@quantform/core 0.5.15 → 0.5.23

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (282) hide show
  1. package/dist/adapter/adapter-aggregate.d.ts +5 -4
  2. package/dist/adapter/adapter-aggregate.js +4 -4
  3. package/dist/adapter/adapter-aggregate.js.map +1 -1
  4. package/dist/adapter/adapter.d.ts +4 -15
  5. package/dist/adapter/adapter.js.map +1 -1
  6. package/dist/adapter/backtester/backtester-adapter.d.ts +3 -3
  7. package/dist/adapter/backtester/backtester-adapter.js +4 -4
  8. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  9. package/dist/adapter/backtester/backtester-adapter.spec.js +7 -6
  10. package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -1
  11. package/dist/adapter/backtester/backtester-cursor.d.ts +4 -4
  12. package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
  13. package/dist/adapter/backtester/backtester-cursor.spec.js +19 -17
  14. package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
  15. package/dist/adapter/backtester/backtester-streamer.d.ts +0 -1
  16. package/dist/adapter/backtester/backtester-streamer.js +4 -14
  17. package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
  18. package/dist/adapter/backtester/backtester-streamer.spec.js +12 -11
  19. package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
  20. package/dist/adapter/paper/engine/paper-engine.js +20 -19
  21. package/dist/adapter/paper/engine/paper-engine.js.map +1 -1
  22. package/dist/adapter/paper/engine/paper-engine.spec.js +19 -19
  23. package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -1
  24. package/dist/adapter/paper/paper-adapter.d.ts +4 -3
  25. package/dist/adapter/paper/paper-adapter.js +8 -7
  26. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  27. package/dist/adapter/paper/paper-adapter.spec.js +5 -4
  28. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  29. package/dist/cli/pull.js +5 -10
  30. package/dist/cli/pull.js.map +1 -1
  31. package/dist/domain/asset.d.ts +4 -4
  32. package/dist/domain/asset.js +4 -7
  33. package/dist/domain/asset.js.map +1 -1
  34. package/dist/domain/asset.spec.js +4 -4
  35. package/dist/domain/asset.spec.js.map +1 -1
  36. package/dist/domain/balance.d.ts +9 -9
  37. package/dist/domain/balance.js +16 -15
  38. package/dist/domain/balance.js.map +1 -1
  39. package/dist/domain/balance.spec.js +37 -36
  40. package/dist/domain/balance.spec.js.map +1 -1
  41. package/dist/domain/candle.d.ts +8 -8
  42. package/dist/domain/candle.js +3 -2
  43. package/dist/domain/candle.js.map +1 -1
  44. package/dist/domain/candle.operator.d.ts +3 -2
  45. package/dist/domain/candle.operator.js.map +1 -1
  46. package/dist/domain/candle.operator.spec.js +43 -42
  47. package/dist/domain/candle.operator.spec.js.map +1 -1
  48. package/dist/domain/candle.spec.js +11 -11
  49. package/dist/domain/candle.spec.js.map +1 -1
  50. package/dist/domain/commission.d.ts +10 -9
  51. package/dist/domain/commission.js +5 -5
  52. package/dist/domain/commission.js.map +1 -1
  53. package/dist/domain/commission.spec.js +13 -12
  54. package/dist/domain/commission.spec.js.map +1 -1
  55. package/dist/domain/error.d.ts +2 -1
  56. package/dist/domain/error.js +1 -1
  57. package/dist/domain/error.js.map +1 -1
  58. package/dist/domain/order.d.ts +13 -13
  59. package/dist/domain/order.js +10 -9
  60. package/dist/domain/order.js.map +1 -1
  61. package/dist/domain/order.operator.spec.js +6 -5
  62. package/dist/domain/order.operator.spec.js.map +1 -1
  63. package/dist/domain/order.spec.js +11 -10
  64. package/dist/domain/order.spec.js.map +1 -1
  65. package/dist/domain/orderbook.d.ts +18 -6
  66. package/dist/domain/orderbook.js +5 -4
  67. package/dist/domain/orderbook.js.map +1 -1
  68. package/dist/domain/position.d.ts +7 -7
  69. package/dist/domain/position.js +2 -2
  70. package/dist/domain/position.js.map +1 -1
  71. package/dist/domain/position.operator.d.ts +3 -2
  72. package/dist/domain/position.operator.js +3 -3
  73. package/dist/domain/position.operator.js.map +1 -1
  74. package/dist/domain/position.operator.spec.js +4 -3
  75. package/dist/domain/position.operator.spec.js.map +1 -1
  76. package/dist/domain/position.spec.js +10 -9
  77. package/dist/domain/position.spec.js.map +1 -1
  78. package/dist/domain/session.js +1 -1
  79. package/dist/domain/session.js.map +1 -1
  80. package/dist/domain/session.spec.js +1 -1
