@363045841yyt/klinechart-core 0.8.7 → 0.8.9

package/dist/engine/drawing/plugin.js.map

@@ -1 +1 @@
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package/dist/engine/indicators/calculators/_shared.d.ts

@@ -0,0 +1,3 @@
+export declare function _computeEMASeries(values: (number | undefined)[], period: number): (number | undefined)[];
+export declare function _computeWMAOnNumbers(values: (number | undefined)[], period: number): (number | undefined)[];
+//# sourceMappingURL=_shared.d.ts.map

package/dist/engine/indicators/calculators/_shared.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"_shared.d.ts","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/_shared.ts"],"names":[],"mappings":"AAAA,wBAAgB,iBAAiB,CAAC,MAAM,EAAE,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAoBxG;AAED,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,CAAC,MAAM,GAAG,SAAS,CAAC,EAAE,CAqB3G"}

package/dist/engine/indicators/calculators/_shared.js

@@ -0,0 +1,45 @@
+export function _computeEMASeries(values, period) {
+    const n = values.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    const alpha = 2 / (period + 1);
+    let i = 0;
+    while (i < n && values[i] === undefined)
+        i++;
+    if (i >= n)
+        return result;
+    let ema = values[i];
+    result[i] = ema;
+    for (let t = i + 1; t < n; t++) {
+        const v = values[t];
+        if (v === undefined)
+            continue;
+        ema = v * alpha + ema * (1 - alpha);
+        result[t] = ema;
+    }
+    return result;
+}
+export function _computeWMAOnNumbers(values, period) {
+    const n = values.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0 || n < period)
+        return result;
+    const denom = (period * (period + 1)) / 2;
+    for (let t = period - 1; t < n; t++) {
+        let sw = 0;
+        let valid = true;
+        for (let k = 0; k < period; k++) {
+            const v = values[t - period + 1 + k];
+            if (v === undefined) {
+                valid = false;
+                break;
+            }
+            sw += (k + 1) * v;
+        }
+        if (valid)
+            result[t] = sw / denom;
+    }
+    return result;
+}
+//# sourceMappingURL=_shared.js.map

package/dist/engine/indicators/calculators/_shared.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"_shared.js","sourceRoot":"","sources":["../../../../src/engine/indicators/calculators/_shared.ts"],"names":[],"mappings":"AAAA,MAAM,UAAU,iBAAiB,CAAC,MAA8B,EAAE,MAAc;IAC5E,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAA;IACvB,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACnE,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAEzC,MAAM,KAAK,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAA;IAE9B,IAAI,CAAC,GAAG,CAAC,CAAA;IACT,OAAO,CAAC,GAAG,CAAC,IAAI,MAAM,CAAC,CAAC,CAAC,KAAK,SAAS;QAAE,CAAC,EAAE,CAAA;IAC5C,IAAI,CAAC,IAAI,CAAC;QAAE,OAAO,MAAM,CAAA;IAEzB,IAAI,GAAG,GAAG,MAAM,CAAC,CAAC,CAAE,CAAA;IACpB,MAAM,CAAC,CAAC,CAAC,GAAG,GAAG,CAAA;IACf,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC7B,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAA;QACnB,IAAI,CAAC,KAAK,SAAS;YAAE,SAAQ;QAC7B,GAAG,GAAG,CAAC,GAAG,KAAK,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAA;QACnC,MAAM,CAAC,CAAC,CAAC,GAAG,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,MAAM,CAAA;AACjB,CAAC;AAED,MAAM,UAAU,oBAAoB,CAAC,MAA8B,EAAE,MAAc;IAC/E,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAA;IACvB,MAAM,MAAM,GAA2B,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;IACnE,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,GAAG,MAAM;QAAE,OAAO,MAAM,CAAA;IAEvD,MAAM,KAAK,GAAG,CAAC,MAAM,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAA;IAEzC,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAClC,IAAI,EAAE,GAAG,CAAC,CAAA;QACV,IAAI,KAAK,GAAG,IAAI,CAAA;QAChB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC9B,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,GAAG,MAAM,GAAG,CAAC,GAAG,CAAC,CAAC,CAAA;YACpC,IAAI,CAAC,KAAK,SAAS,EAAE,CAAC;gBAClB,KAAK,GAAG,KAAK,CAAA;gBACb,MAAK;YACT,CAAC;YACD,EAAE,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAA;QACrB,CAAC;QACD,IAAI,KAAK;YAAE,MAAM,CAAC,CAAC,CAAC,GAAG,EAAE,GAAG,KAAK,CAAA;IACrC,CAAC;IACD,OAAO,MAAM,CAAA;AACjB,CAAC"}

