@ch20026103/anysis 0.0.13-alpha → 0.0.15-alpha

package/demo/main.js

@@ -1,7 +1,12 @@
 /* eslint @typescript-eslint/no-var-requires: "off" */
 const axios = require("axios");
-const { Williams } = require("../dist/cjs/index.js");
-const williams = new Williams();
+const {
+  Rsi,
+} = require("../dist/cjs/index.js");
+
+
+// 使用示例
+const rsi = new Rsi();
 function DemoDay(stockId) {
   axios
     .get(
@@ -11,14 +16,13 @@ function DemoDay(stockId) {
       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);
+      const rsis = rsi.calculateRSI(data, 5);
+      let rsi5Data = rsi.init(data[0],5);
       for (let i = 1; i < data.length; i++) {
-        williams9Data = williams.next(data[i], williams9Data, 9);
-        williams18Data = williams.next(data[i], williams18Data, 18);
+        rsi5Data = rsi.next(data[i], rsi5Data, 5);
       }
-      console.log(williams9Data);
-      console.log(williams18Data);
+      console.log("rsi", rsis[rsis.length - 2]);
+      console.log("rsi", rsi5Data);
     })
     .catch((error) => {
       console.error(error);
@@ -28,4 +32,4 @@ function DemoDay(stockId) {
     });
 }
 
-DemoDay("2449");
+DemoDay("2385");

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

@@ -3,7 +3,7 @@ export declare enum SwingExtremesType {
     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 declare function findPeaksByGradient(prices: number[], level?: number): Index[];
+export declare function findTroughByGradient(prices: number[], level?: number): Index[];
+export declare function SwingExtremes(y: number[], type: SwingExtremesType, level?: number): Index[];
 export {};

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

@@ -6,56 +6,97 @@ var SwingExtremesType;
     SwingExtremesType["Peak"] = "Peak";
     SwingExtremesType["Trough"] = "Trough";
 })(SwingExtremesType = exports.SwingExtremesType || (exports.SwingExtremesType = {}));
-function findPeaksByGradient(prices) {
+function findPeaksByGradient(prices, level) {
+    if (level === void 0) { level = 1; }
     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);
+        if (level === 1) {
+            var prevGradient = prices[i] - prices[i - 1];
+            var nextGradient = prices[i + 1] - prices[i];
+            if (prevGradient > 0 && nextGradient < 0) {
+                peaks.push(i);
+            }
+        }
+        else if (level === 2) {
+            var prevGradient = prices[i] - prices[i - 1];
+            var prev2Gradient = prices[i] - prices[i - 2];
+            var nextGradient = prices[i + 1] - prices[i];
+            var next2Gradient = prices[i + 2] - prices[i];
+            if (prevGradient > 0 &&
+                prev2Gradient > 0 &&
+                nextGradient < 0 &&
+                next2Gradient < 0) {
+                peaks.push(i);
+            }
         }
     }
     return peaks;
 }
 exports.findPeaksByGradient = findPeaksByGradient;
-function findTroughByGradient(prices) {
-    var peaks = [];
+function findTroughByGradient(prices, level) {
+    if (level === void 0) { level = 1; }
+    var troughs = [];
     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);
+        if (level === 1) {
+            var prevGradient = prices[i] - prices[i - 1];
+            var nextGradient = prices[i + 1] - prices[i];
+            if (prevGradient < 0 && nextGradient > 0) {
+                troughs.push(i);
+            }
+        }
+        else if (level === 2) {
+            var prevGradient = prices[i] - prices[i - 1];
+            var prev2Gradient = prices[i] - prices[i - 2];
+            var nextGradient = prices[i + 1] - prices[i];
+            var next2Gradient = prices[i + 2] - prices[i];
+            if (prevGradient < 0 &&
+                prev2Gradient < 0 &&
+                nextGradient > 0 &&
+                next2Gradient > 0) {
+                troughs.push(i);
+            }
         }
     }
-    return peaks;
+    return troughs;
 }
 exports.findTroughByGradient = findTroughByGradient;
-function SwingExtremes(y, type) {
+function SwingExtremes(y, type, level) {
+    if (level === void 0) { level = 1; }
     if (type === SwingExtremesType.Peak) {
         var result = [];
-        var indexs = findPeaksByGradient(y);
+        var indexs = findPeaksByGradient(y, level);
         result.push(indexs[0]);
         for (var i = 1; i < indexs.length; i++) {
-            if (y[indexs[i]] > y[result[result.length - 1]]) {
+            if (y[indexs[i]] > y[result[result.length - 1]] &&
+                y[indexs[i]] > y[result[result.length - 2]]) {
                 result[result.length - 1] = indexs[i];
             }
-            else {
+            else if (y[indexs[i + 1]] < y[i] &&
+                y[indexs[i]] > y[result[result.length - 1]]) {
+                result.pop();
                 result.push(indexs[i]);
             }
+            else
+                result.push(indexs[i]);
         }
         return result;
     }
     if (type === SwingExtremesType.Trough) {
         var result = [];
-        var indexs = findTroughByGradient(y);
+        var indexs = findTroughByGradient(y, level);
         result.push(indexs[0]);
         for (var i = 1; i < indexs.length; i++) {
-            if (y[indexs[i]] < y[result[result.length - 1]]) {
+            if (y[indexs[i]] < y[result[result.length - 1]] &&
+                y[indexs[i]] < y[result[result.length - 2]]) {
                 result[result.length - 1] = indexs[i];
             }
-            else {
+            else if (y[indexs[i + 1]] > y[i] &&
+                y[indexs[i]] < y[result[result.length - 1]]) {
+                result.pop();
                 result.push(indexs[i]);
             }
+            else
+                result.push(indexs[i]);
         }
         return result;
     }

