@ch20026103/anysis 0.0.13-alpha → 0.0.15-alpha

package/dist/esm/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 {};

package/dist/esm/stockSkills/rsi.js

@@ -12,130 +12,108 @@ var __assign = (this && this.__assign) || function () {
 var Rsi = /** @class */ (function () {
     function Rsi() {
     }
-    Object.defineProperty(Rsi.prototype, "getAllRsi", {
+    Object.defineProperty(Rsi.prototype, "init", {
         enumerable: false,
         configurable: true,
         writable: true,
-        value: function (list) {
-            var res = [];
-            var rsi6 = this.getRsi6(list);
-            var rsi12 = this.getRsi12(list);
-            for (var i = 0; i < list.length; i++) {
-                res[i] = Object.assign(list[i], rsi6[i], rsi12[i]);
-            }
-            return res;
+        value: function (data, type) {
+            return {
+                dataset: [data],
+                rsi: 0,
+                type: type,
+                avgGain: 0,
+                avgLoss: 0,
+            };
         }
     });
-    Object.defineProperty(Rsi.prototype, "getRsi6", {
+    Object.defineProperty(Rsi.prototype, "next", {
         enumerable: false,
         configurable: true,
         writable: true,
-        value: function (list) {
-            var res = [];
-            // 前5筆
-            for (var i = 0; i < 5; i++) {
-                res[i] = __assign(__assign({}, list[i]), { rsi6: null });
+        value: function (data, preList, type) {
+            preList.dataset.push(data);
+            if (preList.dataset.length < type + 1) {
+                return __assign(__assign({}, preList), { rsi: 0, type: type, avgGain: 0, avgLoss: 0 });
             }
-            // 第6筆Rsi
-            var beforeUpAvg = this.getStartUpAvg(list, 6);
-            var beforeDownAvg = this.getStartDownAvg(list, 6);
-            var firstRsi6 = this.getRsi(beforeUpAvg, beforeDownAvg);
-            res[5] = __assign(__assign({}, list[5]), { rsi6: firstRsi6 });
-            // else
-            for (var i = 6; i < list.length; i++) {
-                var minusU = 0;
-                var minusD = 0;
-                var minusC = list[i]["c"] - list[i - 1]["c"];
-                if (minusC > 0) {
-                    minusU = minusC;
+            else {
+                // 计算初始增益和损失
+                var avgGain = 0;
+                var avgLoss = 0;
+                if (preList.dataset.length === type + 1) {
+                    var gains = 0;
+                    var losses = 0;
+                    for (var i = 1; i <= type; i++) {
+                        var change = preList.dataset[i].c - preList.dataset[i - 1].c;
+                        if (change > 0) {
+                            gains += change;
+                        }
+                        else {
+                            losses -= change;
+                        }
+                    }
+                    avgGain = gains / type;
+                    avgLoss = losses / type;
                 }
-                else {
-                    minusD = minusC;
+                else if (preList.dataset.length > type + 1) {
+                    preList.dataset.shift();
+                    // 更新平均增益和平均损失
+                    var change = preList.dataset[preList.dataset.length - 1].c -
+                        preList.dataset[preList.dataset.length - 2].c;
+                    avgGain =
+                        (preList.avgGain * (type - 1) + (change > 0 ? change : 0)) / type;
+                    avgLoss =
+                        (preList.avgLoss * (type - 1) + (change < 0 ? -change : 0)) / type;
                 }
-                beforeUpAvg = (beforeUpAvg * 5) / 6 + minusU / 6;
-                beforeDownAvg = (beforeDownAvg * 5) / 6 + Math.abs(minusD) / 6;
-                var rsi6 = this.getRsi(beforeUpAvg, beforeDownAvg);
-                res[i] = __assign(__assign({}, list[i]), { rsi6: Math.round(rsi6 * 100) / 100 });
+                // 计算RSI
+                var rs = avgGain / avgLoss;
+                var rsi = 100 - 100 / (1 + rs);
+                return __assign(__assign({}, preList), { type: type, rsi: rsi, avgGain: avgGain, avgLoss: avgLoss });
             }
-            return res;
         }
     });
-    Object.defineProperty(Rsi.prototype, "getRsi12", {
+    Object.defineProperty(Rsi.prototype, "calculateRSI", {
         enumerable: false,
         configurable: true,
         writable: true,
-        value: function (list) {
-            var res = [];
-            // 前11筆
-            for (var i = 0; i < 11; i++) {
-                res[i] = __assign(__assign({}, list[i]), { rsi12: null });
+        value: function (prices, period) {
+            if (period === void 0) { period = 5; }
+            if (prices.length < period + 1) {
+                return [];
             }
-            // 第12筆Rsi
-            var beforeUpAvg = this.getStartUpAvg(list, 12);
-            var beforeDownAvg = this.getStartDownAvg(list, 12);
-            var firstRsi12 = this.getRsi(beforeUpAvg, beforeDownAvg);
-            res[11] = __assign(__assign({}, list[11]), { rsi12: firstRsi12 });
-            // else
-            for (var i = 12; i < list.length; i++) {
-                var minusU = 0;
-                var minusD = 0;
-                var minusC = list[i]["c"] - list[i - 1]["c"];
-                if (minusC > 0) {
-                    minusU = minusC;
-                }
-                else {
-                    minusD = minusC;
-                }
-                beforeUpAvg = (beforeUpAvg * 11) / 12 + minusU / 12;
-                beforeDownAvg = (beforeDownAvg * 11) / 12 + Math.abs(minusD) / 12;
-                var rsi12 = this.getRsi(beforeUpAvg, beforeDownAvg);
-                res[i] = __assign(__assign({}, list[i]), { rsi12: Math.round(rsi12 * 100) / 100 });
+            // 计算价格变化
+            var changes = [];
+            for (var i = 1; i < prices.length; i++) {
+                changes.push(prices[i].c - prices[i - 1].c);
             }
-            return res;
-        }
-    });
-    Object.defineProperty(Rsi.prototype, "getStartUpAvg", {
-        enumerable: false,
-        configurable: true,
-        writable: true,
-        value: function (list, count) {
-            var start = list.slice(0, 5);
-            var sum = 0;
-            for (var i = 1; i < start.length; i++) {
-                var minus = start[i]["c"] - start[i - 1]["c"];
-                if (minus > 0) {
-                    sum += minus;
+            // 计算增益和损失
+            var gains = 0;
+            var losses = 0;
+            for (var i = 0; i < period; i++) {
+                if (changes[i] > 0) {
+                    gains += changes[i];
                 }
-            }
-            return sum / count;
-        }
-    });
-    Object.defineProperty(Rsi.prototype, "getStartDownAvg", {
-        enumerable: false,
-        configurable: true,
-        writable: true,
-        value: function (list, count) {
-            var start = list.slice(0, 5);
-            var sum = 0;
-            for (var i = 1; i < start.length; i++) {
-                var minus = start[i]["c"] - start[i - 1]["c"];
-                if (minus < 0) {
-                    sum += minus;
+                else {
+                    losses -= changes[i];
                 }
             }
-            return Math.abs(sum / count);
-        }
-    });
-    Object.defineProperty(Rsi.prototype, "getRsi", {
-        enumerable: false,
-        configurable: true,
-        writable: true,
-        value: function (UpAvg, DownAvg) {
-            var res = 0;
-            if (UpAvg + DownAvg !== 0) {
-                res = (UpAvg / (UpAvg + DownAvg)) * 100;
+            // 计算初始平均增益和平均损失
+            var avgGain = gains / period;
+            var avgLoss = losses / period;
+            // 计算RSI
+            var rsis = [];
+            var rs = avgGain / avgLoss;
+            var rsi = 100 - 100 / (1 + rs);
+            rsis.push(rsi);
+            for (var i = period; i < changes.length; i++) {
+                // 更新平均增益和平均损失
+                var change = changes[i];
+                avgGain = (avgGain * (period - 1) + (change > 0 ? change : 0)) / period;
+                avgLoss = (avgLoss * (period - 1) + (change < 0 ? -change : 0)) / period;
+                var rs_1 = avgGain / avgLoss;
+                var rsi_1 = 100 - 100 / (1 + rs_1);
+                rsis.push(rsi_1);
             }
-            return res;
+            return rsis;
         }
     });
     return Rsi;

