@ch20026103/anysis 0.0.3-alpha → 0.0.5-alpha

package/dist/cjs/stockSkills/macd.js

@@ -14,6 +14,93 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var MACD = /** @class */ (function () {
     function MACD() {
     }
+    Object.defineProperty(MACD.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return {
+                dataset: [data],
+                ema12: undefined,
+                ema26: undefined,
+                dif: [],
+                macd: undefined,
+                osc: undefined,
+            };
+        }
+    });
+    Object.defineProperty(MACD.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList) {
+            var _a, _b;
+            preList.dataset.push(data);
+            if (preList.dataset.length > 34)
+                preList.dataset.shift();
+            // EMA12
+            var ema12 = undefined;
+            if (preList.dataset.length === 12) {
+                ema12 = this.getStartEMA(preList.dataset);
+                ema12 = (ema12 * 11) / 13 + (this.getDI(data) * 2) / 13;
+                ema12 = Math.round(ema12 * 100) / 100;
+            }
+            else if (preList.dataset.length > 12 && preList.ema12) {
+                ema12 = (preList.ema12 * 11) / 13 + (this.getDI(data) * 2) / 13;
+                ema12 = Math.round(ema12 * 100) / 100;
+            }
+            // EMA26
+            var ema26 = undefined;
+            if (preList.dataset.length === 26) {
+                ema26 = this.getStartEMA(preList.dataset);
+                ema26 = (ema26 * 25) / 27 + (this.getDI(data) * 2) / 27;
+                ema26 = Math.round(ema26 * 100) / 100;
+            }
+            else if (preList.dataset.length > 26 && preList.ema26) {
+                ema26 = (preList.ema26 * 25) / 27 + (this.getDI(data) * 2) / 27;
+                ema26 = Math.round(ema26 * 100) / 100;
+            }
+            // DIF
+            var dif = undefined;
+            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 = undefined;
+            var osc = undefined;
+            if (preList.dif.length === 9) {
+                if (preList.macd === undefined) {
+                    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 = Math.round(macd * 100) / 100;
+                    var item = preList.dif[preList.dif.length - 1];
+                    osc = item - macd;
+                    osc = Math.round(osc * 100) / 100;
+                }
+            }
+            return {
+                dataset: preList.dataset,
+                ema12: ema12,
+                ema26: ema26,
+                dif: preList.dif,
+                macd: macd,
+                osc: osc,
+            };
+        }
+    });
     Object.defineProperty(MACD.prototype, "getMACD", {
         enumerable: false,
         configurable: true,

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

@@ -3,6 +3,30 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var macd_1 = require("./macd");
 var test_data_test_1 = require("./test_data.test");
 describe("test macd methods", function () {
+    it("test init & next", function () {
+        var _a, _b;
+        var index = test_data_test_1.default.length - 1;
+        var macd = new macd_1.default();
+        var init = macd.init(test_data_test_1.default[0]);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = test_data_test_1.default[i];
+            res = macd.next(item, res);
+        }
+        expect({
+            ema12: 144.02,
+            ema26: 142.23,
+            dif: 1.79,
+            macd: 3.46,
+            osc: -1.67,
+        }).toEqual({
+            ema12: res.ema12,
+            ema26: res.ema26,
+            dif: (_a = res.dif) === null || _a === void 0 ? void 0 : _a[((_b = res.dif) === null || _b === void 0 ? void 0 : _b.length) - 1],
+            macd: res.macd,
+            osc: res.osc,
+        });
+    });
     it("test getEMA12()", function () {
         var macd = new macd_1.default();
         expect(macd.getEMA12(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({

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

@@ -0,0 +1,44 @@
+type ItemType = {
+    h: number;
+    l: number;
+    c: number;
+    v: number;
+};
+type ResObv = {
+    obv: number;
+} & ItemType;
+interface ObvType {
+    init: (data: ItemType) => {
+        dataset: ItemType[];
+        obv: number;
+        preClose: number;
+    };
+    next: (data: ItemType, preList: {
+        dataset: ItemType[];
+        obv: number;
+        preClose: number;
+    }) => {
+        dataset: ItemType[];
+        obv: number;
+        preClose: number;
+    };
+    getObv: (list: ItemType[], period: number) => ResObv[];
+}
+export default class Obv implements ObvType {
+    init(data: ItemType): {
+        dataset: ItemType[];
+        obv: number;
+        preClose: number;
+    };
+    next(data: ItemType, preList: {
+        dataset: ItemType[];
+        obv: number;
+        preClose: number;
+    }): {
+        dataset: ItemType[];
+        obv: number;
+        preClose: number;
+    };
+    getObv(list: ItemType[]): ResObv[];
+}
+export {};

