@ch20026103/anysis 0.0.2-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/.eslintrc.json +15 -0
- package/.gitattributes +1 -0
- package/.vscode/settings.json +5 -0
- package/README.md +11 -0
- package/commitlint.config.js +3 -0
- package/dist/cjs/analyze/Month/index.d.ts +15 -0
- package/dist/cjs/analyze/Month/index.js +24 -0
- package/dist/cjs/analyze/Regression/simpleRegressoinModel.d.ts +12 -0
- package/dist/cjs/analyze/Regression/simpleRegressoinModel.js +79 -0
- package/dist/cjs/analyze/Regression/simpleRegressoinModel.test.d.ts +1 -0
- package/dist/cjs/analyze/Regression/simpleRegressoinModel.test.js +16 -0
- package/dist/cjs/analyze/TimeSeries/R/index.d.ts +7 -0
- package/dist/cjs/analyze/TimeSeries/R/index.js +39 -0
- package/dist/cjs/analyze/TimeSeries/RS/index.d.ts +2 -0
- package/dist/cjs/analyze/TimeSeries/RS/index.js +31 -0
- package/dist/cjs/index.d.ts +12 -0
- package/dist/cjs/index.js +34 -0
- package/dist/cjs/stockSkills/gold.d.ts +47 -0
- package/dist/cjs/stockSkills/gold.js +216 -0
- package/dist/cjs/stockSkills/gold.test.d.ts +1 -0
- package/dist/cjs/stockSkills/gold.test.js +45 -0
- package/dist/cjs/stockSkills/ma.d.ts +58 -0
- package/dist/cjs/stockSkills/ma.js +169 -0
- package/dist/cjs/stockSkills/ma.test.d.ts +1 -0
- package/dist/cjs/stockSkills/ma.test.js +98 -0
- package/dist/cjs/stockSkills/macd.d.ts +59 -0
- package/dist/cjs/stockSkills/macd.js +144 -0
- package/dist/cjs/stockSkills/macd.test.d.ts +1 -0
- package/dist/cjs/stockSkills/macd.test.js +74 -0
- package/dist/cjs/stockSkills/rsi.d.ts +32 -0
- package/dist/cjs/stockSkills/rsi.js +145 -0
- package/dist/cjs/stockSkills/rsi.test.d.ts +1 -0
- package/dist/cjs/stockSkills/rsi.test.js +30 -0
- package/dist/cjs/stockSkills/test_data.test.d.ts +9 -0
- package/dist/cjs/stockSkills/test_data.test.js +166 -0
- package/dist/cjs/stockSkills/utils/dateFormat.d.ts +12 -0
- package/dist/cjs/stockSkills/utils/dateFormat.js +58 -0
- package/dist/cjs/stockSkills/utils/dateFormat.test.d.ts +1 -0
- package/dist/cjs/stockSkills/utils/dateFormat.test.js +29 -0
- package/dist/cjs/stockSkills/utils/getWeekLine.d.ts +17 -0
- package/dist/cjs/stockSkills/utils/getWeekLine.js +75 -0
- package/dist/cjs/stockSkills/utils/getWeekLine.test.d.ts +1 -0
- package/dist/cjs/stockSkills/utils/getWeekLine.test.js +16 -0
- package/dist/cjs/stockSkills/williams.d.ts +29 -0
- package/dist/cjs/stockSkills/williams.js +77 -0
- package/dist/cjs/stockSkills/williams.test.d.ts +1 -0
- package/dist/cjs/stockSkills/williams.test.js +43 -0
- package/dist/cjs/test/add.d.ts +1 -0
- package/dist/cjs/test/add.js +7 -0
- package/dist/cjs/test/minus.d.ts +1 -0
- package/dist/cjs/test/minus.js +7 -0
- package/dist/esm/analyze/Month/index.d.ts +15 -0
- package/dist/esm/analyze/Month/index.js +20 -0
- package/dist/esm/analyze/Regression/simpleRegressoinModel.d.ts +12 -0
- package/dist/esm/analyze/Regression/simpleRegressoinModel.js +76 -0
- package/dist/esm/analyze/Regression/simpleRegressoinModel.test.d.ts +1 -0
- package/dist/esm/analyze/Regression/simpleRegressoinModel.test.js +14 -0
- package/dist/esm/analyze/TimeSeries/R/index.d.ts +7 -0
- package/dist/esm/analyze/TimeSeries/R/index.js +33 -0
- package/dist/esm/analyze/TimeSeries/RS/index.d.ts +2 -0
- package/dist/esm/analyze/TimeSeries/RS/index.js +27 -0
- package/dist/esm/index.d.ts +12 -0
- package/dist/esm/index.js +17 -0
- package/dist/esm/stockSkills/gold.d.ts +47 -0
- package/dist/esm/stockSkills/gold.js +214 -0
- package/dist/esm/stockSkills/gold.test.d.ts +1 -0
- package/dist/esm/stockSkills/gold.test.js +43 -0
- package/dist/esm/stockSkills/ma.d.ts +58 -0
- package/dist/esm/stockSkills/ma.js +167 -0
- package/dist/esm/stockSkills/ma.test.d.ts +1 -0
- package/dist/esm/stockSkills/ma.test.js +96 -0
- package/dist/esm/stockSkills/macd.d.ts +59 -0
- package/dist/esm/stockSkills/macd.js +142 -0
- package/dist/esm/stockSkills/macd.test.d.ts +1 -0
- package/dist/esm/stockSkills/macd.test.js +72 -0
- package/dist/esm/stockSkills/rsi.d.ts +32 -0
- package/dist/esm/stockSkills/rsi.js +143 -0
- package/dist/esm/stockSkills/rsi.test.d.ts +1 -0
- package/dist/esm/stockSkills/rsi.test.js +28 -0
- package/dist/esm/stockSkills/test_data.test.d.ts +9 -0
- package/dist/esm/stockSkills/test_data.test.js +164 -0
- package/dist/esm/stockSkills/utils/dateFormat.d.ts +12 -0
- package/dist/esm/stockSkills/utils/dateFormat.js +55 -0
- package/dist/esm/stockSkills/utils/dateFormat.test.d.ts +1 -0
- package/dist/esm/stockSkills/utils/dateFormat.test.js +27 -0
- package/dist/esm/stockSkills/utils/getWeekLine.d.ts +17 -0
- package/dist/esm/stockSkills/utils/getWeekLine.js +72 -0
- package/dist/esm/stockSkills/utils/getWeekLine.test.d.ts +1 -0
- package/dist/esm/stockSkills/utils/getWeekLine.test.js +14 -0
- package/dist/esm/stockSkills/williams.d.ts +29 -0
- package/dist/esm/stockSkills/williams.js +75 -0
- package/dist/esm/stockSkills/williams.test.d.ts +1 -0
- package/dist/esm/stockSkills/williams.test.js +41 -0
- package/dist/esm/test/add.d.ts +1 -0
- package/dist/esm/test/add.js +3 -0
