@ch20026103/anysis 0.0.19 → 0.0.20-alpha.0

package/dist/cjs/index.d.ts

@@ -22,6 +22,7 @@ export { default as ObvEma } from "./stockSkills/obv_ema.js";
 export { default as Mfi } from "./stockSkills/mfi.js";
 export { default as Ichimoku } from "./stockSkills/ichimoku.js";
 export { default as Dmi } from "./stockSkills/dmi.js";
+export { default as Cmf } from "./stockSkills/cmf.js";
 export { add } from "./test/add.js";
 export { minus } from "./test/minus.js";
 export { default as calculateDivisionFactor } from "./utils/calculateDivisionFactor.js";

package/dist/cjs/index.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.parseLsusbOutput = exports.isJSON = exports.calculateDivisionFactor = exports.minus = exports.add = exports.Dmi = exports.Ichimoku = exports.Mfi = exports.ObvEma = exports.Williams = exports.Vma = exports.Week = exports.dateFormat = exports.Rsi = exports.Obv = exports.Macd = exports.Ma = exports.Kd = exports.Gold = exports.Ema = exports.Boll = exports.calcSeasonalIndicesNoTrend = exports.weightMovingAverages = exports.movingAverages = exports.exponentialSmoothing = exports.findTroughByGradient = exports.findPeaksByGradient = exports.SwingExtremesType = exports.SwingExtremes = exports.slope = exports.simpleRegressionModel = exports.Angle = void 0;
+exports.parseLsusbOutput = exports.isJSON = exports.calculateDivisionFactor = exports.minus = exports.add = exports.Cmf = exports.Dmi = exports.Ichimoku = exports.Mfi = exports.ObvEma = exports.Williams = exports.Vma = exports.Week = exports.dateFormat = exports.Rsi = exports.Obv = exports.Macd = exports.Ma = exports.Kd = exports.Gold = exports.Ema = exports.Boll = exports.calcSeasonalIndicesNoTrend = exports.weightMovingAverages = exports.movingAverages = exports.exponentialSmoothing = exports.findTroughByGradient = exports.findPeaksByGradient = exports.SwingExtremesType = exports.SwingExtremes = exports.slope = exports.simpleRegressionModel = exports.Angle = void 0;
 /*
   請注意，在 src/index.ts 中，我的導入包含文件擴展名(.js)。
   如果需要支持 Node.js 和構建工具（ex: webpack），則不需要這樣做。 **因為commonJs默認js副檔名**
@@ -55,6 +55,8 @@ var ichimoku_js_1 = require("./stockSkills/ichimoku.js");
 Object.defineProperty(exports, "Ichimoku", { enumerable: true, get: function () { return ichimoku_js_1.default; } });
 var dmi_js_1 = require("./stockSkills/dmi.js");
 Object.defineProperty(exports, "Dmi", { enumerable: true, get: function () { return dmi_js_1.default; } });
+var cmf_js_1 = require("./stockSkills/cmf.js");
+Object.defineProperty(exports, "Cmf", { enumerable: true, get: function () { return cmf_js_1.default; } });
 var add_js_1 = require("./test/add.js");
 Object.defineProperty(exports, "add", { enumerable: true, get: function () { return add_js_1.add; } });
 var minus_js_1 = require("./test/minus.js");

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

@@ -0,0 +1,11 @@
+import { StockListType, StockType } from "./types";
+export type CmfResType = {
+    dataset: StockListType;
+    cmf: number;
+    ema: number;
+    cmfList: number[];
+};
+export default class Cmf {
+    init(data: StockType): CmfResType;
+    next(data: StockType, preList: CmfResType, period?: number, emaPeriod?: number): CmfResType;
+}

