@ch20026103/anysis 0.0.11-alpha → 0.0.13-alpha

package/demo/main.js

@@ -1,77 +1,24 @@
 /* eslint @typescript-eslint/no-var-requires: "off" */
 const axios = require("axios");
-const { Obv, Macd, Kd, Boll, Vma } = require("../dist/cjs/index.js");
-const obv = new Obv();
-const macd = new Macd();
-const kd = new Kd();
-const boll = new Boll();
-const vma = new Vma();
-const stockId = 1702;
-// week
-const { getWeekLine, Ma } = require("../dist/cjs/index.js");
-const ma = new Ma();
-
-function DemoDay() {
+const { Williams } = require("../dist/cjs/index.js");
+const williams = new Williams();
+function DemoDay(stockId) {
   axios
     .get(
       `https://tw.quote.finance.yahoo.net/quote/q?type=ta&perd=d&mkt=10&sym=${stockId}&v=1&callback=`
     )
     .then((res) => {
-      let json = res.data.match(/"ta":(\S*),"ex"/)[1];
-      let data = JSON.parse(json).slice(0, -21);
-      let obvData = obv.init(data[0], 5);
-      let macdData = macd.init(data[0]);
-      let kdData = kd.init(data[0]);
-      let bollData = boll.init(data[0]);
-      let vmaData = vma.init(data[0], 5);
-      let finallyData = [
-        {
-          ...data[0],
-          vma: vmaData.vma,
-          ema12: macdData.ema12,
-          ema26: macdData.ema26,
-          macd: macdData.macd,
-          osc: macdData.osc,
-          dif: macdData.dif[macdData.dif.length - 1],
-          obv: obvData.obv,
-          obvMa: obvData.obvMa,
-          rsv: kdData.rsv,
-          k: kdData.k,
-          d: kdData.d,
-          "k-d": kdData["k-d"],
-          bollMa: bollData.bollMa,
-          bollUb: bollData.bollUb,
-          bollLb: bollData.bollLb,
-        },
-      ];
-
+      res = res.data.replace(/^\(|\);$/g, "");
+      let parse = JSON.parse(res);
+      let data = parse.ta;
+      let williams9Data = williams.init(data[0], 9);
+      let williams18Data = williams.init(data[0], 18);
       for (let i = 1; i < data.length; i++) {
-        obvData = obv.next(data[i], obvData, 5);
-        macdData = macd.next(data[i], macdData);
-        kdData = kd.next(data[i], kdData, 9);
-        bollData = boll.next(data[i], bollData, 20);
-        vmaData = vma.next(data[i], vmaData, 5);
-        finallyData.push({
-          ...data[i],
-          vma: vmaData.vma,
-          ema12: macdData.ema12,
-          ema26: macdData.ema26,
-          macd: macdData.macd,
-          osc: macdData.osc,
-          dif: macdData.dif[macdData.dif.length - 1],
-          obv: obvData.obv,
-          obvMa: obvData.obvMa,
-          rsv: kdData.rsv,
-          k: kdData.k,
-          d: kdData.d,
-          "k-d": kdData["k-d"],
-          bollMa: bollData.bollMa,
-          bollUb: bollData.bollUb,
-          bollLb: bollData.bollLb,
-        });
+        williams9Data = williams.next(data[i], williams9Data, 9);
+        williams18Data = williams.next(data[i], williams18Data, 18);
       }
-
-      console.log(finallyData[finallyData.length - 1]);
+      console.log(williams9Data);
+      console.log(williams18Data);
     })
     .catch((error) => {
       console.error(error);
@@ -81,45 +28,4 @@ function DemoDay() {
     });
 }
 
-function DemoWeek() {
-  axios
-    .get(
-      `https://tw.quote.finance.yahoo.net/quote/q?type=ta&perd=d&mkt=10&sym=${stockId}&v=1&callback=`
-    )
-    .then((res) => {
-      let json = res.data.match(/"ta":(\S*),"ex"/)[1];
-      let data = JSON.parse(json);
-      // week
-      let weekLine = getWeekLine(data);
-      let weekMaData5 = ma.init(weekLine[0], 5);
-      let weekMaData10 = ma.init(weekLine[0], 10);
-      let weekMaData20 = ma.init(weekLine[0], 20);
-      for (let i = 1; i < weekLine.length; i++) {
-        weekMaData5 = ma.next(weekLine[i], weekMaData5, 5);
-        weekMaData10 = ma.next(weekLine[i], weekMaData10, 10);
-        weekMaData20 = ma.next(weekLine[i], weekMaData20, 20);
-      }
-      console.log({
-        t: weekMaData5.dataset[weekMaData5.dataset.length - 1].t,
-        ma5: weekMaData5.ma,
-        ma5ExclusionValue: weekMaData5.exclusionValue,
-        ma10: weekMaData10.ma,
-        ma10ExclusionValue: weekMaData10.exclusionValue,
-        ma20: weekMaData20.ma,
-        ma20ExclusionValue: weekMaData20.exclusionValue,
-      });
-    })
-    .catch((error) => {
-      console.error(error);
-    })
-    .finally(() => {
-      console.log("week done");
-    });
-}
-
-// DemoDay();
-
-const showWeek = true;
-if (showWeek) {
-  DemoWeek();
-}
+DemoDay("2449");

