@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.
- package/dist/adapter/adapter-aggregate.d.ts +5 -4
- package/dist/adapter/adapter-aggregate.js +4 -4
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +4 -15
- package/dist/adapter/adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +3 -3
- package/dist/adapter/backtester/backtester-adapter.js +4 -4
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.spec.js +7 -6
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.d.ts +4 -4
- package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +19 -17
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +0 -1
- package/dist/adapter/backtester/backtester-streamer.js +4 -14
- package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +12 -11
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/adapter/paper/engine/paper-engine.js +20 -19
- package/dist/adapter/paper/engine/paper-engine.js.map +1 -1
- package/dist/adapter/paper/engine/paper-engine.spec.js +19 -19
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +4 -3
- package/dist/adapter/paper/paper-adapter.js +8 -7
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +5 -4
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/cli/pull.js +5 -10
- package/dist/cli/pull.js.map +1 -1
- package/dist/domain/asset.d.ts +4 -4
- package/dist/domain/asset.js +4 -7
- package/dist/domain/asset.js.map +1 -1
- package/dist/domain/asset.spec.js +4 -4
- package/dist/domain/asset.spec.js.map +1 -1
- package/dist/domain/balance.d.ts +9 -9
- package/dist/domain/balance.js +16 -15
- package/dist/domain/balance.js.map +1 -1
- package/dist/domain/balance.spec.js +37 -36
- package/dist/domain/balance.spec.js.map +1 -1
- package/dist/domain/candle.d.ts +8 -8
- package/dist/domain/candle.js +3 -2
- package/dist/domain/candle.js.map +1 -1
- package/dist/domain/candle.operator.d.ts +3 -2
- package/dist/domain/candle.operator.js.map +1 -1
- package/dist/domain/candle.operator.spec.js +43 -42
- package/dist/domain/candle.operator.spec.js.map +1 -1
- package/dist/domain/candle.spec.js +11 -11
- package/dist/domain/candle.spec.js.map +1 -1
- package/dist/domain/commission.d.ts +10 -9
- package/dist/domain/commission.js +5 -5
- package/dist/domain/commission.js.map +1 -1
- package/dist/domain/commission.spec.js +13 -12
- package/dist/domain/commission.spec.js.map +1 -1
- package/dist/domain/error.d.ts +2 -1
- package/dist/domain/error.js +1 -1
- package/dist/domain/error.js.map +1 -1
- package/dist/domain/order.d.ts +13 -13
- package/dist/domain/order.js +10 -9
- package/dist/domain/order.js.map +1 -1
- package/dist/domain/order.operator.spec.js +6 -5
- package/dist/domain/order.operator.spec.js.map +1 -1
- package/dist/domain/order.spec.js +11 -10
- package/dist/domain/order.spec.js.map +1 -1
- package/dist/domain/orderbook.d.ts +18 -6
- package/dist/domain/orderbook.js +5 -4
- package/dist/domain/orderbook.js.map +1 -1
- package/dist/domain/position.d.ts +7 -7
- package/dist/domain/position.js +2 -2
- package/dist/domain/position.js.map +1 -1
- package/dist/domain/position.operator.d.ts +3 -2
- package/dist/domain/position.operator.js +3 -3
- package/dist/domain/position.operator.js.map +1 -1
- package/dist/domain/position.operator.spec.js +4 -3
- package/dist/domain/position.operator.spec.js.map +1 -1
- package/dist/domain/position.spec.js +10 -9
- package/dist/domain/position.spec.js.map +1 -1
- package/dist/domain/session.js +1 -1
- package/dist/domain/session.js.map +1 -1
- package/dist/domain/session.spec.js +1 -1
- package/dist/domain/session.spec.js.map +1 -1
- package/dist/domain/trade.d.ts +3 -3
- package/dist/indicator/atr.d.ts +2 -1
- package/dist/indicator/atr.js +3 -3
- package/dist/indicator/atr.js.map +1 -1
- package/dist/indicator/cross.d.ts +3 -2
- package/dist/indicator/cross.js +13 -13
- package/dist/indicator/cross.js.map +1 -1
- package/dist/indicator/cross.spec.js +22 -21
- package/dist/indicator/cross.spec.js.map +1 -1
- package/dist/indicator/donchian.d.ts +3 -2
- package/dist/indicator/donchian.js.map +1 -1
- package/dist/indicator/drawdown.d.ts +2 -1
- package/dist/indicator/drawdown.js +3 -2
- package/dist/indicator/drawdown.js.map +1 -1
- package/dist/indicator/ema.d.ts +2 -1
- package/dist/indicator/ema.js +3 -2
- package/dist/indicator/ema.js.map +1 -1
- package/dist/indicator/ema.spec.js +3 -2
