@quantform/core 0.5.13 → 0.5.23

package/dist/indicator/ema.js

@@ -2,17 +2,18 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ema = void 0;
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const sma_1 = require("./sma");
 function ema(length, fn) {
     return function (source) {
-        const alpha = 2.0 / (length + 1);
+        const alpha = (0, shared_1.d)(2.0).div((0, shared_1.d)(length + 1));
         let value = null;
         return source.pipe((0, sma_1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
             if (!value) {
                 value = sma;
             }
             else {
-                value = alpha * fn(it) + (1.0 - alpha) * value;
+                value = alpha.mul(fn(it)).plus((0, shared_1.d)(1.0).minus(alpha).mul(value));
             }
             const tuple = [it, value];
             return tuple;

package/dist/indicator/ema.js.map

@@ -1 +1 @@
-{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QACjC,IAAI,KAAK,GAAW,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;aAChD;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}
+{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAuC;AACvC,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,IAAA,UAAC,EAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC;QACxC,IAAI,KAAK,GAAY,IAAI,CAAC;QAE1B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;aAChE;YAED,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAExC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}

package/dist/indicator/ema.spec.js

@@ -1,8 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const ema_1 = require("./ema");
-describe('ema tests', () => {
+describe('ema', () => {
     test('should return expected value', done => {
         let value;
         (0, rxjs_1.from)([
@@ -10,11 +11,11 @@ describe('ema tests', () => {
             214.22, 213.43, 214.21, 213.66, 215.03, 216.89, 216.66, 216.32, 214.98, 214.96,
             215.05, 215.19
         ])
-            .pipe((0, ema_1.ema)(20, it => it))
+            .pipe((0, ema_1.ema)(20, it => (0, shared_1.d)(it)))
             .subscribe({
             next: ([, it]) => (value = it),
             complete: () => {
-                expect(parseFloat(value.toFixed(4))).toBe(214.6336);
+                expect(value.toDecimalPlaces(4)).toEqual((0, shared_1.d)(214.6336));
                 done();
             }
         });

package/dist/indicator/ema.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACvB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAEnB,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}

package/dist/indicator/envelope.d.ts

@@ -1,5 +1,6 @@
 import { Observable } from 'rxjs';
-export declare function envelope<T>(length: number, percent: number, valueFn: (it: T) => number): (source: Observable<T>) => Observable<{
-    min: number;
-    max: number;
+import { decimal } from '../shared';
+export declare function envelope<T>(length: number, percent: number, valueFn: (it: T) => decimal): (source: Observable<T>) => Observable<{
+    min: decimal;
+    max: decimal;
 }>;

package/dist/indicator/envelope.js

@@ -5,11 +5,11 @@ const rxjs_1 = require("rxjs");
 const sma_1 = require("./sma");
 function envelope(length, percent, valueFn) {
     return function (source) {
-        return source.pipe((0, sma_1.sma)(length, valueFn), (0, rxjs_1.map)(([it, sma]) => {
-            const offset = (sma * percent) / 100;
+        return source.pipe((0, sma_1.sma)(length, valueFn), (0, rxjs_1.map)(([, sma]) => {
+            const offset = sma.mul(percent).div(100);
             return {
-                min: sma - offset,
-                max: sma + offset
+                min: sma.minus(offset),
+                max: sma.add(offset)
             };
         }), (0, rxjs_1.share)());
     };

package/dist/indicator/envelope.js.map

@@ -1 +1 @@
-{"version":3,"file":"envelope.js","sourceRoot":"","sources":["../../src/indicator/envelope.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,+BAA4B;AAE5B,SAAgB,QAAQ,CAAI,MAAc,EAAE,OAAe,EAAE,OAA0B;IACrF,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,OAAO,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,MAAM,MAAM,GAAG,CAAC,GAAG,GAAG,OAAO,CAAC,GAAG,GAAG,CAAC;YAErC,OAAO;gBACL,GAAG,EAAE,GAAG,GAAG,MAAM;gBACjB,GAAG,EAAE,GAAG,GAAG,MAAM;aAClB,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAfD,4BAeC"}
+{"version":3,"file":"envelope.js","sourceRoot":"","sources":["../../src/indicator/envelope.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,+BAA4B;AAE5B,SAAgB,QAAQ,CACtB,MAAc,EACd,OAAe,EACf,OAA2B;IAE3B,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,OAAO,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE;YACd,MAAM,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;YAEzC,OAAO;gBACL,GAAG,EAAE,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC;gBACtB,GAAG,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC;aACrB,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,4BAmBC"}