package/dist/cjs/analyze/Angle/angle.test.js

@@ -7,14 +7,29 @@ describe("test Angle methods", function () {
         var angle = (0, index_1.default)(y);
         expect(angle).toEqual(45);
     });
-    it("test (0,0) (1,10)", function () {
+    it("test [0, 200]", function () {
         var y = [0, 200];
         var angle = (0, index_1.default)(y);
         expect(angle).toEqual(63.43494882292201);
     });
-    it("test (0,0) (1,0)", function () {
+    it("test [0, 0]", function () {
         var y = [0, 0];
         var angle = (0, index_1.default)(y);
         expect(angle).toEqual(0);
     });
+    it("test [39.73, 48.15]", function () {
+        var y = [39.73, 48.15];
+        var angle = (0, index_1.default)(y);
+        expect(angle).toEqual(40.09737861178007);
+    });
+    it("test [15.46, 30.19]", function () {
+        var y = [15.46, 30.19];
+        var angle = (0, index_1.default)(y);
+        expect(angle).toEqual(55.82794164843938);
+    });
+    it("test [35.64, 37.09]", function () {
+        var y = [35.64, 37.09];
+        var angle = (0, index_1.default)(y);
+        expect(angle).toEqual(8.250387228905515);
+    });
 });

package/dist/cjs/analyze/Slope/index.js

@@ -5,7 +5,6 @@ function Slope(y) {
     // 計算 x 和 y 的平均值
     var y_mean = y.reduce(function (acc, cur) { return acc + cur; }) / y.length;
     var increment = (0, calculateDivisionFactor_1.default)(y_mean);
-    console.log(y_mean, increment);
     var x = Array.from({ length: y.length }, function (_, index) { return index * increment; });
     var x_mean = x.reduce(function (acc, cur) { return acc + cur; }) / x.length;
     // 計算斜率

package/dist/cjs/analyze/Slope/slope.test.js

@@ -1,5 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+var simpleRegressoinModel_1 = require("../Regression/simpleRegressoinModel");
 var index_1 = require("./index");
 describe("test Slope methods", function () {
     it("test 123456", function () {
@@ -27,4 +28,13 @@ describe("test Slope methods", function () {
         var slope = (0, index_1.default)(y);
         expect(slope).toEqual(2.142857142857143);
     });
+    it("test simple regression", function () {
+        var y = [50, 30, 10, 60, 70, 40, 100];
+        var x = Array.from({ length: y.length }, function (_, index) { return index; });
+        var res = (0, simpleRegressoinModel_1.default)(x, y);
+        var new_y = x.map(function (y) { return res.predictModel(y); });
+        expect(res.description).toEqual("Y=26.785714285714292+8.214285714285714X");
+        var slope = (0, index_1.default)(new_y);
+        expect(slope).toEqual(0.8214285714285714);
+    });
 });

package/dist/cjs/analyze/SwingExtremes/index.d.ts

@@ -0,0 +1,9 @@
+export declare enum SwingExtremesType {
+    Peak = "Peak",
+    Trough = "Trough"
+}
+type Index = number;
+export declare function findPeaksByGradient(prices: number[]): Index[];
+export declare function findTroughByGradient(prices: number[]): Index[];
+export declare function SwingExtremes(y: number[], type: SwingExtremesType): Index[];
+export {};

package/dist/cjs/analyze/SwingExtremes/index.js

@@ -0,0 +1,66 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SwingExtremes = exports.findTroughByGradient = exports.findPeaksByGradient = exports.SwingExtremesType = void 0;
+var SwingExtremesType;
+(function (SwingExtremesType) {
+    SwingExtremesType["Peak"] = "Peak";
+    SwingExtremesType["Trough"] = "Trough";
+})(SwingExtremesType = exports.SwingExtremesType || (exports.SwingExtremesType = {}));
+function findPeaksByGradient(prices) {
+    var peaks = [];
+    for (var i = 1; i < prices.length - 1; i++) {
+        var prevGradient = prices[i] - prices[i - 1];
+        var nextGradient = prices[i + 1] - prices[i];
+        if (prevGradient > 0 && nextGradient < 0) {
+            peaks.push(i);
+        }
+    }
+    return peaks;
+}
+exports.findPeaksByGradient = findPeaksByGradient;
+function findTroughByGradient(prices) {
+    var peaks = [];
+    for (var i = 1; i < prices.length - 1; i++) {
+        var prevGradient = prices[i] - prices[i - 1];
+        var nextGradient = prices[i + 1] - prices[i];
+        if (prevGradient < 0 && nextGradient > 0) {
+            peaks.push(i);
+        }
+    }
+    return peaks;
+}
+exports.findTroughByGradient = findTroughByGradient;
+function SwingExtremes(y, type) {
+    if (type === SwingExtremesType.Peak) {
+        var result = [];
+        var indexs = findPeaksByGradient(y);
+        result.push(indexs[0]);
+        for (var i = 1; i < indexs.length; i++) {
+            if (y[indexs[i]] > y[result[result.length - 1]]) {
+                result[result.length - 1] = indexs[i];
+            }
+            else {
+                result.push(indexs[i]);
+            }
+        }
+        return result;
+    }
+    if (type === SwingExtremesType.Trough) {
+        var result = [];
+        var indexs = findTroughByGradient(y);
+        result.push(indexs[0]);
+        for (var i = 1; i < indexs.length; i++) {
+            if (y[indexs[i]] < y[result[result.length - 1]]) {
+                result[result.length - 1] = indexs[i];
+            }
+            else {
+                result.push(indexs[i]);
+            }
+        }
+        return result;
+    }
+    else {
+        throw new Error("Invalid SwingExtremesType");
+    }
+}
+exports.SwingExtremes = SwingExtremes;

package/dist/cjs/analyze/SwingExtremes/index.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/cjs/analyze/SwingExtremes/index.test.js

