@forgecharts/sdk 1.1.28 → 1.1.30

package/dist/core/IndicatorEngine.js

@@ -1,181 +0,0 @@
-/**
- * IndicatorEngine — pure, stateless computation functions.
- *
- * All functions accept a readonly OHLCV array and operation-specific
- * parameters, and return plain value arrays.  No side effects, no
- * class instances.  Safe to call from any renderer or React component.
- */
-// ─── Internals ────────────────────────────────────────────────────────────────
-/**
- * Exponential moving average over an arbitrary number array.
- * Uses the standard multiplier k = 2 / (period + 1).
- * The very first value seeds the EMA (warm-start).
- */
-function _ema(values, period) {
-    if (values.length === 0)
-        return [];
-    const k = 2 / (period + 1);
-    const result = [values[0]];
-    for (let i = 1; i < values.length; i++) {
-        result.push(values[i] * k + result[i - 1] * (1 - k));
-    }
-    return result;
-}
-// ─── Public API ───────────────────────────────────────────────────────────────
-/** Simple Moving Average over bar close prices. */
-export function computeSMA(bars, period) {
-    if (period < 1 || bars.length < period)
-        return [];
-    const result = [];
-    let windowSum = 0;
-    for (let i = 0; i < period; i++)
-        windowSum += bars[i].close;
-    result.push({ time: bars[period - 1].time, value: windowSum / period });
-    for (let i = period; i < bars.length; i++) {
-        windowSum += bars[i].close - bars[i - period].close;
-        result.push({ time: bars[i].time, value: windowSum / period });
-    }
-    return result;
-}
-/** Exponential Moving Average over bar close prices. */
-export function computeEMA(bars, period) {
-    if (period < 1 || bars.length < period)
-        return [];
-    const closes = bars.map((b) => b.close);
-    return _ema(closes, period).map((value, i) => ({ time: bars[i].time, value }));
-}
-/**
- * Relative Strength Index using Wilder's smoothing.
- * Returns values in [0, 100].
- * Requires at least `period + 1` bars; returns [] otherwise.
- */
-export function computeRSI(bars, period = 14) {
-    if (bars.length < period + 1)
-        return [];
-    // Seed: simple average of first `period` up/down moves
-    let avgGain = 0;
-    let avgLoss = 0;
-    for (let i = 1; i <= period; i++) {
-        const d = bars[i].close - bars[i - 1].close;
-        if (d > 0)
-            avgGain += d;
-        else
-            avgLoss -= d;
-    }
-    avgGain /= period;
-    avgLoss /= period;
-    const result = [];
-    result.push({
-        time: bars[period].time,
-        value: avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss),
-    });
-    // Wilder's smoothing for remaining bars
-    for (let i = period + 1; i < bars.length; i++) {
-        const d = bars[i].close - bars[i - 1].close;
-        const gain = d > 0 ? d : 0;
-        const loss = d < 0 ? -d : 0;
-        avgGain = (avgGain * (period - 1) + gain) / period;
-        avgLoss = (avgLoss * (period - 1) + loss) / period;
-        result.push({
-            time: bars[i].time,
-            value: avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss),
-        });
-    }
-    return result;
-}
-/**
- * MACD — Moving Average Convergence/Divergence.
- * Returns MACD line, Signal line, and Histogram.
- * Standard defaults: fast=12, slow=26, signal=9.
- */
-export function computeMACD(bars, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) {
-    if (bars.length < slowPeriod)
-        return [];
-    const closes = bars.map((b) => b.close);
-    const fastEMAs = _ema(closes, fastPeriod);
-    const slowEMAs = _ema(closes, slowPeriod);
-    // MACD line starts at index slowPeriod - 1 (first bar where slow EMA is meaningful)
-    const macdLine = [];
-    const macdTimes = [];
-    for (let i = slowPeriod - 1; i < bars.length; i++) {
-        macdLine.push(fastEMAs[i] - slowEMAs[i]);
-        macdTimes.push(bars[i].time);
-    }
-    if (macdLine.length < signalPeriod)
-        return [];
-    const signalLine = _ema(macdLine, signalPeriod);
-    return signalLine.map((sig, i) => ({
-        time: macdTimes[i],
-        macd: macdLine[i],
-        signal: sig,
-        histogram: macdLine[i] - sig,
-    }));
-}
-/** Volume bars — raw volume values keyed by bar time. */
-export function computeVolume(bars) {
-    return bars.map((b) => ({ time: b.time, value: b.volume }));
-}
-// ─── Field extraction & series-based variants (for DAG chaining) ─────────────
-/** Extracts a single numeric value from an OHLCV bar by named price field. */
-export function extractField(bar, field) {
-    switch (field) {
-        case 'open': return bar.open;
-        case 'high': return bar.high;
-        case 'low': return bar.low;
-        case 'close': return bar.close;
-        case 'volume': return bar.volume;
-        case 'hl2': return (bar.high + bar.low) / 2;
-        case 'hlc3': return (bar.high + bar.low + bar.close) / 3;
-        case 'ohlc4': return (bar.open + bar.high + bar.low + bar.close) / 4;
-    }
-}
-/**
- * SMA over an arbitrary `IndicatorPoint[]` series (not just OHLCV close).
- * Enables chains such as EMA(SMA(close, 20), 10).
- */
-export function computeSMAFromSeries(input, period) {
-    if (period < 1 || input.length < period)
-        return [];
-    const result = [];
-    let sum = 0;
-    for (let i = 0; i < period; i++)
-        sum += input[i].value;
-    result.push({ time: input[period - 1].time, value: sum / period });
-    for (let i = period; i < input.length; i++) {
-        sum += input[i].value - input[i - period].value;
-        result.push({ time: input[i].time, value: sum / period });
-    }
-    return result;
-}
-/**
- * EMA over an arbitrary `IndicatorPoint[]` series.
- * Seeds the EMA from the first input value.
- */
-export function computeEMAFromSeries(input, period) {
-    if (period < 1 || input.length === 0)
-        return [];
-    const k = 2 / (period + 1);
-    const result = [{ time: input[0].time, value: input[0].value }];
-    for (let i = 1; i < input.length; i++) {
-        result.push({
-            time: input[i].time,
-            value: input[i].value * k + result[i - 1].value * (1 - k),
-        });
-    }
-    return result;
-}
-/** WMA (Weighted Moving Average) over an arbitrary `IndicatorPoint[]` series. */
-export function computeWMAFromSeries(input, period) {
-    if (period < 1 || input.length < period)
-        return [];
-    const denom = (period * (period + 1)) / 2;
-    const result = [];
-    for (let i = period - 1; i < input.length; i++) {
-        let sum = 0;
-        for (let j = 0; j < period; j++)
-            sum += input[i - j].value * (period - j);
-        result.push({ time: input[i].time, value: sum / denom });
-    }
-    return result;
-}
-//# sourceMappingURL=IndicatorEngine.js.map

package/dist/core/IndicatorEngine.js.map

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