@ch20026103/anysis 0.0.2 → 0.0.5-alpha

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

@@ -1,17 +1,17 @@
-declare type ListType = {
+type ListType = {
     h: number;
     l: number;
     c: number;
 }[];
-declare type ResWilliams9Type = {
+type ResWilliams9Type = {
     c: number;
     williams9?: number;
 }[];
-declare type ResWilliams18Type = {
+type ResWilliams18Type = {
     c: number;
     williams18?: number;
 }[];
-declare type ResAllWilliamsType = {
+type ResAllWilliamsType = {
     c: number;
     williams18?: number;
     williams9?: number;

package/dist/esm/analyze/Month/index.d.ts

@@ -1,4 +1,4 @@
-export declare type setStartMonthInYearType = {
+export type setStartMonthInYearType = {
     January: unknown;
     February: unknown;
     March: unknown;

package/dist/esm/analyze/Month/index.test.d.ts

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

package/dist/esm/analyze/Month/index.test.js

@@ -0,0 +1,20 @@
+import { setStartMonthInYear } from "./index";
+describe("test setStartMonthInYear", function () {
+    it("test 3", function () {
+        var res = setStartMonthInYear(3);
+        expect(res).toEqual([
+            "March",
+            "April",
+            "May",
+            "June",
+            "July",
+            "August",
+            "September",
+            "October",
+            "November",
+            "December",
+            "January",
+            "February",
+        ]);
+    });
+});

package/dist/esm/analyze/Regression/simpleRegressoinModel.d.ts

@@ -1,4 +1,4 @@
-declare type RegressionResponseType = {
+type RegressionResponseType = {
     description: string;
     predictModel: (xValue: number) => number;
     explained: string;

package/dist/esm/analyze/Slope/index.d.ts

@@ -0,0 +1 @@
+export default function Slope(x: number[], y: number[]): number;

package/dist/esm/analyze/Slope/index.js

@@ -0,0 +1,10 @@
+export default function Slope(x, y) {
+    // 計算 x 和 y 的平均值
+    var x_mean = x.reduce(function (acc, cur) { return acc + cur; }) / x.length;
+    var y_mean = y.reduce(function (acc, cur) { return acc + cur; }) / y.length;
+    // 計算斜率
+    var numerator = x.reduce(function (acc, cur, i) { return acc + (cur - x_mean) * (y[i] - y_mean); }, 0);
+    var denominator = x.reduce(function (acc, cur) { return acc + Math.pow((cur - x_mean), 2); }, 0);
+    var slope = numerator / denominator;
+    return slope;
+}

package/dist/esm/analyze/Slope/slope.test.d.ts

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

package/dist/esm/analyze/Slope/slope.test.js

@@ -0,0 +1,33 @@
+import Slope from "./index";
+describe("test Slope methods", function () {
+    it("test 123456", function () {
+        var x = [1, 2, 3, 4, 5, 6];
+        var y = [1, 2, 3, 4, 5, 6];
+        var slope = Slope(x, y);
+        expect(slope).toEqual(1);
+    });
+    it("test -123456", function () {
+        var x = [1, 2, 3, 4, 5, 6];
+        var y = [-1, -2, -3, -4, -5, -6];
+        var slope = Slope(x, y);
+        expect(slope).toEqual(-1);
+    });
+    it("test 654321", function () {
+        var x = [1, 2, 3, 4, 5, 6];
+        var y = [6, 5, 4, 3, 2, 1];
+        var slope = Slope(x, y);
+        expect(slope).toEqual(-1);
+    });
+    it("test 222222", function () {
+        var x = [1, 2, 3, 4, 5, 6];
+        var y = [2, 2, 2, 2, 2, 2];
+        var slope = Slope(x, y);
+        expect(slope).toEqual(0);
+    });
+    it("test 1,4,6,8,10,12", function () {
+        var x = [1, 2, 3, 4, 5, 6];
+        var y = [1, 4, 6, 8, 10, 12];
+        var slope = Slope(x, y);
+        expect(slope).toEqual(2.142857142857143);
+    });
+});