  81. package/dist/domain/session.spec.js.map +1 -1
  82. package/dist/domain/trade.d.ts +3 -3
  83. package/dist/indicator/atr.d.ts +2 -1
  84. package/dist/indicator/atr.js +3 -3
  85. package/dist/indicator/atr.js.map +1 -1
  86. package/dist/indicator/cross.d.ts +3 -2
  87. package/dist/indicator/cross.js +13 -13
  88. package/dist/indicator/cross.js.map +1 -1
  89. package/dist/indicator/cross.spec.js +22 -21
  90. package/dist/indicator/cross.spec.js.map +1 -1
  91. package/dist/indicator/donchian.d.ts +3 -2
  92. package/dist/indicator/donchian.js.map +1 -1
  93. package/dist/indicator/drawdown.d.ts +2 -1
  94. package/dist/indicator/drawdown.js +3 -2
  95. package/dist/indicator/drawdown.js.map +1 -1
  96. package/dist/indicator/ema.d.ts +2 -1
  97. package/dist/indicator/ema.js +3 -2
  98. package/dist/indicator/ema.js.map +1 -1
  99. package/dist/indicator/ema.spec.js +3 -2
  100. package/dist/indicator/ema.spec.js.map +1 -1
  101. package/dist/indicator/envelope.d.ts +4 -3
  102. package/dist/indicator/envelope.js +4 -4
  103. package/dist/indicator/envelope.js.map +1 -1
  104. package/dist/indicator/index.d.ts +1 -1
  105. package/dist/indicator/index.js +1 -1
  106. package/dist/indicator/index.js.map +1 -1
  107. package/dist/indicator/macd.d.ts +2 -1
  108. package/dist/indicator/macd.js +1 -1
  109. package/dist/indicator/macd.js.map +1 -1
  110. package/dist/indicator/min-max.d.ts +4 -3
  111. package/dist/indicator/min-max.js +5 -4
  112. package/dist/indicator/min-max.js.map +1 -1
  113. package/dist/indicator/rma.d.ts +2 -1
  114. package/dist/indicator/rma.js +3 -2
  115. package/dist/indicator/rma.js.map +1 -1
  116. package/dist/indicator/sma.d.ts +2 -1
  117. package/dist/indicator/sma.js +4 -6
  118. package/dist/indicator/sma.js.map +1 -1
  119. package/dist/indicator/sma.spec.js +3 -2
  120. package/dist/indicator/sma.spec.js.map +1 -1
  121. package/dist/indicator/swma.d.ts +2 -1
  122. package/dist/indicator/swma.js +5 -1
  123. package/dist/indicator/swma.js.map +1 -1
  124. package/dist/indicator/tma.d.ts +2 -1
  125. package/dist/indicator/tma.js.map +1 -1
  126. package/dist/indicator/tma.spec.js +3 -2
  127. package/dist/indicator/tma.spec.js.map +1 -1
  128. package/dist/indicator/trailing.d.ts +8 -7
  129. package/dist/indicator/trailing.js +12 -11
  130. package/dist/indicator/trailing.js.map +1 -1
  131. package/dist/indicator/trailing.spec.js +15 -14
  132. package/dist/indicator/trailing.spec.js.map +1 -1
  133. package/dist/indicator/true-range.d.ts +4 -0
  134. package/dist/indicator/true-range.js +20 -0
  135. package/dist/indicator/true-range.js.map +1 -0
  136. package/dist/indicator/{truerange.spec.d.ts → true-range.spec.d.ts} +0 -0
  137. package/dist/indicator/true-range.spec.js +28 -0
  138. package/dist/indicator/true-range.spec.js.map +1 -0
  139. package/dist/indicator/window.d.ts +1 -1
  140. package/dist/indicator/window.js +1 -1
  141. package/dist/indicator/window.js.map +1 -1
  142. package/dist/indicator/wma.d.ts +2 -1
  143. package/dist/indicator/wma.js +6 -5
  144. package/dist/indicator/wma.js.map +1 -1
  145. package/dist/indicator/wma.spec.js +3 -2
  146. package/dist/indicator/wma.spec.js.map +1 -1
  147. package/dist/shared/collections.d.ts +16 -0
  148. package/dist/shared/collections.js +83 -1
  149. package/dist/shared/collections.js.map +1 -1
  150. package/dist/shared/collections.spec.d.ts +1 -0
  151. package/dist/shared/collections.spec.js +28 -0
  152. package/dist/shared/collections.spec.js.map +1 -0
  153. package/dist/shared/decimals.d.ts +15 -6
  154. package/dist/shared/decimals.js +21 -34
  155. package/dist/shared/decimals.js.map +1 -1
  156. package/dist/shared/decimals.spec.js +17 -22
  157. package/dist/shared/decimals.spec.js.map +1 -1
  158. package/dist/shared/index.d.ts +1 -0
  159. package/dist/shared/index.js +1 -0
  160. package/dist/shared/index.js.map +1 -1
  161. package/dist/shared/pipe.d.ts +4 -0
  162. package/dist/shared/pipe.js +9 -0
  163. package/dist/shared/pipe.js.map +1 -0
  164. package/dist/storage/feed.d.ts +8 -4
  165. package/dist/storage/feed.js +55 -18
  166. package/dist/storage/feed.js.map +1 -1
  167. package/dist/store/store-balance.event.d.ts +6 -6
  168. package/dist/store/store-balance.event.js +2 -2
  169. package/dist/store/store-balance.event.js.map +1 -1