package/dist/cjs/stockSkills/cmf.js

@@ -0,0 +1,90 @@
+"use strict";
+var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
+    if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
+        if (ar || !(i in from)) {
+            if (!ar) ar = Array.prototype.slice.call(from, 0, i);
+            ar[i] = from[i];
+        }
+    }
+    return to.concat(ar || Array.prototype.slice.call(from));
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+var Cmf = /** @class */ (function () {
+    function Cmf() {
+    }
+    Object.defineProperty(Cmf.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return {
+                dataset: [data],
+                cmf: 0,
+                ema: 0,
+                cmfList: [],
+            };
+        }
+    });
+    Object.defineProperty(Cmf.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList, period, emaPeriod) {
+            if (period === void 0) { period = 20; }
+            if (emaPeriod === void 0) { emaPeriod = 10; }
+            preList.dataset.push(data);
+            if (preList.dataset.length > period) {
+                preList.dataset.shift();
+            }
+            var cmf = 0;
+            // Calculate CMF
+            if (preList.dataset.length === period) {
+                var sumMfVol = 0;
+                var sumVol = 0;
+                for (var i = 0; i < preList.dataset.length; i++) {
+                    var item = preList.dataset[i];
+                    var h = item.h;
+                    var l = item.l;
+                    var c = item.c;
+                    var v = item.v;
+                    if (h === l) {
+                        sumVol += v;
+                        continue;
+                    }
+                    var multiplier = (c - l - (h - c)) / (h - l);
+                    var mfVol = multiplier * v;
+                    sumMfVol += mfVol;
+                    sumVol += v;
+                }
+                if (sumVol !== 0) {
+                    cmf = sumMfVol / sumVol;
+                }
+            }
+            // Calculate EMA of CMF
+            var ema = preList.ema;
+            var cmfList = __spreadArray([], preList.cmfList, true);
+            // Use current 'cmf' only if we had enough data for it (dataset.length === period)
+            if (preList.dataset.length === period) {
+                cmfList.push(cmf);
+            }
+            if (cmfList.length === emaPeriod) {
+                // First time we have enough data to calculate EMA (SMA seed)
+                var sum = cmfList.reduce(function (pre, current) { return pre + current; }, 0);
+                ema = sum / emaPeriod;
+            }
+            else if (cmfList.length > emaPeriod) {
+                cmfList.shift();
+                // EMA formula: (Current * 2 + (period - 1) * PreviousEMA) / (period + 1)
+                ema = (cmf * 2 + (emaPeriod - 1) * preList.ema) / (emaPeriod + 1);
+            }
+            return {
+                dataset: preList.dataset,
+                cmf: cmf,
+                ema: ema,
+                cmfList: cmfList,
+            };
+        }
+    });
+    return Cmf;
+}());
+exports.default = Cmf;

package/dist/cjs/stockSkills/cmf.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/cjs/stockSkills/cmf.test.js

