@ch20026103/anysis 0.0.3-alpha → 0.0.6-alpha

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

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

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

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

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

@@ -0,0 +1,22 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var index_1 = require("./index");
+describe("test setStartMonthInYear", function () {
+    it("test 3", function () {
+        var res = (0, index_1.setStartMonthInYear)(3);
+        expect(res).toEqual([
+            "March",
+            "April",
+            "May",
+            "June",
+            "July",
+            "August",
+            "September",
+            "October",
+            "November",
+            "December",
+            "January",
+            "February",
+        ]);
+    });
+});

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

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

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

@@ -26,4 +26,10 @@ describe("test Slope methods", function () {
         var slope = (0, index_1.default)(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 = (0, index_1.default)(x, y);
+        expect(slope).toEqual(2.142857142857143);
+    });
 });

package/dist/cjs/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/cjs/index.d.ts

@@ -7,8 +7,11 @@ 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";
+export { default as Boll } from "./stockSkills/boll.js";
 export { add } from "./test/add.js";
 export { minus } from "./test/minus.js";

package/dist/cjs/index.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.minus = exports.add = exports.Williams = exports.getWeekLine = exports.dateFormat = exports.Rsi = exports.Macd = exports.Ma = exports.Kd = exports.Gold = exports.calcSeasonalIndicesNoTrend = exports.weightMovingAverages = exports.movingAverages = exports.exponentialSmoothing = exports.slope = exports.simpleRegressionModel = void 0;
+exports.minus = exports.add = exports.Boll = exports.Williams = exports.getWeekLine = exports.dateFormat = exports.Ema = exports.Obv = exports.Rsi = exports.Macd = exports.Ma = exports.Kd = exports.Gold = exports.calcSeasonalIndicesNoTrend = exports.weightMovingAverages = exports.movingAverages = exports.exponentialSmoothing = exports.slope = exports.simpleRegressionModel = 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**
@@ -26,12 +26,18 @@ var macd_js_1 = require("./stockSkills/macd.js");
 Object.defineProperty(exports, "Macd", { enumerable: true, get: function () { return macd_js_1.default; } });
 var rsi_js_1 = require("./stockSkills/rsi.js");
 Object.defineProperty(exports, "Rsi", { enumerable: true, get: function () { return rsi_js_1.default; } });
+var obv_js_1 = require("./stockSkills/obv.js");
+Object.defineProperty(exports, "Obv", { enumerable: true, get: function () { return obv_js_1.default; } });
+var ema_js_1 = require("./stockSkills/ema.js");
+Object.defineProperty(exports, "Ema", { enumerable: true, get: function () { return ema_js_1.default; } });
 var dateFormat_js_1 = require("./stockSkills/utils/dateFormat.js");
 Object.defineProperty(exports, "dateFormat", { enumerable: true, get: function () { return dateFormat_js_1.default; } });
 var getWeekLine_js_1 = require("./stockSkills/utils/getWeekLine.js");
 Object.defineProperty(exports, "getWeekLine", { enumerable: true, get: function () { return getWeekLine_js_1.default; } });
 var williams_js_1 = require("./stockSkills/williams.js");
 Object.defineProperty(exports, "Williams", { enumerable: true, get: function () { return williams_js_1.default; } });
+var boll_js_1 = require("./stockSkills/boll.js");
+Object.defineProperty(exports, "Boll", { enumerable: true, get: function () { return boll_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/boll.d.ts

@@ -0,0 +1,58 @@
+type ItemType = {
+    c: number;
+};
+type ListType = ItemType[];
+type ResBoll = {
+    c: number;
+    bollMa: number | null;
+    bollUb: number | null;
+    bollLb: number | null;
+}[];
+interface BollType {
+    init: (data: ItemType) => {
+        dataset: ListType;
+        bollMa: number | null;
+        bollUb: number | null;
+        bollLb: number | null;
+    };
+    next: (data: ItemType, preList: {
+        dataset: ListType;
+        bollMa: number | null;
+        bollUb: number | null;
+        bollLb: number | null;
+    }, type: number) => {
+        dataset: ListType;
+        bollMa: number | null;
+        bollUb: number | null;
+        bollLb: number | null;
+    };
+    getBoll: (list: ListType, type: number) => ResBoll;
+}
+export default class Boll implements BollType {
+    init(data: ItemType): {
+        dataset: ListType;
+        bollMa: number | null;
+        bollUb: number | null;
+        bollLb: number | null;
+    };
+    next(data: ItemType, preList: {
+        dataset: ListType;
+        bollMa: number | null;
+        bollUb: number | null;
+        bollLb: number | null;
+    }, type: number): {
+        dataset: ListType;
+        type: number;
+        bollMa: null;
+        bollUb: null;
+        bollLb: null;
+    } | {
+        dataset: ListType;
+        type: number;
+        bollMa: number;
+        bollUb: number;
+        bollLb: number;
+    };
+    getBoll(list: ListType, type: number): ResBoll;
+}
+export {};