@@ -0,0 +1,26 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var index_1 = require("./index");
+describe("test SwingExtremes", function () {
+    var prices;
+    beforeEach(function () {
+        prices = [10, 12, 11, 13, 15, 14, 16, 10, 8, 9, 11, 7, 5, 8, 4, 5];
+        //         0,  1,  2,  3,  4,  5,  6,  7, 8, 9, 10,11,12,13,14,15
+    });
+    it("test findPeaksByGradient", function () {
+        var res = (0, index_1.findPeaksByGradient)(prices);
+        expect(res).toEqual([1, 4, 6, 10, 13]);
+    });
+    it("test findTroughByGradient", function () {
+        var res = (0, index_1.findTroughByGradient)(prices);
+        expect(res).toEqual([2, 5, 8, 12, 14]);
+    });
+    it("test SwingExtremes Peak", function () {
+        var res = (0, index_1.SwingExtremes)(prices, index_1.SwingExtremesType.Peak);
+        expect(res).toEqual([6, 10, 13]);
+    });
+    it("test SwingExtremes Trough", function () {
+        var res = (0, index_1.SwingExtremes)(prices, index_1.SwingExtremesType.Trough);
+        expect(res).toEqual([2, 14]);
+    });
+});

package/dist/cjs/index.d.ts

@@ -1,6 +1,7 @@
 export { default as Angle } from "./analyze/Angle/index.js";
 export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
 export { default as slope } from "./analyze/Slope/index.js";
+export { SwingExtremes, findPeaksByGradient, findTroughByGradient, SwingExtremesType, } from "./analyze/SwingExtremes/index.js";
 export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
 export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
 export { default as Boll } from "./stockSkills/boll.js";

package/dist/cjs/index.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.parseLsusbOutput = exports.isJSON = exports.calculateDivisionFactor = exports.minus = exports.add = exports.Williams = exports.Vma = exports.getWeekLine = exports.dateFormat = exports.Rsi = exports.Obv = exports.Macd = exports.Ma = exports.Kd = exports.Gold = exports.Ema = exports.Boll = exports.calcSeasonalIndicesNoTrend = exports.weightMovingAverages = exports.movingAverages = exports.exponentialSmoothing = exports.slope = exports.simpleRegressionModel = exports.Angle = void 0;
+exports.parseLsusbOutput = exports.isJSON = exports.calculateDivisionFactor = exports.minus = exports.add = exports.Williams = exports.Vma = exports.getWeekLine = exports.dateFormat = exports.Rsi = exports.Obv = exports.Macd = exports.Ma = exports.Kd = exports.Gold = exports.Ema = exports.Boll = exports.calcSeasonalIndicesNoTrend = exports.weightMovingAverages = exports.movingAverages = exports.exponentialSmoothing = exports.SwingExtremesType = exports.findTroughByGradient = exports.findPeaksByGradient = exports.SwingExtremes = exports.slope = exports.simpleRegressionModel = exports.Angle = void 0;
 /*
   請注意，在 src/index.ts 中，我的導入包含文件擴展名(.js)。
   如果需要支持 Node.js 和構建工具（ex: webpack），則不需要這樣做。 **因為commonJs默認js副檔名**
@@ -12,12 +12,17 @@ var simpleRegressoinModel_js_1 = require("./analyze/Regression/simpleRegressoinM
 Object.defineProperty(exports, "simpleRegressionModel", { enumerable: true, get: function () { return simpleRegressoinModel_js_1.default; } });
 var index_js_2 = require("./analyze/Slope/index.js");
 Object.defineProperty(exports, "slope", { enumerable: true, get: function () { return index_js_2.default; } });
-var index_js_3 = require("./analyze/TimeSeries/R/index.js");
-Object.defineProperty(exports, "exponentialSmoothing", { enumerable: true, get: function () { return index_js_3.exponentialSmoothing; } });
-Object.defineProperty(exports, "movingAverages", { enumerable: true, get: function () { return index_js_3.movingAverages; } });
-Object.defineProperty(exports, "weightMovingAverages", { enumerable: true, get: function () { return index_js_3.weightMovingAverages; } });
-var index_js_4 = require("./analyze/TimeSeries/RS/index.js");
-Object.defineProperty(exports, "calcSeasonalIndicesNoTrend", { enumerable: true, get: function () { return index_js_4.calcSeasonalIndicesNoTrend; } });
+var index_js_3 = require("./analyze/SwingExtremes/index.js");
+Object.defineProperty(exports, "SwingExtremes", { enumerable: true, get: function () { return index_js_3.SwingExtremes; } });
+Object.defineProperty(exports, "findPeaksByGradient", { enumerable: true, get: function () { return index_js_3.findPeaksByGradient; } });
+Object.defineProperty(exports, "findTroughByGradient", { enumerable: true, get: function () { return index_js_3.findTroughByGradient; } });
+Object.defineProperty(exports, "SwingExtremesType", { enumerable: true, get: function () { return index_js_3.SwingExtremesType; } });
+var index_js_4 = require("./analyze/TimeSeries/R/index.js");
+Object.defineProperty(exports, "exponentialSmoothing", { enumerable: true, get: function () { return index_js_4.exponentialSmoothing; } });
+Object.defineProperty(exports, "movingAverages", { enumerable: true, get: function () { return index_js_4.movingAverages; } });
+Object.defineProperty(exports, "weightMovingAverages", { enumerable: true, get: function () { return index_js_4.weightMovingAverages; } });
+var index_js_5 = require("./analyze/TimeSeries/RS/index.js");
+Object.defineProperty(exports, "calcSeasonalIndicesNoTrend", { enumerable: true, get: function () { return index_js_5.calcSeasonalIndicesNoTrend; } });
 var boll_js_1 = require("./stockSkills/boll.js");
 Object.defineProperty(exports, "Boll", { enumerable: true, get: function () { return boll_js_1.default; } });
 var ema_js_1 = require("./stockSkills/ema.js");

