@ch20026103/anysis 0.0.3-alpha → 0.0.6-alpha

package/dist/esm/stockSkills/macd.js

@@ -12,6 +12,93 @@ var __assign = (this && this.__assign) || function () {
 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,
@@ -24,7 +111,7 @@ 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;
         }
@@ -61,7 +148,7 @@ 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 });
@@ -80,7 +167,7 @@ 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 });
@@ -98,7 +185,7 @@ 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"];
@@ -118,7 +205,7 @@ 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/esm/stockSkills/macd.test.js

@@ -1,6 +1,30 @@
 import Macd from "./macd";
 import data from "./test_data.test";
 describe("test macd methods", function () {
+    it("test init & next", function () {
+        var _a, _b;
+        var index = data.length - 1;
+        var macd = new Macd();
+        var init = macd.init(data[0]);
+        var res = init;
+        for (var i = 1; i <= index; i++) {
+            var item = data[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();
         expect(macd.getEMA12(data)[data.length - 1]).toEqual({
@@ -67,6 +91,8 @@ describe("test macd methods", function () {
             DIF: 1.7905942688080358,
             MACD9: 3.461688641153529,
             OSC: -1.6710943723454932,
+            EMA12: 144.01967137166324,
+            EMA26: 142.2290771028552
         });
     });
 });

package/dist/esm/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/esm/stockSkills/obv.js

@@ -0,0 +1,87 @@
+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));
+};
+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;
+}());
+export default Obv;

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

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

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

@@ -0,0 +1,18 @@
+import Obv from "./obv";
+import { data_9904 as data } from "./test_data.test";
+describe("test obv methods", function () {
+    it("test init", function () {
+        var obv = new Obv();
+        var init = obv.init(data[0]);
+        var res = init;
+        for (var i = 1; i < data.length; i++) {
+            var item = data[i];
+            res = obv.next(item, res);
+        }
+        expect(res.obv).toEqual(504538);
+    });
+    it("test getObv()", function () {
+        var kd = new Obv();
+        expect(kd.getObv(data)[data.length - 1].obv).toEqual(504538);
+    });
+});

package/dist/esm/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/esm/stockSkills/rsi.js

@@ -34,7 +34,7 @@ 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);
@@ -68,7 +68,7 @@ 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/esm/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/esm/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/esm/stockSkills/williams.js

@@ -34,7 +34,7 @@ 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"]; });
@@ -56,7 +56,7 @@ 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"]; });