@ch20026103/anysis 0.0.14-alpha → 0.0.15-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 +12 -12
- package/dist/cjs/stockSkills/rsi.d.ts +26 -29
- package/dist/cjs/stockSkills/rsi.js +79 -101
- package/dist/cjs/stockSkills/rsi.test.js +9 -20
- package/dist/esm/stockSkills/rsi.d.ts +26 -29
- package/dist/esm/stockSkills/rsi.js +79 -101
- package/dist/esm/stockSkills/rsi.test.js +9 -20
- package/dist/umd/index.js +79 -101
- package/package.json +1 -1
package/demo/main.js
CHANGED
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@@ -1,12 +1,12 @@
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/* eslint @typescript-eslint/no-var-requires: "off" */
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const axios = require("axios");
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const {
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SwingExtremesType,
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SwingExtremes,
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Rsi,
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} = require("../dist/cjs/index.js");
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// 使用示例
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const rsi = new Rsi();
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function DemoDay(stockId) {
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axios
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.get(
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@@ -16,13 +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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const
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const rsis = rsi.calculateRSI(data, 5);
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let rsi5Data = rsi.init(data[0],5);
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for (let i = 1; i < data.length; i++) {
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rsi5Data = rsi.next(data[i], rsi5Data, 5);
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}
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console.log("rsi", rsis[rsis.length - 2]);
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console.log("rsi", rsi5Data);
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})
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.catch((error) => {
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console.error(error);
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@@ -32,4 +32,4 @@ function DemoDay(stockId) {
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});
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}
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DemoDay("
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DemoDay("2385");
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@@ -1,32 +1,29 @@
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type
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type DataType = {
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c: number;
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getStartUpAvg(list: ListType, count: number): number;
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getStartDownAvg(list: ListType, count: number): number;
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getRsi(UpAvg: number, DownAvg: number): number;
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[key: string]: unknown;
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};
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type ListType = DataType[];
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export default class Rsi {
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init(data: DataType, type: number): {
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dataset: DataType[];
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rsi: number;
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type: number;
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avgGain: number;
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avgLoss: number;
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};
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next(data: DataType, preList: {
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dataset: ListType;
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rsi: number;
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type: number;
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avgGain: number;
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avgLoss: number;
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}, type: number): {
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rsi: number;
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type: number;
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avgGain: number;
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avgLoss: number;
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dataset: ListType;
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};
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calculateRSI(prices: ListType, period?: number): number[];