package/dist/indicator/index.d.ts

@@ -12,6 +12,6 @@ export * from './sma';
 export * from './swma';
 export * from './tma';
 export * from './trailing';
-export * from './truerange';
+export * from './true-range';
 export * from './window';
 export * from './wma';

package/dist/indicator/index.js

@@ -28,7 +28,7 @@ __exportStar(require("./sma"), exports);
 __exportStar(require("./swma"), exports);
 __exportStar(require("./tma"), exports);
 __exportStar(require("./trailing"), exports);
-__exportStar(require("./truerange"), exports);
+__exportStar(require("./true-range"), exports);
 __exportStar(require("./window"), exports);
 __exportStar(require("./wma"), exports);
 //# sourceMappingURL=index.js.map

package/dist/indicator/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/indicator/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,wCAAsB;AACtB,0CAAwB;AACxB,6CAA2B;AAC3B,6CAA2B;AAC3B,wCAAsB;AACtB,6CAA2B;AAC3B,yCAAuB;AACvB,4CAA0B;AAC1B,gDAA8B;AAC9B,wCAAsB;AACtB,wCAAsB;AACtB,yCAAuB;AACvB,wCAAsB;AACtB,6CAA2B;AAC3B,8CAA4B;AAC5B,2CAAyB;AACzB,wCAAsB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/indicator/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,wCAAsB;AACtB,0CAAwB;AACxB,6CAA2B;AAC3B,6CAA2B;AAC3B,wCAAsB;AACtB,6CAA2B;AAC3B,yCAAuB;AACvB,4CAA0B;AAC1B,gDAA8B;AAC9B,wCAAsB;AACtB,wCAAsB;AACtB,yCAAuB;AACvB,wCAAsB;AACtB,6CAA2B;AAC3B,+CAA6B;AAC7B,2CAAyB;AACzB,wCAAsB"}

package/dist/indicator/macd.d.ts

@@ -1,2 +1,3 @@
 import { Observable } from 'rxjs';
-export declare function macd<T>(fast: number, slow: number, length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<number>;
+import { decimal } from '../shared';
+export declare function macd<T>(fast: number, slow: number, length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<decimal>;

package/dist/indicator/macd.js

@@ -6,7 +6,7 @@ const ema_1 = require("./ema");
 function macd(fast, slow, length, fn) {
     return function (source) {
         source = source.pipe((0, rxjs_1.share)());
-        return source.pipe((0, rxjs_1.withLatestFrom)(source.pipe((0, ema_1.ema)(fast, fn)), source.pipe((0, ema_1.ema)(slow, fn))), (0, ema_1.ema)(length, it => it[1][1] - it[2][1]), (0, rxjs_1.map)(([it, macd]) => macd), (0, rxjs_1.share)());
+        return source.pipe((0, rxjs_1.withLatestFrom)(source.pipe((0, ema_1.ema)(fast, fn)), source.pipe((0, ema_1.ema)(slow, fn))), (0, ema_1.ema)(length, it => it[1][1].minus(it[2][1])), (0, rxjs_1.map)(([, macd]) => macd), (0, rxjs_1.share)());
     };
 }
 exports.macd = macd;

