@quantform/core 0.5.15 → 0.5.23

package/dist/indicator/truerange.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.truerange = void 0;
-const rxjs_1 = require("rxjs");
-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 - current.low
-                : Math.max(Math.max(current.high - current.low, Math.abs(current.high - previous.close)), Math.abs(current.low - previous.close));
-            const tuple = [it, value];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.truerange = truerange;
-//# sourceMappingURL=truerange.js.map

package/dist/indicator/truerange.js.map

@@ -1 +0,0 @@
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package/dist/indicator/truerange.spec.js

@@ -1,28 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const sma_1 = require("./sma");
-const truerange_1 = require("./truerange");
-describe('truerange', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([
-            new domain_1.Candle((0, shared_1.now)(), 18127.81, 18149.75, 18100.0, 18136.17),
-            new domain_1.Candle((0, shared_1.now)(), 18136.17, 18136.18, 18089.75, 18092.15),
-            new domain_1.Candle((0, shared_1.now)(), 18092.15, 18120.03, 18081.0, 18082.39),
-            new domain_1.Candle((0, shared_1.now)(), 18082.39, 18087.04, 18041.0, 18065.4),
-            new domain_1.Candle((0, shared_1.now)(), 18066.11, 18079.15, 18041.0, 18046.47)
-        ])
-            .pipe((0, truerange_1.truerange)(it => it), (0, sma_1.sma)(4, ([, it]) => it))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(parseFloat(value.toFixed(2))).toBe(42.41);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=truerange.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"truerange.spec.js","sourceRoot":"","sources":["../../src/indicator/truerange.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAmC;AACnC,sCAAgC;AAChC,+BAA4B;AAC5B,2CAAwC;AAExC,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAGV,IAAA,WAAI,EAAC;YACH,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC;YACxD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,CAAC;YACzD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC;YACxD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,OAAO,CAAC;YACvD,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC;SACzD,CAAC;aACC,IAAI,CACH,IAAA,qBAAS,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EACnB,IAAA,SAAG,EAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,CACvB;aACA,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,KAAK,CAAC,CAAC;gBACjD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/src/indicator/truerange.spec.ts

@@ -1,32 +0,0 @@
-import { from } from 'rxjs';
-
-import { Candle } from '../domain';
-import { now } from '../shared';
-import { sma } from './sma';
-import { truerange } from './truerange';
-
-describe('truerange', () => {
-  test('should return expected value', done => {
-    let value;
-
-    //12 Dec 2020 00:00
-    from([
-      new Candle(now(), 18127.81, 18149.75, 18100.0, 18136.17),
-      new Candle(now(), 18136.17, 18136.18, 18089.75, 18092.15),
-      new Candle(now(), 18092.15, 18120.03, 18081.0, 18082.39),
-      new Candle(now(), 18082.39, 18087.04, 18041.0, 18065.4),
-      new Candle(now(), 18066.11, 18079.15, 18041.0, 18046.47)
-    ])
-      .pipe(
-        truerange(it => it),
-        sma(4, ([, it]) => it)
-      )
-      .subscribe({
-        next: ([, it]) => (value = it),
-        complete: () => {
-          expect(parseFloat(value.toFixed(2))).toBe(42.41);
-          done();
-        }
-      });
-  });
-});

package/src/indicator/truerange.ts

@@ -1,31 +0,0 @@
-import { map, Observable, share } from 'rxjs';
-
-import { Candle } from '../domain';
-
-export function truerange<T>(fn: (it: T) => Candle) {
-  return function (source: Observable<T>): Observable<[T, number]> {
-    let previous;
-
-    return source.pipe(
-      map(it => {
-        const current = fn(it);
-
-        const value =
-          previous == null
-            ? current.high - current.low
-            : Math.max(
-                Math.max(
-                  current.high - current.low,
-                  Math.abs(current.high - previous.close)
-                ),
-                Math.abs(current.low - previous.close)
-              );
-
-        const tuple: [T, number] = [it, value];
-
-        return tuple;
-      }),
-      share()
-    );
-  };
-}