package/dist/engine/indicators/calculators/bands.d.ts

@@ -0,0 +1,44 @@
+import type { KLineData } from '../../../types/price';
+export interface BOLLPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export declare function calcBOLLData(data: KLineData[], period: number, multiplier: number): BOLLPoint[];
+export interface ENEPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export declare function calcENEData(data: KLineData[], period: number, deviation: number): ENEPoint[];
+export interface SARPoint {
+    value: number;
+    trend: 'up' | 'down';
+}
+export declare function calcSARData(data: KLineData[], step: number, maxStep: number): (SARPoint | undefined)[];
+export interface SuperTrendPoint {
+    value: number;
+    trend: 'up' | 'down';
+}
+export declare function calcSuperTrendData(data: KLineData[], atrPeriod: number, multiplier: number): (SuperTrendPoint | undefined)[];
+export interface KeltnerPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export declare function calcKeltnerData(data: KLineData[], emaPeriod: number, atrPeriod: number, multiplier: number): (KeltnerPoint | undefined)[];
+export interface DonchianPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export declare function calcDonchianData(data: KLineData[], period: number): (DonchianPoint | undefined)[];
+export interface IchimokuPoint {
+    tenkan?: number;
+    kijun?: number;
+    spanA?: number;
+    spanB?: number;
+    chikou?: number;
+}
+export declare function calcIchimokuData(data: KLineData[], tenkanPeriod: number, kijunPeriod: number, spanBPeriod: number, displacement: number): (IchimokuPoint | undefined)[];
+//# sourceMappingURL=bands.d.ts.map

package/dist/engine/indicators/calculators/bands.d.ts.map

@@ -0,0 +1 @@
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package/dist/engine/indicators/calculators/bands.js