package/dist/indicator/macd.js.map

@@ -1 +1 @@
-{"version":3,"file":"macd.js","sourceRoot":"","sources":["../../src/indicator/macd.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAE9D,+BAA4B;AAE5B,SAAgB,IAAI,CAClB,IAAY,EACZ,IAAY,EACZ,MAAc,EACd,EAAqB;IAErB,OAAO,UAAU,MAAqB;QACpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EAAC,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,EACtE,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EACtC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,IAAI,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,EACzB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAhBD,oBAgBC"}
+{"version":3,"file":"macd.js","sourceRoot":"","sources":["../../src/indicator/macd.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAG9D,+BAA4B;AAE5B,SAAgB,IAAI,CAClB,IAAY,EACZ,IAAY,EACZ,MAAc,EACd,EAAsB;IAEtB,OAAO,UAAU,MAAqB;QACpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EAAC,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,EACtE,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAC3C,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,IAAI,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,EACvB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAhBD,oBAgBC"}

package/dist/indicator/min-max.d.ts

@@ -1,5 +1,6 @@
 import { Observable } from 'rxjs';
-export declare function minMax<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, {
-    min: number;
-    max: number;
+import { decimal } from '../shared';
+export declare function minMax<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, {
+    min: decimal;
+    max: decimal;
 }]>;

package/dist/indicator/min-max.js

@@ -2,15 +2,16 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.minMax = void 0;
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const window_1 = require("./window");
 function minMax(length, fn) {
     return function (source) {
         return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            let min = 0;
-            let max = 0;
+            let min = shared_1.d.Zero;
+            let max = shared_1.d.Zero;
             buffer.forEach(it => {
-                min = Math.min(it, min);
-                max = Math.max(it, max);
+                min = shared_1.decimal.min(it, min);
+                max = shared_1.decimal.max(it, max);
             });
             const tuple = [it, { min, max }];
             return tuple;

package/dist/indicator/min-max.js.map

@@ -1 +1 @@
-{"version":3,"file":"min-max.js","sourceRoot":"","sources":["../../src/indicator/min-max.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,qCAAkC;AAElC,SAAgB,MAAM,CAAI,MAAc,EAAE,EAAqB;IAC7D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,IAAI,GAAG,GAAG,CAAC,CAAC;YACZ,IAAI,GAAG,GAAG,CAAC,CAAC;YAEZ,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;gBAClB,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;gBACxB,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;YAC1B,CAAC,CAAC,CAAC;YACH,MAAM,KAAK,GAAsC,CAAC,EAAE,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAEpE,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AApBD,wBAoBC"}
+{"version":3,"file":"min-max.js","sourceRoot":"","sources":["../../src/indicator/min-max.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,sCAAuC;AACvC,qCAAkC;AAElC,SAAgB,MAAM,CAAI,MAAc,EAAE,EAAsB;IAC9D,OAAO,UACL,MAAqB;QAErB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,IAAI,GAAG,GAAG,UAAC,CAAC,IAAI,CAAC;YACjB,IAAI,GAAG,GAAG,UAAC,CAAC,IAAI,CAAC;YAEjB,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;gBAClB,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;gBAC3B,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;YAC7B,CAAC,CAAC,CAAC;YACH,MAAM,KAAK,GAAwC,CAAC,EAAE,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAEtE,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAtBD,wBAsBC"}

package/dist/indicator/rma.d.ts

@@ -1,2 +1,3 @@
 import { Observable } from 'rxjs';
-export declare function rma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
+import { decimal } from '../shared';
+export declare function rma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/rma.js

@@ -2,17 +2,18 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.rma = void 0;
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const _1 = require(".");
 function rma(length, fn) {
     return function (source) {
-        const alpha = 1.0 / length;
+        const alpha = (0, shared_1.d)(1.0).div(length);
         let value = null;
         return source.pipe((0, _1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
             if (!value) {
                 value = sma;
             }
             else {
-                value = alpha * fn(it) + (1.0 - alpha) * value;
+                value = alpha.mul(fn(it)).plus((0, shared_1.d)(1.0).minus(alpha).mul(value));
             }
             const tuple = [it, value];
             return tuple;

package/dist/indicator/rma.js.map

@@ -1 +1 @@
-{"version":3,"file":"rma.js","sourceRoot":"","sources":["../../src/indicator/rma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,wBAAwB;AAExB,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,GAAG,GAAG,MAAM,CAAC;QAC3B,IAAI,KAAK,GAAW,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,MAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;aAChD;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AApBD,kBAoBC"}
+{"version":3,"file":"rma.js","sourceRoot":"","sources":["../../src/indicator/rma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAuC;AACvC,wBAAwB;AAExB,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QACjC,IAAI,KAAK,GAAY,IAAI,CAAC;QAE1B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,MAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;aAChE;YAED,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACxC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AApBD,kBAoBC"}

package/dist/indicator/sma.d.ts

@@ -1,2 +1,3 @@
 import { Observable } from 'rxjs';
-export declare function sma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
+import { decimal } from '../shared';
+export declare function sma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/sma.js