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}
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export {};
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@@ -14,130 +14,108 @@ Object.defineProperty(exports, "__esModule", { value: true });
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var Rsi = /** @class */ (function () {
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function Rsi() {
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}
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Object.defineProperty(Rsi.prototype, "
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Object.defineProperty(Rsi.prototype, "init", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (
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value: function (data, type) {
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return {
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dataset: [data],
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rsi: 0,
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type: type,
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avgGain: 0,
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avgLoss: 0,
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};
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}
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});
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Object.defineProperty(Rsi.prototype, "
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Object.defineProperty(Rsi.prototype, "next", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (
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res[i] = __assign(__assign({}, list[i]), { rsi6: null });
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value: function (data, preList, type) {
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preList.dataset.push(data);
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if (preList.dataset.length < type + 1) {
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return __assign(__assign({}, preList), { rsi: 0, type: type, avgGain: 0, avgLoss: 0 });
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}
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else {
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// 计算初始增益和损失
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var avgGain = 0;
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var avgLoss = 0;
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if (preList.dataset.length === type + 1) {
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var gains = 0;
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var losses = 0;
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for (var i = 1; i <= type; i++) {
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var change = preList.dataset[i].c - preList.dataset[i - 1].c;
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if (change > 0) {
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gains += change;
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}
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else {
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losses -= change;
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}
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}
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avgGain = gains / type;
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avgLoss = losses / type;
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}
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else {
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else if (preList.dataset.length > type + 1) {
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preList.dataset.shift();
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// 更新平均增益和平均损失
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var change = preList.dataset[preList.dataset.length - 1].c -
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preList.dataset[preList.dataset.length - 2].c;
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avgGain =
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(preList.avgGain * (type - 1) + (change > 0 ? change : 0)) / type;
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avgLoss =
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(preList.avgLoss * (type - 1) + (change < 0 ? -change : 0)) / type;
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}
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// 计算RSI
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var rs = avgGain / avgLoss;
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var rsi = 100 - 100 / (1 + rs);
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return __assign(__assign({}, preList), { type: type, rsi: rsi, avgGain: avgGain, avgLoss: avgLoss });
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}
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return res;
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});
