@ch20026103/anysis 0.0.13-alpha → 0.0.15-alpha

package/dist/umd/index.js

@@ -126,54 +126,95 @@
         SwingExtremesType["Peak"] = "Peak";
         SwingExtremesType["Trough"] = "Trough";
     })(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;
     }
-    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;
     }
-    function SwingExtremes(y, type) {
+    function SwingExtremes(y, type, level) {
+        if (level === void 0) { level = 1; }
         if (type === exports.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 === exports.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;
         }
@@ -365,6 +406,44 @@
     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,
@@ -657,21 +736,8 @@
             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,
@@ -1320,130 +1386,108 @@
     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$1(__assign$1({}, list[i]), { rsi6: null });
+            value: function (data, preList, type) {
+                preList.dataset.push(data);
+                if (preList.dataset.length < type + 1) {
+                    return __assign$1(__assign$1({}, 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$1(__assign$1({}, 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$1(__assign$1({}, list[i]), { rsi6: Math.round(rsi6 * 100) / 100 });
+                    // 计算RSI
+                    var rs = avgGain / avgLoss;
+                    var rsi = 100 - 100 / (1 + rs);
+                    return __assign$1(__assign$1({}, 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$1(__assign$1({}, 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$1(__assign$1({}, 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$1(__assign$1({}, 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/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@ch20026103/anysis",
-  "version": "0.0.13-alpha",
+  "version": "0.0.15-alpha",
   "description": "provide many analyze methods in the library.",
   "keywords": [],
   "bugs": "git@github.com:cosmic1330/anysis/issues",