@@ -2,15 +2,13 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.sma = void 0;
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const window_1 = require("./window");
 function sma(length, fn) {
     return function (source) {
-        let accumulated = 0;
-        return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.tap)(([, , added, removed]) => {
-            accumulated += added;
-            accumulated -= removed;
-        }), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            const tuple = [it, accumulated / buffer.size];
+        let accumulated = shared_1.d.Zero;
+        return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.tap)(([, , added, removed]) => (accumulated = accumulated.add(added).minus(removed !== null && removed !== void 0 ? removed : 0))), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
+            const tuple = [it, accumulated.div(buffer.size)];
             return tuple;
         }), (0, rxjs_1.share)());
     };

package/dist/indicator/sma.js.map

@@ -1 +1 @@
-{"version":3,"file":"sma.js","sourceRoot":"","sources":["../../src/indicator/sma.ts"],"names":[],"mappings":";;;AAAA,+BAA2D;AAE3D,qCAAkC;AAElC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,IAAI,WAAW,GAAG,CAAC,CAAC;QAEpB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,EAAE,OAAO,CAAC,EAAE,EAAE;YAC3B,WAAW,IAAI,KAAK,CAAC;YACrB,WAAW,IAAI,OAAO,CAAC;QACzB,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,WAAW,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC;YAE3D,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,kBAmBC"}
+{"version":3,"file":"sma.js","sourceRoot":"","sources":["../../src/indicator/sma.ts"],"names":[],"mappings":";;;AAAA,+BAA2D;AAE3D,sCAAuC;AACvC,qCAAkC;AAElC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,IAAI,WAAW,GAAG,UAAC,CAAC,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,UAAG,EACD,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,EAAE,OAAO,CAAC,EAAE,EAAE,CACvB,CAAC,WAAW,GAAG,WAAW,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,OAAO,aAAP,OAAO,cAAP,OAAO,GAAI,CAAC,CAAC,CAAC,CAC7D,EACD,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,WAAW,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;YAE/D,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,kBAmBC"}

package/dist/indicator/sma.spec.js

@@ -1,16 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const sma_1 = require("./sma");
-describe('sma tests', () => {
+describe('sma', () => {
     test('should return expected value', done => {
         let value;
         (0, rxjs_1.from)([18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
-            .pipe((0, sma_1.sma)(5, it => it))
+            .pipe((0, sma_1.sma)(5, it => (0, shared_1.d)(it)))
             .subscribe({
             next: ([, it]) => (value = it),
             complete: () => {
-                expect(parseFloat(value.toFixed(2))).toBe(18084.52);
+                expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(18084.52));
                 done();
             }
         });

package/dist/indicator/sma.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"sma.spec.js","sourceRoot":"","sources":["../../src/indicator/sma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"sma.spec.js","sourceRoot":"","sources":["../../src/indicator/sma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAGnB,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;aACzB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/swma.d.ts

@@ -1,2 +1,3 @@
 import { Observable } from 'rxjs';
-export declare function swma<T>(fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
+import { decimal } from '../shared';
+export declare function swma<T>(fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/swma.js