package/dist/esm/analyze/TimeSeries/R/index.d.ts

@@ -1,6 +1,6 @@
 export declare function movingAverages(arr: number[], periods: number): number[];
 export declare function weightMovingAverages(arr: number[], periods: number[]): number[];
-declare type ExponentialSmoothingOptions = {
+type ExponentialSmoothingOptions = {
     initialForecast: number;
 };
 export declare function exponentialSmoothing(arr: number[], alpha: number, options?: Partial<ExponentialSmoothingOptions>): number[];

package/dist/esm/index.d.ts

@@ -1,12 +1,16 @@
 export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
-export { movingAverages, weightMovingAverages, exponentialSmoothing, } from "./analyze/TimeSeries/R/index.js";
+export { default as slope } from "./analyze/Slope/index.js";
+export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
 export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
-export { add } from "./test/add.js";
-export { minus } from "./test/minus.js";
+export { default as Gold } from "./stockSkills/gold.js";
+export { default as Kd } from "./stockSkills/kd.js";
 export { default as Ma } from "./stockSkills/ma.js";
 export { default as Macd } from "./stockSkills/macd.js";
 export { default as Rsi } from "./stockSkills/rsi.js";
-export { default as Williams } from "./stockSkills/williams.js";
-export { default as Gold } from "./stockSkills/gold.js";
+export { default as Obv } from "./stockSkills/obv.js";
+export { default as Ema } from "./stockSkills/ema.js";
 export { default as dateFormat } from "./stockSkills/utils/dateFormat.js";
 export { default as getWeekLine } from "./stockSkills/utils/getWeekLine.js";
+export { default as Williams } from "./stockSkills/williams.js";
+export { add } from "./test/add.js";
+export { minus } from "./test/minus.js";

package/dist/esm/index.js

@@ -4,14 +4,18 @@
   但如果要支持 ES 模塊的瀏覽器 ，則需要文件擴展名(.js)。
 */
 export { default as simpleRegressionModel } from "./analyze/Regression/simpleRegressoinModel.js";
-export { movingAverages, weightMovingAverages, exponentialSmoothing, } from "./analyze/TimeSeries/R/index.js";
+export { default as slope } from "./analyze/Slope/index.js";
+export { exponentialSmoothing, movingAverages, weightMovingAverages, } from "./analyze/TimeSeries/R/index.js";
 export { calcSeasonalIndicesNoTrend } from "./analyze/TimeSeries/RS/index.js";
-export { add } from "./test/add.js";
-export { minus } from "./test/minus.js";
+export { default as Gold } from "./stockSkills/gold.js";
+export { default as Kd } from "./stockSkills/kd.js";
 export { default as Ma } from "./stockSkills/ma.js";
 export { default as Macd } from "./stockSkills/macd.js";
 export { default as Rsi } from "./stockSkills/rsi.js";
-export { default as Williams } from "./stockSkills/williams.js";
-export { default as Gold } from "./stockSkills/gold.js";
+export { default as Obv } from "./stockSkills/obv.js";
+export { default as Ema } from "./stockSkills/ema.js";
 export { default as dateFormat } from "./stockSkills/utils/dateFormat.js";
 export { default as getWeekLine } from "./stockSkills/utils/getWeekLine.js";
+export { default as Williams } from "./stockSkills/williams.js";
+export { add } from "./test/add.js";
+export { minus } from "./test/minus.js";