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Object.defineProperty(Rsi.prototype, "
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Object.defineProperty(Rsi.prototype, "calculateRSI", {
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enumerable: false,
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res[i] = __assign(__assign({}, list[i]), { rsi12: null });
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value: function (prices, period) {
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if (period === void 0) { period = 5; }
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if (prices.length < period + 1) {
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return [];
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//
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res[11] = __assign(__assign({}, list[11]), { rsi12: firstRsi12 });
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// else
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for (var i = 12; i < list.length; i++) {
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var minusU = 0;
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var minusD = 0;
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var minusC = list[i]["c"] - list[i - 1]["c"];
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if (minusC > 0) {
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minusU = minusC;
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}
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minusD = minusC;
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}
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beforeUpAvg = (beforeUpAvg * 11) / 12 + minusU / 12;
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beforeDownAvg = (beforeDownAvg * 11) / 12 + Math.abs(minusD) / 12;
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var rsi12 = this.getRsi(beforeUpAvg, beforeDownAvg);
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res[i] = __assign(__assign({}, list[i]), { rsi12: Math.round(rsi12 * 100) / 100 });
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// 计算价格变化
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var changes = [];
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changes.push(prices[i].c - prices[i - 1].c);
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}
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var start = list.slice(0, 5);
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var sum = 0;
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for (var i = 1; i < start.length; i++) {
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var minus = start[i]["c"] - start[i - 1]["c"];
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if (minus > 0) {
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sum += minus;
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// 计算增益和损失
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var gains = 0;
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var losses = 0;
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for (var i = 0; i < period; i++) {
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if (changes[i] > 0) {
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gains += changes[i];
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});
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Object.defineProperty(Rsi.prototype, "getStartDownAvg", {
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var sum = 0;
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for (var i = 1; i < start.length; i++) {
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var minus = start[i]["c"] - start[i - 1]["c"];
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sum += minus;
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losses -= changes[i];
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// 计算初始平均增益和平均损失
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var avgGain = gains / period;
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var avgLoss = losses / period;
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// 计算RSI
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var rsis = [];
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var rs = avgGain / avgLoss;
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var rsi = 100 - 100 / (1 + rs);
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rsis.push(rsi);
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for (var i = period; i < changes.length; i++) {
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// 更新平均增益和平均损失
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var change = changes[i];
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avgGain = (avgGain * (period - 1) + (change > 0 ? change : 0)) / period;
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avgLoss = (avgLoss * (period - 1) + (change < 0 ? -change : 0)) / period;
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var rs_1 = avgGain / avgLoss;
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var rsi_1 = 100 - 100 / (1 + rs_1);