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.swma = void 0;
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const window_1 = require("./window");
 function swma(fn) {
     return function (source) {
@@ -10,7 +11,10 @@ function swma(fn) {
             const x2 = buffer.at(buffer.capacity - (2 + 1));
             const x1 = buffer.at(buffer.capacity - (1 + 1));
             const x0 = buffer.at(buffer.capacity - (0 + 1));
-            const value = (x3 * 1) / 6 + (x2 * 2) / 6 + (x1 * 2) / 6 + (x0 * 1) / 6;
+            const value = shared_1.d.Zero.plus(x3.mul(1).div(6))
+                .plus(x2.mul(2).div(6))
+                .plus(x1.mul(2).div(6))
+                .plus(x0.mul(1).div(6));
             const tuple = [it, value];
             return tuple;
         }), (0, rxjs_1.share)());

package/dist/indicator/swma.js.map

@@ -1 +1 @@
-{"version":3,"file":"swma.js","sourceRoot":"","sources":["../../src/indicator/swma.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,qCAAkC;AAElC,SAAgB,IAAI,CAAI,EAAqB;IAC3C,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,CAAC,EAAE,EAAE,CAAC,EACb,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAEhD,MAAM,KAAK,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;YAExE,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,oBAmBC"}
+{"version":3,"file":"swma.js","sourceRoot":"","sources":["../../src/indicator/swma.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,sCAAuC;AACvC,qCAAkC;AAElC,SAAgB,IAAI,CAAI,EAAsB;IAC5C,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,CAAC,EAAE,EAAE,CAAC,EACb,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAEhD,MAAM,KAAK,GAAG,UAAC,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;iBACxC,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;iBACtB,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;iBACtB,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;YAE1B,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACxC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAtBD,oBAsBC"}

package/dist/indicator/tma.d.ts

@@ -1,2 +1,3 @@
 import { Observable } from 'rxjs';
-export declare function tma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
+import { decimal } from '../shared';
+export declare function tma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/tma.js.map

@@ -1 +1 @@
-{"version":3,"file":"tma.js","sourceRoot":"","sources":["../../src/indicator/tma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,iCAA8B;AAC9B,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,IAAI,CAAC,CAAC;YAEtC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}
+{"version":3,"file":"tma.js","sourceRoot":"","sources":["../../src/indicator/tma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,iCAA8B;AAC9B,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,IAAI,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

package/dist/indicator/tma.spec.js

@@ -1,16 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const tma_1 = require("./tma");
-describe('tma tests', () => {
+describe('tma', () => {
     test('should return expected value', done => {
         let value;
         (0, rxjs_1.from)([18086.36, 18116.15, 18127.81, 18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
-            .pipe((0, tma_1.tma)(4, it => it))
+            .pipe((0, tma_1.tma)(4, it => (0, shared_1.d)(it)))
             .subscribe({
             next: ([, it]) => (value = it),
             complete: () => {
-                expect(parseFloat(value.toFixed(2))).toBe(18090.98);
+                expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(18090.98));
                 done();
             }
         });

package/dist/indicator/tma.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"tma.spec.js","sourceRoot":"","sources":["../../src/indicator/tma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aAClF,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"tma.spec.js","sourceRoot":"","sources":["../../src/indicator/tma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAGnB,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aAClF,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;aACzB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/trailing.d.ts

@@ -1,13 +1,14 @@
 import { Observable } from 'rxjs';
+import { decimal } from '../shared';
 export declare class Trailing {
-    readonly trigger: number;
-    readonly buffer: number;
+    readonly trigger: decimal;
+    readonly buffer: decimal;
     private triggered;
     private max;
     private min;
-    constructor(trigger: number, buffer: number);
-    up(value: number): boolean;
-    down(value: number): boolean;
+    constructor(trigger: decimal, buffer: decimal);
+    up(value: decimal): boolean;
+    down(value: decimal): boolean;
 }
-export declare function trailingup<T>(trigger: number, buffer: number, value: (it: T) => number): (source: Observable<T>) => Observable<T>;
-export declare function trailingdown<T>(trigger: number, buffer: number, value: (it: T) => number): (source: Observable<T>) => Observable<T>;
+export declare function trailingUp<T>(trigger: decimal, buffer: decimal, value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
+export declare function trailingDown<T>(trigger: decimal, buffer: decimal, value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;