  170. package/dist/store/store-balance.event.spec.js +4 -4
  171. package/dist/store/store-balance.event.spec.js.map +1 -1
  172. package/dist/store/store-instrument.event.js.map +1 -1
  173. package/dist/store/store-instrument.event.spec.js +1 -1
  174. package/dist/store/store-instrument.event.spec.js.map +1 -1
  175. package/dist/store/store-order.event.d.ts +3 -3
  176. package/dist/store/store-order.event.js.map +1 -1
  177. package/dist/store/store-order.event.spec.js +1 -1
  178. package/dist/store/store-order.event.spec.js.map +1 -1
  179. package/dist/store/store-orderbook.event.d.ts +4 -6
  180. package/dist/store/store-orderbook.event.js +13 -13
  181. package/dist/store/store-orderbook.event.js.map +1 -1
  182. package/dist/store/store-orderbook.event.spec.d.ts +1 -0
  183. package/dist/store/store-orderbook.event.spec.js +28 -0
  184. package/dist/store/store-orderbook.event.spec.js.map +1 -0
  185. package/dist/store/store-position.event.d.ts +4 -4
  186. package/dist/store/store-position.event.js +23 -11
  187. package/dist/store/store-position.event.js.map +1 -1
  188. package/dist/store/store-trade.event.d.ts +4 -4
  189. package/dist/store/store-trade.event.js +2 -2
  190. package/dist/store/store-trade.event.js.map +1 -1
  191. package/dist/store/store-trade.event.spec.js +8 -8
  192. package/dist/store/store-trade.event.spec.js.map +1 -1
  193. package/dist/store/store.spec.js +15 -15
  194. package/dist/store/store.spec.js.map +1 -1
  195. package/dist/tsconfig.tsbuildinfo +1 -1
  196. package/jestconfig.json +1 -0
  197. package/package.json +3 -1
  198. package/src/adapter/adapter-aggregate.ts +16 -7
  199. package/src/adapter/adapter.ts +15 -18
  200. package/src/adapter/backtester/backtester-adapter.spec.ts +18 -9
  201. package/src/adapter/backtester/backtester-adapter.ts +14 -5
  202. package/src/adapter/backtester/backtester-cursor.spec.ts +20 -18
  203. package/src/adapter/backtester/backtester-cursor.ts +5 -5
  204. package/src/adapter/backtester/backtester-streamer.spec.ts +14 -13
  205. package/src/adapter/backtester/backtester-streamer.ts +5 -22
  206. package/src/adapter/paper/engine/paper-engine.spec.ts +30 -23
  207. package/src/adapter/paper/engine/paper-engine.ts +28 -21
  208. package/src/adapter/paper/paper-adapter.spec.ts +15 -6
  209. package/src/adapter/paper/paper-adapter.ts +20 -8
  210. package/src/cli/pull.ts +6 -5
  211. package/src/domain/asset.spec.ts +4 -4
  212. package/src/domain/asset.ts +7 -14
  213. package/src/domain/balance.spec.ts +37 -36
  214. package/src/domain/balance.ts +29 -29
  215. package/src/domain/candle.operator.spec.ts +43 -42
  216. package/src/domain/candle.operator.ts +4 -3
  217. package/src/domain/candle.spec.ts +13 -12
  218. package/src/domain/candle.ts +9 -9
  219. package/src/domain/commission.spec.ts +13 -12
  220. package/src/domain/commission.ts +13 -11
  221. package/src/domain/error.ts +5 -3
  222. package/src/domain/order.operator.spec.ts +6 -5
  223. package/src/domain/order.spec.ts +11 -10
  224. package/src/domain/order.ts +25 -22
  225. package/src/domain/orderbook.ts +14 -8
  226. package/src/domain/position.operator.spec.ts +5 -4
  227. package/src/domain/position.operator.ts +8 -5
  228. package/src/domain/position.spec.ts +10 -9
  229. package/src/domain/position.ts +8 -8
  230. package/src/domain/session.spec.ts +3 -3
  231. package/src/domain/session.ts +1 -3
  232. package/src/domain/trade.ts +3 -3
  233. package/src/indicator/atr.ts +6 -5
  234. package/src/indicator/cross.spec.ts +32 -47
  235. package/src/indicator/cross.ts +18 -10
  236. package/src/indicator/donchian.ts +5 -4
  237. package/src/indicator/drawdown.ts +7 -5
  238. package/src/indicator/ema.spec.ts +4 -3
  239. package/src/indicator/ema.ts +7 -6
  240. package/src/indicator/envelope.ts +11 -6
  241. package/src/indicator/index.ts +1 -1
  242. package/src/indicator/macd.ts +5 -4
  243. package/src/indicator/min-max.ts +10 -7
  244. package/src/indicator/rma.ts +7 -6
  245. package/src/indicator/sma.spec.ts +4 -3
  246. package/src/indicator/sma.ts +9 -8
  247. package/src/indicator/swma.ts +8 -4
  248. package/src/indicator/tma.spec.ts +4 -3
  249. package/src/indicator/tma.ts +4 -3
  250. package/src/indicator/trailing.spec.ts +29 -16
  251. package/src/indicator/trailing.ts +22 -16
  252. package/src/indicator/true-range.spec.ts +32 -0
  253. package/src/indicator/true-range.ts +32 -0