- package/dist/esm/test/minus.d.ts +1 -0
- package/dist/esm/test/minus.js +3 -0
- package/dist/umd/index.js +1059 -0
- package/package.json +61 -0
- package/test.js +29 -0
- package/vite.config.js +10 -0
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declare type ListType = {
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c: number;
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}[];
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declare type ResMa5 = {
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c: number;
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ma5?: number;
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}[];
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declare type ResMa10 = {
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c: number;
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ma10?: number;
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}[];
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declare type ResMa20 = {
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c: number;
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ma20?: number;
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}[];
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declare type ResMa60 = {
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c: number;
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ma60?: number;
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}[];
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declare type ResMaSelf = {
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c: number;
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maSelf?: number;
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}[];
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declare type ResBoll = {
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c: number;
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ma25?: number;
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bollUb?: number;
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bollLb?: number;
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}[];
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declare type ResAllMa = {
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c: number;
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ma5?: number;
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ma10?: number;
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ma20?: number;
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ma25?: number;
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ma60?: number;
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bollUb?: number;
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bollLb?: number;
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}[];
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interface MaType {
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getAllMa: (list: ListType) => ResAllMa;
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getMa5: (list: ListType) => ResMa5;
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getMa10: (list: ListType) => ResMa10;
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getMa20: (list: ListType) => ResMa20;
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getMa60: (list: ListType) => ResMa60;
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getMaSelf: (list: ListType, self: number) => ResMaSelf;
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getBoll: (list: ListType) => ResBoll;
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}
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export default class Ma implements MaType {
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getAllMa(list: ListType): ResAllMa;
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getMa5(list: ListType): ResMa5;
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getMa10(list: ListType): ResMa10;
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getMa20(list: ListType): ResMa20;
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getMa60(list: ListType): ResMa60;
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getMaSelf(list: ListType, self: number): ResMaSelf;
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getBoll(list: ListType): ResBoll;
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}
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export {};
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"use strict";
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var __assign = (this && this.__assign) || function () {
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__assign = Object.assign || function(t) {
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for (var s, i = 1, n = arguments.length; i < n; i++) {
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s = arguments[i];
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for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