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rsis.push(rsi_1);
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return rsis;
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var rsi_1 = require("./rsi");
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var test_data_test_1 = require("./test_data.test");
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describe("test rsi methods", function () {
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it("test
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it("test init & next", function () {
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h: 143,
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rsi6: 45.12,
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});
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var result = rsi.init(test_data_test_1.default[0], 5);
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for (var i = 1; i < test_data_test_1.default.length; i++) {
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result = rsi.next(test_data_test_1.default[i], result, 5);
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}
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expect(result === null || result === void 0 ? void 0 : result.rsi).toEqual(44.72040034947733);
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it("test
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it("test calculateRSI()", function () {
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rsi12: 49.47,
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});
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var result = rsi.calculateRSI(test_data_test_1.default, 5);
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expect(result === null || result === void 0 ? void 0 : result[(result === null || result === void 0 ? void 0 : result.length) - 1]).toEqual(44.72040034947733);
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type DataType = {
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getStartUpAvg(list: ListType, count: number): number;
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getStartDownAvg(list: ListType, count: number): number;
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getRsi(UpAvg: number, DownAvg: number): number;
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type ListType = DataType[];
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export default class Rsi {
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init(data: DataType, type: number): {
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dataset: DataType[];
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type: number;
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avgGain: number;
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avgLoss: number;
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next(data: DataType, preList: {
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calculateRSI(prices: ListType, period?: number): number[];
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export {};
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@@ -12,130 +12,108 @@ var __assign = (this && this.__assign) || function () {
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var Rsi = /** @class */ (function () {
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function Rsi() {
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}
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Object.defineProperty(Rsi.prototype, "
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Object.defineProperty(Rsi.prototype, "init", {
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value: function (data, type) {
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rsi: 0,
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type: type,
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avgGain: 0,
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avgLoss: 0,
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};
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}
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Object.defineProperty(Rsi.prototype, "next", {
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value: function (
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res[i] = __assign(__assign({}, list[i]), { rsi6: null });
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value: function (data, preList, type) {
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preList.dataset.push(data);
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if (preList.dataset.length < type + 1) {
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return __assign(__assign({}, preList), { rsi: 0, type: type, avgGain: 0, avgLoss: 0 });
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else {
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// 计算初始增益和损失
|
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var avgGain = 0;
|
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|
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var avgLoss = 0;
|
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|
