@ch20026103/anysis 0.0.3-alpha → 0.0.6-alpha

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

@@ -1,58 +1,77 @@
-declare type ListType = {
+type DataType = {
     c: number;
-}[];
-declare type ResMa5 = {
-    c: number;
-    ma5?: number;
-}[];
-declare type ResMa10 = {
+};
+type ListType = DataType[];
+type ResMa5 = {
     c: number;
-    ma10?: number;
+    ma5: number | null;
 }[];
-declare type ResMa20 = {
+type ResMa10 = {
     c: number;
-    ma20?: number;
+    ma10: number | null;
 }[];
-declare type ResMa60 = {
+type ResMa20 = {
     c: number;
-    ma60?: number;
+    ma20: number | null;
 }[];
-declare type ResMaSelf = {
+type ResMa60 = {
     c: number;
-    maSelf?: number;
+    ma60: number | null;
 }[];
-declare type ResBoll = {
+type ResMa = {
     c: number;
-    ma25?: number;
-    bollUb?: number;
-    bollLb?: number;
+    ma: number | null;
 }[];
-declare type ResAllMa = {
+type ResAllMa = {
     c: number;
-    ma5?: number;
-    ma10?: number;
-    ma20?: number;
-    ma25?: number;
-    ma60?: number;
-    bollUb?: number;
-    bollLb?: number;
+    ma5: number | null;
+    ma10: number | null;
+    ma20: number | null;
+    ma25: number | null;
+    ma60: number | null;
 }[];
 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;
+    getMa: (list: ListType, self: number) => ResMa;
 }
 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;
+    getMa(list: ListType, self: number): ResMa;
 }
 export {};

package/dist/cjs/stockSkills/ma.js

@@ -14,6 +14,33 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var Ma = /** @class */ (function () {
     function Ma() {
     }
+    Object.defineProperty(Ma.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, type) {
+            return { dataset: [data], ma: 0, type: type };
+        }
+    });
+    Object.defineProperty(Ma.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, ma: 0, type: type };
+            }
+            else {
+                if (preList.dataset.length > type) {
+                    preList.dataset.shift();
+                }
+                var sum = preList.dataset.reduce(function (pre, current) { return pre + current.c; }, 0);
+                var ma = Math.round((sum / type) * 100) / 100;
+                return { dataset: preList.dataset, ma: ma, type: type };
+            }
+        }
+    });
     Object.defineProperty(Ma.prototype, "getAllMa", {
         enumerable: false,
         configurable: true,
@@ -24,9 +51,8 @@ var Ma = /** @class */ (function () {
             var responseMa10 = this.getMa10(list);
             var responseMa20 = this.getMa20(list);
             var responseMa60 = this.getMa60(list);
-            var responseBoll = this.getBoll(list);
             for (var i = 0; i < list.length; i++) {
-                res[i] = Object.assign(list[i], responseMa5[i], responseMa10[i], responseMa20[i], responseMa60[i], responseBoll[i]);
+                res[i] = Object.assign(list[i], responseMa5[i], responseMa10[i], responseMa20[i], responseMa60[i]);
             }
             return res;
         }
@@ -39,7 +65,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 4)
-                    res[i] = __assign(__assign({}, list[i]), { ma5: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { ma5: null });
                 else {
                     var sum = list
                         .slice(i - 4, i + 1)
@@ -59,7 +85,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 9)
-                    res[i] = __assign(__assign({}, list[i]), { ma10: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { ma10: null });
                 else {
                     var sum = list
                         .slice(i - 9, i + 1)
@@ -79,7 +105,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 19)
-                    res[i] = __assign(__assign({}, list[i]), { ma20: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { ma20: null });
                 else {
                     var sum = list
                         .slice(i - 19, i + 1)
@@ -99,7 +125,7 @@ var Ma = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 59)
-                    res[i] = __assign(__assign({}, list[i]), { ma60: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { ma60: null });
                 else {
                     var sum = list
                         .slice(i - 59, i + 1)
@@ -111,59 +137,26 @@ var Ma = /** @class */ (function () {
             return res;
         }
     });
-    Object.defineProperty(Ma.prototype, "getMaSelf", {
+    Object.defineProperty(Ma.prototype, "getMa", {
         enumerable: false,
         configurable: true,
         writable: true,
         value: function (list, self) {
             var res = [];
             for (var i = 0; i < list.length; i++) {
-                if (i < (self - 1))
-                    res[i] = __assign(__assign({}, list[i]), { maSelf: undefined });
+                if (i < self - 1)
+                    res[i] = __assign(__assign({}, list[i]), { ma: null });
                 else {
                     var sum = list
                         .slice(i - (self - 1), i + 1)
                         .reduce(function (pre, current) { return pre + current.c; }, 0);
-                    var maSelf = Math.round((sum / self) * 100) / 100;
-                    res[i] = __assign(__assign({}, list[i]), { maSelf: maSelf });
+                    var ma = Math.round((sum / self) * 100) / 100;
+                    res[i] = __assign(__assign({}, list[i]), { ma: ma });
                 }
             }
             return res;
         }
     });
-    Object.defineProperty(Ma.prototype, "getBoll", {
-        enumerable: false,
-        configurable: true,
-        writable: true,
-        value: function (list) {
-            var res = [];
-            var _loop_1 = function (i) {
-                if (i < 24)
-                    res[i] = __assign(__assign({}, list[i]), { ma25: undefined, bollUb: undefined, bollLb: undefined });
-                else {
-                    // ma25
-                    var sumMa25 = list
-                        .slice(i - 24, i + 1)
-                        .reduce(function (pre, current) { return pre + current.c; }, 0);
-                    var ma25_1 = Math.round((sumMa25 / 25) * 100) / 100;
-                    // 標準差
-                    var sumBase = res
-                        .slice(i - 24, i + 1)
-                        .reduce(function (pre, current) {
-                        return ma25_1 !== undefined
-                            ? pre + Math.pow(current.c - ma25_1, 2)
-                            : pre;
-                    }, 0);
-                    var base = Math.round(Math.sqrt(sumBase / 25) * 100) / 100;
-                    res[i] = __assign(__assign({}, list[i]), { ma25: ma25_1, bollUb: ma25_1 + 2 * base, bollLb: ma25_1 - 2 * base });
-                }
-            };
-            for (var i = 0; i < list.length; i++) {
-                _loop_1(i);
-            }
-            return res;
-        }
-    });
     return Ma;
 }());
 exports.default = Ma;

