finite prices, strictly increasing `timestamp`, a single adjustment `basis`, non-negative `volume`, and a high and low that bracket the other prices; only `close` is used. From `parameters` this topic reads `period` (integer, minimum 2, default 20), the window length, and `tie_weight` (number between 0 and 1, default 0.5), the credit given to window values that equal the current close. |

## Returns

`TopicResult`

`series` and `latest` carry a single `value` key, a percentage between 0 and 100. After the warm-up every bar has a value, since the current close is always in its own window and the denominator can never be zero.

## Warm-up

The first `period - 1 bars (19 by default)` positions are `null`. The first full window closes at index `period - 1`, so with the default period indices 0 to 18 are null and `ready_at` is 19.

## Errors

- When `parameters.period` is present but is not an integer of at least 2 — throws Error
- When `parameters.tie_weight` is not a finite number between 0 and 1 — throws Error
- When `bars` is empty, or a bar has a non-finite price, a negative volume, a timestamp not greater than the previous one, or a high below its open, low, or close — throws Error

## Complexity

Time `O(n * period)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`input`:

```json
{
  "bars": [
    {
      "timestamp": "2024-01-02",
      "basis": "synthetic-unadjusted",
      "open": 100,
      "high": 101.45,
      "low": 98.695,
      "close": 100,
      "volume": 750000,
      "benchmark": 200
    },
    {
      "timestamp": "2024-01-03",
      "basis": "synthetic-unadjusted",
      "open": 101.49111452,
      "high": 103.38381693,
      "low": 100.05480022,
      "close": 101.78791214,
      "volume": 795117,
      "benchmark": 200.56326135
    },
    {
      "timestamp": "2024-01-04",
      "basis": "synthetic-unadjusted",
      "open": 102.45519048,
      "high": 104.6701838,
      "low": 100.91147007,
      "close": 102.9549389,
      "volume": 840234,
      "benchmark": 201.11020913
    }
  ],
  "parameters": {}
}
```

### Call

```ts
rollingPercentile(input)
```

### Returns

object with 9 fields: topic_id, title, state, ready, ready_at, series, latest, parameters, …

```json
{
  "topic_id": "D07-F09-A01",
  "title": "Rolling Percentile",
  "state": "calculated",
  "ready": true,
  "ready_at": 19,
  "series": {
    "value": [null, null, null, null, null, null]
  },
  "latest": {
    "value": 2.5
  },
  "parameters": {},
  "diagnostics": {
    "causal": true,
    "input_count": 96
  }
}
```

## Verification and provenance

Tier: **verified** (via E).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.0.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/rolling-statistical-indicators/rolling-percentile/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/rolling-statistical-indicators/rolling-percentile/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt