@ch20026103/anysis 0.0.13-alpha → 0.0.14-alpha

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/demo/main.js CHANGED
@@ -1,7 +1,12 @@
1
1
  /* eslint @typescript-eslint/no-var-requires: "off" */
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  const axios = require("axios");
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- const { Williams } = require("../dist/cjs/index.js");
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- const williams = new Williams();
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+ const {
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+ Gold,
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+ SwingExtremesType,
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+ SwingExtremes,
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+ } = require("../dist/cjs/index.js");
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+
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+ const gold = new Gold();
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  function DemoDay(stockId) {
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  axios
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  .get(
@@ -11,14 +16,13 @@ function DemoDay(stockId) {
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  res = res.data.replace(/^\(|\);$/g, "");
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  let parse = JSON.parse(res);
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  let data = parse.ta;
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- let williams9Data = williams.init(data[0], 9);
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- let williams18Data = williams.init(data[0], 18);
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- for (let i = 1; i < data.length; i++) {
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- williams9Data = williams.next(data[i], williams9Data, 9);
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- williams18Data = williams.next(data[i], williams18Data, 18);
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- }
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- console.log(williams9Data);
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- console.log(williams18Data);
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+ const sortArray = [];
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+ const hightPoints = SwingExtremes(data.map((data) => data.h), SwingExtremesType.Peak, 1);
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+ const lowerPoints = SwingExtremes(data.map((data) => data.l), SwingExtremesType.Trough, 1);
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+ console.log(hightPoints.map((item) => data[item]));
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+ sortArray.push(...hightPoints);
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+ sortArray.push(...lowerPoints);
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+ sortArray.sort((a, b) => a - b);
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  })
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  .catch((error) => {
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  console.error(error);
@@ -3,7 +3,7 @@ export declare enum SwingExtremesType {
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  Trough = "Trough"
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  }
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  type Index = number;
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- export declare function findPeaksByGradient(prices: number[]): Index[];
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- export declare function findTroughByGradient(prices: number[]): Index[];
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- export declare function SwingExtremes(y: number[], type: SwingExtremesType): Index[];
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+ export declare function findPeaksByGradient(prices: number[], level?: number): Index[];
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+ export declare function findTroughByGradient(prices: number[], level?: number): Index[];
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+ export declare function SwingExtremes(y: number[], type: SwingExtremesType, level?: number): Index[];
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  export {};
@@ -6,56 +6,97 @@ var SwingExtremesType;
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  SwingExtremesType["Peak"] = "Peak";
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  SwingExtremesType["Trough"] = "Trough";
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  })(SwingExtremesType = exports.SwingExtremesType || (exports.SwingExtremesType = {}));
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- function findPeaksByGradient(prices) {
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+ function findPeaksByGradient(prices, level) {
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+ if (level === void 0) { level = 1; }
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  var peaks = [];
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  for (var i = 1; i < prices.length - 1; i++) {
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- var prevGradient = prices[i] - prices[i - 1];
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- var nextGradient = prices[i + 1] - prices[i];
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- if (prevGradient > 0 && nextGradient < 0) {
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- peaks.push(i);
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+ if (level === 1) {
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+ var prevGradient = prices[i] - prices[i - 1];
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+ var nextGradient = prices[i + 1] - prices[i];
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+ if (prevGradient > 0 && nextGradient < 0) {
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+ peaks.push(i);
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+ }
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+ }
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+ else if (level === 2) {
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+ var prevGradient = prices[i] - prices[i - 1];
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+ var prev2Gradient = prices[i] - prices[i - 2];
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+ var nextGradient = prices[i + 1] - prices[i];
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+ var next2Gradient = prices[i + 2] - prices[i];
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+ if (prevGradient > 0 &&
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+ prev2Gradient > 0 &&
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+ nextGradient < 0 &&
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+ next2Gradient < 0) {
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+ peaks.push(i);
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+ }
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  }
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  }
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  return peaks;
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  }
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  exports.findPeaksByGradient = findPeaksByGradient;
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- function findTroughByGradient(prices) {
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- var peaks = [];
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+ function findTroughByGradient(prices, level) {
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+ if (level === void 0) { level = 1; }
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+ var troughs = [];
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  for (var i = 1; i < prices.length - 1; i++) {
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- var prevGradient = prices[i] - prices[i - 1];
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- var nextGradient = prices[i + 1] - prices[i];
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- if (prevGradient < 0 && nextGradient > 0) {
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- peaks.push(i);
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+ if (level === 1) {
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+ var prevGradient = prices[i] - prices[i - 1];
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+ var nextGradient = prices[i + 1] - prices[i];
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+ if (prevGradient < 0 && nextGradient > 0) {
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+ troughs.push(i);
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+ }
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+ }
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+ else if (level === 2) {
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+ var prevGradient = prices[i] - prices[i - 1];
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+ var prev2Gradient = prices[i] - prices[i - 2];
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+ var nextGradient = prices[i + 1] - prices[i];
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+ var next2Gradient = prices[i + 2] - prices[i];
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+ if (prevGradient < 0 &&
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+ prev2Gradient < 0 &&
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+ nextGradient > 0 &&
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+ next2Gradient > 0) {
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+ troughs.push(i);
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+ }
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  }
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  }
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- return peaks;
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+ return troughs;
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  }
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  exports.findTroughByGradient = findTroughByGradient;
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- function SwingExtremes(y, type) {
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+ function SwingExtremes(y, type, level) {
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+ if (level === void 0) { level = 1; }
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  if (type === SwingExtremesType.Peak) {
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  var result = [];
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- var indexs = findPeaksByGradient(y);
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+ var indexs = findPeaksByGradient(y, level);
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  result.push(indexs[0]);
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  for (var i = 1; i < indexs.length; i++) {
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- if (y[indexs[i]] > y[result[result.length - 1]]) {
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+ if (y[indexs[i]] > y[result[result.length - 1]] &&
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+ y[indexs[i]] > y[result[result.length - 2]]) {
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  result[result.length - 1] = indexs[i];
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  }
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- else {
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+ else if (y[indexs[i + 1]] < y[i] &&
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+ y[indexs[i]] > y[result[result.length - 1]]) {
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+ result.pop();
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  result.push(indexs[i]);
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  }
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+ else
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+ result.push(indexs[i]);
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  }
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  return result;
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  }
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  if (type === SwingExtremesType.Trough) {
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  var result = [];
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- var indexs = findTroughByGradient(y);
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+ var indexs = findTroughByGradient(y, level);
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  result.push(indexs[0]);
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  for (var i = 1; i < indexs.length; i++) {
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- if (y[indexs[i]] < y[result[result.length - 1]]) {
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+ if (y[indexs[i]] < y[result[result.length - 1]] &&
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+ y[indexs[i]] < y[result[result.length - 2]]) {
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  result[result.length - 1] = indexs[i];
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  }
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- else {
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+ else if (y[indexs[i + 1]] > y[i] &&
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+ y[indexs[i]] < y[result[result.length - 1]]) {
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+ result.pop();
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  result.push(indexs[i]);
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  }
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+ else
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+ result.push(indexs[i]);
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  }
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  return result;
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  }
@@ -17,7 +17,7 @@ describe("test SwingExtremes", function () {
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  });
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  it("test SwingExtremes Peak", function () {
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  var res = (0, index_1.SwingExtremes)(prices, index_1.SwingExtremesType.Peak);
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- expect(res).toEqual([6, 10, 13]);
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+ expect(res).toEqual([1, 6, 10, 13]);
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  });
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  it("test SwingExtremes Trough", function () {
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  var res = (0, index_1.SwingExtremes)(prices, index_1.SwingExtremesType.Trough);
@@ -1,12 +1,14 @@
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  export { default as Angle } from "./analyze/Angle/index.js";
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  export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
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  export { default as slope } from "./analyze/Slope/index.js";
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- export { SwingExtremes, findPeaksByGradient, findTroughByGradient, SwingExtremesType, } from "./analyze/SwingExtremes/index.js";
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+ export { SwingExtremes, SwingExtremesType, findPeaksByGradient, findTroughByGradient, } from "./analyze/SwingExtremes/index.js";
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  export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
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  export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
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  export { default as Boll } from "./stockSkills/boll.js";
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+ export type { BollResType } from "./stockSkills/boll.js";
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  export { default as Ema } from "./stockSkills/ema.js";
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  export { default as Gold } from "./stockSkills/gold.js";
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+ export type { GetGoldResType } from "./stockSkills/gold.js";
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  export { default as Kd } from "./stockSkills/kd.js";
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  export { default as Ma } from "./stockSkills/ma.js";
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  export { default as Macd } from "./stockSkills/macd.js";
package/dist/cjs/index.js CHANGED
@@ -1,6 +1,6 @@
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1
  "use strict";
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  Object.defineProperty(exports, "__esModule", { value: true });
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- 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;
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+ 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.findTroughByGradient = exports.findPeaksByGradient = exports.SwingExtremesType = exports.SwingExtremes = exports.slope = exports.simpleRegressionModel = exports.Angle = void 0;
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  /*
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  請注意,在 src/index.ts 中,我的導入包含文件擴展名(.js)。
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  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**
@@ -14,9 +14,9 @@ var index_js_2 = require("./analyze/Slope/index.js");
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  Object.defineProperty(exports, "slope", { enumerable: true, get: function () { return index_js_2.default; } });
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  var index_js_3 = require("./analyze/SwingExtremes/index.js");
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  Object.defineProperty(exports, "SwingExtremes", { enumerable: true, get: function () { return index_js_3.SwingExtremes; } });
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+ Object.defineProperty(exports, "SwingExtremesType", { enumerable: true, get: function () { return index_js_3.SwingExtremesType; } });
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  Object.defineProperty(exports, "findPeaksByGradient", { enumerable: true, get: function () { return index_js_3.findPeaksByGradient; } });
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  Object.defineProperty(exports, "findTroughByGradient", { enumerable: true, get: function () { return index_js_3.findTroughByGradient; } });
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- Object.defineProperty(exports, "SwingExtremesType", { enumerable: true, get: function () { return index_js_3.SwingExtremesType; } });
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  var index_js_4 = require("./analyze/TimeSeries/R/index.js");
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  Object.defineProperty(exports, "exponentialSmoothing", { enumerable: true, get: function () { return index_js_4.exponentialSmoothing; } });
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  Object.defineProperty(exports, "movingAverages", { enumerable: true, get: function () { return index_js_4.movingAverages; } });
@@ -3,8 +3,8 @@ type ItemType = {
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3
  [key: string]: unknown;
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4
  };
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  type ListType = ItemType[];
6
- type ResBoll = {
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- c: number;
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+ export type BollResType = {
7
+ [key: string]: unknown;
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8
  bollMa: number | null;
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  bollUb: number | null;
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  bollLb: number | null;
@@ -27,7 +27,7 @@ interface BollType {
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  bollUb: number | null;
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  bollLb: number | null;
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29
  };
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- getBoll: (list: ListType, type: number) => ResBoll;
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+ getBoll: (list: ListType, type: number) => BollResType;
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  }
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32
  export default class Boll implements BollType {
33
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  init(data: ItemType): {
@@ -54,6 +54,6 @@ export default class Boll implements BollType {
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  bollUb: number;
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  bollLb: number;
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56
  };
57
- getBoll(list: ListType, type: number): ResBoll;
57
+ getBoll(list: ListType, type: number): BollResType;
58
58
  }
59
59
  export {};
@@ -1,8 +1,40 @@
1
+ type ItemType = {
2
+ c: number;
3
+ [key: string]: unknown;
4
+ };
5
+ type ListType = ItemType[];
1
6
  interface EmaType {
7
+ init: (data: ItemType, type: number) => {
8
+ dataset: ListType;
9
+ ema: number;
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+ type: number;
11
+ };
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+ next: (data: ItemType, preList: {
13
+ dataset: ListType;
14
+ ema: number;
15
+ type: number;
16
+ }, type: number) => {
17
+ dataset: ListType;
18
+ ema: number;
19
+ type: number;
20
+ };
2
21
  getStartEma: (list: number[], period: number) => number;
3
22
  getEma: (list: number[], period: number) => (number | null)[];
4
23
  }
5
24
  export default class Ema implements EmaType {
25
+ init(data: ItemType, type: number): {
26
+ dataset: ListType;
27
+ ema: number;
28
+ type: number;
29
+ };
30
+ next(data: ItemType, preList: {
31
+ dataset: ListType;
32
+ ema: number;
33
+ }, type: number): {
34
+ dataset: ListType;
35
+ ema: number;
36
+ type: number;
37
+ };
6
38
  getStartEma(list: number[], period: number): number;
7
39
  getEma(list: number[], period: number): (number | null)[];
8
40
  }
@@ -3,6 +3,44 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  var Ema = /** @class */ (function () {
4
4
  function Ema() {
5
5
  }
6
+ Object.defineProperty(Ema.prototype, "init", {
7
+ enumerable: false,
8
+ configurable: true,
9
+ writable: true,
10
+ value: function (data, type) {
11
+ return { dataset: [data], ema: 0, type: type };
12
+ }
13
+ });
14
+ Object.defineProperty(Ema.prototype, "next", {
15
+ enumerable: false,
16
+ configurable: true,
17
+ writable: true,
18
+ value: function (data, preList, type) {
19
+ preList.dataset.push(data);
20
+ if (preList.dataset.length < type) {
21
+ return {
22
+ dataset: preList.dataset,
23
+ ema: 0,
24
+ type: type,
25
+ };
26
+ }
27
+ else if (preList.dataset.length === type) {
28
+ var sum = preList.dataset.reduce(function (pre, current) { return pre + current.c; }, 0);
29
+ return {
30
+ dataset: preList.dataset,
31
+ ema: sum / type,
32
+ type: type,
33
+ };
34
+ }
35
+ else {
36
+ if (preList.dataset.length > type) {
37
+ preList.dataset.shift();
38
+ }
39
+ var ema = (data.c * 2 + (type - 1) * preList.ema) / (type + 1);
40
+ return { dataset: preList.dataset, ema: ema, type: type };
41
+ }
42
+ }
43
+ });
6
44
  Object.defineProperty(Ema.prototype, "getStartEma", {
7
45
  enumerable: false,
8
46
  configurable: true,
@@ -3,6 +3,17 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  var ema_1 = require("./ema");
4
4
  var test_data_test_1 = require("./test_data.test");
5
5
  describe("test ema methods", function () {
6
+ it("test init & next", function () {
7
+ var index = test_data_test_1.default.length - 1;
8
+ var ema = new ema_1.default();
9
+ var init = ema.init(test_data_test_1.default[0], 5);
10
+ var res = init;
11
+ for (var i = 1; i <= index; i++) {
12
+ var item = test_data_test_1.default[i];
13
+ res = ema.next(item, res, 5);
14
+ }
15
+ expect(res.ema).toEqual(141.83482746491333);
16
+ });
6
17
  it("test getEma5()", function () {
7
18
  var ema = new ema_1.default();