  254. package/src/indicator/window.ts +3 -3
  255. package/src/indicator/wma.spec.ts +4 -3
  256. package/src/indicator/wma.ts +8 -7
  257. package/src/shared/collections.spec.ts +30 -0
  258. package/src/shared/collections.ts +106 -0
  259. package/src/shared/decimals.spec.ts +18 -24
  260. package/src/shared/decimals.ts +22 -55
  261. package/src/shared/index.ts +1 -0
  262. package/src/shared/pipe.ts +12 -0
  263. package/src/storage/feed.ts +89 -34
  264. package/src/store/store-balance.event.spec.ts +5 -5
  265. package/src/store/store-balance.event.ts +6 -6
  266. package/src/store/store-instrument.event.spec.ts +2 -2
  267. package/src/store/store-instrument.event.ts +2 -2
  268. package/src/store/store-order.event.spec.ts +2 -2
  269. package/src/store/store-order.event.ts +2 -2
  270. package/src/store/store-orderbook.event.spec.ts +37 -0
  271. package/src/store/store-orderbook.event.ts +13 -13
  272. package/src/store/store-position.event.ts +27 -15
  273. package/src/store/store-trade.event.spec.ts +9 -9
  274. package/src/store/store-trade.event.ts +5 -5
  275. package/src/store/store.spec.ts +16 -16
  276. package/dist/indicator/truerange.d.ts +0 -3
  277. package/dist/indicator/truerange.js +0 -19
  278. package/dist/indicator/truerange.js.map +0 -1
  279. package/dist/indicator/truerange.spec.js +0 -28
  280. package/dist/indicator/truerange.spec.js.map +0 -1
  281. package/src/indicator/truerange.spec.ts +0 -32
  282. package/src/indicator/truerange.ts +0 -31
@@ -1,27 +1,28 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
+ const shared_1 = require("../shared");
4
5
  const cross_1 = require("./cross");
5
- describe('crossunder', () => {
6
- test('should crossunder uptrend once', done => {
6
+ describe('crossUnder', () => {
7
+ test('should crossUnder uptrend once', done => {
7
8
  (0, rxjs_1.from)([1, 2, 3, 4, 5])
8
- .pipe((0, cross_1.crossunder)(() => 3, it => it))
9
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
9
10
  .subscribe({
10
- next: it => expect(it).toBe(4),
11
+ next: it => expect(it).toEqual((0, shared_1.d)(4)),
11
12
  complete: done()
12
13
  });
13
14
  });
14
- test('should crossunder uptrend twice', done => {
15
+ test('should crossUnder uptrend twice', done => {
15
16
  let crosses = 0;
16
17
  (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 2, 3, 3, 3, 4, 5])
17
- .pipe((0, cross_1.crossunder)(() => 3, it => it))
18
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
18
19
  .subscribe({
19
20
  next: it => {
20
- expect(it).toBe(4);
21
+ expect(it).toEqual((0, shared_1.d)(4));
21
22
  crosses++;
22
23
  },
23
24
  complete: () => {
24
- expect(crosses).toBe(2);
25
+ expect(crosses).toEqual(2);
25
26
  done();
26
27
  }
27
28
  });
@@ -29,21 +30,21 @@ describe('crossunder', () => {
29
30
  test('should not cross bounce', done => {
30
31
  let crosses = 0;
31
32
  (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 3, 3, 4, 5])
32
- .pipe((0, cross_1.crossunder)(() => 3, it => it))
33
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
33
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  .subscribe({
34
35
  next: it => {
35
- expect(it).toBe(4);
36
+ expect(it).toEqual((0, shared_1.d)(4));
36
37
  crosses++;
37
38
  },
38
39
  complete: () => {
39
- expect(crosses).toBe(1);
40
+ expect(crosses).toEqual(1);
40
41
  done();
41
42
  }
42
43
  });
43
44
  });
44
45
  test('should not cross downtrend', done => {
45
46
  (0, rxjs_1.from)([5, 4, 3, 2, 1])
46
- .pipe((0, cross_1.crossunder)(() => 3, it => it))
47
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
47
48
  .subscribe({
48
49
  next: () => fail(),
49
50
  complete: done()
@@ -53,23 +54,23 @@ describe('crossunder', () => {
53
54
  describe('crossover', () => {
54
55
  test('should crossover downtrend once', done => {
55
56
  (0, rxjs_1.from)([5, 4, 3, 2, 1])
56
- .pipe((0, cross_1.crossover)(() => 3, it => it))
57
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
57
58
  .subscribe({
58
- next: it => expect(it).toBe(2),
59
+ next: it => expect(it).toEqual((0, shared_1.d)(2)),
59
60
  complete: done()
60
61
  });
61
62
  });
62
63
  test('should crossover downtrend twice', done => {
63
64
  let crosses = 0;
64
65
  (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 2, 3, 4, 4, 2, 3])
65
- .pipe((0, cross_1.crossover)(() => 3, it => it))
66