@@ -0,0 +1,77 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var cmf_1 = require("./cmf");
+describe("test Cmf methods", function () {
+    it("test CMF calculation with simple data (All Bullish)", function () {
+        var cmf = new cmf_1.default();
+        var period = 3;
+        // Data Case 1: Max positive MF
+        // H=10, L=0, C=10 => (10-0)-(10-10) = 10, Multiplier = 10/10 = 1.
+        var d1 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 1 };
+        var state = cmf.init(d1);
+        // Step 1: length 1 < 3. CMF = 0
+        expect(state.cmf).toBe(0);
+        state = cmf.next(d1, state, period); // length 2
+        expect(state.cmf).toBe(0);
+        state = cmf.next(d1, state, period); // length 3. SumMFV = 300, SumV = 300. CMF = 1.
+        expect(state.cmf).toBe(1);
+    });
+    it("test CMF calculation with mixed data", function () {
+        var cmf = new cmf_1.default();
+        var period = 3;
+        // Day 1: Mul=1, V=100 -> MFV=100
+        var d1 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 1 };
+        // Day 2: Mul=-1, V=100 -> MFV=-100. (C=0, H=10, L=0 => -10 / 10 = -1)
+        var d2 = { c: 0, h: 10, l: 0, v: 100, o: 5, t: 2 };
+        // Day 3: Mul=0, V=100 -> MFV=0. (C=5, H=10, L=0 => (5-0)-(10-5)=0)
+        var d3 = { c: 5, h: 10, l: 0, v: 100, o: 5, t: 3 };
+        var state = cmf.init(d1);
+        state = cmf.next(d2, state, period);
+        state = cmf.next(d3, state, period);
+        // Sum MFV = 100 - 100 + 0 = 0. CMF = 0.
+        expect(state.cmf).toBe(0);
+    });
+    it("test CMF EMA calculation", function () {
+        var instance = new cmf_1.default();
+        var period = 2;
+        var emaPeriod = 3;
+        // d1: CMF -> 0 (len 1)
+        var d1 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 1 };
+        var state = instance.init(d1);
+        // CMF undefined yet (0)
+        expect(state.cmf).toBe(0);
+        expect(state.ema).toBe(0);
+        // d2: CMF -> 1. (len 2). MFV=100+100=200, Vol=200.
+        var d2 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 2 };
+        state = instance.next(d2, state, period, emaPeriod);
+        expect(state.cmf).toBe(1);
+        // EMA calc: cmfList = [1]. len=1 < 3. ema=0.
+        expect(state.ema).toBe(0);
+        // d3: CMF -> 1. (len 2 shift). MFV=100+100=200.
+        var d3 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 3 };
+        state = instance.next(d3, state, period, emaPeriod);
+        expect(state.cmf).toBe(1);
+        // EMA calc: cmfList = [1, 1]. len=2 < 3. ema=0.
+        expect(state.ema).toBe(0);
+        // d4: CMF -> 1.
+        var d4 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 4 };
+        state = instance.next(d4, state, period, emaPeriod);
+        expect(state.cmf).toBe(1);
+        // EMA calc: cmfList = [1, 1, 1]. len=3. SMA = 1.
+        expect(state.ema).toBe(1);
+        // d5: CMF -> 2? No, let's make CMF different.
+        // period=2. window [d4, d5].
+        // d4: MFV=100, V=100.
+        // d5: c=0, h=10, l=0, v=100. mul=-1. MFV=-100.
+        // SumMFV = 100 - 100 = 0. CMF = 0.
+        var d5 = { c: 0, h: 10, l: 0, v: 100, o: 5, t: 5 };
+        state = instance.next(d5, state, period, emaPeriod);
+        expect(state.cmf).toBe(0);
+        // EMA calc: cmfList was [1, 1, 1]. Pushed 0 -> [1, 1, 1, 0]. Shift -> [1, 1, 0].
+        // Wait, implementation:
+        // push cmf -> [1, 1, 1, 0]
+        // if len > emaPeriod -> shift -> [1, 1, 0]
+        // EMA = (0 * 2 + (3-1) * 1) / (3+1) = (0 + 2) / 4 = 0.5.
+        expect(state.ema).toBe(0.5);
+    });
+});

package/dist/esm/index.d.ts

@@ -22,6 +22,7 @@ export { default as ObvEma } from "./stockSkills/obv_ema.js";
 export { default as Mfi } from "./stockSkills/mfi.js";
 export { default as Ichimoku } from "./stockSkills/ichimoku.js";
 export { default as Dmi } from "./stockSkills/dmi.js";
+export { default as Cmf } from "./stockSkills/cmf.js";
 export { add } from "./test/add.js";
 export { minus } from "./test/minus.js";
 export { default as calculateDivisionFactor } from "./utils/calculateDivisionFactor.js";

package/dist/esm/index.js

@@ -25,6 +25,7 @@ export { default as ObvEma } from "./stockSkills/obv_ema.js";
 export { default as Mfi } from "./stockSkills/mfi.js";
 export { default as Ichimoku } from "./stockSkills/ichimoku.js";
 export { default as Dmi } from "./stockSkills/dmi.js";
+export { default as Cmf } from "./stockSkills/cmf.js";
 export { add } from "./test/add.js";
 export { minus } from "./test/minus.js";
 export { default as calculateDivisionFactor } from "./utils/calculateDivisionFactor.js";

package/dist/esm/stockSkills/cmf.d.ts

@@ -0,0 +1,11 @@
+import { StockListType, StockType } from "./types";
+export type CmfResType = {
+    dataset: StockListType;
+    cmf: number;
+    ema: number;
+    cmfList: number[];
+};
+export default class Cmf {
+    init(data: StockType): CmfResType;
+    next(data: StockType, preList: CmfResType, period?: number, emaPeriod?: number): CmfResType;
+}

