@ch20026103/anysis 0.0.3-alpha → 0.0.6-alpha

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

@@ -1,18 +1,18 @@
-declare type ListType = {
+type ListType = {
     c: number;
 }[];
-declare type ResRsi6Type = {
+type ResRsi6Type = {
     c: number;
-    rsi6?: number;
+    rsi6: number | null;
 }[];
-declare type ResRsi12Type = {
+type ResRsi12Type = {
     c: number;
-    rsi12?: number;
+    rsi12: number | null;
 }[];
-declare type ResAllRsiType = {
+type ResAllRsiType = {
     c: number;
-    rsi6?: number;
-    rsi12?: number;
+    rsi6: number | null;
+    rsi12: number | null;
 }[];
 interface RsiType {
     getRsi6: (list: ListType) => ResRsi6Type;

package/dist/cjs/stockSkills/rsi.js

@@ -36,7 +36,7 @@ var Rsi = /** @class */ (function () {
             var res = [];
             // 前5筆
             for (var i = 0; i < 5; i++) {
-                res[i] = __assign(__assign({}, list[i]), { rsi6: undefined });
+                res[i] = __assign(__assign({}, list[i]), { rsi6: null });
             }
             // 第6筆Rsi
             var beforeUpAvg = this.getStartUpAvg(list, 6);
@@ -70,7 +70,7 @@ var Rsi = /** @class */ (function () {
             var res = [];
             // 前11筆
             for (var i = 0; i < 11; i++) {
-                res[i] = __assign(__assign({}, list[i]), { rsi12: undefined });
+                res[i] = __assign(__assign({}, list[i]), { rsi12: null });
             }
             // 第12筆Rsi
             var beforeUpAvg = this.getStartUpAvg(list, 12);

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

@@ -1,20 +1,20 @@
-declare type ListType = {
+type ListType = {
     h: number;
     l: number;
     c: number;
 }[];
-declare type ResWilliams9Type = {
+type ResWilliams9Type = {
     c: number;
-    williams9?: number;
+    williams9: number | null;
 }[];
-declare type ResWilliams18Type = {
+type ResWilliams18Type = {
     c: number;
-    williams18?: number;
+    williams18: number | null;
 }[];
-declare type ResAllWilliamsType = {
+type ResAllWilliamsType = {
     c: number;
-    williams18?: number;
-    williams9?: number;
+    williams18: number | null;
+    williams9: number | null;
 }[];
 interface WilliamsType {
     getWilliams9: (list: ListType) => ResWilliams9Type;

package/dist/cjs/stockSkills/williams.js

@@ -36,7 +36,7 @@ var Williams = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 9)
-                    res[i] = __assign(__assign({}, list[i]), { williams9: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { williams9: null });
                 else {
                     var maxList = list.slice(i - 8, i).map(function (item) { return item["h"]; });
                     var minList = list.slice(i - 8, i).map(function (item) { return item["l"]; });
@@ -58,7 +58,7 @@ var Williams = /** @class */ (function () {
             var res = [];
             for (var i = 0; i < list.length; i++) {
                 if (i < 18)
-                    res[i] = __assign(__assign({}, list[i]), { williams9: undefined });
+                    res[i] = __assign(__assign({}, list[i]), { williams18: null });
                 else {
                     var maxList = list.slice(i - 17, i).map(function (item) { return item["h"]; });
                     var minList = list.slice(i - 17, i).map(function (item) { return item["l"]; });

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

@@ -7,8 +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/esm/index.js

@@ -12,8 +12,11 @@ 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/esm/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/esm/stockSkills/boll.js

@@ -0,0 +1,99 @@
+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 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;
+}());
+export default Boll;

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

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

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

@@ -0,0 +1,34 @@
+import Boll from "./boll";
+import data from "./test_data.test";
+describe("test boll methods", function () {
+    it("test init & next", function () {
+        var index = data.length - 1;
+        var boll = new Boll();
+        var init = boll.init(data[0]);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = data[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();
+        var res = boll.getBoll(data, 25);
+        expect(res[data.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/esm/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/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(null);
+                    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;