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

@@ -17,7 +17,7 @@ describe("test SwingExtremes", function () {
     });
     it("test SwingExtremes Peak", function () {
         var res = (0, index_1.SwingExtremes)(prices, index_1.SwingExtremesType.Peak);
-        expect(res).toEqual([6, 10, 13]);
+        expect(res).toEqual([1, 6, 10, 13]);
     });
     it("test SwingExtremes Trough", function () {
         var res = (0, index_1.SwingExtremes)(prices, index_1.SwingExtremesType.Trough);

package/dist/cjs/index.d.ts

@@ -1,12 +1,14 @@
 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 { SwingExtremes, SwingExtremesType, findPeaksByGradient, findTroughByGradient, } 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";
+export type { BollResType } from "./stockSkills/boll.js";
 export { default as Ema } from "./stockSkills/ema.js";
 export { default as Gold } from "./stockSkills/gold.js";
+export type { GetGoldResType } from "./stockSkills/gold.js";
 export { default as Kd } from "./stockSkills/kd.js";
 export { default as Ma } from "./stockSkills/ma.js";
 export { default as Macd } from "./stockSkills/macd.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.SwingExtremesType = exports.findTroughByGradient = exports.findPeaksByGradient = exports.SwingExtremes = 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.findTroughByGradient = exports.findPeaksByGradient = exports.SwingExtremesType = 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**
@@ -14,9 +14,9 @@ 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/SwingExtremes/index.js");
 Object.defineProperty(exports, "SwingExtremes", { enumerable: true, get: function () { return index_js_3.SwingExtremes; } });
+Object.defineProperty(exports, "SwingExtremesType", { enumerable: true, get: function () { return index_js_3.SwingExtremesType; } });
 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; } });

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

@@ -3,8 +3,8 @@ type ItemType = {
     [key: string]: unknown;
 };
 type ListType = ItemType[];
-type ResBoll = {
-    c: number;
+export type BollResType = {
+    [key: string]: unknown;
     bollMa: number | null;
     bollUb: number | null;
     bollLb: number | null;
@@ -27,7 +27,7 @@ interface BollType {
         bollUb: number | null;
         bollLb: number | null;
     };
-    getBoll: (list: ListType, type: number) => ResBoll;
+    getBoll: (list: ListType, type: number) => BollResType;
 }
 export default class Boll implements BollType {
     init(data: ItemType): {
@@ -54,6 +54,6 @@ export default class Boll implements BollType {
         bollUb: number;
         bollLb: number;
     };
-    getBoll(list: ListType, type: number): ResBoll;
+    getBoll(list: ListType, type: number): BollResType;
 }
 export {};