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t[p] = s[p];
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}
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return t;
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};
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return __assign.apply(this, arguments);
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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var Ma = /** @class */ (function () {
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function Ma() {
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}
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Object.defineProperty(Ma.prototype, "getAllMa", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (list) {
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var res = [];
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var responseMa5 = this.getMa5(list);
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var responseMa10 = this.getMa10(list);
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var responseMa20 = this.getMa20(list);
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var responseMa60 = this.getMa60(list);
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var responseBoll = this.getBoll(list);
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for (var i = 0; i < list.length; i++) {
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res[i] = Object.assign(list[i], responseMa5[i], responseMa10[i], responseMa20[i], responseMa60[i], responseBoll[i]);
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}
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return res;
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}
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});
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Object.defineProperty(Ma.prototype, "getMa5", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (list) {
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var res = [];
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for (var i = 0; i < list.length; i++) {
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if (i < 4)
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res[i] = __assign(__assign({}, list[i]), { ma5: undefined });
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else {
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var sum = list
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.slice(i - 4, i + 1)
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.reduce(function (pre, current) { return pre + current.c; }, 0);
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var ma5 = Math.round((sum / 5) * 100) / 100;
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res[i] = __assign(__assign({}, list[i]), { ma5: ma5 });
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}
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}
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return res;
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}
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});
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Object.defineProperty(Ma.prototype, "getMa10", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (list) {
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var res = [];
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for (var i = 0; i < list.length; i++) {
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if (i < 9)
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res[i] = __assign(__assign({}, list[i]), { ma10: undefined });
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else {
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var sum = list
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.slice(i - 9, i + 1)
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.reduce(function (pre, current) { return pre + current.c; }, 0);
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var ma10 = Math.round((sum / 10) * 100) / 100;
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res[i] = __assign(__assign({}, list[i]), { ma10: ma10 });
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}
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}
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return res;
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}
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});
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Object.defineProperty(Ma.prototype, "getMa20", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (list) {
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var res = [];
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for (var i = 0; i < list.length; i++) {
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if (i < 19)
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res[i] = __assign(__assign({}, list[i]), { ma20: undefined });
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else {
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var sum = list