package/dist/esm/stockSkills/cmf.js

@@ -0,0 +1,88 @@
+var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
+    if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
+        if (ar || !(i in from)) {
+            if (!ar) ar = Array.prototype.slice.call(from, 0, i);
+            ar[i] = from[i];
+        }
+    }
+    return to.concat(ar || Array.prototype.slice.call(from));
+};
+var Cmf = /** @class */ (function () {
+    function Cmf() {
+    }
+    Object.defineProperty(Cmf.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return {
+                dataset: [data],
+                cmf: 0,
+                ema: 0,
+                cmfList: [],
+            };
+        }
+    });
+    Object.defineProperty(Cmf.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList, period, emaPeriod) {
+            if (period === void 0) { period = 20; }
+            if (emaPeriod === void 0) { emaPeriod = 10; }
+            preList.dataset.push(data);
+            if (preList.dataset.length > period) {
+                preList.dataset.shift();
+            }
+            var cmf = 0;
+            // Calculate CMF
+            if (preList.dataset.length === period) {
+                var sumMfVol = 0;
+                var sumVol = 0;
+                for (var i = 0; i < preList.dataset.length; i++) {
+                    var item = preList.dataset[i];
+                    var h = item.h;
+                    var l = item.l;
+                    var c = item.c;
+                    var v = item.v;
+                    if (h === l) {
+                        sumVol += v;
+                        continue;
+                    }
+                    var multiplier = (c - l - (h - c)) / (h - l);
+                    var mfVol = multiplier * v;
+                    sumMfVol += mfVol;
+                    sumVol += v;
+                }
+                if (sumVol !== 0) {
+                    cmf = sumMfVol / sumVol;
+                }
+            }
+            // Calculate EMA of CMF
+            var ema = preList.ema;
+            var cmfList = __spreadArray([], preList.cmfList, true);
+            // Use current 'cmf' only if we had enough data for it (dataset.length === period)
+            if (preList.dataset.length === period) {
+                cmfList.push(cmf);
+            }
+            if (cmfList.length === emaPeriod) {
+                // First time we have enough data to calculate EMA (SMA seed)
+                var sum = cmfList.reduce(function (pre, current) { return pre + current; }, 0);
+                ema = sum / emaPeriod;
+            }
+            else if (cmfList.length > emaPeriod) {
+                cmfList.shift();
+                // EMA formula: (Current * 2 + (period - 1) * PreviousEMA) / (period + 1)
+                ema = (cmf * 2 + (emaPeriod - 1) * preList.ema) / (emaPeriod + 1);
+            }
+            return {
+                dataset: preList.dataset,
+                cmf: cmf,
+                ema: ema,
+                cmfList: cmfList,
+            };
+        }
+    });
+    return Cmf;
+}());
+export default Cmf;

package/dist/esm/stockSkills/cmf.test.d.ts

@@ -0,0 +1 @@
+export {};