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

@@ -1,8 +1,40 @@
+type ItemType = {
+    c: number;
+    [key: string]: unknown;
+};
+type ListType = ItemType[];
 interface EmaType {
+    init: (data: ItemType, type: number) => {
+        dataset: ListType;
+        ema: number;
+        type: number;
+    };
+    next: (data: ItemType, preList: {
+        dataset: ListType;
+        ema: number;
+        type: number;
+    }, type: number) => {
+        dataset: ListType;
+        ema: number;
+        type: number;
+    };
     getStartEma: (list: number[], period: number) => number;
     getEma: (list: number[], period: number) => (number | null)[];
 }
 export default class Ema implements EmaType {
+    init(data: ItemType, type: number): {
+        dataset: ListType;
+        ema: number;
+        type: number;
+    };
+    next(data: ItemType, preList: {
+        dataset: ListType;
+        ema: number;
+    }, type: number): {
+        dataset: ListType;
+        ema: number;
+        type: number;
+    };
     getStartEma(list: number[], period: number): number;
     getEma(list: number[], period: number): (number | null)[];
 }

package/dist/cjs/stockSkills/ema.js

@@ -3,6 +3,44 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var Ema = /** @class */ (function () {
     function Ema() {
     }
+    Object.defineProperty(Ema.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, type) {
+            return { dataset: [data], ema: 0, type: type };
+        }
+    });
+    Object.defineProperty(Ema.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,
+                    ema: 0,
+                    type: type,
+                };
+            }
+            else if (preList.dataset.length === type) {
+                var sum = preList.dataset.reduce(function (pre, current) { return pre + current.c; }, 0);
+                return {
+                    dataset: preList.dataset,
+                    ema: sum / type,
+                    type: type,
+                };
+            }
+            else {
+                if (preList.dataset.length > type) {
+                    preList.dataset.shift();
+                }
+                var ema = (data.c * 2 + (type - 1) * preList.ema) / (type + 1);
+                return { dataset: preList.dataset, ema: ema, type: type };
+            }
+        }
+    });
     Object.defineProperty(Ema.prototype, "getStartEma", {
         enumerable: false,
         configurable: true,

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

@@ -3,6 +3,17 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var ema_1 = require("./ema");
 var test_data_test_1 = require("./test_data.test");
 describe("test ema methods", function () {
+    it("test init & next", function () {
+        var index = test_data_test_1.default.length - 1;
+        var ema = new ema_1.default();
+        var init = ema.init(test_data_test_1.default[0], 5);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = test_data_test_1.default[i];
+            res = ema.next(item, res, 5);
+        }
+        expect(res.ema).toEqual(141.83482746491333);
+    });
     it("test getEma5()", function () {
         var ema = new ema_1.default();
         var res = ema.getEma(test_data_test_1.default.map(function (item) { return item.c; }), 5);

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

@@ -1,6 +1,4 @@
-type ResGoldType = {
-    highestPointDate: number;
-    lowestPointDate: number;
+export type GetGoldResType = {
     lowestPoint: number;
     highestPoint: number;
     superStrong: number;
@@ -15,33 +13,36 @@ type ListType = {
     o: number;
     c: number;
     l: number;
+    [key: string]: unknown;
 }[];
-type ResHightestType = {
+type FindHightestResType = {
     [key: string]: {
         h: number;
         t: number;
         o: number;
         c: number;
         l: number;
+        [key: string]: unknown;
     };
 };
-type ResLowestType = {
+type FindLowestResType = {
     [key: string]: {
         h: number;
         t: number;
         o: number;
         c: number;
         l: number;
+        [key: string]: unknown;
     };
 };
 interface GoldType {
-    findHighPoint: (list: ListType) => ResHightestType;
-    findLowPoint: (list: ListType) => ResLowestType;
-    getGold: (list: ListType) => ResGoldType;
+    findHighPoint: (list: ListType) => FindHightestResType;
+    findLowPoint: (list: ListType) => FindLowestResType;
+    getGold: (highestPoint: number, lowestPoint: number) => GetGoldResType;
 }
 export default class Gold implements GoldType {
-    findHighPoint(list: ListType): ResHightestType;
-    findLowPoint(list: ListType): ResLowestType;
-    getGold(list: ListType): ResGoldType;
+    findHighPoint(list: ListType): FindHightestResType;
+    findLowPoint(list: ListType): FindLowestResType;
+    getGold(highestPoint: number, lowestPoint: number): GetGoldResType;
 }
 export {};