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.slice(i - 19, i + 1)
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.reduce(function (pre, current) { return pre + current.c; }, 0);
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var ma20 = Math.round((sum / 20) * 100) / 100;
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res[i] = __assign(__assign({}, list[i]), { ma20: ma20 });
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}
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}
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return res;
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}
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});
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Object.defineProperty(Ma.prototype, "getMa60", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (list) {
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var res = [];
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for (var i = 0; i < list.length; i++) {
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if (i < 59)
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res[i] = __assign(__assign({}, list[i]), { ma60: undefined });
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else {
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var sum = list
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.slice(i - 59, i + 1)
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.reduce(function (pre, current) { return pre + current.c; }, 0);
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var ma60 = Math.round((sum / 60) * 100) / 100;
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res[i] = __assign(__assign({}, list[i]), { ma60: ma60 });
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}
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}
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return res;
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}
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});
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Object.defineProperty(Ma.prototype, "getMaSelf", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (list, self) {
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var res = [];
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for (var i = 0; i < list.length; i++) {
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if (i < (self - 1))
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res[i] = __assign(__assign({}, list[i]), { maSelf: undefined });
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else {
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var sum = list
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.slice(i - (self - 1), i + 1)
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.reduce(function (pre, current) { return pre + current.c; }, 0);
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var maSelf = Math.round((sum / self) * 100) / 100;
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res[i] = __assign(__assign({}, list[i]), { maSelf: maSelf });
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}
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}
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return res;
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}
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});
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Object.defineProperty(Ma.prototype, "getBoll", {
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enumerable: false,
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configurable: true,
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writable: true,
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value: function (list) {
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var res = [];
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var _loop_1 = function (i) {
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if (i < 24)
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res[i] = __assign(__assign({}, list[i]), { ma25: undefined, bollUb: undefined, bollLb: undefined });
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else {
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// ma25
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var sumMa25 = list
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.slice(i - 24, i + 1)
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.reduce(function (pre, current) { return pre + current.c; }, 0);
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var ma25_1 = Math.round((sumMa25 / 25) * 100) / 100;
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// 標準差
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var sumBase = res
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.slice(i - 24, i + 1)
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.reduce(function (pre, current) {
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return ma25_1 !== undefined
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? pre + Math.pow(current.c - ma25_1, 2)