package/dist/cjs/stockSkills/boll.d.ts

@@ -1,5 +1,6 @@
 type ItemType = {
     c: number;
+    [key: string]: unknown;
 };
 type ListType = ItemType[];
 type ResBoll = {

package/dist/cjs/stockSkills/boll.js

@@ -76,7 +76,6 @@ var Boll = /** @class */ (function () {
                     var sumMa = list
                         .slice(i - (type - 1), i + 1)
                         .reduce(function (pre, current) { return pre + current.c; }, 0);
-                    console.log("sumMa", sumMa);
                     var bollMa_2 = Math.round((sumMa / type) * 100) / 100;
                     // 標準差
                     var difference = res

package/dist/cjs/stockSkills/williams.d.ts

@@ -1,8 +1,9 @@
-type ListType = {
+type DataType = {
     h: number;
     l: number;
     c: number;
-}[];
+};
+type ListType = DataType[];
 type ResWilliams9Type = {
     c: number;
     williams9: number | null;
@@ -17,11 +18,39 @@ type ResAllWilliamsType = {
     williams9: number | null;
 }[];
 interface WilliamsType {
+    init: (data: DataType, type: number) => {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    };
+    next: (data: DataType, preList: {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    }, type: number) => {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    };
     getWilliams9: (list: ListType) => ResWilliams9Type;
     getWilliams18: (list: ListType) => ResWilliams18Type;
     getAllWillams(list: ListType): ResAllWilliamsType;
 }
 export default class Williams implements WilliamsType {
+    init(data: DataType, type: number): {
+        dataset: DataType[];
+        williams: number;
+        type: number;
+    };
+    next(data: DataType, preList: {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    }, type: number): {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    };
     getAllWillams(list: ListType): ResAllWilliamsType;
     getWilliams9(list: ListType): ResWilliams9Type;
     getWilliams18(list: ListType): ResWilliams18Type;

package/dist/cjs/stockSkills/williams.js

@@ -14,6 +14,42 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var Williams = /** @class */ (function () {
     function Williams() {
     }
+    Object.defineProperty(Williams.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, type) {
+            return { dataset: [data], williams: 0, type: type };
+        }
+    });
+    Object.defineProperty(Williams.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList, type) {
+            preList.dataset.push(data);
+            if (preList.dataset.length < type) {
+                return {
+                    dataset: preList.dataset,
+                    williams: 0,
+                    type: type,
+                };
+            }
+            else {
+                if (preList.dataset.length > type) {
+                    preList.dataset.shift();
+                }
+                var maxList = preList.dataset.map(function (item) { return item["h"]; });
+                var minList = preList.dataset.map(function (item) { return item["l"]; });
+                var max = Math.max.apply(Math, maxList);
+                var min = Math.min.apply(Math, minList);
+                var close_1 = data.c;
+                var williams = ((max - close_1) / (max - min)) * -100;
+                williams = Math.round(williams * 100) / 100;
+                return { dataset: preList.dataset, williams: williams, type: type };
+            }
+        }
+    });
     Object.defineProperty(Williams.prototype, "getAllWillams", {
         enumerable: false,
         configurable: true,
@@ -42,8 +78,8 @@ var Williams = /** @class */ (function () {
                     var minList = list.slice(i - 8, i).map(function (item) { return item["l"]; });
                     var max = Math.max.apply(Math, maxList);
                     var min = Math.min.apply(Math, minList);
-                    var close_1 = list[i]["c"];
-                    var williams9 = ((max - close_1) / (max - min)) * -100;
+                    var close_2 = list[i]["c"];
+                    var williams9 = ((max - close_2) / (max - min)) * -100;
                     res[i] = __assign(__assign({}, list[i]), { williams9: Math.round(williams9 * 100) / 100 });
                 }
             }
@@ -64,8 +100,8 @@ var Williams = /** @class */ (function () {
                     var minList = list.slice(i - 17, i).map(function (item) { return item["l"]; });
                     var max = Math.max.apply(Math, maxList);
                     var min = Math.min.apply(Math, minList);
-                    var close_2 = list[i]["c"];
-                    var williams18 = ((max - close_2) / (max - min)) * -100;
+                    var close_3 = list[i]["c"];
+                    var williams18 = ((max - close_3) / (max - min)) * -100;
                     res[i] = __assign(__assign({}, list[i]), { williams18: Math.round(williams18 * 100) / 100 });
                 }
             }