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if (preList.dataset.length === type + 1) {
|
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|
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var gains = 0;
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var losses = 0;
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|
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for (var i = 1; i <= type; i++) {
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var change = preList.dataset[i].c - preList.dataset[i - 1].c;
|
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if (change > 0) {
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gains += change;
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}
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else {
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losses -= change;
|
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}
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}
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avgGain = gains / type;
|
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|
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avgLoss = losses / type;
|
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56
|
}
|
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|
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else {
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|
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|
+
else if (preList.dataset.length > type + 1) {
|
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|
+
preList.dataset.shift();
|
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|
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// 更新平均增益和平均损失
|
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|
+
var change = preList.dataset[preList.dataset.length - 1].c -
|
|
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|
+
preList.dataset[preList.dataset.length - 2].c;
|
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|
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avgGain =
|
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|
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(preList.avgGain * (type - 1) + (change > 0 ? change : 0)) / type;
|
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|
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avgLoss =
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|
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(preList.avgLoss * (type - 1) + (change < 0 ? -change : 0)) / type;
|
|
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66
|
}
|
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|
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|
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|
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57
|
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var
|
|
58
|
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|
|
67
|
+
// 计算RSI
|
|
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|
+
var rs = avgGain / avgLoss;
|
|
69
|
+
var rsi = 100 - 100 / (1 + rs);
|
|
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|
+
return __assign(__assign({}, preList), { type: type, rsi: rsi, avgGain: avgGain, avgLoss: avgLoss });
|
|
59
71
|
}
|
|
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|
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return res;
|
|
61
72
|
}
|
|
62
73
|
});
|
|
63
|
-
Object.defineProperty(Rsi.prototype, "
|
|
74
|
+
Object.defineProperty(Rsi.prototype, "calculateRSI", {
|
|
64
75
|
enumerable: false,
|
|
65
76
|
configurable: true,
|
|
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77
|
writable: true,
|
|
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|
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value: function (
|
|
68
|
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|
|
69
|
-
|
|
70
|
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|
|
71
|
-
res[i] = __assign(__assign({}, list[i]), { rsi12: null });
|
|
78
|
+
value: function (prices, period) {
|
|
79
|
+
if (period === void 0) { period = 5; }
|
|
80
|
+
if (prices.length < period + 1) {
|
|
81
|
+
return [];
|
|
72
82
|
}
|
|
73
|
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//
|
|
74
|
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var
|
|
75
|
-
var
|
|
76
|
-
|
|
77
|
-
res[11] = __assign(__assign({}, list[11]), { rsi12: firstRsi12 });
|
|
78
|
-
// else
|
|
79
|
-
for (var i = 12; i < list.length; i++) {
|
|
80
|
-
var minusU = 0;
|
|
81
|
-
var minusD = 0;
|
|
82
|
-
var minusC = list[i]["c"] - list[i - 1]["c"];
|
|
83
|
-
if (minusC > 0) {
|
|
84
|
-
minusU = minusC;
|
|
85
|
-
}
|
|
86
|
-
else {
|
|
87
|
-
minusD = minusC;
|
|
88
|
-
}
|
|
89
|
-
beforeUpAvg = (beforeUpAvg * 11) / 12 + minusU / 12;
|
|
90
|
-
beforeDownAvg = (beforeDownAvg * 11) / 12 + Math.abs(minusD) / 12;
|
|
91
|
-
var rsi12 = this.getRsi(beforeUpAvg, beforeDownAvg);
|
|
92
|
-
res[i] = __assign(__assign({}, list[i]), { rsi12: Math.round(rsi12 * 100) / 100 });
|
|
83
|
