How to use the data-forge.Series function in data-forge

let peakCapital = startingCapital;
    let workingDrawdown = 0;

    for (const trade of trades) {
        workingCapital *= trade.growth;
        if (workingCapital < peakCapital) {
            workingDrawdown = workingCapital - peakCapital;
        }
        else {
            peakCapital = workingCapital;
            workingDrawdown = 0; // Reset at the peak.
        }
        drawdown.push(workingDrawdown);
    }

    return new Series(drawdown);
}

function ema(this: ISeries, period: number): ISeries {

    assert.isNumber(period, "Expected 'period' parameter to 'Series.ema' to be a number that specifies the time period of the moving average.");

    // https://www.investopedia.com/ask/answers/122314/what-exponential-moving-average-ema-formula-and-how-ema-calculated.asp
    const mult = (2 / (period + 1));
    let avgValue = this.take(period).average(); //TODO: this destroy the index.
    return new Series({
            index: [ this.getIndex().skip(period-1).first() ], // TODO: The construction of this 1 elements series is quite awkward.
            values: [ avgValue ],
        }) 
        .concat(
            this.skip(period)
                .select(value => {
                    avgValue = ((value - avgValue) * mult) + avgValue;
                    return avgValue;
                })
                .bake()
        );
}

throw new Error("Expected 'startingCapital' argument to 'computeEquityCurve' to be a positive number that specifies the amount of capital used to compute the equity curve.");
    }

    if (!isObject(trades) && trades.count() > 0) {
        throw new Error("Expected 'trades' argument to 'computeEquityCurve' to be a Data-Forge DataFrame that contains a set of trades for which to compute the equity curve.");
    }

    const equityCurve: number[] = [ startingCapital ];
    let workingCapital = startingCapital;

    for (const trade of trades) {
        workingCapital *= trade.growth;
        equityCurve.push(workingCapital);
    }

    return new Series(equityCurve);
}

const random = new MersenneTwister(0);
    const samples: IDataFrame[] = [];

    for (let iterationIndex = 0; iterationIndex < numIterations; ++iterationIndex) {
        const sample: ITrade[] = [];

        for (var tradeIndex = 0; tradeIndex < numSamples; ++tradeIndex) {
            var tradeCopyIndex = getRandomInt(random, 0, numTrades-1);
            sample.push(tradesArray[tradeCopyIndex]);
        }

        samples.push(new DataFrame(sample));
    }

    return new Series>(samples);
}

if (!isObject(trades) && trades.count() > 0) {
        throw new Error("Expected 'trades' argument to 'monteCarlo' to be a Data-Forge DataFrame that contains a population of trades to sample during monte carlo simulation.");
    }

    if (!isNumber(numIterations) || numIterations < 1) {
        throw new Error("Expected 'numIterations' argument to 'monteCarlo' to be a number >= 1 that specifies the number of iteration of monte carlo simulation to perform.");
    }

    if (!isNumber(numSamples) || numSamples < 1) {
        throw new Error("Expected 'numSamples' argument to 'monteCarlo' to be a number >= 1 that specifies the size of the sample to create for each iteration of the monte carlo simulation.");
    }
    
    const tradesArray = trades.toArray();
    const numTrades = tradesArray.length;
    if (numTrades === 0) {
        return new Series>();
    }

    const random = new MersenneTwister(0);
    const samples: IDataFrame[] = [];

    for (let iterationIndex = 0; iterationIndex < numIterations; ++iterationIndex) {
        const sample: ITrade[] = [];

        for (var tradeIndex = 0; tradeIndex < numSamples; ++tradeIndex) {
            var tradeCopyIndex = getRandomInt(random, 0, numTrades-1);
            sample.push(tradesArray[tradeCopyIndex]);
        }

        samples.push(new DataFrame(sample));
    }