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

@@ -3,6 +3,18 @@ Object.defineProperty(exports, "__esModule", { value: true });
 var ma_1 = require("./ma");
 var test_data_test_1 = require("./test_data.test");
 describe("test ma methods", function () {
+    it("test init & next", function () {
+        var index = test_data_test_1.default.length - 1;
+        var ma = new ma_1.default();
+        var realData = ma.getMa5(test_data_test_1.default)[index];
+        var init = ma.init(test_data_test_1.default[0], 5);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = test_data_test_1.default[i];
+            res = ma.next(item, res, 5);
+        }
+        expect(realData.ma5).toEqual(res.ma);
+    });
     it("test getMa5()", function () {
         var ma = new ma_1.default();
         expect(ma.getMa5(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
@@ -51,30 +63,16 @@ describe("test ma methods", function () {
             ma60: 134.86,
         });
     });
-    it("test getMaSelf()", function () {
-        var ma = new ma_1.default();
-        expect(ma.getMaSelf(test_data_test_1.default, 20)[test_data_test_1.default.length - 1]).toEqual({
-            c: 142,
-            o: 138,
-            t: 20211214,
-            v: 16841,
-            h: 143,
-            l: 138,
-            maSelf: 144.88,
-        });
-    });
-    it("test getBoll()", function () {
+    it("test getMa()", function () {
         var ma = new ma_1.default();
-        expect(ma.getBoll(test_data_test_1.default)[test_data_test_1.default.length - 1]).toEqual({
+        expect(ma.getMa(test_data_test_1.default, 20)[test_data_test_1.default.length - 1]).toEqual({
             c: 142,
             o: 138,
             t: 20211214,
             v: 16841,
             h: 143,
             l: 138,
-            ma25: 142.66,
-            bollLb: 126.69999999999999,
-            bollUb: 158.62,
+            ma: 144.88,
         });
     });
     it("test getAllMa()", function () {
@@ -90,9 +88,6 @@ describe("test ma methods", function () {
             ma10: 146.7,
             ma20: 144.88,
             ma60: 134.86,
-            ma25: 142.66,
-            bollUb: 158.62,
-            bollLb: 126.69999999999999,
         });
     });
 });