- package/dist/indicator/ema.spec.js.map +1 -1
- package/dist/indicator/envelope.d.ts +4 -3
- package/dist/indicator/envelope.js +4 -4
- package/dist/indicator/envelope.js.map +1 -1
- package/dist/indicator/index.d.ts +1 -1
- package/dist/indicator/index.js +1 -1
- package/dist/indicator/index.js.map +1 -1
- package/dist/indicator/macd.d.ts +2 -1
- package/dist/indicator/macd.js +1 -1
- package/dist/indicator/macd.js.map +1 -1
- package/dist/indicator/min-max.d.ts +4 -3
- package/dist/indicator/min-max.js +5 -4
- package/dist/indicator/min-max.js.map +1 -1
- package/dist/indicator/rma.d.ts +2 -1
- package/dist/indicator/rma.js +3 -2
- package/dist/indicator/rma.js.map +1 -1
- package/dist/indicator/sma.d.ts +2 -1
- package/dist/indicator/sma.js +4 -6
- package/dist/indicator/sma.js.map +1 -1
- package/dist/indicator/sma.spec.js +3 -2
- package/dist/indicator/sma.spec.js.map +1 -1
- package/dist/indicator/swma.d.ts +2 -1
- package/dist/indicator/swma.js +5 -1
- package/dist/indicator/swma.js.map +1 -1
- package/dist/indicator/tma.d.ts +2 -1
- package/dist/indicator/tma.js.map +1 -1
- package/dist/indicator/tma.spec.js +3 -2
- package/dist/indicator/tma.spec.js.map +1 -1
- package/dist/indicator/trailing.d.ts +8 -7
- package/dist/indicator/trailing.js +12 -11
- package/dist/indicator/trailing.js.map +1 -1
- package/dist/indicator/trailing.spec.js +15 -14
- package/dist/indicator/trailing.spec.js.map +1 -1
- package/dist/indicator/true-range.d.ts +4 -0
- package/dist/indicator/true-range.js +20 -0
- package/dist/indicator/true-range.js.map +1 -0
- package/dist/indicator/{truerange.spec.d.ts → true-range.spec.d.ts} +0 -0
- package/dist/indicator/true-range.spec.js +28 -0
- package/dist/indicator/true-range.spec.js.map +1 -0
- package/dist/indicator/window.d.ts +1 -1
- package/dist/indicator/window.js +1 -1
- package/dist/indicator/window.js.map +1 -1
- package/dist/indicator/wma.d.ts +2 -1
- package/dist/indicator/wma.js +6 -5
- package/dist/indicator/wma.js.map +1 -1
- package/dist/indicator/wma.spec.js +3 -2
- package/dist/indicator/wma.spec.js.map +1 -1
- package/dist/shared/collections.d.ts +16 -0
- package/dist/shared/collections.js +83 -1
- package/dist/shared/collections.js.map +1 -1
- package/dist/shared/collections.spec.d.ts +1 -0
- package/dist/shared/collections.spec.js +28 -0
- package/dist/shared/collections.spec.js.map +1 -0
- package/dist/shared/decimals.d.ts +15 -6
- package/dist/shared/decimals.js +21 -34
- package/dist/shared/decimals.js.map +1 -1
- package/dist/shared/decimals.spec.js +17 -22
- package/dist/shared/decimals.spec.js.map +1 -1
- package/dist/shared/index.d.ts +1 -0
- package/dist/shared/index.js +1 -0
- package/dist/shared/index.js.map +1 -1
- package/dist/shared/pipe.d.ts +4 -0
- package/dist/shared/pipe.js +9 -0
- package/dist/shared/pipe.js.map +1 -0
- package/dist/storage/feed.d.ts +8 -4
- package/dist/storage/feed.js +55 -18
- package/dist/storage/feed.js.map +1 -1
- package/dist/store/store-balance.event.d.ts +6 -6
- package/dist/store/store-balance.event.js +2 -2
- package/dist/store/store-balance.event.js.map +1 -1
- package/dist/store/store-balance.event.spec.js +4 -4
- package/dist/store/store-balance.event.spec.js.map +1 -1
- package/dist/store/store-instrument.event.js.map +1 -1
- package/dist/store/store-instrument.event.spec.js +1 -1
- package/dist/store/store-instrument.event.spec.js.map +1 -1
- package/dist/store/store-order.event.d.ts +3 -3
- package/dist/store/store-order.event.js.map +1 -1
- package/dist/store/store-order.event.spec.js +1 -1
- package/dist/store/store-order.event.spec.js.map +1 -1
- package/dist/store/store-orderbook.event.d.ts +4 -6
- package/dist/store/store-orderbook.event.js +13 -13
- package/dist/store/store-orderbook.event.js.map +1 -1
- package/dist/store/store-orderbook.event.spec.d.ts +1 -0
- package/dist/store/store-orderbook.event.spec.js +28 -0
- package/dist/store/store-orderbook.event.spec.js.map +1 -0
- package/dist/store/store-position.event.d.ts +4 -4
- package/dist/store/store-position.event.js +23 -11
- package/dist/store/store-position.event.js.map +1 -1
- package/dist/store/store-trade.event.d.ts +4 -4
- package/dist/store/store-trade.event.js +2 -2
- package/dist/store/store-trade.event.js.map +1 -1
- package/dist/store/store-trade.event.spec.js +8 -8