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
66
67
  .subscribe({
67
68
  next: it => {
68
- expect(it).toBe(2);
69
+ expect(it).toEqual((0, shared_1.d)(2));
69
70
  crosses++;
70
71
  },
71
72
  complete: () => {
72
- expect(crosses).toBe(2);
73
+ expect(crosses).toEqual(2);
73
74
  done();
74
75
  }
75
76
  });
@@ -77,21 +78,21 @@ describe('crossover', () => {
77
78
  test('should not cross bounce', done => {
78
79
  let crosses = 0;
79
80
  (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 3, 3, 4, 5])
80
- .pipe((0, cross_1.crossover)(() => 3, it => it))
81
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
81
82
  .subscribe({
82
83
  next: it => {
83
- expect(it).toBe(2);
84
+ expect(it).toEqual((0, shared_1.d)(2));
84
85
  crosses++;
85
86
  },
86
87
  complete: () => {
87
- expect(crosses).toBe(1);
88
+ expect(crosses).toEqual(1);
88
89
  done();
89
90
  }
90
91
  });
91
92
  });
92
93
  test('should not cross uptrend', done => {
93
94
  (0, rxjs_1.from)([1, 2, 3, 4, 5])
94
- .pipe((0, cross_1.crossover)(() => 3, it => it))
95
+ .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
95
96
  .subscribe({
96
97
  next: () => fail(),
97
98
  complete: done()
@@ -1 +1 @@
1
- {"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,mCAAgD;AAEhD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAAiC;AAEjC,sCAA8B;AAC9B,mCAAgD;AAEhD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC;YACpC,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC;YACpC,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,9 +1,10 @@
1
1
  import { Observable } from 'rxjs';
2
2
  import { Candle } from '../domain';
3
+ import { decimal } from '../shared';
3
4
  export declare function donchian<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[
4
5
  T,
5
6
  {
6
- upper: number;
7
- lower: number;
7
+ upper: decimal;
8
+ lower: decimal;
8
9
  }
9
10
  ]>;
@@ -1 +1 @@
1
- {"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAG9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
1
+ {"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAI9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
@@ -1,2 +1,3 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function drawdown<T>(fn: (it: T) => number): (source: Observable<T>) => Observable<number>;
2
+ import { decimal } from '../shared';
3
+ export declare function drawdown<T>(fn: (it: T) => decimal): (source: Observable<T>) => Observable<decimal>;
@@ -2,10 +2,11 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.drawdown = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
+ const shared_1 = require("../shared");
5
6
  function drawdown(fn) {
6
7
  return function (source) {
7
8
  let rate;
8
- let max = 0;
9
+ let max = shared_1.d.Zero;
9
10
  return source.pipe((0, rxjs_1.map)(it => {
10
11
  const value = fn(it);
11
12
  if (!rate) {
@@ -16,7 +17,7 @@ function drawdown(fn) {
16
17
  rate = value;
17
18
  }
18
19
  else if (value < rate) {
19
- max = Math.min(max, value / rate - 1);
20
+ max = shared_1.decimal.min(max, value.div(rate).minus(1));
20
21
  }
21
22
  }
22
23
  return max;
@@ -1 +1 @@
1
- {"version":3,"file":"drawdown.js","sourceRoot":"","sources":["../../src/indicator/drawdown.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,SAAgB,QAAQ,CAAI,EAAqB;IAC/C,OAAO,UAAU,MAAqB;QACpC,IAAI,IAAI,CAAC;QACT,IAAI,GAAG,GAAG,CAAC,CAAC;QAEZ,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAErB,IAAI,CAAC,IAAI,EAAE;gBACT,IAAI,GAAG,KAAK,CAAC;aACd;iBAAM;gBACL,IAAI,KAAK,GAAG,IAAI,EAAE;oBAChB,IAAI,GAAG,KAAK,CAAC;iBACd;qBAAM,IAAI,KAAK,GAAG,IAAI,EAAE;oBACvB,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,KAAK,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC;iBACvC;aACF;YAED,OAAO,GAAG,CAAC;QACb,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAxBD,4BAwBC"}
1
+ {"version":3,"file":"drawdown.js","sourceRoot":"","sources":["../../src/indicator/drawdown.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAuC;AAEvC,SAAgB,QAAQ,CAAI,EAAsB;IAChD,OAAO,UAAU,MAAqB;QACpC,IAAI,IAAa,CAAC;QAClB,IAAI,GAAG,GAAG,UAAC,CAAC,IAAI,CAAC;QAEjB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAErB,IAAI,CAAC,IAAI,EAAE;gBACT,IAAI,GAAG,KAAK,CAAC;aACd;iBAAM;gBACL,IAAI,KAAK,GAAG,IAAI,EAAE;oBAChB,IAAI,GAAG,KAAK,CAAC;iBACd;qBAAM,IAAI,KAAK,GAAG,IAAI,EAAE;oBACvB,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;iBAClD;aACF;YAED,OAAO,GAAG,CAAC;QACb,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAxBD,4BAwBC"}