8
19
  var res = ema.getEma(test_data_test_1.default.map(function (item) { return item.c; }), 5);
@@ -1,6 +1,4 @@
1
- type ResGoldType = {
2
- highestPointDate: number;
3
- lowestPointDate: number;
1
+ export type GetGoldResType = {
4
2
  lowestPoint: number;
5
3
  highestPoint: number;
6
4
  superStrong: number;
@@ -15,33 +13,36 @@ type ListType = {
15
13
  o: number;
16
14
  c: number;
17
15
  l: number;
16
+ [key: string]: unknown;
18
17
  }[];
19
- type ResHightestType = {
18
+ type FindHightestResType = {
20
19
  [key: string]: {
21
20
  h: number;
22
21
  t: number;
23
22
  o: number;
24
23
  c: number;
25
24
  l: number;
25
+ [key: string]: unknown;
26
26
  };
27
27
  };
28
- type ResLowestType = {
28
+ type FindLowestResType = {
29
29
  [key: string]: {
30
30
  h: number;
31
31
  t: number;
32
32
  o: number;
33
33
  c: number;
34
34
  l: number;
35
+ [key: string]: unknown;
35
36
  };
36
37
  };
37
38
  interface GoldType {
38
- findHighPoint: (list: ListType) => ResHightestType;
39
- findLowPoint: (list: ListType) => ResLowestType;
40
- getGold: (list: ListType) => ResGoldType;
39
+ findHighPoint: (list: ListType) => FindHightestResType;
40
+ findLowPoint: (list: ListType) => FindLowestResType;
41
+ getGold: (highestPoint: number, lowestPoint: number) => GetGoldResType;
41
42
  }
42
43
  export default class Gold implements GoldType {
43
- findHighPoint(list: ListType): ResHightestType;
44
- findLowPoint(list: ListType): ResLowestType;
45
- getGold(list: ListType): ResGoldType;
44
+ findHighPoint(list: ListType): FindHightestResType;
45
+ findLowPoint(list: ListType): FindLowestResType;
46
+ getGold(highestPoint: number, lowestPoint: number): GetGoldResType;
46
47
  }
47
48
  export {};
@@ -184,21 +184,8 @@ var Gold = /** @class */ (function () {
184
184
  enumerable: false,
185
185
  configurable: true,
186
186
  writable: true,
187
- value: function (list) {
188
- var hightPoints = this.findHighPoint(list);
189
- var lowPoints = this.findLowPoint(list);
190
- var lastHightPointDate = Object.keys(hightPoints).slice(-1)[0] !==
191
- list[list.length - 1].t.toString()
192
- ? Object.keys(hightPoints).slice(-1)[0]
193
- : Object.keys(hightPoints).slice(-2)[0];
194
- var lastLowPointDate = Object.keys(lowPoints).slice(-1)[0] !== list[list.length - 1].t.toString()
195
- ? Object.keys(lowPoints).slice(-1)[0]
196
- : Object.keys(lowPoints).slice(-2)[0];
197
- var highestPoint = hightPoints[lastHightPointDate].h;
198
- var lowestPoint = lowPoints[lastLowPointDate].l;
187
+ value: function (highestPoint, lowestPoint) {
199
188
  var res = {
200
- highestPointDate: parseInt(lastHightPointDate),
201
- lowestPointDate: parseInt(lastLowPointDate),
202
189
  lowestPoint: lowestPoint,
203
190
  highestPoint: highestPoint,
204
191
  superStrong: Math.round((highestPoint - (highestPoint - lowestPoint) * 0.191) * 100) / 100,
@@ -29,17 +29,15 @@ describe("test Gold methods", function () {
29
29
  });
30
30
  it("test getGold(", function () {
31
31
  var gold = new gold_1.default();
32
- var allGold = gold.getGold(test_data_test_1.default);
32
+ var allGold = gold.getGold(139, 89.1);
33
33
  expect(allGold).toEqual({
34
- highestPoint: 164.5,
35
- highestPointDate: 20211130,
36
- lowestPoint: 134,
37
- lowestPointDate: 20211122,
38
- middle: 149.25,
39
- strong: 152.85,
40
- superStrong: 158.67,
41
- superWeak: 139.83,
42
- weak: 145.65,
34
+ lowestPoint: 89.1,
35
+ highestPoint: 139,
36
+ superStrong: 129.47,
37
+ strong: 119.94,
38
+ middle: 114.05,
39
+ weak: 108.16,
40
+ superWeak: 98.63,
43
41
  });
44
42
  });
45
43
  });
@@ -3,7 +3,7 @@ export declare enum SwingExtremesType {
3
3
  Trough = "Trough"
4
4
  }
5
5
  type Index = number;
6
- export declare function findPeaksByGradient(prices: number[]): Index[];
7
- export declare function findTroughByGradient(prices: number[]): Index[];
8
- export declare function SwingExtremes(y: number[], type: SwingExtremesType): Index[];
6
+ export declare function findPeaksByGradient(prices: number[], level?: number): Index[];
7
+ export declare function findTroughByGradient(prices: number[], level?: number): Index[];
8
+ export declare function SwingExtremes(y: number[], type: SwingExtremesType, level?: number): Index[];
9
9
  export {};
@@ -3,54 +3,95 @@ export var SwingExtremesType;
3
3
  SwingExtremesType["Peak"] = "Peak";
4
4
  SwingExtremesType["Trough"] = "Trough";
5
5
  })(SwingExtremesType || (SwingExtremesType = {}));
6
- export function findPeaksByGradient(prices) {
6
+ export function findPeaksByGradient(prices, level) {
7
+ if (level === void 0) { level = 1; }
7
8
  var peaks = [];
8
9
  for (var i = 1; i < prices.length - 1; i++) {
9
- var prevGradient = prices[i] - prices[i - 1];
10
- var nextGradient = prices[i + 1] - prices[i];
11
- if (prevGradient > 0 && nextGradient < 0) {
12
- peaks.push(i);
10
+ if (level === 1) {
11
+ var prevGradient = prices[i] - prices[i - 1];
12
+ var nextGradient = prices[i + 1] - prices[i];
13
+ if (prevGradient > 0 && nextGradient < 0) {
14
+ peaks.push(i);
15
+ }
16
+ }
17
+ else if (level === 2) {
18
+ var prevGradient = prices[i] - prices[i - 1];
19
+ var prev2Gradient = prices[i] - prices[i - 2];
20
+ var nextGradient = prices[i + 1] - prices[i];
21
+ var next2Gradient = prices[i + 2] - prices[i];
22
+ if (prevGradient > 0 &&
23
+ prev2Gradient > 0 &&
24
+ nextGradient < 0 &&
25
+ next2Gradient < 0) {
26
+ peaks.push(i);
27
+ }
13
28
  }
14
29
  }
15
30
  return peaks;
16
31
  }
17
- export function findTroughByGradient(prices) {
18
- var peaks = [];
32
+ export function findTroughByGradient(prices, level) {
33
+ if (level === void 0) { level = 1; }
34
+ var troughs = [];
19
35
  for (var i = 1; i < prices.length - 1; i++) {
20
- var prevGradient = prices[i] - prices[i - 1];
21
- var nextGradient = prices[i + 1] - prices[i];
22
- if (prevGradient < 0 && nextGradient > 0) {
23
- peaks.push(i);
36
+ if (level === 1) {
37
+ var prevGradient = prices[i] - prices[i - 1];
38
+ var nextGradient = prices[i + 1] - prices[i];
39
+ if (prevGradient < 0 && nextGradient > 0) {
40
+ troughs.push(i);
