@coderyo/indicators 1.0.0-rc.2

package/dist/index.d.ts

@@ -0,0 +1,41 @@
+import { Bar } from '@coderyo/data';
+
+declare function sma(bars: Bar[], period: number, field?: 'close' | 'open'): (number | null)[];
+declare function ema(bars: Bar[], period: number, field?: 'close' | 'open'): (number | null)[];
+
+interface MacdResult {
+    macd: (number | null)[];
+    signal: (number | null)[];
+    histogram: (number | null)[];
+}
+declare function macd(bars: Bar[], fast?: number, slow?: number, signalPeriod?: number): MacdResult;
+
+declare function rsi(bars: Bar[], period?: number): (number | null)[];
+
+interface KdjResult {
+    k: (number | null)[];
+    d: (number | null)[];
+    j: (number | null)[];
+}
+declare function kdj(bars: Bar[], period?: number, kSmooth?: number, dSmooth?: number): KdjResult;
+
+type IndicatorSource = 'close' | 'hlc3';
+interface IndicatorConfig {
+    source: IndicatorSource;
+    maPeriod: number;
+    volMaPeriod: number;
+    macdFast: number;
+    macdSlow: number;
+    macdSignal: number;
+    rsiPeriod: number;
+    kdjPeriod: number;
+    kdjKSmooth: number;
+    kdjDSmooth: number;
+    showMacd: boolean;
+    showRsi: boolean;
+    showKdj: boolean;
+}
+declare const DEFAULT_INDICATOR_CONFIG: IndicatorConfig;
+declare function indicatorConfigStorageKey(symbol: string, interval: string): string;
+
+export { DEFAULT_INDICATOR_CONFIG, type IndicatorConfig, type IndicatorSource, type KdjResult, type MacdResult, ema, indicatorConfigStorageKey, kdj, macd, rsi, sma };