+
// 计算价格变化
|
|
84
|
+
var changes = [];
|
|
85
|
+
for (var i = 1; i < prices.length; i++) {
|
|
86
|
+
changes.push(prices[i].c - prices[i - 1].c);
|
|
93
87
|
}
|
|
94
|
-
|
|
95
|
-
|
|
96
|
-
|
|
97
|
-
|
|
98
|
-
|
|
99
|
-
|
|
100
|
-
writable: true,
|
|
101
|
-
value: function (list, count) {
|
|
102
|
-
var start = list.slice(0, 5);
|
|
103
|
-
var sum = 0;
|
|
104
|
-
for (var i = 1; i < start.length; i++) {
|
|
105
|
-
var minus = start[i]["c"] - start[i - 1]["c"];
|
|
106
|
-
if (minus > 0) {
|
|
107
|
-
sum += minus;
|
|
88
|
+
// 计算增益和损失
|
|
89
|
+
var gains = 0;
|
|
90
|
+
var losses = 0;
|
|
91
|
+
for (var i = 0; i < period; i++) {
|
|
92
|
+
if (changes[i] > 0) {
|
|
93
|
+
gains += changes[i];
|
|
108
94
|
}
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
}
|
|
112
|
-
});
|
|
113
|
-
Object.defineProperty(Rsi.prototype, "getStartDownAvg", {
|
|
114
|
-
enumerable: false,
|
|
115
|
-
configurable: true,
|
|
116
|
-
writable: true,
|
|
117
|
-
value: function (list, count) {
|
|
118
|
-
var start = list.slice(0, 5);
|
|
119
|
-
var sum = 0;
|
|
120
|
-
for (var i = 1; i < start.length; i++) {
|
|
121
|
-
var minus = start[i]["c"] - start[i - 1]["c"];
|
|
122
|
-
if (minus < 0) {
|
|
123
|
-
sum += minus;
|
|
95
|
+
else {
|
|
96
|
+
losses -= changes[i];
|
|
124
97
|
}
|
|
125
98
|
}
|
|
126
|
-
|
|
127
|
-
|
|
128
|
-
|
|
129
|
-
|
|
130
|
-
|
|
131
|
-
|
|
132
|
-
|
|
133
|
-
|
|
134
|
-
var
|
|
135
|
-
|
|
136
|
-
|
|
99
|
+
// 计算初始平均增益和平均损失
|
|
100
|
+
var avgGain = gains / period;
|
|
101
|
+
var avgLoss = losses / period;
|
|
102
|
+
// 计算RSI
|
|
103
|
+
var rsis = [];
|
|
104
|
+
var rs = avgGain / avgLoss;
|
|
105
|
+
var rsi = 100 - 100 / (1 + rs);
|
|
106
|
+
rsis.push(rsi);
|
|
107
|
+
for (var i = period; i < changes.length; i++) {
|
|
108
|
+
// 更新平均增益和平均损失
|
|
109
|
+
var change = changes[i];
|
|
110
|
+
avgGain = (avgGain * (period - 1) + (change > 0 ? change : 0)) / period;
|
|
111
|
+
avgLoss = (avgLoss * (period - 1) + (change < 0 ? -change : 0)) / period;
|
|
112
|
+
var rs_1 = avgGain / avgLoss;
|
|
113
|
+
var rsi_1 = 100 - 100 / (1 + rs_1);
|
|
114
|
+
rsis.push(rsi_1);
|
|
137
115
|
}
|
|
138
|
-
return
|
|
116
|
+
return rsis;
|
|
139
117
|
}
|
|
140
118
|
});
|
|
141
119
|
return Rsi;
|
|
@@ -1,28 +1,17 @@
|
|
|
1
1
|
import Rsi from "./rsi";
|
|
2
2
|
import data from "./test_data.test";
|
|
3
3
|
describe("test rsi methods", function () {
|
|
4
|
-
it("test
|
|
4
|
+
it("test init & next", function () {
|
|
5
5
|
var rsi = new Rsi();
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
h: 143,
|
|
12
|
-
l: 138,
|
|
13
|
-
rsi6: 45.12,
|
|
14
|
-
});
|
|
6
|
+
var result = rsi.init(data[0], 5);
|
|
7
|
+
for (var i = 1; i < data.length; i++) {
|
|
8
|
+
result = rsi.next(data[i], result, 5);
|
|
9
|
+
}
|
|
10
|
+
expect(result === null || result === void 0 ? void 0 : result.rsi).toEqual(44.72040034947733);
|
|
15
11
|
});
|
|
16
|
-
it("test
|
|
12
|
+
it("test calculateRSI()", function () {
|
|
17
13
|
var rsi = new Rsi();
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
o: 138,
|
|
21
|
-
t: 20211214,
|
|
22
|
-
v: 16841,
|
|
23
|
-
h: 143,
|
|
24
|
-
l: 138,
|
|
25
|
-
rsi12: 49.47,
|
|
26
|
-
});
|
|
14
|
+
var result = rsi.calculateRSI(data, 5);
|
|
15
|
+
expect(result === null || result === void 0 ? void 0 : result[(result === null || result === void 0 ? void 0 : result.length) - 1]).toEqual(44.72040034947733);
|
|
27
16
|
});
|
|
28
17
|
});
|
package/dist/umd/index.js
CHANGED
|
@@ -1386,130 +1386,108 @@
|
|
|
1386
1386
|
var Rsi = /** @class */ (function () {
|
|
1387
1387
|
function Rsi() {
|
|
1388
1388
|
}
|
|
1389
|
-
Object.defineProperty(Rsi.prototype, "
|
|
1389
|
+
Object.defineProperty(Rsi.prototype, "init", {
|
|
1390
1390
|
enumerable: false,
|
|
1391
1391
|
configurable: true,
|
|
1392
1392
|
writable: true,
|
|
1393
|
-
value: function (
|
|
1394
|
-
|
|
1395
|
-
|
|
1396
|
-
|
|
1397
|
-
|
|
1398
|
-
|
|
1399
|
-
|
|
1400
|
-
|
|
1393
|
+
value: function (data, type) {
|
|
1394
|
+
return {
|
|
1395
|
+
dataset: [data],
|
|
1396
|
+
rsi: 0,
|
|
1397
|
+
type: type,
|
|
1398
|
+
avgGain: 0,
|
|
1399
|
+
avgLoss: 0,
|
|
1400
|
+
};
|
|
1401
1401
|
}
|
|
1402
1402
|
});
|
|
1403
|
-
Object.defineProperty(Rsi.prototype, "
|
|
1403
|
+
Object.defineProperty(Rsi.prototype, "next", {
|
|
1404
1404
|
enumerable: false,
|
|
1405
1405
|
configurable: true,
|
|
1406
1406
|
writable: true,
|
|
1407
|
-
value: function (
|
|
1408
|
-
|
|
1409
|
-
|
|
1410
|
-
|
|
1411
|
-
res[i] = __assign$1(__assign$1({}, list[i]), { rsi6: null });
|
|
1407
|
+
value: function (data, preList, type) {
|
|
1408
|
+
preList.dataset.push(data);
|
|
1409
|
+
if (preList.dataset.length < type + 1) {
|
|
1410
|
+
return __assign$1(__assign$1({}, preList), { rsi: 0, type: type, avgGain: 0, avgLoss: 0 });
|
|
1412
1411
|
}
|
|
1413
|
-
|
|
1414
|
-
|
|
1415
|
-
|
|
1416
|
-
|
|
1417
|
-
|
|
1418
|
-
|
|
1419
|
-
|
|
1420
|
-
|
|
1421
|
-
|
|
1422
|
-
|
|
1423
|
-
|
|
1424
|
-
|
|
1412
|
+
else {
|
|
1413
|
+
// 计算初始增益和损失
|
|
1414
|
+
var avgGain = 0;
|
|
1415
|
+