@@ -0,0 +1,268 @@
+import { _computeEMASeries } from './_shared';
+import { calcATRData } from './volatility';
+export function calcBOLLData(data, period, multiplier) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    let sum = 0;
+    const window = [];
+    for (let i = 0; i < period; i++) {
+        const item = data[i];
+        if (!item)
+            return result;
+        const close = item.close;
+        window.push(close);
+        sum += close;
+    }
+    for (let i = period - 1; i < data.length; i++) {
+        const item = data[i];
+        if (!item)
+            continue;
+        if (i >= period) {
+            const oldVal = window.shift();
+            if (oldVal !== undefined)
+                sum -= oldVal;
+            const close = item.close;
+            window.push(close);
+            sum += close;
+        }
+        const ma = sum / period;
+        let variance = 0;
+        for (let j = 0; j < period; j++) {
+            const wVal = window[j];
+            if (wVal !== undefined) {
+                variance += Math.pow(wVal - ma, 2);
+            }
+        }
+        const stdDev = Math.sqrt(variance / period);
+        result[i] = {
+            upper: ma + multiplier * stdDev,
+            middle: ma,
+            lower: ma - multiplier * stdDev,
+        };
+    }
+    return result;
+}
+export function calcENEData(data, period, deviation) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    let sum = 0;
+    for (let i = 0; i < period; i++) {
+        const item = data[i];
+        if (!item)
+            return result;
+        sum += item.close;
+    }
+    const firstMA = sum / period;
+    const firstDeviation = deviation / 100;
+    result[period - 1] = {
+        upper: firstMA * (1 + firstDeviation),
+        middle: firstMA,
+        lower: firstMA * (1 - firstDeviation),
+    };
+    for (let i = period; i < data.length; i++) {
+        const prevItem = data[i - period];
+        const currItem = data[i];
+        if (!prevItem || !currItem)
+            continue;
+        sum = sum - prevItem.close + currItem.close;
+        const ma = sum / period;
+        const dev = deviation / 100;
+        result[i] = {
+            upper: ma * (1 + dev),
+            middle: ma,
+            lower: ma * (1 - dev),
+        };
+    }
+    return result;
+}
+export function calcSARData(data, step, maxStep) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n < 2 || step <= 0 || maxStep <= 0)
+        return result;
+    let trend = data[1].close >= data[0].close ? 'up' : 'down';
+    let sar = trend === 'up' ? data[0].low : data[0].high;
+    let ep = trend === 'up' ? data[0].high : data[0].low;
+    let af = step;
+    result[0] = { value: sar, trend };
+    for (let t = 1; t < n; t++) {
+        const bar = data[t];
+        sar = sar + af * (ep - sar);
+        if (trend === 'up') {
+            const cap1 = data[t - 1].low;
+            const cap2 = t >= 2 ? data[t - 2].low : cap1;
+            sar = Math.min(sar, cap1, cap2);
+        }
+        else {
+            const cap1 = data[t - 1].high;
+            const cap2 = t >= 2 ? data[t - 2].high : cap1;
+            sar = Math.max(sar, cap1, cap2);
+        }
+        if (trend === 'up' && bar.low < sar) {
+            trend = 'down';
+            sar = ep;
+            ep = bar.low;
+            af = step;
+        }
+        else if (trend === 'down' && bar.high > sar) {
+            trend = 'up';
+            sar = ep;
+            ep = bar.high;
+            af = step;
+        }
+        else {
+            if (trend === 'up' && bar.high > ep) {
+                ep = bar.high;
+                af = Math.min(af + step, maxStep);
+            }
+            else if (trend === 'down' && bar.low < ep) {
+                ep = bar.low;
+                af = Math.min(af + step, maxStep);
+            }
+        }
+        result[t] = { value: sar, trend };
+    }
+    return result;
+}
+export function calcSuperTrendData(data, atrPeriod, multiplier) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || atrPeriod <= 0 || multiplier <= 0)
+        return result;
+    const atr = calcATRData(data, atrPeriod);
+    let trend = 'up';
+    let prevUpper = Infinity;
+    let prevLower = -Infinity;
+    for (let t = 0; t < n; t++) {
+        const bar = data[t];