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

@@ -0,0 +1,9 @@
+interface EmaType {
+    getStartEma: (list: number[], period: number) => number;
+    getEma: (list: number[], period: number) => (number | undefined)[];
+}
+export default class Ema implements EmaType {
+    getStartEma(list: number[], period: number): number;
+    getEma(list: number[], period: number): (number | undefined)[];
+}
+export {};

package/dist/esm/stockSkills/ema.js

@@ -0,0 +1,39 @@
+var Ema = /** @class */ (function () {
+    function Ema() {
+    }
+    Object.defineProperty(Ema.prototype, "getStartEma", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (list, period) {
+            if (list.length < period)
+                throw new Error("list.length < period");
+            var sum = 0;
+            for (var i = 0; i < period; i++) {
+                sum += list[i];
+            }
+            var initialEMA = sum / period;
+            return initialEMA;
+        }
+    });
+    Object.defineProperty(Ema.prototype, "getEma", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (list, period) {
+            var res = [];
+            var ema = this.getStartEma(list.slice(0, period), period);
+            for (var i = 0; i < list.length; i++) {
+                if (i < period) {
+                    res.push(undefined);
+                    continue;
+                }
+                ema = (list[i] * 2 + (period - 1) * ema) / (period + 1);
+                res.push(ema);
+            }
+            return res;
+        }
+    });
+    return Ema;
+}());
+export default Ema;

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

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

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

@@ -0,0 +1,9 @@
+import Ema from "./ema";
+import data from "./test_data.test";
+describe("test ema methods", function () {
+    it("test getEma5()", function () {
+        var ema = new Ema();
+        var res = ema.getEma(data.map(function (item) { return item.c; }), 5);
+        expect(res[data.length - 1]).toEqual(141.83482746491333);
+    });
+});

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

@@ -1,4 +1,4 @@
-declare type ResGoldType = {
+type ResGoldType = {
     highestPointDate: number;
     lowestPointDate: number;
     lowestPoint: number;
@@ -9,14 +9,14 @@ declare type ResGoldType = {
     weak: number;
     superWeak: number;
 };
-declare type ListType = {
+type ListType = {
     h: number;
     t: number;
     o: number;
     c: number;
     l: number;
 }[];
-declare type ResHightestType = {
+type ResHightestType = {
     [key: string]: {
         h: number;
         t: number;
@@ -25,7 +25,7 @@ declare type ResHightestType = {
         l: number;
     };
 };
-declare type ResLowestType = {
+type ResLowestType = {
     [key: string]: {
         h: number;
         t: number;

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

@@ -0,0 +1,78 @@
+interface KdType {
+    getRSV: (list: ListType) => ResRSV;
+    getKD: (list: ListType) => ResKD;
+}
+type DataType = {
+    c: number;
+    h: number;
+    l: number;
+};
+type ListType = DataType[];
+type ResRSV = {
+    c: number;
+    rsv?: number;
+}[];
+type ResKD = {
+    c: number;
+    rsv?: number;
+    k?: number;
+    d?: number;
+    "k-d"?: number;
+}[];
+export default class Kd implements KdType {
+    init(data: DataType): {
+        dataset: ListType;
+        rsv?: number;
+        k?: number;
+        d?: number;
+        "k-d"?: number;
+    };
+    next(data: DataType, preList: {
+        dataset: ListType;
+        rsv?: number;
+        k?: number;
+        d?: number;
+        "k-d"?: number;
+    }, type: number): {
+        dataset: ListType;
+        rsv: undefined;
+        k: undefined;
+        d: undefined;
+        "k-d": undefined;
+    } | {
+        dataset: ListType;
+        rsv: number;
+        k: number;
+        d: number;
+        "k-d": number;
+    };
+    getRSV(list: ListType): ({
+        rsv: undefined;
+        c: number;
+        h: number;
+        l: number;
+    } | {
+        rsv: number;
+        c: number;
+        h: number;
+        l: number;
+    })[];
+    getKD(list: ListType): ({
+        rsv: undefined;
+        k: undefined;
+        d: undefined;
+        "k-d": undefined;
+        c: number;
+        h: number;
+        l: number;
+    } | {
+        rsv: number;
+        k: number;
+        d: number;
+        "k-d": number;
+        c: number;
+        h: number;
+        l: number;
+    })[];
+}
+export {};