package/dist/indicator/trailing.js

@@ -1,7 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.trailingdown = exports.trailingup = exports.Trailing = void 0;
+exports.trailingDown = exports.trailingUp = exports.Trailing = void 0;
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 class Trailing {
     constructor(trigger, buffer) {
         this.trigger = trigger;
@@ -11,7 +12,7 @@ class Trailing {
         this.min = null;
     }
     up(value) {
-        if (value >= this.trigger) {
+        if (value.greaterThanOrEqualTo(this.trigger)) {
             this.triggered = true;
         }
         if (this.triggered) {
@@ -19,10 +20,10 @@ class Trailing {
                 this.max = value;
             }
             else {
-                this.max = Math.max(this.max, value);
+                this.max = shared_1.decimal.max(this.max, value);
             }
         }
-        if (this.triggered && value <= this.max - this.buffer) {
+        if (this.triggered && value.lessThanOrEqualTo(this.max.minus(this.buffer))) {
             this.triggered = false;
             this.max = null;
             return true;
@@ -30,7 +31,7 @@ class Trailing {
         return false;
     }
     down(value) {
-        if (value <= this.trigger) {
+        if (value.lessThanOrEqualTo(this.trigger)) {
             this.triggered = true;
         }
         if (this.triggered) {
@@ -38,10 +39,10 @@ class Trailing {
                 this.min = value;
             }
             else {
-                this.min = Math.min(this.min, value);
+                this.min = shared_1.decimal.min(this.min, value);
             }
         }
-        if (this.triggered && value >= this.min + this.buffer) {
+        if (this.triggered && value.greaterThanOrEqualTo(this.min.plus(this.buffer))) {
             this.triggered = false;
             this.min = null;
             return true;
@@ -50,18 +51,18 @@ class Trailing {
     }
 }
 exports.Trailing = Trailing;
-function trailingup(trigger, buffer, value) {
+function trailingUp(trigger, buffer, value) {
     return function (source) {
         const trailing = new Trailing(trigger, buffer);
         return source.pipe((0, rxjs_1.filter)(it => trailing.up(value(it))));
     };
 }
-exports.trailingup = trailingup;
-function trailingdown(trigger, buffer, value) {
+exports.trailingUp = trailingUp;
+function trailingDown(trigger, buffer, value) {
     return function (source) {
         const trailing = new Trailing(trigger, buffer);
         return source.pipe((0, rxjs_1.filter)(it => trailing.down(value(it))));
     };
 }
-exports.trailingdown = trailingdown;
+exports.trailingDown = trailingDown;
 //# sourceMappingURL=trailing.js.map

package/dist/indicator/trailing.js.map

@@ -1 +1 @@
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+{"version":3,"file":"trailing.js","sourceRoot":"","sources":["../../src/indicator/trailing.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAE1C,sCAAuC;AAEvC,MAAa,QAAQ;IAKnB,YAAqB,OAAgB,EAAW,MAAe;QAA1C,YAAO,GAAP,OAAO,CAAS;QAAW,WAAM,GAAN,MAAM,CAAS;QAJvD,cAAS,GAAG,KAAK,CAAC;QAClB,QAAG,GAAY,IAAI,CAAC;QACpB,QAAG,GAAY,IAAI,CAAC;IAEsC,CAAC;IAEnE,EAAE,CAAC,KAAc;QACf,IAAI,KAAK,CAAC,oBAAoB,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YAC5C,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;SACvB;QAED,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE;gBACb,IAAI,CAAC,GAAG,GAAG,KAAK,CAAC;aAClB;iBAAM;gBACL,IAAI,CAAC,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;aACzC;SACF;QAED,IAAI,IAAI,CAAC,SAAS,IAAI,KAAK,CAAC,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,EAAE;YAC1E,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC;YACvB,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC;YAEhB,OAAO,IAAI,CAAC;SACb;QAED,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,CAAC,KAAc;QACjB,IAAI,KAAK,CAAC,iBAAiB,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACzC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;SACvB;QAED,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE;gBACb,IAAI,CAAC,GAAG,GAAG,KAAK,CAAC;aAClB;iBAAM;gBACL,IAAI,CAAC,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;aACzC;SACF;QAED,IAAI,IAAI,CAAC,SAAS,IAAI,KAAK,CAAC,oBAAoB,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,EAAE;YAC5E,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC;YACvB,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC;YAEhB,OAAO,IAAI,CAAC;SACb;QAED,OAAO,KAAK,CAAC;IACf,CAAC;CACF;AApDD,4BAoDC;AAED,SAAgB,UAAU,CACxB,OAAgB,EAChB,MAAe,EACf,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,MAAM,QAAQ,GAAG,IAAI,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAE/C,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAC3D,CAAC,CAAC;AACJ,CAAC;AAVD,gCAUC;AAED,SAAgB,YAAY,CAC1B,OAAgB,EAChB,MAAe,EACf,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,MAAM,QAAQ,GAAG,IAAI,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAE/C,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7D,CAAC,CAAC;AACJ,CAAC;AAVD,oCAUC"}

