@ch20026103/anysis 0.0.14-alpha → 0.0.16-alpha

package/dist/cjs/stockSkills/ma.js

@@ -19,7 +19,12 @@ var Ma = /** @class */ (function () {
         configurable: true,
         writable: true,
         value: function (data, type) {
-            return { dataset: [data], ma: 0, type: type, exclusionValue: { "d+1": 0, d: 0, "d-1": 0 } };
+            return {
+                dataset: [data],
+                ma: 0,
+                type: type,
+                exclusionValue: { "d+1": 0, d: 0, "d-1": 0 },
+            };
         }
     });
     Object.defineProperty(Ma.prototype, "next", {
@@ -37,7 +42,11 @@ var Ma = /** @class */ (function () {
                 };
             }
             else {
-                var exclusionValue = { "d+1": preList.dataset[1].c, d: preList.dataset[0].c, "d-1": 0 };
+                var exclusionValue = {
+                    "d+1": preList.dataset[1].c,
+                    d: preList.dataset[0].c,
+                    "d-1": 0,
+                };
                 if (preList.dataset.length > type) {
                     exclusionValue["d-1"] = exclusionValue.d;
                     preList.dataset.shift();
@@ -74,7 +83,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 4)
-                    res[i] = __assign(__assign({}, list[i]), { ma5: null });
+                    res[i] = __assign(__assign({}, list[i]), { ma5: 0 });
                 else {
                     var sum = list
                         .slice(i - 4, i + 1)
@@ -94,7 +103,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 9)
-                    res[i] = __assign(__assign({}, list[i]), { ma10: null });
+                    res[i] = __assign(__assign({}, list[i]), { ma10: 0 });
                 else {
                     var sum = list
                         .slice(i - 9, i + 1)
@@ -114,7 +123,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 19)
-                    res[i] = __assign(__assign({}, list[i]), { ma20: null });
+                    res[i] = __assign(__assign({}, list[i]), { ma20: 0 });
                 else {
                     var sum = list
                         .slice(i - 19, i + 1)
@@ -134,7 +143,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 59)
-                    res[i] = __assign(__assign({}, list[i]), { ma60: null });
+                    res[i] = __assign(__assign({}, list[i]), { ma60: 0 });
                 else {
                     var sum = list
                         .slice(i - 59, i + 1)
@@ -154,7 +163,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < self - 1)
-                    res[i] = __assign(__assign({}, list[i]), { ma: null });
+                    res[i] = __assign(__assign({}, list[i]), { ma: 0 });
                 else {
                     var sum = list
                         .slice(i - (self - 1), i + 1)

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

@@ -1,8 +1,4 @@
-type ItemType = {
-    h: number;
-    l: number;
-    c: number;
-};
+import { StockListType, StockType } from "./types";
 type ResEMA12Type = {
     h: number;
     l: number;
@@ -38,68 +34,41 @@ type ResAllMacdType = {
     MACD9: number | null;
     OSC: number | null;
 }[];
+export type MacdResType = {
+    dataset: StockListType;
+    ema12: number;
+    ema26: number;
+    dif: number[];
+    macd: number;
+    osc: number;
+};
 interface MacdType {
-    init: (data: ItemType) => {
-        dataset: ItemType[];
-        ema12: number | null;
-        ema26: number | null;
-        dif: number[];
-        macd: number | null;
-        osc: number | null;
-    };
-    next: (data: ItemType, preList: {
-        dataset: ItemType[];
-        ema12: number | null;
-        ema26: number | null;
-        dif: number[];
-        macd: number | null;
-        osc: number | null;
-    }) => {
-        dataset: ItemType[];
-        ema12: number | null;
-        ema26: number | null;
-        dif: number[];
-        macd: number | null;
-        osc: number | null;
-    };
-    getMACD: (list: ItemType[]) => ResAllMacdType;
-    getDI: (item: ItemType) => number;
-    getStartEMA: (list: ItemType[]) => number;
-    getEMA12: (list: ItemType[]) => ResEMA12Type;
-    getEMA26: (list: ItemType[]) => ResEMA26Type;
-    getDIF: (list: ItemType[], ResEMA12: ResEMA12Type, ResEMA26: ResEMA26Type) => ResDifType;
-    getMACD9: (list: ItemType[], DIF: ResDifType) => ResMacd9Type;
+    init: (data: StockType) => MacdResType;
+    next: (data: StockType, preList: MacdResType) => MacdResType;
+    getMACD: (list: StockType[]) => ResAllMacdType;
+    getDI: (item: StockType) => number;
+    getStartEMA: (list: StockType[]) => number;
+    getEMA12: (list: StockType[]) => ResEMA12Type;
+    getEMA26: (list: StockType[]) => ResEMA26Type;
+    getDIF: (list: StockType[], ResEMA12: ResEMA12Type, ResEMA26: ResEMA26Type) => ResDifType;
+    getMACD9: (list: StockType[], DIF: ResDifType) => ResMacd9Type;
 }
 export default class MACD implements MacdType {
-    init(data: ItemType): {
-        dataset: ItemType[];
-        ema12: number | null;
-        ema26: number | null;
-        dif: number[];
-        macd: number | null;
-        osc: number | null;
-    };
-    next(data: ItemType, preList: {
-        dataset: ItemType[];
-        ema12: number | null;
-        ema26: number | null;
-        dif: number[];
-        macd: number | null;
-        osc: number | null;
-    }): {
-        dataset: ItemType[];
-        ema12: number | null;
-        ema26: number | null;
+    init(data: StockType): MacdResType;
+    next(data: StockType, preList: MacdResType): {
+        dataset: StockListType;
+        ema12: number;
+        ema26: number;
         dif: number[];
-        macd: number | null;
-        osc: number | null;
+        macd: number;
+        osc: number;
     };
-    getMACD(list: ItemType[]): ResAllMacdType;
-    getDI(item: ItemType): number;
-    getStartEMA(arr: ItemType[]): number;
-    getEMA12(list: ItemType[]): ResEMA12Type;
-    getEMA26(list: ItemType[]): ResEMA26Type;
-    getDIF(list: ItemType[], ResEMA12: ResEMA12Type, ResEMA26: ResEMA26Type): ResDifType;
-    getMACD9(list: ItemType[], DIF: ResDifType): ResMacd9Type;
+    getMACD(list: StockType[]): ResAllMacdType;
+    getDI(item: StockType): number;
+    getStartEMA(arr: StockType[]): number;
+    getEMA12(list: StockType[]): ResEMA12Type;
+    getEMA26(list: StockType[]): ResEMA26Type;
+    getDIF(list: StockType[], ResEMA12: ResEMA12Type, ResEMA26: ResEMA26Type): ResDifType;
+    getMACD9(list: StockType[], DIF: ResDifType): ResMacd9Type;
 }
 export {};