41
+ }
42
+ }
43
+ else if (level === 2) {
44
+ var prevGradient = prices[i] - prices[i - 1];
45
+ var prev2Gradient = prices[i] - prices[i - 2];
46
+ var nextGradient = prices[i + 1] - prices[i];
47
+ var next2Gradient = prices[i + 2] - prices[i];
48
+ if (prevGradient < 0 &&
49
+ prev2Gradient < 0 &&
50
+ nextGradient > 0 &&
51
+ next2Gradient > 0) {
52
+ troughs.push(i);
53
+ }
24
54
  }
25
55
  }
26
- return peaks;
56
+ return troughs;
27
57
  }
28
- export function SwingExtremes(y, type) {
58
+ export function SwingExtremes(y, type, level) {
59
+ if (level === void 0) { level = 1; }
29
60
  if (type === SwingExtremesType.Peak) {
30
61
  var result = [];
31
- var indexs = findPeaksByGradient(y);
62
+ var indexs = findPeaksByGradient(y, level);
32
63
  result.push(indexs[0]);
33
64
  for (var i = 1; i < indexs.length; i++) {
34
- if (y[indexs[i]] > y[result[result.length - 1]]) {
65
+ if (y[indexs[i]] > y[result[result.length - 1]] &&
66
+ y[indexs[i]] > y[result[result.length - 2]]) {
35
67
  result[result.length - 1] = indexs[i];
36
68
  }
37
- else {
69
+ else if (y[indexs[i + 1]] < y[i] &&
70
+ y[indexs[i]] > y[result[result.length - 1]]) {
71
+ result.pop();
38
72
  result.push(indexs[i]);
39
73
  }
74
+ else
75
+ result.push(indexs[i]);
40
76
  }
41
77
  return result;
42
78
  }
43
79
  if (type === SwingExtremesType.Trough) {
44
80
  var result = [];
45
- var indexs = findTroughByGradient(y);
81
+ var indexs = findTroughByGradient(y, level);
46
82
  result.push(indexs[0]);
47
83
  for (var i = 1; i < indexs.length; i++) {
48
- if (y[indexs[i]] < y[result[result.length - 1]]) {
84
+ if (y[indexs[i]] < y[result[result.length - 1]] &&
85
+ y[indexs[i]] < y[result[result.length - 2]]) {
49
86
  result[result.length - 1] = indexs[i];
50
87
  }
51
- else {
88
+ else if (y[indexs[i + 1]] > y[i] &&
89
+ y[indexs[i]] < y[result[result.length - 1]]) {
90
+ result.pop();
52
91
  result.push(indexs[i]);
53
92
  }
93
+ else
94
+ result.push(indexs[i]);
54
95
  }
55
96
  return result;
56
97
  }
@@ -15,7 +15,7 @@ describe("test SwingExtremes", function () {
15
15
  });
16
16
  it("test SwingExtremes Peak", function () {
17
17
  var res = SwingExtremes(prices, SwingExtremesType.Peak);
18
- expect(res).toEqual([6, 10, 13]);
18
+ expect(res).toEqual([1, 6, 10, 13]);
19
19
  });
20
20
  it("test SwingExtremes Trough", function () {
21
21
  var res = SwingExtremes(prices, SwingExtremesType.Trough);
@@ -1,12 +1,14 @@
1
1
  export { default as Angle } from "./analyze/Angle/index.js";
2
2
  export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
3
3
  export { default as slope } from "./analyze/Slope/index.js";
4
- export { SwingExtremes, findPeaksByGradient, findTroughByGradient, SwingExtremesType, } from "./analyze/SwingExtremes/index.js";
4
+ export { SwingExtremes, SwingExtremesType, findPeaksByGradient, findTroughByGradient, } from "./analyze/SwingExtremes/index.js";
5
5
  export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
6
6
  export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
7
7
  export { default as Boll } from "./stockSkills/boll.js";
8
+ export type { BollResType } from "./stockSkills/boll.js";
8
9
  export { default as Ema } from "./stockSkills/ema.js";
9
10
  export { default as Gold } from "./stockSkills/gold.js";
11
+ export type { GetGoldResType } from "./stockSkills/gold.js";
10
12
  export { default as Kd } from "./stockSkills/kd.js";
11
13
  export { default as Ma } from "./stockSkills/ma.js";
12
14
  export { default as Macd } from "./stockSkills/macd.js";
package/dist/esm/index.js CHANGED
@@ -6,7 +6,7 @@
6
6
  export { default as Angle } from "./analyze/Angle/index.js";
7
7
  export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
8
8
  export { default as slope } from "./analyze/Slope/index.js";
9
- export { SwingExtremes, findPeaksByGradient, findTroughByGradient, SwingExtremesType, } from "./analyze/SwingExtremes/index.js";
9
+ export { SwingExtremes, SwingExtremesType, findPeaksByGradient, findTroughByGradient, } from "./analyze/SwingExtremes/index.js";
10
10
  export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
11
11
  export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
12
12
  export { default as Boll } from "./stockSkills/boll.js";
@@ -3,8 +3,8 @@ type ItemType = {
3
3
  [key: string]: unknown;
4
4
  };
5
5
  type ListType = ItemType[];
6
- type ResBoll = {
7
- c: number;
6
+ export type BollResType = {
7
+ [key: string]: unknown;
8
8
  bollMa: number | null;
9
9
  bollUb: number | null;
10
10
  bollLb: number | null;
@@ -27,7 +27,7 @@ interface BollType {
27
27
  bollUb: number | null;
28
28
  bollLb: number | null;
29
29
  };
30
- getBoll: (list: ListType, type: number) => ResBoll;
30
+ getBoll: (list: ListType, type: number) => BollResType;
31
31
  }
32
32
  export default class Boll implements BollType {
33
33
  init(data: ItemType): {
@@ -54,6 +54,6 @@ export default class Boll implements BollType {
54
54
  bollUb: number;
55
55
  bollLb: number;
56
56
  };
57
- getBoll(list: ListType, type: number): ResBoll;
57
+ getBoll(list: ListType, type: number): BollResType;
58
58
  }
59
59
  export {};
@@ -1,8 +1,40 @@
1
+ type ItemType = {
2
+ c: number;
3
+ [key: string]: unknown;
4
+ };
5
+ type ListType = ItemType[];
1
6
  interface EmaType {
7
+ init: (data: ItemType, type: number) => {
8
+ dataset: ListType;
9
+ ema: number;
10
+ type: number;
11
+ };
12
+ next: (data: ItemType, preList: {
13
+ dataset: ListType;
14
+ ema: number;
15
+ type: number;
16
+ }, type: number) => {
17
+ dataset: ListType;
18
+ ema: number;
19
+ type: number;
20
+ };
2
21
  getStartEma: (list: number[], period: number) => number;
3
22
  getEma: (list: number[], period: number) => (number | null)[];
4
23
  }
5
24
  export default class Ema implements EmaType {
25
+ init(data: ItemType, type: number): {
26
+ dataset: ListType;
27
+ ema: number;
28
+ type: number;
29
+ };
30
+ next(data: ItemType, preList: {
31
+ dataset: ListType;
32
+ ema: number;
33
+ }, type: number): {
34
+ dataset: ListType;
35
+ ema: number;
36
+ type: number;
37