package/dist/cjs/stockSkills/boll.js

@@ -0,0 +1,101 @@
+"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);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+var Boll = /** @class */ (function () {
+    function Boll() {
+    }
+    Object.defineProperty(Boll.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return {
+                dataset: [data],
+                bollMa: null,
+                bollUb: null,
+                bollLb: null,
+            };
+        }
+    });
+    Object.defineProperty(Boll.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,
+                    type: type,
+                    bollMa: null,
+                    bollUb: null,
+                    bollLb: null,
+                };
+            }
+            else {
+                if (preList.dataset.length > type) {
+                    preList.dataset.shift();
+                }
+                var sum = preList.dataset.reduce(function (pre, current) { return pre + current.c; }, 0);
+                var bollMa_1 = Math.round((sum / type) * 100) / 100;
+                var difference = preList.dataset.reduce(function (pre, current) {
+                    return bollMa_1 !== null ? pre + Math.pow(current.c - bollMa_1, 2) : pre;
+                }, 0);
+                var std = Math.round(Math.sqrt(difference / type) * 100) / 100;
+                return {
+                    dataset: preList.dataset,
+                    type: type,
+                    bollMa: bollMa_1,
+                    bollUb: bollMa_1 + 2 * std,
+                    bollLb: bollMa_1 - 2 * std,
+                };
+            }
+        }
+    });
+    Object.defineProperty(Boll.prototype, "getBoll", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (list, type) {
+            var res = [];
+            var _loop_1 = function (i) {
+                if (i < type)
+                    res[i] = __assign(__assign({}, list[i]), { bollMa: null, bollUb: null, bollLb: null });
+                else {
+                    // bollMa
+                    var sumMa = list
+                        .slice(i - (type - 1), i + 1)
+                        .reduce(function (pre, current) { return pre + current.c; }, 0);
+                    console.log("sumMa", sumMa);
+                    var bollMa_2 = Math.round((sumMa / type) * 100) / 100;
+                    // 標準差
+                    var difference = res
+                        .slice(i - (type - 1), i + 1)
+                        .reduce(function (pre, current) {
+                        return bollMa_2 !== null
+                            ? pre + Math.pow(current.c - bollMa_2, 2)
+                            : pre;
+                    }, 0);
+                    var std = Math.round(Math.sqrt(difference / type) * 100) / 100;
+                    res[i] = __assign(__assign({}, list[i]), { bollMa: bollMa_2, bollUb: bollMa_2 + 2 * std, bollLb: bollMa_2 - 2 * std });
+                }
+            };
+            for (var i = 0; i < list.length; i++) {
+                _loop_1(i);
+            }
+            return res;
+        }
+    });
+    return Boll;
+}());
+exports.default = Boll;

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

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

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

@@ -0,0 +1,36 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var boll_1 = require("./boll");
+var test_data_test_1 = require("./test_data.test");
+describe("test boll methods", function () {
+    it("test init & next", function () {
+        var index = test_data_test_1.default.length - 1;
+        var boll = new boll_1.default();
+        var init = boll.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 = boll.next(item, res, 25);
+        }
+        expect({
+            bollMa: res.bollMa,
+            bollLb: res.bollLb,
+            bollUb: res.bollUb,
+        }).toEqual({ bollMa: 142.66, bollLb: 126.69999999999999, bollUb: 158.62 });
+    });
+    it("test getBoll()", function () {
+        var boll = new boll_1.default();
+        var res = boll.getBoll(test_data_test_1.default, 25);
+        expect(res[test_data_test_1.default.length - 1]).toEqual({
+            c: 142,
+            o: 138,
+            t: 20211214,
+            v: 16841,
+            h: 143,
+            l: 138,
+            bollMa: 142.66,
+            bollLb: 126.69999999999999,
+            bollUb: 158.62,
+        });
+    });
+});