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

@@ -0,0 +1,75 @@
+import Cmf from "./cmf";
+describe("test Cmf methods", function () {
+    it("test CMF calculation with simple data (All Bullish)", function () {
+        var cmf = new Cmf();
+        var period = 3;
+        // Data Case 1: Max positive MF
+        // H=10, L=0, C=10 => (10-0)-(10-10) = 10, Multiplier = 10/10 = 1.
+        var d1 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 1 };
+        var state = cmf.init(d1);
+        // Step 1: length 1 < 3. CMF = 0
+        expect(state.cmf).toBe(0);
+        state = cmf.next(d1, state, period); // length 2
+        expect(state.cmf).toBe(0);
+        state = cmf.next(d1, state, period); // length 3. SumMFV = 300, SumV = 300. CMF = 1.
+        expect(state.cmf).toBe(1);
+    });
+    it("test CMF calculation with mixed data", function () {
+        var cmf = new Cmf();
+        var period = 3;
+        // Day 1: Mul=1, V=100 -> MFV=100
+        var d1 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 1 };
+        // Day 2: Mul=-1, V=100 -> MFV=-100. (C=0, H=10, L=0 => -10 / 10 = -1)
+        var d2 = { c: 0, h: 10, l: 0, v: 100, o: 5, t: 2 };
+        // Day 3: Mul=0, V=100 -> MFV=0. (C=5, H=10, L=0 => (5-0)-(10-5)=0)
+        var d3 = { c: 5, h: 10, l: 0, v: 100, o: 5, t: 3 };
+        var state = cmf.init(d1);
+        state = cmf.next(d2, state, period);
+        state = cmf.next(d3, state, period);
+        // Sum MFV = 100 - 100 + 0 = 0. CMF = 0.
+        expect(state.cmf).toBe(0);
+    });
+    it("test CMF EMA calculation", function () {
+        var instance = new Cmf();
+        var period = 2;
+        var emaPeriod = 3;
+        // d1: CMF -> 0 (len 1)
+        var d1 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 1 };
+        var state = instance.init(d1);
+        // CMF undefined yet (0)
+        expect(state.cmf).toBe(0);
+        expect(state.ema).toBe(0);
+        // d2: CMF -> 1. (len 2). MFV=100+100=200, Vol=200.
+        var d2 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 2 };
+        state = instance.next(d2, state, period, emaPeriod);
+        expect(state.cmf).toBe(1);
+        // EMA calc: cmfList = [1]. len=1 < 3. ema=0.
+        expect(state.ema).toBe(0);
+        // d3: CMF -> 1. (len 2 shift). MFV=100+100=200.
+        var d3 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 3 };
+        state = instance.next(d3, state, period, emaPeriod);
+        expect(state.cmf).toBe(1);
+        // EMA calc: cmfList = [1, 1]. len=2 < 3. ema=0.
+        expect(state.ema).toBe(0);
+        // d4: CMF -> 1.
+        var d4 = { c: 10, h: 10, l: 0, v: 100, o: 5, t: 4 };
+        state = instance.next(d4, state, period, emaPeriod);
+        expect(state.cmf).toBe(1);
+        // EMA calc: cmfList = [1, 1, 1]. len=3. SMA = 1.
+        expect(state.ema).toBe(1);
+        // d5: CMF -> 2? No, let's make CMF different.
+        // period=2. window [d4, d5].
+        // d4: MFV=100, V=100.
+        // d5: c=0, h=10, l=0, v=100. mul=-1. MFV=-100.
+        // SumMFV = 100 - 100 = 0. CMF = 0.
+        var d5 = { c: 0, h: 10, l: 0, v: 100, o: 5, t: 5 };
+        state = instance.next(d5, state, period, emaPeriod);
+        expect(state.cmf).toBe(0);
+        // EMA calc: cmfList was [1, 1, 1]. Pushed 0 -> [1, 1, 1, 0]. Shift -> [1, 1, 0].
+        // Wait, implementation:
+        // push cmf -> [1, 1, 1, 0]
+        // if len > emaPeriod -> shift -> [1, 1, 0]
+        // EMA = (0 * 2 + (3-1) * 1) / (3+1) = (0 + 2) / 4 = 0.5.
+        expect(state.ema).toBe(0.5);
+    });
+});

package/dist/umd/index.js

@@ -1214,7 +1214,7 @@
         };
         return __assign$4.apply(this, arguments);
     };
-    var __spreadArray$1 = (undefined && undefined.__spreadArray) || function (to, from, pack) {
+    var __spreadArray$2 = (undefined && undefined.__spreadArray) || function (to, from, pack) {
         if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
             if (ar || !(i in from)) {
                 if (!ar) ar = Array.prototype.slice.call(from, 0, i);
@@ -1254,7 +1254,7 @@
                     obv -= currentVolume;
                 }
                 return {
-                    dataset: __spreadArray$1(__spreadArray$1([], preList.dataset, true), [data], false),
+                    dataset: __spreadArray$2(__spreadArray$2([], preList.dataset, true), [data], false),
                     obv: obv,
                     preClose: currentClose,
                 };
@@ -1974,7 +1974,7 @@
         };
         return __assign.apply(this, arguments);
     };
-    var __spreadArray = (undefined && undefined.__spreadArray) || function (to, from, pack) {
+    var __spreadArray$1 = (undefined && undefined.__spreadArray) || function (to, from, pack) {
         if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
             if (ar || !(i in from)) {
                 if (!ar) ar = Array.prototype.slice.call(from, 0, i);
@@ -2110,7 +2110,7 @@
                     var diSum = pDi + mDi;
                     var dx = diSum === 0 ? 0 : (diDiff / diSum) * 100;
                     // ADX Logic
-                    var dxBuffer = __spreadArray([], preList.dxBuffer, true);
+                    var dxBuffer = __spreadArray$1([], preList.dxBuffer, true);
                     var adx = preList.adx;
                     var newSmoothAdx = preList.smoothAdx;
                     if (dxBuffer.length < type) {
@@ -2164,6 +2164,94 @@
         return Dmi;
     }());
 