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: pre;
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}, 0);
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var base = Math.round(Math.sqrt(sumBase / 25) * 100) / 100;
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res[i] = __assign(__assign({}, list[i]), { ma25: ma25_1, bollUb: ma25_1 + 2 * base, bollLb: ma25_1 - 2 * base });
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}
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};
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for (var i = 0; i < list.length; i++) {
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_loop_1(i);
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}
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return res;
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}
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});
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return Ma;
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}());
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exports.default = Ma;
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export {};
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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var ma_1 = require("./ma");
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var test_data_test_1 = require("./test_data.test");
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describe("test ma methods", function () {
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it("test getMa5()", function () {
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var ma = new ma_1.default();
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expect(ma.getMa5(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
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c: 142,
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o: 138,
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t: 20211214,
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v: 16841,
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h: 143,
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l: 138,
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ma5: 141.1,
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});
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});
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it("test getMa10()", function () {
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var ma = new ma_1.default();
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expect(ma.getMa10(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
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c: 142,
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o: 138,
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t: 20211214,
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v: 16841,
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h: 143,
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l: 138,
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ma10: 146.7,
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});
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});
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it("test getMa20()", function () {
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var ma = new ma_1.default();
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expect(ma.getMa20(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
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c: 142,
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o: 138,
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t: 20211214,
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v: 16841,
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h: 143,
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l: 138,
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ma20: 144.88,
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});
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});
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it("test getMa60()", function () {
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var ma = new ma_1.default();
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expect(ma.getMa60(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
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c: 142,
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o: 138,
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t: 20211214,
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v: 16841,
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h: 143,
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l: 138,
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ma60: 134.86,
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});
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});
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it("test getMaSelf()", function () {
|
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var ma = new ma_1.default();