package/dist/cjs/stockSkills/williams.test.js

@@ -3,6 +3,17 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var williams_1 = require("./williams");
 var test_data_test_1 = require("./test_data.test");
 describe("test williams methods", function () {
+    it("test next()", function () {
+        var index = test_data_test_1.default.length - 1;
+        var williams = new williams_1.default();
+        var init = williams.init(test_data_test_1.default[0], 9);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = test_data_test_1.default[i];
+            res = williams.next(item, res, 9);
+        }
+        expect(res.williams).toEqual(-79.59);
+    });
     it("test getWilliams9()", function () {
         var williams = new williams_1.default();
         expect(williams.getWilliams9(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({

package/dist/esm/analyze/Angle/angle.test.js

@@ -5,14 +5,29 @@ describe("test Angle methods", function () {
         var angle = Angle(y);
         expect(angle).toEqual(45);
     });
-    it("test (0,0) (1,10)", function () {
+    it("test [0, 200]", function () {
         var y = [0, 200];
         var angle = Angle(y);
         expect(angle).toEqual(63.43494882292201);
     });
-    it("test (0,0) (1,0)", function () {
+    it("test [0, 0]", function () {
         var y = [0, 0];
         var angle = Angle(y);
         expect(angle).toEqual(0);
     });
+    it("test [39.73, 48.15]", function () {
+        var y = [39.73, 48.15];
+        var angle = Angle(y);
+        expect(angle).toEqual(40.09737861178007);
+    });
+    it("test [15.46, 30.19]", function () {
+        var y = [15.46, 30.19];
+        var angle = Angle(y);
+        expect(angle).toEqual(55.82794164843938);
+    });
+    it("test [35.64, 37.09]", function () {
+        var y = [35.64, 37.09];
+        var angle = Angle(y);
+        expect(angle).toEqual(8.250387228905515);
+    });
 });

package/dist/esm/analyze/Slope/index.js

@@ -3,7 +3,6 @@ export default function Slope(y) {
     // 計算 x 和 y 的平均值
     var y_mean = y.reduce(function (acc, cur) { return acc + cur; }) / y.length;
     var increment = calculateDivisionFactor(y_mean);
-    console.log(y_mean, increment);
     var x = Array.from({ length: y.length }, function (_, index) { return index * increment; });
     var x_mean = x.reduce(function (acc, cur) { return acc + cur; }) / x.length;
     // 計算斜率

package/dist/esm/analyze/Slope/slope.test.js

@@ -1,3 +1,4 @@
+import simpleRegressoinModel from "../Regression/simpleRegressoinModel";
 import Slope from "./index";
 describe("test Slope methods", function () {
     it("test 123456", function () {
@@ -25,4 +26,13 @@ describe("test Slope methods", function () {
         var slope = Slope(y);
         expect(slope).toEqual(2.142857142857143);
     });
+    it("test simple regression", function () {
+        var y = [50, 30, 10, 60, 70, 40, 100];
+        var x = Array.from({ length: y.length }, function (_, index) { return index; });
+        var res = simpleRegressoinModel(x, y);
+        var new_y = x.map(function (y) { return res.predictModel(y); });
+        expect(res.description).toEqual("Y=26.785714285714292+8.214285714285714X");
+        var slope = Slope(new_y);
+        expect(slope).toEqual(0.8214285714285714);
+    });
 });

package/dist/esm/analyze/SwingExtremes/index.d.ts

@@ -0,0 +1,9 @@
+export declare enum SwingExtremesType {
+    Peak = "Peak",
+    Trough = "Trough"
+}
+type Index = number;
+export declare function findPeaksByGradient(prices: number[]): Index[];
+export declare function findTroughByGradient(prices: number[]): Index[];
+export declare function SwingExtremes(y: number[], type: SwingExtremesType): Index[];
+export {};

package/dist/esm/analyze/SwingExtremes/index.js

@@ -0,0 +1,60 @@
+export var SwingExtremesType;
+(function (SwingExtremesType) {
+    SwingExtremesType["Peak"] = "Peak";
+    SwingExtremesType["Trough"] = "Trough";
+})(SwingExtremesType || (SwingExtremesType = {}));
+export function findPeaksByGradient(prices) {
+    var peaks = [];
+    for (var i = 1; i < prices.length - 1; i++) {
+        var prevGradient = prices[i] - prices[i - 1];
+        var nextGradient = prices[i + 1] - prices[i];
+        if (prevGradient > 0 && nextGradient < 0) {
+            peaks.push(i);
+        }
+    }
+    return peaks;
+}
+export function findTroughByGradient(prices) {
+    var peaks = [];
+    for (var i = 1; i < prices.length - 1; i++) {
+        var prevGradient = prices[i] - prices[i - 1];
+        var nextGradient = prices[i + 1] - prices[i];
+        if (prevGradient < 0 && nextGradient > 0) {
+            peaks.push(i);
+        }
+    }
+    return peaks;
+}
+export function SwingExtremes(y, type) {
+    if (type === SwingExtremesType.Peak) {
+        var result = [];
+        var indexs = findPeaksByGradient(y);
+        result.push(indexs[0]);
+        for (var i = 1; i < indexs.length; i++) {
+            if (y[indexs[i]] > y[result[result.length - 1]]) {
+                result[result.length - 1] = indexs[i];
+            }
+            else {
+                result.push(indexs[i]);
+            }
+        }
+        return result;
+    }
+    if (type === SwingExtremesType.Trough) {
+        var result = [];
+        var indexs = findTroughByGradient(y);
+        result.push(indexs[0]);
+        for (var i = 1; i < indexs.length; i++) {
+            if (y[indexs[i]] < y[result[result.length - 1]]) {
+                result[result.length - 1] = indexs[i];
+            }
+            else {
+                result.push(indexs[i]);
+            }
+        }
+        return result;
+    }
+    else {
+        throw new Error("Invalid SwingExtremesType");
+    }
+}

package/dist/esm/analyze/SwingExtremes/index.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/esm/analyze/SwingExtremes/index.test.js