package/dist/cjs/stockSkills/obv.js

@@ -0,0 +1,89 @@
+"use strict";
+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 __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 Obv = /** @class */ (function () {
+    function Obv() {
+    }
+    Object.defineProperty(Obv.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return {
+                dataset: [data],
+                obv: data.v,
+                preClose: data.c,
+            };
+        }
+    });
+    Object.defineProperty(Obv.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList) {
+            var currentVolume = data.v;
+            var currentClose = data.c;
+            // obv
+            var obv = preList.obv;
+            if (currentClose > preList.preClose) {
+                obv += currentVolume;
+            }
+            else if (currentClose < preList.preClose) {
+                obv -= currentVolume;
+            }
+            return {
+                dataset: __spreadArray(__spreadArray([], preList.dataset, true), [data], false),
+                obv: obv,
+                preClose: currentClose,
+            };
+        }
+    });
+    Object.defineProperty(Obv.prototype, "getObv", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (list) {
+            var res = [];
+            var obv = 0;
+            for (var i = 0; i < list.length; i++) {
+                var currentVolume = list[i].v;
+                var currentClose = list[i].c;
+                if (i > 0) {
+                    // obv
+                    if (currentClose > list[i - 1].c) {
+                        obv += currentVolume;
+                    }
+                    else if (currentClose < list[i - 1].c) {
+                        obv -= currentVolume;
+                    }
+                }
+                else {
+                    obv = currentVolume;
+                }
+                res[i] = __assign(__assign({}, list[i]), { obv: obv });
+            }
+            return res;
+        }
+    });
+    return Obv;
+}());
+exports.default = Obv;

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

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

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

@@ -0,0 +1,20 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var obv_1 = require("./obv");
+var test_data_test_1 = require("./test_data.test");
+describe("test obv methods", function () {
+    it("test init", function () {
+        var obv = new obv_1.default();
+        var init = obv.init(test_data_test_1.data_9904[0]);
+        var res = init;
+        for (var i = 1; i < test_data_test_1.data_9904.length; i++) {
+            var item = test_data_test_1.data_9904[i];
+            res = obv.next(item, res);
+        }
+        expect(res.obv).toEqual(504538);
+    });
+    it("test getObv()", function () {
+        var kd = new obv_1.default();
+        expect(kd.getObv(test_data_test_1.data_9904)[test_data_test_1.data_9904.length - 1].obv).toEqual(504538);
+    });
+});

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

@@ -1,15 +1,15 @@
-declare type ListType = {
+type ListType = {
     c: number;
 }[];
-declare type ResRsi6Type = {
+type ResRsi6Type = {
     c: number;
     rsi6?: number;
 }[];
-declare type ResRsi12Type = {
+type ResRsi12Type = {
     c: number;
     rsi12?: number;
 }[];
-declare type ResAllRsiType = {
+type ResAllRsiType = {
     c: number;
     rsi6?: number;
     rsi12?: number;

package/dist/cjs/stockSkills/utils/getWeekLine.d.ts

@@ -1,11 +1,11 @@
-declare type ListType = {
+type ListType = {
     h: number;
     t: number;
     o: number;
     c: number;
     l: number;
 }[];
-export declare type ResType = {
+export type ResType = {
     h: number;
     t: number;
     o: number;

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/slope.test.js

@@ -24,4 +24,10 @@ describe("test Slope methods", function () {
         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

@@ -7,6 +7,8 @@ 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 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";

package/dist/esm/index.js

@@ -12,6 +12,8 @@ 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 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";

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

@@ -2,16 +2,17 @@ interface KdType {
     getRSV: (list: ListType) => ResRSV;
     getKD: (list: ListType) => ResKD;
 }
-declare type ListType = {
+type DataType = {
     c: number;
     h: number;
     l: number;
-}[];
-declare type ResRSV = {
+};
+type ListType = DataType[];
+type ResRSV = {
     c: number;
     rsv?: number;
 }[];
-declare type ResKD = {
+type ResKD = {
     c: number;
     rsv?: number;
     k?: number;
@@ -19,6 +20,32 @@ declare type ResKD = {
     "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;

package/dist/esm/stockSkills/kd.js

@@ -12,6 +12,60 @@ var __assign = (this && this.__assign) || function () {
 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,
@@ -24,8 +78,8 @@ var Kd = /** @class */ (function () {
                 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_1 = list[i].c;
-                    var rsv = ((close_1 - low) / (hight - low)) * 100;
+                    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 });
                 }
@@ -47,8 +101,8 @@ var Kd = /** @class */ (function () {
                 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;
+                    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;