|
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expect(ma.getMaSelf(test_data_test_1.default, 20)[test_data_test_1.default.length - 1]).toEqual({
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c: 142,
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o: 138,
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t: 20211214,
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v: 16841,
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h: 143,
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l: 138,
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maSelf: 144.88,
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});
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});
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it("test getBoll()", function () {
|
|
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|
+
var ma = new ma_1.default();
|
|
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|
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expect(ma.getBoll(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
|
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c: 142,
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o: 138,
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t: 20211214,
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v: 16841,
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h: 143,
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l: 138,
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ma25: 142.66,
|
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bollLb: 126.69999999999999,
|
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+
bollUb: 158.62,
|
|
78
|
+
});
|
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79
|
+
});
|
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80
|
+
it("test getAllMa()", function () {
|
|
81
|
+
var ma = new ma_1.default();
|
|
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|
+
expect(ma.getAllMa(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
|
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83
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t: 20211214,
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84
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o: 138,
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h: 143,
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l: 138,
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c: 142,
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88
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v: 16841,
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89
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ma5: 141.1,
|
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90
|
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ma10: 146.7,
|
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91
|
+
ma20: 144.88,
|
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92
|
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ma60: 134.86,
|
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93
|
+
ma25: 142.66,
|
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94
|
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bollUb: 158.62,
|
|
95
|
+
bollLb: 126.69999999999999,
|
|
96
|
+
});
|
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97
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+
});
|
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98
|
+
});
|
|
@@ -0,0 +1,59 @@
|
|
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1
|
+
declare type ItemType = {
|
|
2
|
+
h: number;
|
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3
|
+
l: number;
|
|
4
|
+
c: number;
|
|
5
|
+
};
|
|
6
|
+
declare type ResEMA12Type = {
|
|
7
|
+
h: number;
|
|
8
|
+
l: number;
|
|
9
|
+
c: number;
|
|
10
|
+
EMA12?: number;
|
|
11
|
+
}[];
|
|
12
|
+
declare type ResEMA26Type = {
|
|
13
|
+
h: number;
|
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14
|
+
l: number;
|
|
15
|
+
c: number;
|
|
16
|
+
EMA26?: number;
|
|
17
|
+
}[];
|
|
18
|
+
declare type ResDifType = {
|
|
19
|
+
h: number;
|
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20
|
+
l: number;
|
|
21
|
+
c: number;
|
|
22
|
+
DIF?: number;
|
|
23
|
+
}[];
|
|
24
|
+
declare type ResMacd9Type = {
|
|
25
|
+
h: number;
|
|
26
|
+
l: number;
|
|
27
|
+
c: number;
|
|
28
|
+
MACD9?: number;
|
|
29
|
+
OSC?: number;
|
|
30
|
+
}[];
|
|
31
|
+
declare type ResAllMacdType = {
|
|
32
|
+
h: number;
|
|
33
|
+
l: number;
|
|
34
|
+
c: number;
|
|
35
|
+
EMA12?: number;
|
|
36
|
+
EMA26?: number;
|
|
37
|
+
DIF?: number;
|
|
38
|
+
MACD9?: number;
|
|
39
|
+
OSC?: number;
|
|
40
|
+
}[];
|
|
41
|
+
interface MacdType {
|
|
42
|
+
getMACD: (list: ItemType[]) => ResAllMacdType;
|
|
43
|
+
getDI: (item: ItemType) => number;
|
|
44
|
+
getStartEMA: (list: ItemType[]) => number;
|
|
45
|
+
getEMA12: (list: ItemType[]) => ResEMA12Type;
|
|
46
|
+
getEMA26: (list: ItemType[]) => ResEMA26Type;
|
|
47
|
+