@@ -1,2 +1,3 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function ema<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
2
+ import { decimal } from '../shared';
3
+ export declare function ema<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
@@ -2,17 +2,18 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.ema = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
+ const shared_1 = require("../shared");
5
6
  const sma_1 = require("./sma");
6
7
  function ema(length, fn) {
7
8
  return function (source) {
8
- const alpha = 2.0 / (length + 1);
9
+ const alpha = (0, shared_1.d)(2.0).div((0, shared_1.d)(length + 1));
9
10
  let value = null;
10
11
  return source.pipe((0, sma_1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
11
12
  if (!value) {
12
13
  value = sma;
13
14
  }
14
15
  else {
15
- value = alpha * fn(it) + (1.0 - alpha) * value;
16
+ value = alpha.mul(fn(it)).plus((0, shared_1.d)(1.0).minus(alpha).mul(value));
16
17
  }
17
18
  const tuple = [it, value];
18
19
  return tuple;
@@ -1 +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"}
1
+ {"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"}
@@ -1,6 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
+ const shared_1 = require("../shared");
4
5
  const ema_1 = require("./ema");
5
6
  describe('ema', () => {
6
7
  test('should return expected value', done => {
@@ -10,11 +11,11 @@ describe('ema', () => {
10
11
  214.22, 213.43, 214.21, 213.66, 215.03, 216.89, 216.66, 216.32, 214.98, 214.96,
11
12
  215.05, 215.19
12
13
  ])
13
- .pipe((0, ema_1.ema)(20, it => it))
14
+ .pipe((0, ema_1.ema)(20, it => (0, shared_1.d)(it)))
14
15
  .subscribe({
15
16
  next: ([, it]) => (value = it),
16
17
  complete: () => {
17
- expect(parseFloat(value.toFixed(4))).toBe(214.6336);
18
+ expect(value.toDecimalPlaces(4)).toEqual((0, shared_1.d)(214.6336));
18
19
  done();
19
20
  }
20
21
  });
@@ -1 +1 @@
1
- {"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,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"}
1
+ {"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"}
@@ -1,5 +1,6 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function envelope<T>(length: number, percent: number, valueFn: (it: T) => number): (source: Observable<T>) => Observable<{
3
- min: number;
4
- max: number;
2
+ import { decimal } from '../shared';
3
+ export declare function envelope<T>(length: number, percent: number, valueFn: (it: T) => decimal): (source: Observable<T>) => Observable<{
4
+ min: decimal;
5
+ max: decimal;
5
6
  }>;
@@ -5,11 +5,11 @@ const rxjs_1 = require("rxjs");
5
5
  const sma_1 = require("./sma");
6
6
  function envelope(length, percent, valueFn) {
7
7
  return function (source) {
8
- return source.pipe((0, sma_1.sma)(length, valueFn), (0, rxjs_1.map)(([it, sma]) => {
9
- const offset = (sma * percent) / 100;
8
+ return source.pipe((0, sma_1.sma)(length, valueFn), (0, rxjs_1.map)(([, sma]) => {
9
+ const offset = sma.mul(percent).div(100);
10
10
  return {
11
- min: sma - offset,
12
- max: sma + offset
11
+ min: sma.minus(offset),
12
+ max: sma.add(offset)
13
13
  };
14
14
  }), (0, rxjs_1.share)());
15
15
  };
@@ -1 +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"}
1
+ {"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"}
@@ -12,6 +12,6 @@ export * from './sma';
12
12
  export * from './swma';
13
13
  export * from './tma';
14
14
  export * from './trailing';
15
- export * from './truerange';
15
+ export * from './true-range';
16
16
  export * from './window';
17
17
  export * from './wma';
@@ -28,7 +28,7 @@ __exportStar(require("./sma"), exports);
28
28
  __exportStar(require("./swma"), exports);
29
29
  __exportStar(require("./tma"), exports);
30
30
  __exportStar(require("./trailing"), exports);
31
- __exportStar(require("./truerange"), exports);
31
+ __exportStar(require("./true-range"), exports);
32
32
  __exportStar(require("./window"), exports);
33
33
  __exportStar(require("./wma"), exports);
34
34
  //# sourceMappingURL=index.js.map
@@ -1 +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"}
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,+CAA6B;AAC7B,2CAAyB;AACzB,wCAAsB"}
@@ -1,2 +1,3 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function macd<T>(fast: number, slow: number, length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<number>;