@@ -0,0 +1,24 @@
+import { findPeaksByGradient, findTroughByGradient, SwingExtremes, SwingExtremesType, } from "./index";
+describe("test SwingExtremes", function () {
+    var prices;
+    beforeEach(function () {
+        prices = [10, 12, 11, 13, 15, 14, 16, 10, 8, 9, 11, 7, 5, 8, 4, 5];
+        //         0,  1,  2,  3,  4,  5,  6,  7, 8, 9, 10,11,12,13,14,15
+    });
+    it("test findPeaksByGradient", function () {
+        var res = findPeaksByGradient(prices);
+        expect(res).toEqual([1, 4, 6, 10, 13]);
+    });
+    it("test findTroughByGradient", function () {
+        var res = findTroughByGradient(prices);
+        expect(res).toEqual([2, 5, 8, 12, 14]);
+    });
+    it("test SwingExtremes Peak", function () {
+        var res = SwingExtremes(prices, SwingExtremesType.Peak);
+        expect(res).toEqual([6, 10, 13]);
+    });
+    it("test SwingExtremes Trough", function () {
+        var res = SwingExtremes(prices, SwingExtremesType.Trough);
+        expect(res).toEqual([2, 14]);
+    });
+});

package/dist/esm/index.d.ts

@@ -1,6 +1,7 @@
 export { default as Angle } from "./analyze/Angle/index.js";
 export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
 export { default as slope } from "./analyze/Slope/index.js";
+export { SwingExtremes, findPeaksByGradient, findTroughByGradient, SwingExtremesType, } from "./analyze/SwingExtremes/index.js";
 export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
 export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
 export { default as Boll } from "./stockSkills/boll.js";

package/dist/esm/index.js

@@ -6,6 +6,7 @@
 export { default as Angle } from "./analyze/Angle/index.js";
 export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
 export { default as slope } from "./analyze/Slope/index.js";
+export { SwingExtremes, findPeaksByGradient, findTroughByGradient, SwingExtremesType, } from "./analyze/SwingExtremes/index.js";
 export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
 export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
 export { default as Boll } from "./stockSkills/boll.js";

package/dist/esm/stockSkills/boll.d.ts

@@ -1,5 +1,6 @@
 type ItemType = {
     c: number;
+    [key: string]: unknown;
 };
 type ListType = ItemType[];
 type ResBoll = {

package/dist/esm/stockSkills/boll.js

@@ -74,7 +74,6 @@ var Boll = /** @class */ (function () {
                     var sumMa = list
                         .slice(i - (type - 1), i + 1)
                         .reduce(function (pre, current) { return pre + current.c; }, 0);
-                    console.log("sumMa", sumMa);
                     var bollMa_2 = Math.round((sumMa / type) * 100) / 100;
                     // 標準差
                     var difference = res

package/dist/esm/stockSkills/williams.d.ts

@@ -1,8 +1,9 @@
-type ListType = {
+type DataType = {
     h: number;
     l: number;
     c: number;
-}[];
+};
+type ListType = DataType[];
 type ResWilliams9Type = {
     c: number;
     williams9: number | null;
@@ -17,11 +18,39 @@ type ResAllWilliamsType = {
     williams9: number | null;
 }[];
 interface WilliamsType {
+    init: (data: DataType, type: number) => {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    };
+    next: (data: DataType, preList: {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    }, type: number) => {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    };
     getWilliams9: (list: ListType) => ResWilliams9Type;
     getWilliams18: (list: ListType) => ResWilliams18Type;
     getAllWillams(list: ListType): ResAllWilliamsType;
 }
 export default class Williams implements WilliamsType {
+    init(data: DataType, type: number): {
+        dataset: DataType[];
+        williams: number;
+        type: number;
+    };
+    next(data: DataType, preList: {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    }, type: number): {
+        dataset: ListType;
+        williams: number;
+        type: number;
+    };
     getAllWillams(list: ListType): ResAllWilliamsType;
     getWilliams9(list: ListType): ResWilliams9Type;
     getWilliams18(list: ListType): ResWilliams18Type;