getDIF: (list: ItemType[], ResEMA12: ResEMA12Type, ResEMA26: ResEMA26Type) => ResDifType;
|
|
48
|
+
getMACD9: (list: ItemType[], DIF: ResDifType) => ResMacd9Type;
|
|
49
|
+
}
|
|
50
|
+
export default class MACD implements MacdType {
|
|
51
|
+
getMACD(list: ItemType[]): ResAllMacdType;
|
|
52
|
+
getDI(item: ItemType): number;
|
|
53
|
+
getStartEMA(arr: ItemType[]): number;
|
|
54
|
+
getEMA12(list: ItemType[]): ResEMA12Type;
|
|
55
|
+
getEMA26(list: ItemType[]): ResEMA26Type;
|
|
56
|
+
getDIF(list: ItemType[], ResEMA12: ResEMA12Type, ResEMA26: ResEMA26Type): ResDifType;
|
|
57
|
+
getMACD9(list: ItemType[], DIF: ResDifType): ResMacd9Type;
|
|
58
|
+
}
|
|
59
|
+
export {};
|
|
@@ -0,0 +1,144 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __assign = (this && this.__assign) || function () {
|
|
3
|
+
__assign = Object.assign || function(t) {
|
|
4
|
+
for (var s, i = 1, n = arguments.length; i < n; i++) {
|
|
5
|
+
s = arguments[i];
|
|
6
|
+
for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
|
|
7
|
+
t[p] = s[p];
|
|
8
|
+
}
|
|
9
|
+
return t;
|
|
10
|
+
};
|
|
11
|
+
return __assign.apply(this, arguments);
|
|
12
|
+
};
|
|
13
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
14
|
+
var MACD = /** @class */ (function () {
|
|
15
|
+
function MACD() {
|
|
16
|
+
}
|
|
17
|
+
Object.defineProperty(MACD.prototype, "getMACD", {
|
|
18
|
+
enumerable: false,
|
|
19
|
+
configurable: true,
|
|
20
|
+
writable: true,
|
|
21
|
+
value: function (list) {
|
|
22
|
+
// 首筆RSI
|
|
23
|
+
var res = [];
|
|
24
|
+
var EMA12 = this.getEMA12(list);
|
|
25
|
+
var EMA26 = this.getEMA26(list);
|
|
26
|
+
var DIF = this.getDIF(list, EMA12, EMA26);
|
|
27
|
+
var MACD9 = this.getMACD9(list, DIF);
|
|
28
|
+
for (var i = 0; i < list.length; i++) {
|
|
29
|
+
res[i] = Object.assign(list[i], DIF[i], MACD9[i]);
|
|
30
|
+
}
|
|
31
|
+
return res;
|
|
32
|
+
}
|
|
33
|
+
});
|
|
34
|
+
Object.defineProperty(MACD.prototype, "getDI", {
|
|
35
|
+
enumerable: false,
|
|
36
|
+
configurable: true,
|
|
37
|
+
writable: true,
|
|
38
|
+
value: function (item) {
|
|
39
|
+
return (item["h"] + item["l"] + 2 * item["c"]) / 4;
|
|
40
|
+
}
|
|
41
|
+
});
|
|
42
|
+
Object.defineProperty(MACD.prototype, "getStartEMA", {
|
|
43
|
+
enumerable: false,
|
|
44
|
+
configurable: true,
|
|
45
|
+
writable: true,
|
|
46
|
+
value: function (arr) {
|
|
47
|
+
var _this = this;
|
|
48
|
+
var sum = 0;
|
|
49
|
+
arr.forEach(function (item) {
|
|
50
|
+
var DI = _this.getDI(item);
|
|
51
|
+
sum += DI;
|
|
52
|
+
});
|
|
53
|
+
return sum / arr.length;
|
|
54
|
+
}
|
|
55
|
+
});
|
|
56
|
+
Object.defineProperty(MACD.prototype, "getEMA12", {
|
|
57
|
+
enumerable: false,
|
|
58
|
+
configurable: true,
|
|
59
|
+
writable: true,
|
|
60
|
+
value: function (list) {
|
|
61
|
+
var start = list.slice(0, 11);
|
|
62
|
+
var beforeEMA12 = this.getStartEMA(start);
|
|
63
|
+
var res = [];
|
|
64
|
+
for (var i = 0; i < list.length; i++) {
|
|
65
|
+
if (i < 12)
|
|
66
|
+
res[i] = __assign(__assign({}, list[i]), { EMA12: undefined });
|
|
67
|
+
else {
|
|
68
|
+
beforeEMA12 = (beforeEMA12 * 11) / 13 + (this.getDI(list[i]) * 2) / 13;
|
|
69
|
+
res[i] = __assign(__assign({}, list[i]), { EMA12: beforeEMA12 });
|
|
70
|
+
}
|
|
71
|
+
}
|
|
72
|
+
return res;
|
|
73
|
+
}
|
|
74
|
+
});
|
|
75
|
+
Object.defineProperty(MACD.prototype, "getEMA26", {
|
|
76
|
+
enumerable: false,
|
|
77
|
+
configurable: true,
|
|
78
|
+
writable: true,
|
|
79
|
+
value: function (list) {
|
|
80
|
+
var start = list.slice(0, 25);
|
|
81
|
+
var beforeEMA26 = this.getStartEMA(start);
|
|
82
|
+
var res = [];
|
|
83
|
+
for (var i = 0; i < list.length; i++) {
|
|
84
|
+
if (i < 26)
|
|
85
|
+
res[i] = __assign(__assign({}, list[i]), { EMA26: undefined });
|
|
86
|
+
else {
|
|
87
|
+
beforeEMA26 = (beforeEMA26 * 25) / 27 + (this.getDI(list[i]) * 2) / 27;
|
|
88
|
+
res[i] = __assign(__assign({}, list[i]), { EMA26: beforeEMA26 });
|
|
89
|
+
}
|
|
90
|
+
}
|
|
91
|
+
return res;
|
|
92
|
+
}
|
|
93
|
+
});
|
|
94
|
+
Object.defineProperty(MACD.prototype, "getDIF", {
|
|
95
|
+
enumerable: false,
|
|
96
|
+
configurable: true,
|
|
97
|
+
writable: true,
|
|
98
|
+
value: function (list, ResEMA12, ResEMA26) {
|
|
99
|
+
var _a, _b;
|
|
100
|
+
var res = [];
|
|
101
|
+
for (var i = 0; i < list.length; i++) {
|
|
102
|
+
if (i < 26)
|
|
103
|
+
res[i] = __assign(__assign({}, list[i]), { DIF: undefined });
|
|
104
|
+
else {
|
|
105
|
+
var EMA12 = ((_a = ResEMA12 === null || ResEMA12 === void 0 ? void 0 : ResEMA12[i]) === null || _a === void 0 ? void 0 : _a["EMA12"]) && ResEMA12[i]["EMA12"];
|
|
106
|
+
var EMA26 = ((_b = ResEMA26 === null || ResEMA26 === void 0 ? void 0 : ResEMA26[i]) === null || _b === void 0 ? void 0 : _b["EMA26"]) && ResEMA26[i]["EMA26"];
|
|
107
|
+
var DIF = EMA12 - EMA26;
|
|
108
|
+
res[i] = __assign(__assign({}, list[i]), { DIF: DIF });
|
|
109
|
+
}
|
|
110
|
+
}
|
|
111
|
+
return res;
|
|
112
|
+
}
|
|
113
|
+
});
|
|
114
|
+
Object.defineProperty(MACD.prototype, "getMACD9", {
|
|
115
|
+
enumerable: false,