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

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

package/dist/cjs/stockSkills/ema.js

@@ -0,0 +1,41 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+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(null);
+                    continue;
+                }
+                ema = (list[i] * 2 + (period - 1) * ema) / (period + 1);
+                res.push(ema);
+            }
+            return res;
+        }
+    });
+    return Ema;
+}());
+exports.default = Ema;

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

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

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

@@ -0,0 +1,11 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var ema_1 = require("./ema");
+var test_data_test_1 = require("./test_data.test");
+describe("test ema methods", function () {
+    it("test getEma5()", function () {
+        var ema = new ema_1.default();
+        var res = ema.getEma(test_data_test_1.default.map(function (item) { return item.c; }), 5);
+        expect(res[test_data_test_1.default.length - 1]).toEqual(141.83482746491333);
+    });
+});

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

@@ -2,25 +2,52 @@ 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;
+    rsv: number | null;
 }[];
-declare type ResKD = {
+type ResKD = {
     c: number;
-    rsv?: number;
-    k?: number;
-    d?: number;
-    "k-d"?: number;
+    rsv: number | null;
+    k: number | null;
+    d: number | null;
+    "k-d": number | null;
 }[];
 export default class Kd implements KdType {
+    init(data: DataType): {
+        dataset: ListType;
+        rsv: number | null;
+        k: number | null;
+        d: number | null;
+        "k-d": number | null;
+    };
+    next(data: DataType, preList: {
+        dataset: ListType;
+        rsv: number | null;
+        k: number | null;
+        d: number | null;
+        "k-d": number | null;
+    }, type: number): {
+        dataset: ListType;
+        rsv: null;
+        k: null;
+        d: null;
+        "k-d": null;
+    } | {
+        dataset: ListType;
+        rsv: number;
+        k: number;
+        d: number;
+        "k-d": number;
+    };
     getRSV(list: ListType): ({
-        rsv: undefined;
+        rsv: null;
         c: number;
         h: number;
         l: number;
@@ -31,10 +58,10 @@ export default class Kd implements KdType {
         l: number;
     })[];
     getKD(list: ListType): ({
-        rsv: undefined;
-        k: undefined;
-        d: undefined;
-        "k-d": undefined;
+        rsv: null;
+        k: null;
+        d: null;
+        "k-d": null;
         c: number;
         h: number;
         l: number;

package/dist/cjs/stockSkills/kd.js

@@ -14,6 +14,60 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var Kd = /** @class */ (function () {
     function Kd() {
     }
+    Object.defineProperty(Kd.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return {
+                dataset: [data],
+                rsv: null,
+                k: null,
+                d: null,
+                "k-d": null,
+            };
+        }
+    });
+    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: null,
+                    k: null,
+                    d: null,
+                    "k-d": null,
+                };
+            }
+            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,
@@ -22,12 +76,12 @@ var Kd = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 8)
-                    res[i] = __assign(__assign({}, list[i]), { rsv: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { rsv: null });
                 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 });
                 }
@@ -45,12 +99,12 @@ var Kd = /** @class */ (function () {
             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 });
+                    res[i] = __assign(__assign({}, list[i]), { rsv: null, k: null, d: null, "k-d": null });
                 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;

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

@@ -3,6 +3,38 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var kd_1 = require("./kd");
 var test_data_test_1 = require("./test_data.test");
 describe("test kd methods", function () {
+    it("test init", function () {
+        var index = test_data_test_1.data_9904.length - 1;
+        var kd = new kd_1.default();
+        var realData = kd.getKD(test_data_test_1.data_9904)[index];
+        var init = kd.init(test_data_test_1.data_9904[0]);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = test_data_test_1.data_9904[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_1.default();
         expect(kd.getRSV(test_data_test_1.data_9904)[test_data_test_1.data_9904.length - 1]).toEqual({
@@ -15,7 +47,7 @@ describe("test kd methods", function () {
             rsv: 90.63,
         });
     });
-    it("test getRSV()", function () {
+    it("test getKD()", function () {
         var kd = new kd_1.default();
         expect(kd.getKD(test_data_test_1.data_9904)[test_data_test_1.data_9904.length - 1]).toEqual({
             o: 26.4,
@@ -27,7 +59,7 @@ describe("test kd methods", function () {
             rsv: 90.63,
             k: 64.41,
             d: 45.25,
-            'k-d': 19.16
+            "k-d": 19.16,
         });
     });
 });