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

@@ -1,44 +1,67 @@
-declare type ItemType = {
+type ItemType = {
     h: number;
     l: number;
     c: number;
 };
-declare type ResEMA12Type = {
+type ResEMA12Type = {
     h: number;
     l: number;
     c: number;
-    EMA12?: number;
+    EMA12: number | null;
 }[];
-declare type ResEMA26Type = {
+type ResEMA26Type = {
     h: number;
     l: number;
     c: number;
-    EMA26?: number;
+    EMA26: number | null;
 }[];
-declare type ResDifType = {
+type ResDifType = {
     h: number;
     l: number;
     c: number;
-    DIF?: number;
+    DIF: number | null;
 }[];
-declare type ResMacd9Type = {
+type ResMacd9Type = {
     h: number;
     l: number;
     c: number;
-    MACD9?: number;
-    OSC?: number;
+    MACD9: number | null;
+    OSC: number | null;
 }[];
-declare type ResAllMacdType = {
+type ResAllMacdType = {
     h: number;
     l: number;
     c: number;
-    EMA12?: number;
-    EMA26?: number;
-    DIF?: number;
-    MACD9?: number;
-    OSC?: number;
+    EMA12: number | null;
+    EMA26: number | null;
+    DIF: number | null;
+    MACD9: number | null;
+    OSC: number | null;
 }[];
 interface MacdType {
+    init: (data: ItemType) => {
+        dataset: ItemType[];
+        ema12: number | null;
+        ema26: number | null;
+        dif: number[];
+        macd: number | null;
+        osc: number | null;
+    };
+    next: (data: ItemType, preList: {
+        dataset: ItemType[];
+        ema12: number | null;
+        ema26: number | null;
+        dif: number[];
+        macd: number | null;
+        osc: number | null;
+    }) => {
+        dataset: ItemType[];
+        ema12: number | null;
+        ema26: number | null;
+        dif: number[];
+        macd: number | null;
+        osc: number | null;
+    };
     getMACD: (list: ItemType[]) => ResAllMacdType;
     getDI: (item: ItemType) => number;
     getStartEMA: (list: ItemType[]) => number;
@@ -48,6 +71,29 @@ interface MacdType {
     getMACD9: (list: ItemType[], DIF: ResDifType) => ResMacd9Type;
 }
 export default class MACD implements MacdType {
+    init(data: ItemType): {
+        dataset: ItemType[];
+        ema12: number | null;
+        ema26: number | null;
+        dif: number[];
+        macd: number | null;
+        osc: number | null;
+    };
+    next(data: ItemType, preList: {
+        dataset: ItemType[];
+        ema12: number | null;
+        ema26: number | null;
+        dif: number[];
+        macd: number | null;
+        osc: number | null;
+    }): {
+        dataset: ItemType[];
+        ema12: number | null;
+        ema26: number | null;
+        dif: number[];
+        macd: number | null;
+        osc: number | null;
+    };
     getMACD(list: ItemType[]): ResAllMacdType;
     getDI(item: ItemType): number;
     getStartEMA(arr: ItemType[]): number;

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: null,
+                ema26: null,
+                dif: [],
+                macd: null,
+                osc: null,
+            };
+        }
+    });
+    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 = null;
+            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 = null;
+            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 = null;
+            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 = null;
+            var osc = null;
+            if (preList.dif.length === 9) {
+                if (preList.macd === null) {
+                    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,
@@ -26,7 +113,7 @@ var MACD = /** @class */ (function () {
             var DIF = this.getDIF(list, EMA12, EMA26);
             var MACD9 = this.getMACD9(list, DIF);
             for (var i = 0; i < list.length; i++) {
-                res[i] = Object.assign(list[i], DIF[i], MACD9[i]);
+                res[i] = Object.assign(list[i], DIF[i], MACD9[i], EMA12[i], EMA26[i]);
             }
             return res;
         }
@@ -63,7 +150,7 @@ var MACD = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 12)
-                    res[i] = __assign(__assign({}, list[i]), { EMA12: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { EMA12: null });
                 else {
                     beforeEMA12 = (beforeEMA12 * 11) / 13 + (this.getDI(list[i]) * 2) / 13;
                     res[i] = __assign(__assign({}, list[i]), { EMA12: beforeEMA12 });
@@ -82,7 +169,7 @@ var MACD = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 26)
-                    res[i] = __assign(__assign({}, list[i]), { EMA26: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { EMA26: null });
                 else {
                     beforeEMA26 = (beforeEMA26 * 25) / 27 + (this.getDI(list[i]) * 2) / 27;
                     res[i] = __assign(__assign({}, list[i]), { EMA26: beforeEMA26 });
@@ -100,7 +187,7 @@ var MACD = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 26)
-                    res[i] = __assign(__assign({}, list[i]), { DIF: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { DIF: null });
                 else {
                     var EMA12 = ((_a = ResEMA12 === null || ResEMA12 === void 0 ? void 0 : ResEMA12[i]) === null || _a === void 0 ? void 0 : _a["EMA12"]) && ResEMA12[i]["EMA12"];
                     var EMA26 = ((_b = ResEMA26 === null || ResEMA26 === void 0 ? void 0 : ResEMA26[i]) === null || _b === void 0 ? void 0 : _b["EMA26"]) && ResEMA26[i]["EMA26"];
@@ -120,7 +207,7 @@ var MACD = /** @class */ (function () {
             var beforeMACD9 = 0;
             for (var i = 0; i < list.length; i++) {
                 if (i < 26)
-                    res[i] = __assign(__assign({}, list[i]), { MACD9: undefined, OSC: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { MACD9: null, OSC: null });
                 else if (i === 26) {
                     var MACD9 = DIF.slice(26, 34)
                         .map(function (item) { return ((item === null || item === void 0 ? void 0 : item.DIF) ? item["DIF"] : 0); })

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({
@@ -69,6 +93,8 @@ describe("test macd methods", function () {
             DIF: 1.7905942688080358,
             MACD9: 3.461688641153529,
             OSC: -1.6710943723454932,
+            EMA12: 144.01967137166324,
+            EMA26: 142.2290771028552
         });
     });
 });

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 {};