+ };
6
38
  getStartEma(list: number[], period: number): number;
7
39
  getEma(list: number[], period: number): (number | null)[];
8
40
  }
@@ -1,6 +1,44 @@
1
1
  var Ema = /** @class */ (function () {
2
2
  function Ema() {
3
3
  }
4
+ Object.defineProperty(Ema.prototype, "init", {
5
+ enumerable: false,
6
+ configurable: true,
7
+ writable: true,
8
+ value: function (data, type) {
9
+ return { dataset: [data], ema: 0, type: type };
10
+ }
11
+ });
12
+ Object.defineProperty(Ema.prototype, "next", {
13
+ enumerable: false,
14
+ configurable: true,
15
+ writable: true,
16
+ value: function (data, preList, type) {
17
+ preList.dataset.push(data);
18
+ if (preList.dataset.length < type) {
19
+ return {
20
+ dataset: preList.dataset,
21
+ ema: 0,
22
+ type: type,
23
+ };
24
+ }
25
+ else if (preList.dataset.length === type) {
26
+ var sum = preList.dataset.reduce(function (pre, current) { return pre + current.c; }, 0);
27
+ return {
28
+ dataset: preList.dataset,
29
+ ema: sum / type,
30
+ type: type,
31
+ };
32
+ }
33
+ else {
34
+ if (preList.dataset.length > type) {
35
+ preList.dataset.shift();
36
+ }
37
+ var ema = (data.c * 2 + (type - 1) * preList.ema) / (type + 1);
38
+ return { dataset: preList.dataset, ema: ema, type: type };
39
+ }
40
+ }
41
+ });
4
42
  Object.defineProperty(Ema.prototype, "getStartEma", {
5
43
  enumerable: false,
6
44
  configurable: true,
@@ -1,6 +1,17 @@
1
1
  import Ema from "./ema";
2
2
  import data from "./test_data.test";
3
3
  describe("test ema methods", function () {
4
+ it("test init & next", function () {
5
+ var index = data.length - 1;
6
+ var ema = new Ema();
7
+ var init = ema.init(data[0], 5);
8
+ var res = init;
9
+ for (var i = 1; i <= index; i++) {
10
+ var item = data[i];
11
+ res = ema.next(item, res, 5);
12
+ }
13
+ expect(res.ema).toEqual(141.83482746491333);
14
+ });
4
15
  it("test getEma5()", function () {
5
16
  var ema = new Ema();
6
17
  var res = ema.getEma(data.map(function (item) { return item.c; }), 5);
@@ -1,6 +1,4 @@
1
- type ResGoldType = {
2
- highestPointDate: number;
3
- lowestPointDate: number;
1
+ export type GetGoldResType = {
4
2
  lowestPoint: number;
5
3
  highestPoint: number;
6
4
  superStrong: number;
@@ -15,33 +13,36 @@ type ListType = {
15
13
  o: number;
16
14
  c: number;
17
15
  l: number;
16
+ [key: string]: unknown;
18
17
  }[];
19
- type ResHightestType = {
18
+ type FindHightestResType = {
20
19
  [key: string]: {
21
20
  h: number;
22
21
  t: number;
23
22
  o: number;
24
23
  c: number;
25
24
  l: number;
25
+ [key: string]: unknown;
26
26
  };
27
27
  };
28
- type ResLowestType = {
28
+ type FindLowestResType = {
29
29
  [key: string]: {
30
30
  h: number;
31
31
  t: number;
32
32
  o: number;
33
33
  c: number;
34
34
  l: number;
35
+ [key: string]: unknown;
35
36
  };
36
37
  };
37
38
  interface GoldType {
38
- findHighPoint: (list: ListType) => ResHightestType;
39
- findLowPoint: (list: ListType) => ResLowestType;
40
- getGold: (list: ListType) => ResGoldType;
39
+ findHighPoint: (list: ListType) => FindHightestResType;
40
+ findLowPoint: (list: ListType) => FindLowestResType;
41
+ getGold: (highestPoint: number, lowestPoint: number) => GetGoldResType;
41
42
  }
42
43
  export default class Gold implements GoldType {
43
- findHighPoint(list: ListType): ResHightestType;
44
- findLowPoint(list: ListType): ResLowestType;
45
- getGold(list: ListType): ResGoldType;
44
+ findHighPoint(list: ListType): FindHightestResType;
45
+ findLowPoint(list: ListType): FindLowestResType;
46
+ getGold(highestPoint: number, lowestPoint: number): GetGoldResType;
46
47
  }
47
48
  export {};
@@ -182,21 +182,8 @@ var Gold = /** @class */ (function () {
182
182
  enumerable: false,
183
183
  configurable: true,
184
184
  writable: true,
185
- value: function (list) {
186
- var hightPoints = this.findHighPoint(list);
187
- var lowPoints = this.findLowPoint(list);
188
- var lastHightPointDate = Object.keys(hightPoints).slice(-1)[0] !==
189
- list[list.length - 1].t.toString()
190
- ? Object.keys(hightPoints).slice(-1)[0]
191
- : Object.keys(hightPoints).slice(-2)[0];
192
- var lastLowPointDate = Object.keys(lowPoints).slice(-1)[0] !== list[list.length - 1].t.toString()
193
- ? Object.keys(lowPoints).slice(-1)[0]
194
- : Object.keys(lowPoints).slice(-2)[0];
195
- var highestPoint = hightPoints[lastHightPointDate].h;
196
- var lowestPoint = lowPoints[lastLowPointDate].l;
185
+ value: function (highestPoint, lowestPoint) {
197
186
  var res = {
198
- highestPointDate: parseInt(lastHightPointDate),
199
- lowestPointDate: parseInt(lastLowPointDate),
200
187
  lowestPoint: lowestPoint,
201
188
  highestPoint: highestPoint,
202
189
  superStrong: Math.round((highestPoint - (highestPoint - lowestPoint) * 0.191) * 100) / 100,
@@ -27,17 +27,15 @@ describe("test Gold methods", function () {
27
27
  });
28
28
  it("test getGold(", function () {
29
29
  var gold = new Gold();
30
- var allGold = gold.getGold(data);
30
+ var allGold = gold.getGold(139, 89.1);
31
31
  expect(allGold).toEqual({
32
- highestPoint: 164.5,
33
- highestPointDate: 20211130,
34
- lowestPoint: 134,
35
- lowestPointDate: 20211122,
36
- middle: 149.25,
37
- strong: 152.85,
38
- superStrong: 158.67,
39
- superWeak: 139.83,
40
- weak: 145.65,
32
+ lowestPoint: 89.1,
33
+ highestPoint: 139,
34
+ superStrong: 129.47,
35
+ strong: 119.94,
36
+ middle: 114.05,
37
+ weak: 108.16,
38
+ superWeak: 98.63,
41
39
  });
42
40
  });
43
41
  });
package/dist/umd/index.js CHANGED
@@ -126,54 +126,95 @@
126
126
  SwingExtremesType["Peak"] = "Peak";
127
127
  SwingExtremesType["Trough"] = "Trough";
128
128
  })(exports.SwingExtremesType || (exports.SwingExtremesType = {}));
129
- function findPeaksByGradient(prices) {
129
+ function findPeaksByGradient(prices, level) {
130
+ if (level === void 0) { level = 1; }
130
131
  var peaks = [];
131
132
  for (var i = 1; i < prices.length - 1; i++) {
132
- var prevGradient = prices[i] - prices[i - 1];
133
- var nextGradient = prices[i + 1] - prices[i];
134
- if (prevGradient > 0 && nextGradient < 0) {
135
- peaks.push(i);
133
