@ch20026103/anysis 0.0.14-alpha → 0.0.16-alpha

package/dist/umd/index.js

@@ -326,9 +326,9 @@
             value: function (data) {
                 return {
                     dataset: [data],
-                    bollMa: null,
-                    bollUb: null,
-                    bollLb: null,
+                    bollMa: 0,
+                    bollUb: 0,
+                    bollLb: 0,
                 };
             }
         });
@@ -342,9 +342,9 @@
                     return {
                         dataset: preList.dataset,
                         type: type,
-                        bollMa: null,
-                        bollUb: null,
-                        bollLb: null,
+                        bollMa: 0,
+                        bollUb: 0,
+                        bollLb: 0,
                     };
                 }
                 else {
@@ -354,7 +354,7 @@
                     var sum = preList.dataset.reduce(function (pre, current) { return pre + current.c; }, 0);
                     var bollMa_1 = Math.round((sum / type) * 100) / 100;
                     var difference = preList.dataset.reduce(function (pre, current) {
-                        return bollMa_1 !== null ? pre + Math.pow(current.c - bollMa_1, 2) : pre;
+                        return bollMa_1 !== 0 ? pre + Math.pow(current.c - bollMa_1, 2) : pre;
                     }, 0);
                     var std = Math.round(Math.sqrt(difference / type) * 100) / 100;
                     return {
@@ -375,7 +375,7 @@
                 var res = [];
                 var _loop_1 = function (i) {
                     if (i < type)
-                        res[i] = __assign$7(__assign$7({}, list[i]), { bollMa: null, bollUb: null, bollLb: null });
+                        res[i] = __assign$7(__assign$7({}, list[i]), { bollMa: 0, bollUb: 0, bollLb: 0 });
                     else {
                         // bollMa
                         var sumMa = list
@@ -386,9 +386,7 @@
                         var difference = res
                             .slice(i - (type - 1), i + 1)
                             .reduce(function (pre, current) {
-                            return bollMa_2 !== null
-                                ? pre + Math.pow(current.c - bollMa_2, 2)
-                                : pre;
+                            return bollMa_2 !== 0 ? pre + Math.pow(current.c - bollMa_2, 2) : pre;
                         }, 0);
                         var std = Math.round(Math.sqrt(difference / type) * 100) / 100;
                         res[i] = __assign$7(__assign$7({}, list[i]), { bollMa: bollMa_2, bollUb: bollMa_2 + 2 * std, bollLb: bollMa_2 - 2 * std });
@@ -516,6 +514,7 @@
                         t: collectWeekData[collectWeekData.length - 1]["t"],
                         h: Math.max.apply(Math, collectWeekData.map(function (item) { return item.h; })),
                         l: Math.min.apply(Math, collectWeekData.map(function (item) { return item.l; })),
+                        v: collectWeekData.reduce(function (pre, current) { return pre + current.v; }, 0),
                     };
                     res.push(addDetail(obj, collectWeekData, detail));
                     collectWeekData = [];
@@ -529,6 +528,7 @@
                             t: collectWeekData[collectWeekData.length - 1]["t"],
                             h: Math.max.apply(Math, collectWeekData.map(function (item) { return item.h; })),
                             l: Math.min.apply(Math, collectWeekData.map(function (item) { return item.l; })),
+                            v: collectWeekData.reduce(function (pre, current) { return pre + current.v; }, 0),
                         };
                         res.push(addDetail(obj, collectWeekData, detail));
                     }
@@ -544,6 +544,7 @@
                             t: collectWeekData[collectWeekData.length - 1]["t"],
                             h: Math.max.apply(Math, collectWeekData.map(function (item) { return item.h; })),
                             l: Math.min.apply(Math, collectWeekData.map(function (item) { return item.l; })),
+                            v: collectWeekData.reduce(function (pre, current) { return pre + current.v; }, 0),
                         };
                         res.push(addDetail(obj, collectWeekData, detail));
                     }
@@ -771,13 +772,14 @@
             enumerable: false,
             configurable: true,
             writable: true,
-            value: function (data) {
+            value: function (data, type) {
                 return {
                     dataset: [data],
-                    rsv: null,
-                    k: null,
-                    d: null,
-                    "k-d": null,
+                    rsv: 0,
+                    k: 0,
+                    d: 0,
+                    "k-d": 0,
+                    type: type,
                 };
             }
         });
@@ -790,10 +792,11 @@
                 if (preList.dataset.length < type) {
                     return {
                         dataset: preList.dataset,
-                        rsv: null,
-                        k: null,
-                        d: null,
-                        "k-d": null,
+                        rsv: 0,
+                        k: 0,
+                        d: 0,
+                        "k-d": 0,
+                        type: type,
                     };
                 }
                 else {
@@ -817,6 +820,7 @@
                         k: k,
                         d: d,
                         "k-d": k_d,
+                        type: type,
                     };
                 }
             }
@@ -829,7 +833,7 @@
                 var res = [];
                 for (var i = 0; i < list.length; i++) {
                     if (i < 8)
-                        res[i] = __assign$5(__assign$5({}, list[i]), { rsv: null });
+                        res[i] = __assign$5(__assign$5({}, list[i]), { rsv: 0 });
                     else {
                         var low = Math.min.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.l; }));
                         var hight = Math.max.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.h; }));