- package/dist/store/store-trade.event.spec.js.map +1 -1
- package/dist/store/store.spec.js +15 -15
- package/dist/store/store.spec.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/jestconfig.json +1 -0
- package/package.json +3 -1
- package/src/adapter/adapter-aggregate.ts +16 -7
- package/src/adapter/adapter.ts +15 -18
- package/src/adapter/backtester/backtester-adapter.spec.ts +18 -9
- package/src/adapter/backtester/backtester-adapter.ts +14 -5
- package/src/adapter/backtester/backtester-cursor.spec.ts +20 -18
- package/src/adapter/backtester/backtester-cursor.ts +5 -5
- package/src/adapter/backtester/backtester-streamer.spec.ts +14 -13
- package/src/adapter/backtester/backtester-streamer.ts +5 -22
- package/src/adapter/paper/engine/paper-engine.spec.ts +30 -23
- package/src/adapter/paper/engine/paper-engine.ts +28 -21
- package/src/adapter/paper/paper-adapter.spec.ts +15 -6
- package/src/adapter/paper/paper-adapter.ts +20 -8
- package/src/cli/pull.ts +6 -5
- package/src/domain/asset.spec.ts +4 -4
- package/src/domain/asset.ts +7 -14
- package/src/domain/balance.spec.ts +37 -36
- package/src/domain/balance.ts +29 -29
- package/src/domain/candle.operator.spec.ts +43 -42
- package/src/domain/candle.operator.ts +4 -3
- package/src/domain/candle.spec.ts +13 -12
- package/src/domain/candle.ts +9 -9
- package/src/domain/commission.spec.ts +13 -12
- package/src/domain/commission.ts +13 -11
- package/src/domain/error.ts +5 -3
- package/src/domain/order.operator.spec.ts +6 -5
- package/src/domain/order.spec.ts +11 -10
- package/src/domain/order.ts +25 -22
- package/src/domain/orderbook.ts +14 -8
- package/src/domain/position.operator.spec.ts +5 -4
- package/src/domain/position.operator.ts +8 -5
- package/src/domain/position.spec.ts +10 -9
- package/src/domain/position.ts +8 -8
- package/src/domain/session.spec.ts +3 -3
- package/src/domain/session.ts +1 -3
- package/src/domain/trade.ts +3 -3
- package/src/indicator/atr.ts +6 -5
- package/src/indicator/cross.spec.ts +32 -47
- package/src/indicator/cross.ts +18 -10
- package/src/indicator/donchian.ts +5 -4
- package/src/indicator/drawdown.ts +7 -5
- package/src/indicator/ema.spec.ts +4 -3
- package/src/indicator/ema.ts +7 -6
- package/src/indicator/envelope.ts +11 -6
- package/src/indicator/index.ts +1 -1
- package/src/indicator/macd.ts +5 -4
- package/src/indicator/min-max.ts +10 -7
- package/src/indicator/rma.ts +7 -6
- package/src/indicator/sma.spec.ts +4 -3
- package/src/indicator/sma.ts +9 -8
- package/src/indicator/swma.ts +8 -4
- package/src/indicator/tma.spec.ts +4 -3
- package/src/indicator/tma.ts +4 -3
- package/src/indicator/trailing.spec.ts +29 -16
- package/src/indicator/trailing.ts +22 -16
- package/src/indicator/true-range.spec.ts +32 -0
- package/src/indicator/true-range.ts +32 -0
- package/src/indicator/window.ts +3 -3
- package/src/indicator/wma.spec.ts +4 -3
- package/src/indicator/wma.ts +8 -7
- package/src/shared/collections.spec.ts +30 -0
- package/src/shared/collections.ts +106 -0
- package/src/shared/decimals.spec.ts +18 -24
- package/src/shared/decimals.ts +22 -55
- package/src/shared/index.ts +1 -0
- package/src/shared/pipe.ts +12 -0
- package/src/storage/feed.ts +89 -34
- package/src/store/store-balance.event.spec.ts +5 -5
- package/src/store/store-balance.event.ts +6 -6
- package/src/store/store-instrument.event.spec.ts +2 -2
- package/src/store/store-instrument.event.ts +2 -2
- package/src/store/store-order.event.spec.ts +2 -2
- package/src/store/store-order.event.ts +2 -2
- package/src/store/store-orderbook.event.spec.ts +37 -0
- package/src/store/store-orderbook.event.ts +13 -13
- package/src/store/store-position.event.ts +27 -15
- package/src/store/store-trade.event.spec.ts +9 -9
- package/src/store/store-trade.event.ts +5 -5
- package/src/store/store.spec.ts +16 -16
- package/dist/indicator/truerange.d.ts +0 -3
- package/dist/indicator/truerange.js +0 -19
- package/dist/indicator/truerange.js.map +0 -1
- package/dist/indicator/truerange.spec.js +0 -28
- package/dist/indicator/truerange.spec.js.map +0 -1
- package/src/indicator/truerange.spec.ts +0 -32
- package/src/indicator/truerange.ts +0 -31
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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,
|
|
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).