+        const a = atr[t];
+        if (a === undefined)
+            continue;
+        const hl2 = (bar.high + bar.low) / 2;
+        const upperBasic = hl2 + multiplier * a;
+        const lowerBasic = hl2 - multiplier * a;
+        const prevClose = t > 0 ? data[t - 1].close : bar.close;
+        const upper = (upperBasic < prevUpper || prevClose > prevUpper) ? upperBasic : prevUpper;
+        const lower = (lowerBasic > prevLower || prevClose < prevLower) ? lowerBasic : prevLower;
+        if (trend === 'up' && bar.close < lower) {
+            trend = 'down';
+        }
+        else if (trend === 'down' && bar.close > upper) {
+            trend = 'up';
+        }
+        result[t] = { value: trend === 'up' ? lower : upper, trend };
+        prevUpper = upper;
+        prevLower = lower;
+    }
+    return result;
+}
+export function calcKeltnerData(data, emaPeriod, atrPeriod, multiplier) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || emaPeriod <= 0 || atrPeriod <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const ema = _computeEMASeries(closes, emaPeriod);
+    const atr = calcATRData(data, atrPeriod);
+    for (let t = 0; t < n; t++) {
+        const m = ema[t];
+        const a = atr[t];
+        if (m === undefined || a === undefined)
+            continue;
+        result[t] = {
+            upper: m + multiplier * a,
+            middle: m,
+            lower: m - multiplier * a,
+        };
+    }
+    return result;
+}
+export function calcDonchianData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0 || n < period)
+        return result;
+    for (let t = period - 1; t < n; t++) {
+        let hi = -Infinity;
+        let lo = Infinity;
+        for (let k = 0; k < period; k++) {
+            const bar = data[t - k];
+            if (bar.high > hi)
+                hi = bar.high;
+            if (bar.low < lo)
+                lo = bar.low;
+        }
+        result[t] = { upper: hi, middle: (hi + lo) / 2, lower: lo };
+    }
+    return result;
+}
+function _rollingMidline(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n < period || period <= 0)
+        return result;
+    for (let t = period - 1; t < n; t++) {
+        let hi = -Infinity;
+        let lo = Infinity;
+        for (let k = 0; k < period; k++) {
+            const bar = data[t - k];
+            if (bar.high > hi)
+                hi = bar.high;
+            if (bar.low < lo)
+                lo = bar.low;
+        }
+        result[t] = (hi + lo) / 2;
+    }
+    return result;
+}
+export function calcIchimokuData(data, tenkanPeriod, kijunPeriod, spanBPeriod, displacement) {
+    const n = data.length;
+    const totalLen = n + displacement;
+    const result = new Array(totalLen).fill(undefined);
+    if (n === 0 || tenkanPeriod <= 0 || kijunPeriod <= 0 || spanBPeriod <= 0) {
+        return result.slice(0, n);
+    }
+    const tenkan = _rollingMidline(data, tenkanPeriod);
+    const kijun = _rollingMidline(data, kijunPeriod);
+    const spanBSource = _rollingMidline(data, spanBPeriod);
+    for (let t = 0; t < n; t++) {
+        const point = {};
+        if (tenkan[t] !== undefined)
+            point.tenkan = tenkan[t];
+        if (kijun[t] !== undefined)
+            point.kijun = kijun[t];
+        const src = t - displacement;
+        if (src >= 0) {
+            if (tenkan[src] !== undefined && kijun[src] !== undefined) {
+                point.spanA = (tenkan[src] + kijun[src]) / 2;
+            }
+            if (spanBSource[src] !== undefined) {
+                point.spanB = spanBSource[src];
+            }
+        }
+        const future = t + displacement;
+        if (future < n)
+            point.chikou = data[future].close;
+        result[t] = point;
+    }
+    for (let f = 0; f < displacement; f++) {
+        const t = n + f;
+        const src = t - displacement;
+        const point = {};
+        if (src >= 0 && src < n) {
+            if (tenkan[src] !== undefined && kijun[src] !== undefined) {
+                point.spanA = (tenkan[src] + kijun[src]) / 2;
+            }
+            if (spanBSource[src] !== undefined) {
+                point.spanB = spanBSource[src];
+            }
+        }
+        result[t] = point;
+    }
+    return result;
+}
+//# sourceMappingURL=bands.js.map