@@ -852,7 +856,7 @@
                 var yesterdayD = 50;
                 for (var i = 0; i < list.length; i++) {
                     if (i < 8)
-                        res[i] = __assign$5(__assign$5({}, list[i]), { rsv: null, k: null, d: null, "k-d": null });
+                        res[i] = __assign$5(__assign$5({}, list[i]), { rsv: 0, k: 0, d: 0, "k-d": 0 });
                     else {
                         var low = Math.min.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.l; }));
                         var hight = Math.max.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.h; }));
@@ -895,7 +899,12 @@
             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", {
@@ -913,7 +922,11 @@
                     };
                 }
                 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();
@@ -950,7 +963,7 @@
                 var res = [];
                 for (var i = 0; i < list.length; i++) {
                     if (i < 4)
-                        res[i] = __assign$4(__assign$4({}, list[i]), { ma5: null });
+                        res[i] = __assign$4(__assign$4({}, list[i]), { ma5: 0 });
                     else {
                         var sum = list
                             .slice(i - 4, i + 1)
@@ -970,7 +983,7 @@
                 var res = [];
                 for (var i = 0; i < list.length; i++) {
                     if (i < 9)
-                        res[i] = __assign$4(__assign$4({}, list[i]), { ma10: null });
+                        res[i] = __assign$4(__assign$4({}, list[i]), { ma10: 0 });
                     else {
                         var sum = list
                             .slice(i - 9, i + 1)
@@ -990,7 +1003,7 @@
                 var res = [];
                 for (var i = 0; i < list.length; i++) {
                     if (i < 19)
-                        res[i] = __assign$4(__assign$4({}, list[i]), { ma20: null });
+                        res[i] = __assign$4(__assign$4({}, list[i]), { ma20: 0 });
                     else {
                         var sum = list
                             .slice(i - 19, i + 1)
@@ -1010,7 +1023,7 @@
                 var res = [];
                 for (var i = 0; i < list.length; i++) {
                     if (i < 59)
-                        res[i] = __assign$4(__assign$4({}, list[i]), { ma60: null });
+                        res[i] = __assign$4(__assign$4({}, list[i]), { ma60: 0 });
                     else {
                         var sum = list
                             .slice(i - 59, i + 1)
@@ -1030,7 +1043,7 @@
                 var res = [];
                 for (var i = 0; i < list.length; i++) {
                     if (i < self - 1)
-                        res[i] = __assign$4(__assign$4({}, list[i]), { ma: null });
+                        res[i] = __assign$4(__assign$4({}, list[i]), { ma: 0 });
                     else {
                         var sum = list
                             .slice(i - (self - 1), i + 1)
@@ -1066,11 +1079,11 @@
             value: function (data) {
                 return {
                     dataset: [data],
-                    ema12: null,
-                    ema26: null,
+                    ema12: 0,
+                    ema26: 0,
                     dif: [],
-                    macd: null,
-                    osc: null,
+                    macd: 0,
+                    osc: 0,
                 };
             }
         });
@@ -1084,7 +1097,7 @@
                 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;
@@ -1095,7 +1108,7 @@
                     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;
@@ -1106,36 +1119,33 @@
                     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,
@@ -1308,6 +1318,7 @@
                     obvList: [data.v],
                     preClose: data.c,
                     obvMa: 0,
+                    type: type,
                 };
             }
         });
@@ -1338,7 +1349,8 @@
                     obv: obv,
                     preClose: currentClose,
                     obvList: obvList,
-                    obvMa: vma
+                    obvMa: vma,
+                    type: type,
                 };
             }
         });
@@ -1386,130 +1398,108 @@
     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": "0.0.14-alpha",
+  "version": "0.0.16-alpha",
   "description": "provide many analyze methods in the library.",
   "keywords": [],
   "bugs": "git@github.com:cosmic1330/anysis/issues",
@@ -12,6 +12,21 @@
   "module": "dist/esm/index.js",
   "browser": "dist/umd/index.js",
   "types": "dist/esm/index.d.ts",
+  "scripts": {
+    "build": "pnpm clean && pnpm build:esm && pnpm build:cjs && pnpm build:umd",
+    "build:cjs": "tsc --module commonjs --target es5 --outDir dist/cjs",
+    "build:esm": "tsc --module esnext --target es5 --outDir dist/esm",
+    "build:umd": "rollup dist/esm/index.js --file dist/umd/index.js --format umd --name anysis",
+    "clean": "rimraf dist",
+    "lint": "eslint --fix \"**/*.{js,jsx,ts,tsx,mjs}\"",
+    "prepare": "pnpm exec husky install",
+    "prettier": "pnpm exec prettier --write .",
+    "prepublishOnly": "pnpm build",
+    "published": "npm publish",
+    "unpublished": "npm unpublish --force --registry http://localhost:4873 ",
+    "test": "vitest",
+    "demo": "node demo/main.js"
+  },
   "lint-staged": {
     "*.{js,jsx,ts,tsx,mjs}": [
       "pnpm lint"
@@ -42,18 +57,5 @@
   },
   "vota": {
     "node": "16.11.0"
-  },
-  "scripts": {
-    "build": "pnpm clean && pnpm build:esm && pnpm build:cjs && pnpm build:umd",
-    "build:cjs": "tsc --module commonjs --target es5 --outDir dist/cjs",
-    "build:esm": "tsc --module esnext --target es5 --outDir dist/esm",
-    "build:umd": "rollup dist/esm/index.js --file dist/umd/index.js --format umd --name anysis",
-    "clean": "rimraf dist",
-    "lint": "eslint --fix \"**/*.{js,jsx,ts,tsx,mjs}\"",
-    "prettier": "pnpm exec prettier --write .",
-    "published": "npm publish",
-    "unpublished": "npm unpublish --force --registry http://localhost:4873 ",
-    "test": "vitest",
-    "demo": "node demo/main.js"
   }
-}
+}