package/dist/cjs/stockSkills/gold.js

@@ -184,21 +184,8 @@ var Gold = /** @class */ (function () {
         enumerable: false,
         configurable: true,
         writable: true,
-        value: function (list) {
-            var hightPoints = this.findHighPoint(list);
-            var lowPoints = this.findLowPoint(list);
-            var lastHightPointDate = Object.keys(hightPoints).slice(-1)[0] !==
-                list[list.length - 1].t.toString()
-                ? Object.keys(hightPoints).slice(-1)[0]
-                : Object.keys(hightPoints).slice(-2)[0];
-            var lastLowPointDate = Object.keys(lowPoints).slice(-1)[0] !== list[list.length - 1].t.toString()
-                ? Object.keys(lowPoints).slice(-1)[0]
-                : Object.keys(lowPoints).slice(-2)[0];
-            var highestPoint = hightPoints[lastHightPointDate].h;
-            var lowestPoint = lowPoints[lastLowPointDate].l;
+        value: function (highestPoint, lowestPoint) {
             var res = {
-                highestPointDate: parseInt(lastHightPointDate),
-                lowestPointDate: parseInt(lastLowPointDate),
                 lowestPoint: lowestPoint,
                 highestPoint: highestPoint,
                 superStrong: Math.round((highestPoint - (highestPoint - lowestPoint) * 0.191) * 100) / 100,

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

@@ -29,17 +29,15 @@ describe("test Gold methods", function () {
     });
     it("test getGold(", function () {
         var gold = new gold_1.default();
-        var allGold = gold.getGold(test_data_test_1.default);
+        var allGold = gold.getGold(139, 89.1);
         expect(allGold).toEqual({
-            highestPoint: 164.5,
-            highestPointDate: 20211130,
-            lowestPoint: 134,
-            lowestPointDate: 20211122,
-            middle: 149.25,
-            strong: 152.85,
-            superStrong: 158.67,
-            superWeak: 139.83,
-            weak: 145.65,
+            lowestPoint: 89.1,
+            highestPoint: 139,
+            superStrong: 129.47,
+            strong: 119.94,
+            middle: 114.05,
+            weak: 108.16,
+            superWeak: 98.63,
         });
     });
 });

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

@@ -1,32 +1,29 @@
-type ListType = {
+type DataType = {
     c: number;
-}[];
-type ResRsi6Type = {
-    c: number;
-    rsi6: number | null;
-}[];
-type ResRsi12Type = {
-    c: number;
-    rsi12: number | null;
-}[];
-type ResAllRsiType = {
-    c: number;
-    rsi6: number | null;
-    rsi12: number | null;
-}[];
-interface RsiType {
-    getRsi6: (list: ListType) => ResRsi6Type;
-    getRsi12: (list: ListType) => ResRsi12Type;
-    getStartUpAvg: (list: ListType, count: number) => number;
-    getStartDownAvg: (list: ListType, count: number) => number;
-    getRsi: (UpAvg: number, DownAvg: number) => number;
-}
-export default class Rsi implements RsiType {
-    getAllRsi(list: ListType): ResAllRsiType;
-    getRsi6(list: ListType): ResRsi6Type;
-    getRsi12(list: ListType): ResRsi12Type;
-    getStartUpAvg(list: ListType, count: number): number;
-    getStartDownAvg(list: ListType, count: number): number;
-    getRsi(UpAvg: number, DownAvg: number): number;
+    [key: string]: unknown;
+};
+type ListType = DataType[];
+export default class Rsi {
+    init(data: DataType, type: number): {
+        dataset: DataType[];
+        rsi: number;
+        type: number;
+        avgGain: number;
+        avgLoss: number;
+    };
+    next(data: DataType, preList: {
+        dataset: ListType;
+        rsi: number;
+        type: number;
+        avgGain: number;
+        avgLoss: number;
+    }, type: number): {
+        rsi: number;
+        type: number;
+        avgGain: number;
+        avgLoss: number;
+        dataset: ListType;
+    };
+    calculateRSI(prices: ListType, period?: number): number[];
 }
 export {};