package/dist/indicator/trailing.spec.js

@@ -1,19 +1,20 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const trailing_1 = require("./trailing");
-describe('trailing up tests', () => {
+describe('trailingUp', () => {
     test('should trigger uptrend once', done => {
         let triggered = false;
         (0, rxjs_1.from)([1, 2, 3, 2, 3])
-            .pipe((0, trailing_1.trailingup)(3, 1, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingUp)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(2);
+                expect(it).toEqual((0, shared_1.d)(2));
                 triggered = true;
             },
             complete: () => {
-                expect(triggered).toBe(true);
+                expect(triggered).toEqual(true);
                 done();
             }
         });
@@ -21,31 +22,31 @@ describe('trailing up tests', () => {
     test('should trigger uptrend twice', done => {
         let triggered = 0;
         (0, rxjs_1.from)([1, 2, 3, 2, 3, 2, 3])
-            .pipe((0, trailing_1.trailingup)(3, 1, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingUp)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(2);
+                expect((0, shared_1.d)(it)).toEqual((0, shared_1.d)(2));
                 triggered++;
             },
             complete: () => {
-                expect(triggered).toBe(2);
+                expect(triggered).toEqual(2);
                 done();
             }
         });
     });
 });
-describe('trailingdown tests', () => {
+describe('trailingDown', () => {
     test('should trigger downtrend once', done => {
         let triggered = false;
         (0, rxjs_1.from)([3, 2, 1, 2, 1])
-            .pipe((0, trailing_1.trailingdown)(3, 1, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingDown)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(2);
+                expect(it).toEqual((0, shared_1.d)(2));
                 triggered = true;
             },
             complete: () => {
-                expect(triggered).toBe(true);
+                expect(triggered).toEqual(true);
                 done();
             }
         });
@@ -53,14 +54,14 @@ describe('trailingdown tests', () => {
     test('should trigger downtrend twice', done => {
         let triggered = 0;
         (0, rxjs_1.from)([3, 2, 1, 2, 1, 2, 1])
-            .pipe((0, trailing_1.trailingdown)(3, 1, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingDown)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(2);
+                expect(it).toEqual((0, shared_1.d)(2));
                 triggered++;
             },
             complete: () => {
-                expect(triggered).toBe(2);
+                expect(triggered).toEqual(2);
                 done();
             }
         });

package/dist/indicator/trailing.spec.js.map

@@ -1 +1 @@
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package/dist/indicator/true-range.d.ts

@@ -0,0 +1,4 @@
+import { Observable } from 'rxjs';
+import { Candle } from '../domain';
+import { decimal } from '../shared';
+export declare function trueRange<T>(fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/true-range.js

@@ -0,0 +1,20 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.trueRange = void 0;
+const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
+function trueRange(fn) {
+    return function (source) {
+        let previous;
+        return source.pipe((0, rxjs_1.map)(it => {
+            const current = fn(it);
+            const value = previous == null
+                ? current.high.minus(current.low)
+                : shared_1.decimal.max(shared_1.decimal.max(current.high.minus(current.low), shared_1.decimal.abs(current.high.minus(previous.close))), shared_1.decimal.abs(current.low.minus(previous.close)));
+            const tuple = [it, value];
+            return tuple;
+        }), (0, rxjs_1.share)());
+    };
+}
+exports.trueRange = trueRange;
+//# sourceMappingURL=true-range.js.map