2
+ import { decimal } from '../shared';
3
+ export declare function macd<T>(fast: number, slow: number, length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<decimal>;
@@ -6,7 +6,7 @@ const ema_1 = require("./ema");
6
6
  function macd(fast, slow, length, fn) {
7
7
  return function (source) {
8
8
  source = source.pipe((0, rxjs_1.share)());
9
- 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)());
9
+ 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)());
10
10
  };
11
11
  }
12
12
  exports.macd = macd;
@@ -1 +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"}
1
+ {"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"}
@@ -1,5 +1,6 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function minMax<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, {
3
- min: number;
4
- max: number;
2
+ import { decimal } from '../shared';
3
+ export declare function minMax<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, {
4
+ min: decimal;
5
+ max: decimal;
5
6
  }]>;
@@ -2,15 +2,16 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.minMax = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
+ const shared_1 = require("../shared");
5
6
  const window_1 = require("./window");
6
7
  function minMax(length, fn) {
7
8
  return function (source) {
8
9
  return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
9
- let min = 0;
10
- let max = 0;
10
+ let min = shared_1.d.Zero;
11
+ let max = shared_1.d.Zero;
11
12
  buffer.forEach(it => {
12
- min = Math.min(it, min);
13
- max = Math.max(it, max);
13
+ min = shared_1.decimal.min(it, min);
14
+ max = shared_1.decimal.max(it, max);
14
15
  });
15
16
  const tuple = [it, { min, max }];
16
17
  return tuple;
@@ -1 +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"}
1
+ {"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"}
@@ -1,2 +1,3 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function rma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
2
+ import { decimal } from '../shared';
3
+ export declare function rma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
@@ -2,17 +2,18 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.rma = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
+ const shared_1 = require("../shared");
5
6
  const _1 = require(".");
6
7
  function rma(length, fn) {
7
8
  return function (source) {
8
- const alpha = 1.0 / length;
9
+ const alpha = (0, shared_1.d)(1.0).div(length);
9
10
  let value = null;
10
11
  return source.pipe((0, _1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
11
12
  if (!value) {
12
13
  value = sma;
13
14
  }
14
15
  else {
15
- value = alpha * fn(it) + (1.0 - alpha) * value;
16
+ value = alpha.mul(fn(it)).plus((0, shared_1.d)(1.0).minus(alpha).mul(value));
16
17
  }
17
18
  const tuple = [it, value];
18
19
  return tuple;
@@ -1 +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"}
1
+ {"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"}
@@ -1,2 +1,3 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function sma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
2
+ import { decimal } from '../shared';
3
+ export declare function sma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
@@ -2,15 +2,13 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.sma = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
+ const shared_1 = require("../shared");
5
6
  const window_1 = require("./window");
6
7
  function sma(length, fn) {
7
8
  return function (source) {
8
- let accumulated = 0;
9
- return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.tap)(([, , added, removed]) => {
10
- accumulated += added;
11
- accumulated -= removed;
12
- }), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
13
- const tuple = [it, accumulated / buffer.size];
9
+ let accumulated = shared_1.d.Zero;
10
+ 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]) => {
11
+ const tuple = [it, accumulated.div(buffer.size)];
14
12
  return tuple;
15
13
  }), (0, rxjs_1.share)());
16
14
  };
@@ -1 +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"}
1
+ {"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"}
@@ -1,16 +1,17 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
+ const shared_1 = require("../shared");
4
5
  const sma_1 = require("./sma");
5
6
  describe('sma', () => {
6
7
  test('should return expected value', done => {
7
8
  let value;
8
9