package/dist/esm/stockSkills/williams.js

@@ -12,6 +12,42 @@ var __assign = (this && this.__assign) || function () {
 var Williams = /** @class */ (function () {
     function Williams() {
     }
+    Object.defineProperty(Williams.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, type) {
+            return { dataset: [data], williams: 0, type: type };
+        }
+    });
+    Object.defineProperty(Williams.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList, type) {
+            preList.dataset.push(data);
+            if (preList.dataset.length < type) {
+                return {
+                    dataset: preList.dataset,
+                    williams: 0,
+                    type: type,
+                };
+            }
+            else {
+                if (preList.dataset.length > type) {
+                    preList.dataset.shift();
+                }
+                var maxList = preList.dataset.map(function (item) { return item["h"]; });
+                var minList = preList.dataset.map(function (item) { return item["l"]; });
+                var max = Math.max.apply(Math, maxList);
+                var min = Math.min.apply(Math, minList);
+                var close_1 = data.c;
+                var williams = ((max - close_1) / (max - min)) * -100;
+                williams = Math.round(williams * 100) / 100;
+                return { dataset: preList.dataset, williams: williams, type: type };
+            }
+        }
+    });
     Object.defineProperty(Williams.prototype, "getAllWillams", {
         enumerable: false,
         configurable: true,
@@ -40,8 +76,8 @@ var Williams = /** @class */ (function () {
                     var minList = list.slice(i - 8, i).map(function (item) { return item["l"]; });
                     var max = Math.max.apply(Math, maxList);
                     var min = Math.min.apply(Math, minList);
-                    var close_1 = list[i]["c"];
-                    var williams9 = ((max - close_1) / (max - min)) * -100;
+                    var close_2 = list[i]["c"];
+                    var williams9 = ((max - close_2) / (max - min)) * -100;
                     res[i] = __assign(__assign({}, list[i]), { williams9: Math.round(williams9 * 100) / 100 });
                 }
             }
@@ -62,8 +98,8 @@ var Williams = /** @class */ (function () {
                     var minList = list.slice(i - 17, i).map(function (item) { return item["l"]; });
                     var max = Math.max.apply(Math, maxList);
                     var min = Math.min.apply(Math, minList);
-                    var close_2 = list[i]["c"];
-                    var williams18 = ((max - close_2) / (max - min)) * -100;
+                    var close_3 = list[i]["c"];
+                    var williams18 = ((max - close_3) / (max - min)) * -100;
                     res[i] = __assign(__assign({}, list[i]), { williams18: Math.round(williams18 * 100) / 100 });
                 }
             }

package/dist/esm/stockSkills/williams.test.js

@@ -1,6 +1,17 @@
 import Williams from "./williams";
 import data from "./test_data.test";
 describe("test williams methods", function () {
+    it("test next()", function () {
+        var index = data.length - 1;
+        var williams = new Williams();
+        var init = williams.init(data[0], 9);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = data[i];
+            res = williams.next(item, res, 9);
+        }
+        expect(res.williams).toEqual(-79.59);
+    });
     it("test getWilliams9()", function () {
         var williams = new Williams();
         expect(williams.getWilliams9(data)[data.length - 1]).toEqual({

package/dist/umd/index.js

@@ -112,7 +112,6 @@
         // 計算 x 和 y 的平均值
         var y_mean = y.reduce(function (acc, cur) { return acc + cur; }) / y.length;
         var increment = calculateDivisionFactor(y_mean);
-        console.log(y_mean, increment);
         var x = Array.from({ length: y.length }, function (_, index) { return index * increment; });
         var x_mean = x.reduce(function (acc, cur) { return acc + cur; }) / x.length;
         // 計算斜率
@@ -122,6 +121,67 @@
         return slope;
     }
 