+    var __spreadArray = (undefined && undefined.__spreadArray) || function (to, from, pack) {
+        if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
+            if (ar || !(i in from)) {
+                if (!ar) ar = Array.prototype.slice.call(from, 0, i);
+                ar[i] = from[i];
+            }
+        }
+        return to.concat(ar || Array.prototype.slice.call(from));
+    };
+    var Cmf = /** @class */ (function () {
+        function Cmf() {
+        }
+        Object.defineProperty(Cmf.prototype, "init", {
+            enumerable: false,
+            configurable: true,
+            writable: true,
+            value: function (data) {
+                return {
+                    dataset: [data],
+                    cmf: 0,
+                    ema: 0,
+                    cmfList: [],
+                };
+            }
+        });
+        Object.defineProperty(Cmf.prototype, "next", {
+            enumerable: false,
+            configurable: true,
+            writable: true,
+            value: function (data, preList, period, emaPeriod) {
+                if (period === void 0) { period = 20; }
+                if (emaPeriod === void 0) { emaPeriod = 10; }
+                preList.dataset.push(data);
+                if (preList.dataset.length > period) {
+                    preList.dataset.shift();
+                }
+                var cmf = 0;
+                // Calculate CMF
+                if (preList.dataset.length === period) {
+                    var sumMfVol = 0;
+                    var sumVol = 0;
+                    for (var i = 0; i < preList.dataset.length; i++) {
+                        var item = preList.dataset[i];
+                        var h = item.h;
+                        var l = item.l;
+                        var c = item.c;
+                        var v = item.v;
+                        if (h === l) {
+                            sumVol += v;
+                            continue;
+                        }
+                        var multiplier = (c - l - (h - c)) / (h - l);
+                        var mfVol = multiplier * v;
+                        sumMfVol += mfVol;
+                        sumVol += v;
+                    }
+                    if (sumVol !== 0) {
+                        cmf = sumMfVol / sumVol;
+                    }
+                }
+                // Calculate EMA of CMF
+                var ema = preList.ema;
+                var cmfList = __spreadArray([], preList.cmfList, true);
+                // Use current 'cmf' only if we had enough data for it (dataset.length === period)
+                if (preList.dataset.length === period) {
+                    cmfList.push(cmf);
+                }
+                if (cmfList.length === emaPeriod) {
+                    // First time we have enough data to calculate EMA (SMA seed)
+                    var sum = cmfList.reduce(function (pre, current) { return pre + current; }, 0);
+                    ema = sum / emaPeriod;
+                }
+                else if (cmfList.length > emaPeriod) {
+                    cmfList.shift();
+                    // EMA formula: (Current * 2 + (period - 1) * PreviousEMA) / (period + 1)
+                    ema = (cmf * 2 + (emaPeriod - 1) * preList.ema) / (emaPeriod + 1);
+                }
+                return {
+                    dataset: preList.dataset,
+                    cmf: cmf,
+                    ema: ema,
+                    cmfList: cmfList,
+                };
+            }
+        });
+        return Cmf;
+    }());
+
     function add(a, b) {
         return a + b;
     }
@@ -2202,6 +2290,7 @@
 
     exports.Angle = TwoPointAngle;
     exports.Boll = Boll;
+    exports.Cmf = Cmf;
     exports.Dmi = Dmi;
     exports.Ema = Ema;
     exports.Gold = Gold;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@ch20026103/anysis",
-  "version": "0.0.19",
+  "version": "0.0.20-alpha.0",
   "description": "provide many analyze methods in the library.",
   "keywords": [],
   "bugs": "git@github.com:cosmic1330/anysis/issues",