+ if (level === 1) {
134
+ var prevGradient = prices[i] - prices[i - 1];
135
+ var nextGradient = prices[i + 1] - prices[i];
136
+ if (prevGradient > 0 && nextGradient < 0) {
137
+ peaks.push(i);
138
+ }
139
+ }
140
+ else if (level === 2) {
141
+ var prevGradient = prices[i] - prices[i - 1];
142
+ var prev2Gradient = prices[i] - prices[i - 2];
143
+ var nextGradient = prices[i + 1] - prices[i];
144
+ var next2Gradient = prices[i + 2] - prices[i];
145
+ if (prevGradient > 0 &&
146
+ prev2Gradient > 0 &&
147
+ nextGradient < 0 &&
148
+ next2Gradient < 0) {
149
+ peaks.push(i);
150
+ }
136
151
  }
137
152
  }
138
153
  return peaks;
139
154
  }
140
- function findTroughByGradient(prices) {
141
- var peaks = [];
155
+ function findTroughByGradient(prices, level) {
156
+ if (level === void 0) { level = 1; }
157
+ var troughs = [];
142
158
  for (var i = 1; i < prices.length - 1; i++) {
143
- var prevGradient = prices[i] - prices[i - 1];
144
- var nextGradient = prices[i + 1] - prices[i];
145
- if (prevGradient < 0 && nextGradient > 0) {
146
- peaks.push(i);
159
+ if (level === 1) {
160
+ var prevGradient = prices[i] - prices[i - 1];
161
+ var nextGradient = prices[i + 1] - prices[i];
162
+ if (prevGradient < 0 && nextGradient > 0) {
163
+ troughs.push(i);
164
+ }
165
+ }
166
+ else if (level === 2) {
167
+ var prevGradient = prices[i] - prices[i - 1];
168
+ var prev2Gradient = prices[i] - prices[i - 2];
169
+ var nextGradient = prices[i + 1] - prices[i];
170
+ var next2Gradient = prices[i + 2] - prices[i];
171
+ if (prevGradient < 0 &&
172
+ prev2Gradient < 0 &&
173
+ nextGradient > 0 &&
174
+ next2Gradient > 0) {
175
+ troughs.push(i);
176
+ }
147
177
  }
148
178
  }
149
- return peaks;
179
+ return troughs;
150
180
  }
151
- function SwingExtremes(y, type) {
181
+ function SwingExtremes(y, type, level) {
182
+ if (level === void 0) { level = 1; }
152
183
  if (type === exports.SwingExtremesType.Peak) {
153
184
  var result = [];
154
- var indexs = findPeaksByGradient(y);
185
+ var indexs = findPeaksByGradient(y, level);
155
186
  result.push(indexs[0]);
156
187
  for (var i = 1; i < indexs.length; i++) {
157
- if (y[indexs[i]] > y[result[result.length - 1]]) {
188
+ if (y[indexs[i]] > y[result[result.length - 1]] &&
189
+ y[indexs[i]] > y[result[result.length - 2]]) {
158
190
  result[result.length - 1] = indexs[i];
159
191
  }
160
- else {
192
+ else if (y[indexs[i + 1]] < y[i] &&
193
+ y[indexs[i]] > y[result[result.length - 1]]) {
194
+ result.pop();
161
195
  result.push(indexs[i]);
162
196
  }
197
+ else
198
+ result.push(indexs[i]);
163
199
  }
164
200
  return result;
165
201
  }
166
202
  if (type === exports.SwingExtremesType.Trough) {
167
203
  var result = [];
168
- var indexs = findTroughByGradient(y);
204
+ var indexs = findTroughByGradient(y, level);
169
205
  result.push(indexs[0]);
170
206
  for (var i = 1; i < indexs.length; i++) {
171
- if (y[indexs[i]] < y[result[result.length - 1]]) {
207
+ if (y[indexs[i]] < y[result[result.length - 1]] &&
208
+ y[indexs[i]] < y[result[result.length - 2]]) {
172
209
  result[result.length - 1] = indexs[i];
173
210
  }
174
- else {
211
+ else if (y[indexs[i + 1]] > y[i] &&
212
+ y[indexs[i]] < y[result[result.length - 1]]) {
213
+ result.pop();
175
214
  result.push(indexs[i]);
176
215
  }
216
+ else
217
+ result.push(indexs[i]);
177
218
  }
178
219
  return result;
179
220
  }
@@ -365,6 +406,44 @@
365
406
  var Ema = /** @class */ (function () {
366
407
  function Ema() {
367
408
  }
409
+ Object.defineProperty(Ema.prototype, "init", {
410
+ enumerable: false,
411
+ configurable: true,
412
+ writable: true,
413
+ value: function (data, type) {
414
+ return { dataset: [data], ema: 0, type: type };
415
+ }
416
+ });
417
+ Object.defineProperty(Ema.prototype, "next", {
418
+ enumerable: false,
419
+ configurable: true,
420
+ writable: true,
421
+ value: function (data, preList, type) {
422
+ preList.dataset.push(data);
423
+ if (preList.dataset.length < type) {
424
+ return {
425
+ dataset: preList.dataset,
426
+ ema: 0,
427
+ type: type,
428
+ };
429
+ }
430
+ else if (preList.dataset.length === type) {
431
+ var sum = preList.dataset.reduce(function (pre, current) { return pre + current.c; }, 0);
432
+ return {
433
+ dataset: preList.dataset,
434
+ ema: sum / type,
435
+ type: type,
436
+ };
437
+ }
438
+ else {
439
+ if (preList.dataset.length > type) {
440
+ preList.dataset.shift();
441
+ }
442
+ var ema = (data.c * 2 + (type - 1) * preList.ema) / (type + 1);
443
+ return { dataset: preList.dataset, ema: ema, type: type };
444
+ }
445
+ }
446
+ });
368
447
  Object.defineProperty(Ema.prototype, "getStartEma", {
369
448
  enumerable: false,
370
449
  configurable: true,
@@ -657,21 +736,8 @@
657
736
  enumerable: false,
658
737
  configurable: true,
659
738
  writable: true,
660
- value: function (list) {
661
- var hightPoints = this.findHighPoint(list);
662
- var lowPoints = this.findLowPoint(list);
663
- var lastHightPointDate = Object.keys(hightPoints).slice(-1)[0] !==
664
- list[list.length - 1].t.toString()
665
- ? Object.keys(hightPoints).slice(-1)[0]
666
- : Object.keys(hightPoints).slice(-2)[0];
667
- var lastLowPointDate = Object.keys(lowPoints).slice(-1)[0] !== list[list.length - 1].t.toString()
668
- ? Object.keys(lowPoints).slice(-1)[0]
669
- : Object.keys(lowPoints).slice(-2)[0];
670
- var highestPoint = hightPoints[lastHightPointDate].h;
671
- var lowestPoint = lowPoints[lastLowPointDate].l;
739
+ value: function (highestPoint, lowestPoint) {
672
740
  var res = {
673
- highestPointDate: parseInt(lastHightPointDate),
674
- lowestPointDate: parseInt(lastLowPointDate),
675
741
  lowestPoint: lowestPoint,
676
742
  highestPoint: highestPoint,
677
743
  superStrong: Math.round((highestPoint - (highestPoint - lowestPoint) * 0.191) * 100) / 100,
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@ch20026103/anysis",
3
- "version": "0.0.13-alpha",
3
+ "version": "0.0.14-alpha",
4
4
  "description": "provide many analyze methods in the library.",
5
5
  "keywords": [],
6
6
  "bugs": "git@github.com:cosmic1330/anysis/issues",