package/dist/index.js

@@ -0,0 +1,148 @@
+// src/ma.ts
+function sma(bars, period, field = "close") {
+  const out = [];
+  for (let i = 0; i < bars.length; i++) {
+    if (i < period - 1) {
+      out.push(null);
+      continue;
+    }
+    let sum = 0;
+    for (let j = 0; j < period; j++) {
+      sum += bars[i - j][field === "close" ? "c" : "o"];
+    }
+    out.push(sum / period);
+  }
+  return out;
+}
+function ema(bars, period, field = "close") {
+  const k = 2 / (period + 1);
+  const out = [];
+  let prev = null;
+  for (let i = 0; i < bars.length; i++) {
+    const v = bars[i][field === "close" ? "c" : "o"];
+    if (prev === null) {
+      prev = v;
+      out.push(i < period - 1 ? null : v);
+    } else {
+      prev = v * k + prev * (1 - k);
+      out.push(i < period - 1 ? null : prev);
+    }
+  }
+  return out;
+}
+
+// src/macd.ts
+function macd(bars, fast = 12, slow = 26, signalPeriod = 9) {
+  const fastEma = ema(bars, fast);
+  const slowEma = ema(bars, slow);
+  const line = bars.map((_, i) => {
+    const f = fastEma[i];
+    const s = slowEma[i];
+    if (f == null || s == null) return null;
+    return f - s;
+  });
+  const pseudoBars = bars.map((b, i) => ({
+    ...b,
+    c: line[i] ?? b.c
+  }));
+  const signal = ema(pseudoBars, signalPeriod);
+  const histogram = line.map(
+    (m, i) => m == null || signal[i] == null ? null : m - signal[i]
+  );
+  return { macd: line, signal, histogram };
+}
+
+// src/rsi.ts
+function rsi(bars, period = 14) {
+  const out = [];
+  let avgGain = 0;
+  let avgLoss = 0;
+  for (let i = 0; i < bars.length; i++) {
+    if (i === 0) {
+      out.push(null);
+      continue;
+    }
+    const change = bars[i].c - bars[i - 1].c;
+    const gain = Math.max(change, 0);
+    const loss = Math.max(-change, 0);
+    if (i < period) {
+      avgGain += gain;
+      avgLoss += loss;
+      out.push(null);
+      continue;
+    }
+    if (i === period) {
+      avgGain /= period;
+      avgLoss /= period;
+    } else {
+      avgGain = (avgGain * (period - 1) + gain) / period;
+      avgLoss = (avgLoss * (period - 1) + loss) / period;
+    }
+    const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
+    out.push(100 - 100 / (1 + rs));
+  }
+  return out;
+}
+
+// src/kdj.ts
+function kdj(bars, period = 9, kSmooth = 3, dSmooth = 3) {
+  const rsv = [];
+  const k = [];
+  const d = [];
+  const j = [];
+  for (let i = 0; i < bars.length; i++) {
+    if (i < period - 1) {
+      rsv.push(null);
+      k.push(null);
+      d.push(null);
+      j.push(null);
+      continue;
+    }
+    let hh = -Infinity;
+    let ll = Infinity;
+    for (let x = i - period + 1; x <= i; x++) {
+      hh = Math.max(hh, bars[x].h);
+      ll = Math.min(ll, bars[x].l);
+    }
+    const r = hh === ll ? 50 : (bars[i].c - ll) / (hh - ll) * 100;
+    rsv.push(r);
+    const prevK = k[i - 1] ?? 50;
+    const prevD = d[i - 1] ?? 50;
+    const kv = (prevK * (kSmooth - 1) + r) / kSmooth;
+    const dv = (prevD * (dSmooth - 1) + kv) / dSmooth;
+    k.push(kv);
+    d.push(dv);
+    j.push(3 * kv - 2 * dv);
+  }
+  return { k, d, j };
+}
+
+// src/config.ts
+var DEFAULT_INDICATOR_CONFIG = {
+  source: "close",
+  maPeriod: 20,
+  volMaPeriod: 5,
+  macdFast: 12,
+  macdSlow: 26,
+  macdSignal: 9,
+  rsiPeriod: 14,
+  kdjPeriod: 9,
+  kdjKSmooth: 3,
+  kdjDSmooth: 3,
+  showMacd: true,
+  showRsi: true,
+  showKdj: true
+};
+function indicatorConfigStorageKey(symbol, interval) {
+  return `tradview:indicators:${symbol}:${interval}`;
+}
+export {
+  DEFAULT_INDICATOR_CONFIG,
+  ema,
+  indicatorConfigStorageKey,
+  kdj,
+  macd,
+  rsi,
+  sma
+};
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/ma.ts","../src/macd.ts","../src/rsi.ts","../src/kdj.ts","../src/config.ts"],"sourcesContent":["import type { Bar } from '@coderyo/data';\n\nexport function sma(bars: Bar[], period: number, field: 'close' | 'open' = 'close'): (number | null)[] {\n  const out: (number | null)[] = [];\n  for (let i = 0; i < bars.length; i++) {\n    if (i < period - 1) {\n      out.push(null);\n      continue;\n    }\n    let sum = 0;\n    for (let j = 0; j < period; j++) {\n      sum += bars[i - j]![field === 'close' ? 'c' : 'o'];\n    }\n    out.push(sum / period);\n  }\n  return out;\n}\n\nexport function ema(bars: Bar[], period: number, field: 'close' | 'open' = 'close'): (number | null)[] {\n  const k = 2 / (period + 1);\n  const out: (number | null)[] = [];\n  let prev: number | null = null;\n  for (let i = 0; i < bars.length; i++) {\n    const v = bars[i]![field === 'close' ? 'c' : 'o'];\n    if (prev === null) {\n      prev = v;\n      out.push(i < period - 1 ? null : v);\n    } else {\n      prev = v * k + prev * (1 - k);\n      out.push(i < period - 1 ? null : prev);\n    }\n  }\n  return out;\n}","import type { Bar } from '@coderyo/data';\nimport { ema } from './ma.js';\n\nexport interface MacdResult {\n  macd: (number | null)[];\n  signal: (number | null)[];\n  histogram: (number | null)[];\n}\n\nexport function macd(\n  bars: Bar[],\n  fast = 12,\n  slow = 26,\n  signalPeriod = 9,\n): MacdResult {\n  const fastEma = ema(bars, fast);\n  const slowEma = ema(bars, slow);\n  const line: (number | null)[] = bars.map((_, i) => {\n    const f = fastEma[i];\n    const s = slowEma[i];\n    if (f == null || s == null) return null;\n    return f - s;\n  });\n  const pseudoBars = bars.map((b, i) => ({\n    ...b,\n    c: line[i] ?? b.c,\n  }));\n  const signal = ema(pseudoBars, signalPeriod);\n  const histogram = line.map((m, i) =>\n    m == null || signal[i] == null ? 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package/package.json

@@ -0,0 +1,39 @@
+{
+  "name": "@coderyo/indicators",
+  "version": "1.0.0-rc.2",
+  "license": "MIT",
+  "type": "module",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js"
+    }
+  },
+  "dependencies": {
+    "@coderyo/data": "1.0.0-rc.2"
+  },
+  "devDependencies": {
+    "tsup": "^8.5.0",
+    "typescript": "^5.8.3",
+    "vitest": "^3.2.4",
+    "@coderyo/eslint-config": "0.0.0",
+    "@coderyo/tsconfig": "0.0.0"
+  },
+  "files": [
+    "dist"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/CodeRyoStudio/tradview.git",
+    "directory": "packages/indicators"
+  },
+  "publishConfig": {
+    "access": "public"
+  },
+  "scripts": {
+    "build": "tsup",
+    "test": "vitest run",
+    "lint": "eslint src",
+    "typecheck": "tsc --noEmit"
+  }
+}