package/dist/esm/stockSkills/kd.js

@@ -0,0 +1,123 @@
+var __assign = (this && this.__assign) || function () {
+    __assign = Object.assign || function(t) {
+        for (var s, i = 1, n = arguments.length; i < n; i++) {
+            s = arguments[i];
+            for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
+                t[p] = s[p];
+        }
+        return t;
+    };
+    return __assign.apply(this, arguments);
+};
+var Kd = /** @class */ (function () {
+    function Kd() {
+    }
+    Object.defineProperty(Kd.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return {
+                dataset: [data],
+                rsv: undefined,
+                k: undefined,
+                d: undefined,
+                "k-d": undefined,
+            };
+        }
+    });
+    Object.defineProperty(Kd.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList, type) {
+            preList.dataset.push(data);
+            if (preList.dataset.length < type) {
+                return {
+                    dataset: preList.dataset,
+                    rsv: undefined,
+                    k: undefined,
+                    d: undefined,
+                    "k-d": undefined,
+                };
+            }
+            else {
+                if (preList.dataset.length > type) {
+                    preList.dataset.shift();
+                }
+                var low = Math.min.apply(Math, preList.dataset.map(function (item) { return item.l; }));
+                var hight = Math.max.apply(Math, preList.dataset.map(function (item) { return item.h; }));
+                var close_1 = data.c;
+                var rsv = ((close_1 - low) / (hight - low)) * 100;
+                rsv = Math.round(rsv * 100) / 100;
+                var k = (2 / 3) * (preList.k ? preList.k : 50) + (1 / 3) * rsv;
+                var d = (2 / 3) * (preList.d ? preList.d : 50) + (1 / 3) * k;
+                var k_d = k - d;
+                k = Math.round(k * 100) / 100;
+                d = Math.round(d * 100) / 100;
+                k_d = Math.round(k_d * 100) / 100;
+                return {
+                    dataset: preList.dataset,
+                    rsv: rsv,
+                    k: k,
+                    d: d,
+                    "k-d": k_d,
+                };
+            }
+        }
+    });
+    Object.defineProperty(Kd.prototype, "getRSV", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (list) {
+            var res = [];
+            for (var i = 0; i < list.length; i++) {
+                if (i < 8)
+                    res[i] = __assign(__assign({}, list[i]), { rsv: undefined });
+                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; }));
+                    var close_2 = list[i].c;
+                    var rsv = ((close_2 - low) / (hight - low)) * 100;
+                    rsv = Math.round(rsv * 100) / 100;
+                    res[i] = __assign(__assign({}, list[i]), { rsv: rsv });
+                }
+            }
+            return res;
+        }
+    });
+    Object.defineProperty(Kd.prototype, "getKD", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (list) {
+            var res = [];
+            var yesterdayK = 50;
+            var yesterdayD = 50;
+            for (var i = 0; i < list.length; i++) {
+                if (i < 8)
+                    res[i] = __assign(__assign({}, list[i]), { rsv: undefined, k: undefined, d: undefined, "k-d": undefined });
+                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; }));
+                    var close_3 = list[i].c;
+                    var rsv = ((close_3 - low) / (hight - low)) * 100;
+                    rsv = Math.round(rsv * 100) / 100;
+                    var k = (2 / 3) * yesterdayK + (1 / 3) * rsv;
+                    var d = (2 / 3) * yesterdayD + (1 / 3) * k;
+                    var k_d = k - d;
+                    k = Math.round(k * 100) / 100;
+                    d = Math.round(d * 100) / 100;
+                    k_d = Math.round(k_d * 100) / 100;
+                    res[i] = __assign(__assign({}, list[i]), { rsv: rsv, k: k, d: d, "k-d": k_d });
+                    yesterdayK = k;
+                    yesterdayD = d;
+                }
+            }
+            return res;
+        }
+    });
+    return Kd;
+}());
+export default Kd;