package/dist/engine/indicators/calculators/bands.js.map

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package/dist/engine/indicators/calculators/index.d.ts

@@ -0,0 +1,33 @@
+export type { MAFlags } from './movingAverages';
+export { DEFAULT_MA_PERIODS, calcMAData } from './movingAverages';
+export type { EXPMAPoint } from './movingAverages';
+export { calcEXPMAData, calcWMAData, calcDEMAData, calcTEMAData, calcHMAData, calcKAMAData } from './movingAverages';
+export type { BOLLPoint } from './bands';
+export { calcBOLLData } from './bands';
+export type { ENEPoint } from './bands';
+export { calcENEData } from './bands';
+export type { SARPoint } from './bands';
+export { calcSARData } from './bands';
+export type { SuperTrendPoint } from './bands';
+export { calcSuperTrendData } from './bands';
+export type { KeltnerPoint } from './bands';
+export { calcKeltnerData } from './bands';
+export type { DonchianPoint } from './bands';
+export { calcDonchianData } from './bands';
+export type { IchimokuPoint } from './bands';
+export { calcIchimokuData } from './bands';
+export { calcRSIData, calcCCIData } from './oscillators';
+export type { STOCHPoint } from './oscillators';
+export { calcSTOCHData, calcMOMData, calcWMSRData } from './oscillators';
+export type { KSTPoint, MACDPoint } from './oscillators';
+export { calcKSTData, calcFASTKData, calcMACDData } from './oscillators';
+export { calcROCData } from './oscillators';
+export type { TRIXResult } from './oscillators';
+export { calcTRIXData } from './oscillators';
+export { calcATRData, calcHVData, calcParkinsonData, calcChaikinVolData } from './volatility';
+export { calcVMAData, calcOBVData, calcPVTData, calcVWAPData, calcCMFData, calcMFIData } from './volume';
+export type { VolumeProfileBin, VolumeProfileResult } from './volume';
+export { calcVolumeProfileData } from './volume';
+export type { PivotPoint, FibPoint, SwingPoint, StructureEventKind, StructureEvent, StructureSnapshot, ZoneKind, Zone } from './patterns';
+export { calcPivotData, calcFibData, calcStructureData, calcZonesData } from './patterns';
+//# sourceMappingURL=index.d.ts.map

package/dist/engine/indicators/calculators/index.d.ts.map

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package/dist/engine/indicators/calculators/index.js

@@ -0,0 +1,19 @@
+export { DEFAULT_MA_PERIODS, calcMAData } from './movingAverages';
+export { calcEXPMAData, calcWMAData, calcDEMAData, calcTEMAData, calcHMAData, calcKAMAData } from './movingAverages';
+export { calcBOLLData } from './bands';
+export { calcENEData } from './bands';
+export { calcSARData } from './bands';
+export { calcSuperTrendData } from './bands';
+export { calcKeltnerData } from './bands';
+export { calcDonchianData } from './bands';
+export { calcIchimokuData } from './bands';
+export { calcRSIData, calcCCIData } from './oscillators';
+export { calcSTOCHData, calcMOMData, calcWMSRData } from './oscillators';
+export { calcKSTData, calcFASTKData, calcMACDData } from './oscillators';
+export { calcROCData } from './oscillators';
+export { calcTRIXData } from './oscillators';
+export { calcATRData, calcHVData, calcParkinsonData, calcChaikinVolData } from './volatility';
+export { calcVMAData, calcOBVData, calcPVTData, calcVWAPData, calcCMFData, calcMFIData } from './volume';
+export { calcVolumeProfileData } from './volume';
+export { calcPivotData, calcFibData, calcStructureData, calcZonesData } from './patterns';
+//# sourceMappingURL=index.js.map

package/dist/engine/indicators/calculators/index.js.map

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package/dist/engine/indicators/calculators/movingAverages.d.ts

@@ -0,0 +1,21 @@
+import type { KLineData } from '../../../types/price';
+export type MAFlags = {
+    ma5?: boolean;
+    ma10?: boolean;
+    ma20?: boolean;
+    ma30?: boolean;
+    ma60?: boolean;
+};
+export declare const DEFAULT_MA_PERIODS: readonly [5, 10, 20, 30, 60];
+export declare function calcMAData(data: KLineData[], period: number): (number | undefined)[];
+export interface EXPMAPoint {
+    fast: number;
+    slow: number;
+}
+export declare function calcEXPMAData(data: KLineData[], fastPeriod: number, slowPeriod: number): EXPMAPoint[];
+export declare function calcWMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcDEMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcTEMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcHMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcKAMAData(data: KLineData[], period: number, fastPeriod: number, slowPeriod: number): (number | undefined)[];
+//# sourceMappingURL=movingAverages.d.ts.map

package/dist/engine/indicators/calculators/movingAverages.d.ts.map

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