+    exports.SwingExtremesType = void 0;
+    (function (SwingExtremesType) {
+        SwingExtremesType["Peak"] = "Peak";
+        SwingExtremesType["Trough"] = "Trough";
+    })(exports.SwingExtremesType || (exports.SwingExtremesType = {}));
+    function findPeaksByGradient(prices) {
+        var peaks = [];
+        for (var i = 1; i < prices.length - 1; i++) {
+            var prevGradient = prices[i] - prices[i - 1];
+            var nextGradient = prices[i + 1] - prices[i];
+            if (prevGradient > 0 && nextGradient < 0) {
+                peaks.push(i);
+            }
+        }
+        return peaks;
+    }
+    function findTroughByGradient(prices) {
+        var peaks = [];
+        for (var i = 1; i < prices.length - 1; i++) {
+            var prevGradient = prices[i] - prices[i - 1];
+            var nextGradient = prices[i + 1] - prices[i];
+            if (prevGradient < 0 && nextGradient > 0) {
+                peaks.push(i);
+            }
+        }
+        return peaks;
+    }
+    function SwingExtremes(y, type) {
+        if (type === exports.SwingExtremesType.Peak) {
+            var result = [];
+            var indexs = findPeaksByGradient(y);
+            result.push(indexs[0]);
+            for (var i = 1; i < indexs.length; i++) {
+                if (y[indexs[i]] > y[result[result.length - 1]]) {
+                    result[result.length - 1] = indexs[i];
+                }
+                else {
+                    result.push(indexs[i]);
+                }
+            }
+            return result;
+        }
+        if (type === exports.SwingExtremesType.Trough) {
+            var result = [];
+            var indexs = findTroughByGradient(y);
+            result.push(indexs[0]);
+            for (var i = 1; i < indexs.length; i++) {
+                if (y[indexs[i]] < y[result[result.length - 1]]) {
+                    result[result.length - 1] = indexs[i];
+                }
+                else {
+                    result.push(indexs[i]);
+                }
+            }
+            return result;
+        }
+        else {
+            throw new Error("Invalid SwingExtremesType");
+        }
+    }
+
     function movingAverages(arr, periods) {
         var response = new Array(periods).fill(0);
         for (var i = periods; i < arr.length; i++) {
@@ -280,7 +340,6 @@
                         var sumMa = list
                             .slice(i - (type - 1), i + 1)
                             .reduce(function (pre, current) { return pre + current.c; }, 0);
-                        console.log("sumMa", sumMa);
                         var bollMa_2 = Math.round((sumMa / type) * 100) / 100;
                         // 標準差
                         var difference = res
@@ -1492,6 +1551,42 @@
     var Williams = /** @class */ (function () {
         function Williams() {
         }
+        Object.defineProperty(Williams.prototype, "init", {
+            enumerable: false,
+            configurable: true,
+            writable: true,
+            value: function (data, type) {
+                return { dataset: [data], williams: 0, type: type };
+            }
+        });
+        Object.defineProperty(Williams.prototype, "next", {
+            enumerable: false,
+            configurable: true,
+            writable: true,
+            value: function (data, preList, type) {
+                preList.dataset.push(data);
+                if (preList.dataset.length < type) {
+                    return {
+                        dataset: preList.dataset,
+                        williams: 0,
+                        type: type,
+                    };
+                }
+                else {
+                    if (preList.dataset.length > type) {
+                        preList.dataset.shift();
+                    }
+                    var maxList = preList.dataset.map(function (item) { return item["h"]; });
+                    var minList = preList.dataset.map(function (item) { return item["l"]; });
+                    var max = Math.max.apply(Math, maxList);
+                    var min = Math.min.apply(Math, minList);
+                    var close_1 = data.c;
+                    var williams = ((max - close_1) / (max - min)) * -100;
+                    williams = Math.round(williams * 100) / 100;
+                    return { dataset: preList.dataset, williams: williams, type: type };
+                }
+            }
+        });
         Object.defineProperty(Williams.prototype, "getAllWillams", {
             enumerable: false,
             configurable: true,
@@ -1520,8 +1615,8 @@
                         var minList = list.slice(i - 8, i).map(function (item) { return item["l"]; });
                         var max = Math.max.apply(Math, maxList);
                         var min = Math.min.apply(Math, minList);
-                        var close_1 = list[i]["c"];
-                        var williams9 = ((max - close_1) / (max - min)) * -100;
+                        var close_2 = list[i]["c"];
+                        var williams9 = ((max - close_2) / (max - min)) * -100;
                         res[i] = __assign(__assign({}, list[i]), { williams9: Math.round(williams9 * 100) / 100 });
                     }
                 }
@@ -1542,8 +1637,8 @@
                         var minList = list.slice(i - 17, i).map(function (item) { return item["l"]; });
                         var max = Math.max.apply(Math, maxList);
                         var min = Math.min.apply(Math, minList);
-                        var close_2 = list[i]["c"];
-                        var williams18 = ((max - close_2) / (max - min)) * -100;
+                        var close_3 = list[i]["c"];
+                        var williams18 = ((max - close_3) / (max - min)) * -100;
                         res[i] = __assign(__assign({}, list[i]), { williams18: Math.round(williams18 * 100) / 100 });
                     }
                 }
@@ -1598,6 +1693,7 @@
     exports.Macd = MACD;
     exports.Obv = Obv;
     exports.Rsi = Rsi;
+    exports.SwingExtremes = SwingExtremes;
     exports.Vma = Vma;
     exports.Williams = Williams;
     exports.add = add;
@@ -1605,6 +1701,8 @@
     exports.calculateDivisionFactor = calculateDivisionFactor;
     exports.dateFormat = dateFormat;
     exports.exponentialSmoothing = exponentialSmoothing;
+    exports.findPeaksByGradient = findPeaksByGradient;
+    exports.findTroughByGradient = findTroughByGradient;
     exports.getWeekLine = getWeekLine;
     exports.isJSON = isJSON;
     exports.minus = minus;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@ch20026103/anysis",
-  "version": "0.0.11-alpha",
+  "version": "0.0.13-alpha",
   "description": "provide many analyze methods in the library.",
   "keywords": [],
   "bugs": "git@github.com:cosmic1330/anysis/issues",
@@ -12,21 +12,6 @@
   "module": "dist/esm/index.js",
   "browser": "dist/umd/index.js",
   "types": "dist/esm/index.d.ts",
-  "scripts": {
-    "build": "pnpm clean && pnpm build:esm && pnpm build:cjs && pnpm build:umd",
-    "build:cjs": "tsc --module commonjs --target es5 --outDir dist/cjs",
-    "build:esm": "tsc --module esnext --target es5 --outDir dist/esm",
-    "build:umd": "rollup dist/esm/index.js --file dist/umd/index.js --format umd --name anysis",
-    "clean": "rimraf dist",
-    "lint": "eslint --fix \"**/*.{js,jsx,ts,tsx,mjs}\"",
-    "prepare": "pnpm exec husky install",
-    "prettier": "pnpm exec prettier --write .",
-    "prepublishOnly": "pnpm build",
-    "published": "npm publish",
-    "unpublished": "npm unpublish --force --registry http://localhost:4873 ",
-    "test": "vitest",
-    "demo": "node demo/main.js"
-  },
   "lint-staged": {
     "*.{js,jsx,ts,tsx,mjs}": [
       "pnpm lint"
@@ -57,5 +42,18 @@
   },
   "vota": {
     "node": "16.11.0"
+  },
+  "scripts": {
+    "build": "pnpm clean && pnpm build:esm && pnpm build:cjs && pnpm build:umd",
+    "build:cjs": "tsc --module commonjs --target es5 --outDir dist/cjs",
+    "build:esm": "tsc --module esnext --target es5 --outDir dist/esm",
+    "build:umd": "rollup dist/esm/index.js --file dist/umd/index.js --format umd --name anysis",
+    "clean": "rimraf dist",
+    "lint": "eslint --fix \"**/*.{js,jsx,ts,tsx,mjs}\"",
+    "prettier": "pnpm exec prettier --write .",
+    "published": "npm publish",
+    "unpublished": "npm unpublish --force --registry http://localhost:4873 ",
+    "test": "vitest",
+    "demo": "node demo/main.js"
   }
-}
+}