package/dist/cjs/stockSkills/macd.js

@@ -21,11 +21,11 @@ var MACD = /** @class */ (function () {
         value: function (data) {
             return {
                 dataset: [data],
-                ema12: null,
-                ema26: null,
+                ema12: 0,
+                ema26: 0,
                 dif: [],
-                macd: null,
-                osc: null,
+                macd: 0,
+                osc: 0,
             };
         }
     });
@@ -39,7 +39,7 @@ var MACD = /** @class */ (function () {
             if (preList.dataset.length > 34)
                 preList.dataset.shift();
             // EMA12
-            var ema12 = null;
+            var ema12 = 0;
             if (preList.dataset.length === 12) {
                 ema12 = this.getStartEMA(preList.dataset);
                 ema12 = (ema12 * 11) / 13 + (this.getDI(data) * 2) / 13;
@@ -50,7 +50,7 @@ var MACD = /** @class */ (function () {
                 ema12 = Math.round(ema12 * 100) / 100;
             }
             // EMA26
-            var ema26 = null;
+            var ema26 = 0;
             if (preList.dataset.length === 26) {
                 ema26 = this.getStartEMA(preList.dataset);
                 ema26 = (ema26 * 25) / 27 + (this.getDI(data) * 2) / 27;
@@ -61,36 +61,33 @@ var MACD = /** @class */ (function () {
                 ema26 = Math.round(ema26 * 100) / 100;
             }
             // DIF
-            var dif = null;
+            var dif = 0;
             if (ema12 && ema26) {
                 dif = ema12 - ema26;
                 dif = Math.round(dif * 100) / 100;
                 (_a = preList.dif) === null || _a === void 0 ? void 0 : _a.push(dif);
-                if (preList.dif.length > 9)
-                    (_b = preList.dif) === null || _b === void 0 ? void 0 : _b.shift();
             }
             // MACD & OSC
-            var macd = null;
-            var osc = null;
+            var macd = 0;
+            var osc = 0;
             if (preList.dif.length === 9) {
-                if (preList.macd === null) {
-                    macd = preList.dif.reduce(function (accumulator, currentValue) { return accumulator + currentValue; });
-                    for (var i = 0; i < 9; i++) {
-                        var item = preList.dif[i];
-                        macd = macd + ((item - macd) * 2) / 10;
-                        macd = Math.round(macd * 100) / 100;
-                        osc = item - macd;
-                        osc = Math.round(osc * 100) / 100;
-                    }
-                }
-                else {
-                    macd = preList.macd + ((dif - preList.macd) * 2) / 10;
+                macd = preList.dif.reduce(function (accumulator, currentValue) { return accumulator + currentValue; });
+                for (var i = 0; i < 9; i++) {
+                    var item = preList.dif[i];
+                    macd = macd + ((item - macd) * 2) / 10;
                     macd = Math.round(macd * 100) / 100;
-                    var item = preList.dif[preList.dif.length - 1];
                     osc = item - macd;
                     osc = Math.round(osc * 100) / 100;
                 }
             }
+            else if (preList.dif.length > 9) {
+                macd = preList.macd + ((dif - preList.macd) * 2) / 10;
+                macd = Math.round(macd * 100) / 100;
+                var item = preList.dif[preList.dif.length - 1];
+                osc = item - macd;
+                osc = Math.round(osc * 100) / 100;
+                (_b = preList.dif) === null || _b === void 0 ? void 0 : _b.shift();
+            }
             return {
                 dataset: preList.dataset,
                 ema12: ema12,