var avgLoss = 0;
|
|
1416
|
+
if (preList.dataset.length === type + 1) {
|
|
1417
|
+
var gains = 0;
|
|
1418
|
+
var losses = 0;
|
|
1419
|
+
for (var i = 1; i <= type; i++) {
|
|
1420
|
+
var change = preList.dataset[i].c - preList.dataset[i - 1].c;
|
|
1421
|
+
if (change > 0) {
|
|
1422
|
+
gains += change;
|
|
1423
|
+
}
|
|
1424
|
+
else {
|
|
1425
|
+
losses -= change;
|
|
1426
|
+
}
|
|
1427
|
+
}
|
|
1428
|
+
avgGain = gains / type;
|
|
1429
|
+
avgLoss = losses / type;
|
|
1425
1430
|
}
|
|
1426
|
-
else {
|
|
1427
|
-
|
|
1431
|
+
else if (preList.dataset.length > type + 1) {
|
|
1432
|
+
preList.dataset.shift();
|
|
1433
|
+
// 更新平均增益和平均损失
|
|
1434
|
+
var change = preList.dataset[preList.dataset.length - 1].c -
|
|
1435
|
+
preList.dataset[preList.dataset.length - 2].c;
|
|
1436
|
+
avgGain =
|
|
1437
|
+
(preList.avgGain * (type - 1) + (change > 0 ? change : 0)) / type;
|
|
1438
|
+
avgLoss =
|
|
1439
|
+
(preList.avgLoss * (type - 1) + (change < 0 ? -change : 0)) / type;
|
|
1428
1440
|
}
|
|
1429
|
-
|
|
1430
|
-
|
|
1431
|
-
var
|
|
1432
|
-
|
|
1441
|
+
// 计算RSI
|
|
1442
|
+
var rs = avgGain / avgLoss;
|
|
1443
|
+
var rsi = 100 - 100 / (1 + rs);
|
|
1444
|
+
return __assign$1(__assign$1({}, preList), { type: type, rsi: rsi, avgGain: avgGain, avgLoss: avgLoss });
|
|
1433
1445
|
}
|
|
1434
|
-
return res;
|
|
1435
1446
|
}
|
|
1436
1447
|
});
|
|
1437
|
-
Object.defineProperty(Rsi.prototype, "
|
|
1448
|
+
Object.defineProperty(Rsi.prototype, "calculateRSI", {
|
|
1438
1449
|
enumerable: false,
|
|
1439
1450
|
configurable: true,
|
|
1440
1451
|
writable: true,
|
|
1441
|
-
value: function (
|
|
1442
|
-
|
|
1443
|
-
|
|
1444
|
-
|
|
1445
|
-
res[i] = __assign$1(__assign$1({}, list[i]), { rsi12: null });
|
|
1452
|
+
value: function (prices, period) {
|
|
1453
|
+
if (period === void 0) { period = 5; }
|
|
1454
|
+
if (prices.length < period + 1) {
|
|
1455
|
+
return [];
|
|
1446
1456
|
}
|
|
1447
|
-
//
|
|
1448
|
-
var
|
|
1449
|
-
var
|
|
1450
|
-
|
|
1451
|
-
res[11] = __assign$1(__assign$1({}, list[11]), { rsi12: firstRsi12 });
|
|
1452
|
-
// else
|
|
1453
|
-
for (var i = 12; i < list.length; i++) {
|
|
1454
|
-
var minusU = 0;
|
|
1455
|
-
var minusD = 0;
|
|
1456
|
-
var minusC = list[i]["c"] - list[i - 1]["c"];
|
|
1457
|
-
if (minusC > 0) {
|
|
1458
|
-
minusU = minusC;
|
|
1459
|
-
}
|
|
1460
|
-
else {
|
|
1461
|
-
minusD = minusC;
|
|
1462
|
-
}
|
|
1463
|
-
beforeUpAvg = (beforeUpAvg * 11) / 12 + minusU / 12;
|
|
1464
|
-
beforeDownAvg = (beforeDownAvg * 11) / 12 + Math.abs(minusD) / 12;
|
|
1465
|
-
var rsi12 = this.getRsi(beforeUpAvg, beforeDownAvg);
|
|
1466
|
-
res[i] = __assign$1(__assign$1({}, list[i]), { rsi12: Math.round(rsi12 * 100) / 100 });
|
|
1457
|
+
// 计算价格变化
|
|
1458
|
+
var changes = [];
|
|
1459
|
+
for (var i = 1; i < prices.length; i++) {
|
|
1460
|
+
changes.push(prices[i].c - prices[i - 1].c);
|
|
1467
1461
|
}
|
|
1468
|
-
|
|
1469
|
-
|
|
1470
|
-
|
|
1471
|
-
|
|
1472
|
-
|
|
1473
|
-
|
|
1474
|
-
writable: true,
|
|
1475
|
-
value: function (list, count) {
|
|
1476
|
-
var start = list.slice(0, 5);
|
|
1477
|
-
var sum = 0;
|
|
1478
|
-
for (var i = 1; i < start.length; i++) {
|
|
1479
|
-
var minus = start[i]["c"] - start[i - 1]["c"];
|
|
1480
|
-
if (minus > 0) {
|
|
1481
|
-
sum += minus;
|
|
1462
|
+
// 计算增益和损失
|
|
1463
|
+
var gains = 0;
|
|
1464
|
+
var losses = 0;
|
|
1465
|
+
for (var i = 0; i < period; i++) {
|
|
1466
|
+
if (changes[i] > 0) {
|
|
1467
|
+
gains += changes[i];
|
|
1482
1468
|
}
|
|
1483
|
-
|
|
1484
|
-
|
|
1485
|
-
}
|
|
1486
|
-
});
|
|
1487
|
-
Object.defineProperty(Rsi.prototype, "getStartDownAvg", {
|
|
1488
|
-
enumerable: false,
|
|
1489
|
-
configurable: true,
|
|
1490
|
-
writable: true,
|
|
1491
|
-
value: function (list, count) {
|
|
1492
|
-
var start = list.slice(0, 5);
|
|
1493
|
-
var sum = 0;
|
|
1494
|
-
for (var i = 1; i < start.length; i++) {
|
|
1495
|
-
var minus = start[i]["c"] - start[i - 1]["c"];
|
|
1496
|
-
if (minus < 0) {
|
|
1497
|
-
sum += minus;
|
|
1469
|
+
else {
|
|
1470
|
+
losses -= changes[i];
|
|
1498
1471
|
}
|
|
1499
1472
|
}
|
|
1500
|
-
|
|
1501
|
-
|
|
1502
|
-
|
|
1503
|
-
|
|
1504
|
-
|
|
1505
|
-
|
|
1506
|
-
|
|
1507
|
-
|
|
1508
|
-
var
|
|
1509
|
-
|
|
1510
|
-
|
|
1473
|
+
// 计算初始平均增益和平均损失
|
|
1474
|
+
var avgGain = gains / period;
|
|
1475
|
+
var avgLoss = losses / period;
|
|
1476
|
+
// 计算RSI
|
|
1477
|
+
var rsis = [];
|
|
1478
|
+
var rs = avgGain / avgLoss;
|
|
1479
|
+
var rsi = 100 - 100 / (1 + rs);
|
|
1480
|
+
rsis.push(rsi);
|
|
1481
|
+
for (var i = period; i < changes.length; i++) {
|
|
1482
|
+
// 更新平均增益和平均损失
|
|
1483
|
+
var change = changes[i];
|
|
1484
|
+
avgGain = (avgGain * (period - 1) + (change > 0 ? change : 0)) / period;
|
|
1485
|
+
avgLoss = (avgLoss * (period - 1) + (change < 0 ? -change : 0)) / period;
|
|
1486
|
+
var rs_1 = avgGain / avgLoss;
|
|
1487
|
+
var rsi_1 = 100 - 100 / (1 + rs_1);
|
|
1488
|
+
rsis.push(rsi_1);
|
|
1511
1489
|
}
|
|
1512
|
-
return
|
|
1490
|
+
return rsis;
|
|
1513
1491
|
}
|
|
1514
1492
|
});
|
|
1515
1493
|
return Rsi;
|