  (0, rxjs_1.from)([18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
9
- .pipe((0, sma_1.sma)(5, it => it))
10
+ .pipe((0, sma_1.sma)(5, it => (0, shared_1.d)(it)))
10
11
  .subscribe({
11
12
  next: ([, it]) => (value = it),
12
13
  complete: () => {
13
- expect(parseFloat(value.toFixed(2))).toBe(18084.52);
14
+ expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(18084.52));
14
15
  done();
15
16
  }
16
17
  });
@@ -1 +1 @@
1
- {"version":3,"file":"sma.spec.js","sourceRoot":"","sources":["../../src/indicator/sma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,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"}
1
+ {"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"}
@@ -1,2 +1,3 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function swma<T>(fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
2
+ import { decimal } from '../shared';
3
+ export declare function swma<T>(fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
@@ -2,6 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.swma = void 0;
4
4
  const rxjs_1 = require("rxjs");
5
+ const shared_1 = require("../shared");
5
6
  const window_1 = require("./window");
6
7
  function swma(fn) {
7
8
  return function (source) {
@@ -10,7 +11,10 @@ function swma(fn) {
10
11
  const x2 = buffer.at(buffer.capacity - (2 + 1));
11
12
  const x1 = buffer.at(buffer.capacity - (1 + 1));
12
13
  const x0 = buffer.at(buffer.capacity - (0 + 1));
13
- const value = (x3 * 1) / 6 + (x2 * 2) / 6 + (x1 * 2) / 6 + (x0 * 1) / 6;
14
+ const value = shared_1.d.Zero.plus(x3.mul(1).div(6))
15
+ .plus(x2.mul(2).div(6))
16
+ .plus(x1.mul(2).div(6))
17
+ .plus(x0.mul(1).div(6));
14
18
  const tuple = [it, value];
15
19
  return tuple;
16
20
  }), (0, rxjs_1.share)());
@@ -1 +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"}
1
+ {"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"}
@@ -1,2 +1,3 @@
1
1
  import { Observable } from 'rxjs';
2
- export declare function tma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
2
+ import { decimal } from '../shared';
3
+ export declare function tma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
@@ -1 +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"}
1
+ {"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"}
@@ -1,16 +1,17 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
+ const shared_1 = require("../shared");
4
5
  const tma_1 = require("./tma");
5
6
  describe('tma', () => {
6
7
  test('should return expected value', done => {
7
8
  let value;
8
9
  (0, rxjs_1.from)([18086.36, 18116.15, 18127.81, 18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
9
- .pipe((0, tma_1.tma)(4, it => it))
10
+ .pipe((0, tma_1.tma)(4, it => (0, shared_1.d)(it)))
10
11
  .subscribe({
11
12
  next: ([, it]) => (value = it),
12
13
  complete: () => {
13
- expect(parseFloat(value.toFixed(2))).toBe(18090.98);
14
+ expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(18090.98));
14
15
  done();
15
16
  }
16
17
  });
@@ -1 +1 @@
1
- {"version":3,"file":"tma.spec.js","sourceRoot":"","sources":["../../src/indicator/tma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,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"}
1
+ {"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"}
@@ -1,13 +1,14 @@
1
1
  import { Observable } from 'rxjs';
2
+ import { decimal } from '../shared';
2
3
  export declare class Trailing {
3
- readonly trigger: number;
4
- readonly buffer: number;
4
+ readonly trigger: decimal;
5
+ readonly buffer: decimal;
5
6
  private triggered;
6
7
  private max;
7
8
  private min;
8
- constructor(trigger: number, buffer: number);
9
- up(value: number): boolean;
10
- down(value: number): boolean;
9
+ constructor(trigger: decimal, buffer: decimal);
10
+ up(value: decimal): boolean;
11
+ down(value: decimal): boolean;
11
12
  }
12
- export declare function trailingup<T>(trigger: number, buffer: number, value: (it: T) => number): (source: Observable<T>) => Observable<T>;
13
- export declare function trailingdown<T>(trigger: number, buffer: number, value: (it: T) => number): (source: Observable<T>) => Observable<T>;
13
+ export declare function trailingUp<T>(trigger: decimal, buffer: decimal, value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
14
+ export declare function trailingDown<T>(trigger: decimal, buffer: decimal, value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;