|
|
84
|
+
expect(it).toEqual((0, shared_1.d)(2));
|
|
84
85
|
crosses++;
|
|
85
86
|
},
|
|
86
87
|
complete: () => {
|
|
87
|
-
expect(crosses).
|
|
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,
|
|
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,+
|
|
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:
|
|
7
|
-
lower:
|
|
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;
|
|
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
|
-
|
|
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 =
|
|
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 =
|
|
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,
|
|
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"}
|
package/dist/indicator/ema.d.ts
CHANGED
|
@@ -1,2 +1,3 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
-
|
|
2
|
+
import { decimal } from '../shared';
|
|
3
|
+
export declare function ema<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
|
package/dist/indicator/ema.js
CHANGED
|
@@ -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
|
|
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
|
|
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,
|
|
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(
|
|
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,
|
|
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
|
-
|
|
3
|
-
|
|
4
|
-
|
|
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)(([
|
|
9
|
-
const offset = (
|
|
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
|
|
12
|
-
max: sma
|
|
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;
|
|
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"}
|
package/dist/indicator/index.js
CHANGED
|
@@ -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("./
|
|
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
|
|
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"}
|
package/dist/indicator/macd.d.ts
CHANGED
|
@@ -1,2 +1,3 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
-
|
|
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>;
|
package/dist/indicator/macd.js
CHANGED
|
@@ -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]
|
|
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;
|
|
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
|
-
|
|
3
|
-
|
|
4
|
-
|
|
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 =
|
|
10
|
-
let max =
|
|
10
|
+
let min = shared_1.d.Zero;
|
|
11
|
+
let max = shared_1.d.Zero;
|
|
11
12
|
buffer.forEach(it => {
|
|
12
|
-
min =
|
|
13
|
-
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,
|
|
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"}
|
package/dist/indicator/rma.d.ts
CHANGED
|
@@ -1,2 +1,3 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
-
|
|
2
|
+
import { decimal } from '../shared';
|
|
3
|
+
export declare function rma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
|
package/dist/indicator/rma.js
CHANGED
|
@@ -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
|
|
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
|
|
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,
|
|
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"}
|
package/dist/indicator/sma.d.ts
CHANGED
|
@@ -1,2 +1,3 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
-
|
|
2
|
+
import { decimal } from '../shared';
|
|
3
|
+
export declare function sma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
|
package/dist/indicator/sma.js
CHANGED
|
@@ -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 =
|
|
9
|
-
return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.tap)(([, , added, removed]) => {
|
|
10
|
-
|
|
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,
|
|
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(
|
|
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,
|
|
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"}
|
package/dist/indicator/swma.d.ts
CHANGED
|
@@ -1,2 +1,3 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
-
|
|
2
|
+
import { decimal } from '../shared';
|
|
3
|
+
export declare function swma<T>(fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
|
package/dist/indicator/swma.js
CHANGED
|
@@ -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
|
|
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,
|
|
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"}
|
package/dist/indicator/tma.d.ts
CHANGED
|
@@ -1,2 +1,3 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
-
|
|
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;
|
|
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(
|
|
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,
|
|
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:
|
|
4
|
-
readonly buffer:
|
|
4
|
+
readonly trigger: decimal;
|
|
5
|
+
readonly buffer: decimal;
|
|
5
6
|
private triggered;
|
|
6
7
|
private max;
|
|
7
8
|
private min;
|
|
8
|
-
constructor(trigger:
|
|
9
|
-
up(value:
|
|
10
|
-
down(value:
|
|
9
|
+
constructor(trigger: decimal, buffer: decimal);
|
|
10
|
+
up(value: decimal): boolean;
|
|
11
|
+
down(value: decimal): boolean;
|
|
11
12
|
}
|
|
12
|
-
export declare function
|
|
13
|
-
export declare function
|
|
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>;
|