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

@@ -1,56 +1,23 @@
-type ItemType = {
-    h: number;
-    l: number;
-    c: number;
-    v: number;
-};
+import { StockListType, StockType } from "./types";
 type ResObv = {
     obv: number;
-} & ItemType;
+} & StockType;
+export type ObvResType = {
+    dataset: StockListType;
+    obv: number;
+    obvList: number[];
+    preClose: number;
+    obvMa: number;
+    type: number;
+};
 interface ObvType {
-    init: (data: ItemType, type: number) => {
-        dataset: ItemType[];
-        obv: number;
-        obvList: number[];
-        preClose: number;
-        obvMa: number;
-    };
-    next: (data: ItemType, preList: {
-        dataset: ItemType[];
-        obv: number;
-        obvList: number[];
-        preClose: number;
-        obvMa: number;
-    }, type: number) => {
-        dataset: ItemType[];
-        obv: number;
-        obvList: number[];
-        preClose: number;
-        obvMa: number;
-    };
-    getObv: (list: ItemType[], period: number) => ResObv[];
+    init: (data: StockType, type: number) => ObvResType;
+    next: (data: StockType, preList: ObvResType, type: number) => ObvResType;
+    getObv: (list: StockType[], period: number) => ResObv[];
 }
 export default class Obv implements ObvType {
-    init(data: ItemType, type: number): {
-        dataset: ItemType[];
-        obv: number;
-        obvList: number[];
-        preClose: number;
-        obvMa: number;
-    };
-    next(data: ItemType, preList: {
-        dataset: ItemType[];
-        obv: number;
-        obvList: number[];
-        preClose: number;
-        obvMa: number;
-    }, type: number): {
-        dataset: ItemType[];
-        obv: number;
-        preClose: number;
-        obvList: number[];
-        obvMa: number;
-    };
-    getObv(list: ItemType[]): ResObv[];
+    init(data: StockType, type: number): ObvResType;
+    next(data: StockType, preList: ObvResType, type: number): ObvResType;
+    getObv(list: StockType[]): ResObv[];
 }
 export {};

package/dist/cjs/stockSkills/obv.js

@@ -34,6 +34,7 @@ var Obv = /** @class */ (function () {
                 obvList: [data.v],
                 preClose: data.c,
                 obvMa: 0,
+                type: type,
             };
         }
     });
@@ -64,7 +65,8 @@ var Obv = /** @class */ (function () {
                 obv: obv,
                 preClose: currentClose,
                 obvList: obvList,
-                obvMa: vma
+                obvMa: vma,
+                type: type,
             };
         }
     });

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

@@ -1,32 +1,13 @@
-type ListType = {
-    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;
+import { StockListType, StockType } from "./types";
+export type RsiResType = {
+    dataset: StockListType;
+    rsi: number;
+    type: number;
+    avgGain: number;
+    avgLoss: number;
+};
+export default class Rsi {
+    init(data: StockType, type: number): RsiResType;
+    next(data: StockType, preList: RsiResType, type: number): RsiResType;
+    calculateRSI(prices: StockListType, period?: 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;
-}
-export {};

package/dist/cjs/stockSkills/rsi.js

@@ -14,130 +14,108 @@ Object.defineProperty(exports, "__esModule", { value: true });
 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/cjs/stockSkills/rsi.test.js

@@ -3,28 +3,17 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var rsi_1 = require("./rsi");
 var test_data_test_1 = require("./test_data.test");
 describe("test rsi methods", function () {
-    it("test getRsi6()", function () {
+    it("test init & next", function () {
         var rsi = new rsi_1.default();
-        expect(rsi.getRsi6(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
-            c: 142,
-            o: 138,
-            t: 20211214,
-            v: 16841,
-            h: 143,
-            l: 138,
-            rsi6: 45.12,
-        });
+        var result = rsi.init(test_data_test_1.default[0], 5);
+        for (var i = 1; i < test_data_test_1.default.length; i++) {
+            result = rsi.next(test_data_test_1.default[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_1.default();
-        expect(rsi.getRsi12(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
-            c: 142,
-            o: 138,
-            t: 20211214,
-            v: 16841,
-            h: 143,
-            l: 138,
-            rsi12: 49.47,
-        });
+        var result = rsi.calculateRSI(test_data_test_1.default, 5);
+        expect(result === null || result === void 0 ? void 0 : result[(result === null || result === void 0 ? void 0 : result.length) - 1]).toEqual(44.72040034947733);
     });
 });

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

@@ -0,0 +1,10 @@
+export type StockType = {
+    c: number;
+    v: number;
+    l: number;
+    h: number;
+    o: number;
+    t: number;
+    [key: string]: unknown;
+};
+export type StockListType = StockType[];