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

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

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

@@ -0,0 +1,63 @@
+import Kd from "./kd";
+import { data_9904 as data } from "./test_data.test";
+describe("test kd methods", function () {
+    it("test init", function () {
+        var index = data.length - 1;
+        var kd = new Kd();
+        var realData = kd.getKD(data)[index];
+        var init = kd.init(data[0]);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = data[i];
+            res = kd.next(item, res, 9);
+        }
+        expect({
+            dataset: {
+                c: realData.c,
+                h: realData.h,
+                l: realData.l,
+            },
+            rsv: realData.rsv,
+            "k-d": realData["k-d"],
+            k: realData.k,
+            d: realData.d,
+        }).toEqual({
+            dataset: {
+                c: res.dataset[res.dataset.length - 1].c,
+                h: res.dataset[res.dataset.length - 1].h,
+                l: res.dataset[res.dataset.length - 1].l,
+            },
+            rsv: res.rsv,
+            "k-d": res["k-d"],
+            k: res.k,
+            d: res.d,
+        });
+    });
+    it("test getRSV()", function () {
+        var kd = new Kd();
+        expect(kd.getRSV(data)[data.length - 1]).toEqual({
+            o: 26.4,
+            l: 34.3,
+            h: 34.8,
+            c: 34.65,
+            v: 12765,
+            t: 20230216,
+            rsv: 90.63,
+        });
+    });
+    it("test getKD()", function () {
+        var kd = new Kd();
+        expect(kd.getKD(data)[data.length - 1]).toEqual({
+            o: 26.4,
+            l: 34.3,
+            h: 34.8,
+            c: 34.65,
+            v: 12765,
+            t: 20230216,
+            rsv: 90.63,
+            k: 64.41,
+            d: 45.25,
+            "k-d": 19.16,
+        });
+    });
+});

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

@@ -1,45 +1,87 @@
-declare type ListType = {
+type DataType = {
     c: number;
-}[];
-declare type ResMa5 = {
+};
+type ListType = DataType[];
+type ResMa5 = {
     c: number;
     ma5?: number;
 }[];
-declare type ResMa10 = {
+type ResMa10 = {
     c: number;
     ma10?: number;
 }[];
-declare type ResMa20 = {
+type ResMa20 = {
     c: number;
     ma20?: number;
 }[];
-declare type ResBoll = {
+type ResMa60 = {
+    c: number;
+    ma60?: number;
+}[];
+type ResMaSelf = {
+    c: number;
+    maSelf?: number;
+}[];
+type ResBoll = {
     c: number;
     ma25?: number;
     bollUb?: number;
     bollLb?: number;
 }[];
-declare type ResAllMa = {
+type ResAllMa = {
     c: number;
     ma5?: number;
     ma10?: number;
     ma20?: number;
     ma25?: number;
+    ma60?: number;
     bollUb?: number;
     bollLb?: number;
 }[];
 interface MaType {
+    init: (data: DataType, type: number) => {
+        dataset: ListType;
+        ma: number;
+        type: number;
+    };
+    next: (data: DataType, preList: {
+        dataset: ListType;
+        ma: number;
+        type: number;
+    }, type: number) => {
+        dataset: ListType;
+        ma: number;
+        type: number;
+    };
     getAllMa: (list: ListType) => ResAllMa;
     getMa5: (list: ListType) => ResMa5;
     getMa10: (list: ListType) => ResMa10;
     getMa20: (list: ListType) => ResMa20;
+    getMa60: (list: ListType) => ResMa60;
+    getMaSelf: (list: ListType, self: number) => ResMaSelf;
     getBoll: (list: ListType) => ResBoll;
 }
 export default class Ma implements MaType {
+    init(data: DataType, type: number): {
+        dataset: DataType[];
+        ma: number;
+        type: number;
+    };
+    next(data: DataType, preList: {
+        dataset: ListType;
+        ma: number;
+        type: number;
+    }, type: number): {
+        dataset: ListType;
+        ma: number;
+        type: number;
+    };
     getAllMa(list: ListType): ResAllMa;
     getMa5(list: ListType): ResMa5;
     getMa10(list: ListType): ResMa10;
     getMa20(list: ListType): ResMa20;
+    getMa60(list: ListType): ResMa60;
+    getMaSelf(list: ListType, self: number): ResMaSelf;
     getBoll(list: ListType): ResBoll;
 }
 export {};