|
|
116
|
+
configurable: true,
|
|
117
|
+
writable: true,
|
|
118
|
+
value: function (list, DIF) {
|
|
119
|
+
var res = [];
|
|
120
|
+
var beforeMACD9 = 0;
|
|
121
|
+
for (var i = 0; i < list.length; i++) {
|
|
122
|
+
if (i < 26)
|
|
123
|
+
res[i] = __assign(__assign({}, list[i]), { MACD9: undefined, OSC: undefined });
|
|
124
|
+
else if (i === 26) {
|
|
125
|
+
var MACD9 = DIF.slice(26, 34)
|
|
126
|
+
.map(function (item) { return ((item === null || item === void 0 ? void 0 : item.DIF) ? item["DIF"] : 0); })
|
|
127
|
+
.reduce(function (accumulator, currentValue) { return accumulator + currentValue; });
|
|
128
|
+
var OSC = DIF[i]["DIF"] - MACD9;
|
|
129
|
+
res[26] = __assign(__assign({}, list[i]), { MACD9: MACD9, OSC: OSC });
|
|
130
|
+
beforeMACD9 = MACD9;
|
|
131
|
+
}
|
|
132
|
+
else {
|
|
133
|
+
var MACD9 = beforeMACD9 + ((DIF[i]["DIF"] - beforeMACD9) * 2) / 10;
|
|
134
|
+
var OSC = DIF[i]["DIF"] - MACD9;
|
|
135
|
+
res[i] = __assign(__assign({}, list[i]), { MACD9: MACD9, OSC: OSC });
|
|
136
|
+
beforeMACD9 = MACD9;
|
|
137
|
+
}
|
|
138
|
+
}
|
|
139
|
+
return res;
|
|
140
|
+
}
|
|
141
|
+
});
|
|
142
|
+
return MACD;
|
|
143
|
+
}());
|
|
144
|
+
exports.default = MACD;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|
|
@@ -0,0 +1,74 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
var macd_1 = require("./macd");
|
|
4
|
+
var test_data_test_1 = require("./test_data.test");
|
|
5
|
+
describe("test macd methods", function () {
|
|
6
|
+
it("test getEMA12()", function () {
|
|
7
|
+
var macd = new macd_1.default();
|
|
8
|
+
expect(macd.getEMA12(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
|
|
9
|
+
c: 142,
|
|
10
|
+
o: 138,
|
|
11
|
+
t: 20211214,
|
|
12
|
+
v: 16841,
|
|
13
|
+
h: 143,
|
|
14
|
+
l: 138,
|
|
15
|
+
EMA12: 144.01967137166324,
|
|
16
|
+
});
|
|
17
|
+
});
|
|
18
|
+
it("test getEMA26()", function () {
|
|
19
|
+
var macd = new macd_1.default();
|
|
20
|
+
expect(macd.getEMA26(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
|
|
21
|
+
c: 142,
|
|
22
|
+
o: 138,
|
|
23
|
+
t: 20211214,
|
|
24
|
+
v: 16841,
|
|
25
|
+
h: 143,
|
|
26
|
+
l: 138,
|
|
27
|
+
EMA26: 142.2290771028552,
|
|
28
|
+
});
|
|
29
|
+
});
|
|
30
|
+
it("test getDIF()", function () {
|
|
31
|
+
var macd = new macd_1.default();
|
|
32
|
+
var Ema26 = macd.getEMA26(test_data_test_1.default);
|
|
33
|
+
var Ema12 = macd.getEMA12(test_data_test_1.default);
|
|
34
|
+
expect(macd.getDIF(test_data_test_1.default, Ema12, Ema26)[test_data_test_1.default.length - 1]).toEqual({
|
|
35
|
+
c: 142,
|
|
36
|
+
o: 138,
|
|
37
|
+
t: 20211214,
|
|
38
|
+
v: 16841,
|
|
39
|
+
h: 143,
|
|
40
|
+
l: 138,
|
|
41
|
+
DIF: 1.7905942688080358,
|
|
42
|
+
});
|
|
43
|
+
});
|
|
44
|
+
it("test getMACD9()", function () {
|
|
45
|
+
var macd = new macd_1.default();
|
|
46
|
+
var Ema26 = macd.getEMA26(test_data_test_1.default);
|
|
47
|
+
var Ema12 = macd.getEMA12(test_data_test_1.default);
|
|
48
|
+
var Dif = macd.getDIF(test_data_test_1.default, Ema12, Ema26);
|
|
49
|
+
expect(macd.getMACD9(test_data_test_1.default, Dif)[test_data_test_1.default.length - 1]).toEqual({
|
|
50
|
+
c: 142,
|
|
51
|
+
o: 138,
|
|
52
|
+
t: 20211214,
|
|
53
|
+
v: 16841,
|
|
54
|
+
h: 143,
|
|
55
|
+
l: 138,
|
|
56
|
+
MACD9: 3.461688641153529,
|
|
57
|
+
OSC: -1.6710943723454932,
|
|
58
|
+
});
|
|
59
|
+
});
|
|
60
|
+
it("test getMACD()", function () {
|
|
61
|
+
var macd = new macd_1.default();
|
|
62
|
+
expect(macd.getMACD(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
|
|
63
|
+
c: 142,
|
|
64
|
+
o: 138,
|
|
65
|
+
t: 20211214,
|
|
66
|
+
v: 16841,
|
|
67
|
+
h: 143,
|
|
68
|
+
l: 138,
|
|
69
|
+
DIF: 1.7905942688080358,
|
|
70
|
+
MACD9: 3.461688641153529,
|
|
71
|
+
OSC: -1.6710943723454932,
|
|
72
|
+
});
|
|
73
|
+
});
|
|
74
|
+
});
|
|
@@ -0,0 +1,32 @@
|
|
|
1
|
+
declare type ListType = {
|
|
2
|
+
c: number;
|
|
3
|
+
}[];
|
|
4
|
+
declare type ResRsi6Type = {
|
|
5
|
+
c: number;
|
|
6
|
+
rsi6?: number;
|
|
7
|
+
}[];
|
|
8
|
+
declare type ResRsi12Type = {
|
|
9
|
+
c: number;
|
|
10
|
+
rsi12?: number;
|
|
11
|
+
}[];
|
|
12
|
+
declare type ResAllRsiType = {
|
|
13
|
+
c: number;
|
|
14
|
+
rsi6?: number;
|
|
15
|
+
rsi12?: number;
|
|
16
|
+
}[];
|
|
17
|
+
interface RsiType {
|
|
18
|
+
getRsi6: (list: ListType) => ResRsi6Type;
|
|
19
|
+
getRsi12: (list: ListType) => ResRsi12Type;
|
|
20
|
+
getStartUpAvg: (list: ListType, count: number) => number;
|
|
21
|
+
getStartDownAvg: (list: ListType, count: number) => number;
|
|
22
|
+
getRsi: (UpAvg: number, DownAvg: number) => number;
|
|
23
|
+
}
|
|
24
|
+
export default class Rsi implements RsiType {
|
|
25
|
+
getAllRsi(list: ListType): ResAllRsiType;
|
|
26
|
+
getRsi6(list: ListType): ResRsi6Type;
|
|
27
|
+
getRsi12(list: ListType): ResRsi12Type;
|
|
28
|
+
getStartUpAvg(list: ListType, count: number): number;
|
|
29
|
+
getStartDownAvg(list: ListType, count: number): number;
|
|
30
|
+
getRsi(UpAvg: number, DownAvg: number): number;
|
|
31
|
+
}
|
|
32
|
+
export {};
|