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

@@ -1,28 +1,17 @@
 import Rsi from "./rsi";
 import data from "./test_data.test";
 describe("test rsi methods", function () {
-    it("test getRsi6()", function () {
+    it("test init & next", function () {
         var rsi = new Rsi();
-        expect(rsi.getRsi6(data)[data.length - 1]).toEqual({
-            c: 142,
-            o: 138,
-            t: 20211214,
-            v: 16841,
-            h: 143,
-            l: 138,
-            rsi6: 45.12,
-        });
+        var result = rsi.init(data[0], 5);
+        for (var i = 1; i < data.length; i++) {
+            result = rsi.next(data[i], result, 5);
+        }
+        expect(result === null || result === void 0 ? void 0 : result.rsi).toEqual(44.72040034947733);
     });
-    it("test getRsi12()", function () {
+    it("test calculateRSI()", function () {
         var rsi = new Rsi();
-        expect(rsi.getRsi12(data)[data.length - 1]).toEqual({
-            c: 142,
-            o: 138,
-            t: 20211214,
-            v: 16841,
-            h: 143,
-            l: 138,
-            rsi12: 49.47,
-        });
+        var result = rsi.calculateRSI(data, 5);
+        expect(result === null || result === void 0 ? void 0 : result[(result === null || result === void 0 ? void 0 : result.length) - 1]).toEqual(44.72040034947733);
     });
 });