@quantform/core 0.5.15 → 0.6.4

package/dist/domain/position.spec.js

@@ -1,30 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const position_1 = require("./position");
-describe('Position', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct a position', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
-        expect(sut.id).toEqual('1');
-        expect(sut.mode).toEqual('CROSS');
-        expect(sut.averageExecutionRate).toEqual(10);
-        expect(sut.size).toEqual(2);
-        expect(sut.leverage).toEqual(3);
-        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
-        expect(sut.id).toEqual('1');
-    });
-    test('should calculate correct margin', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
-        expect(sut.margin).toEqual(0.5155);
-        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
-    });
-    test('should calculate correct unrealized pnl', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
-        const pnl = sut.calculateEstimatedUnrealizedPnL(2576.44);
-        expect(pnl).toEqual(0.2652);
-        expect(sut.estimatedUnrealizedPnL).toEqual(0.2652);
-    });
-});
-//# sourceMappingURL=position.spec.js.map

package/dist/domain/position.spec.js.map

@@ -1 +0,0 @@
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package/dist/domain/session.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC,CAAC,CAC1E,EACD,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA9KD,0BA8KC"}

package/dist/domain/session.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/session.spec.js

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const bootstrap_1 = require("../bootstrap");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-describe('Session', () => {
-    const descriptor = {
-        id: (0, shared_1.now)(),
-        adapter: []
-    };
-    test('should trigger once', done => {
-        const session = new bootstrap_1.Bootstrap(descriptor).paper();
-        session.instruments().subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-            },
-            complete: done()
-        });
-        session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(0, 0), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(0, 0), ''));
-    });
-});
-//# sourceMappingURL=session.spec.js.map

package/dist/domain/session.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAgC;AAChC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/timeframe.js.map

@@ -1 +0,0 @@
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package/dist/domain/trade.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAOhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QALlD,SAAI,GAAG,OAAO,CAAC;QAMb,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAdD,sBAcC"}

package/dist/domain/trade.operator.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"trade.operator.js","sourceRoot":"","sources":["../../src/domain/trade.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B,EAAE,KAAY;IAC9D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACvC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;AACN,CAAC;AAPD,sBAOC"}

package/dist/domain/trade.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/trade.operator.spec.js

@@ -1,24 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const trade_1 = require("./trade");
-const trade_operator_1 = require("./trade.operator");
-describe('trade', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    const state = new store_1.State();
-    beforeEach(() => {
-        state.trade.upsert(new trade_1.Trade(instrument));
-    });
-    test('should pipe an orderbook on subscription', done => {
-        new rxjs_1.Subject().pipe((0, trade_operator_1.trade)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.id).toEqual(instrument.id);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=trade.operator.spec.js.map

package/dist/domain/trade.operator.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"trade.operator.spec.js","sourceRoot":"","sources":["../../src/domain/trade.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAChE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/trade.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/trade.spec.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const trade_1 = require("./trade");
-describe('Trade', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct an empty trade', () => {
-        const sut = new trade_1.Trade(instrument);
-        expect(sut.id).toEqual(instrument.id);
-    });
-});
-//# sourceMappingURL=trade.spec.js.map

package/dist/domain/trade.spec.js.map

@@ -1 +0,0 @@
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package/dist/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,8CAA4B;AAC5B,2CAAyB;AACzB,8CAA4B;AAC5B,2CAAyB;AACzB,4CAA0B;AAC1B,0CAAwB"}

package/dist/indicator/atr.d.ts

@@ -1,3 +0,0 @@
-import { Observable } from 'rxjs';
-import { Candle } from '../domain';
-export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/atr.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.atr = void 0;
-const rxjs_1 = require("rxjs");
-const rma_1 = require("./rma");
-const truerange_1 = require("./truerange");
-function atr(length, fn) {
-    return function (source) {
-        return source.pipe((0, truerange_1.truerange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, rxjs_1.map)(([[it], truerange]) => {
-            const tuple = [it, truerange];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.atr = atr;
-//# sourceMappingURL=atr.js.map

package/dist/indicator/atr.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,+BAA4B;AAC5B,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,EAAE,EAAE;YACxB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE3C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

package/dist/indicator/cross.d.ts

@@ -1,3 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function crossunder<T>(limitFn: (it: T) => number, currentFn: (it: T) => number): (source: Observable<T>) => Observable<T>;
-export declare function crossover<T>(limitFn: (it: T) => number, currentFn: (it: T) => number): (source: Observable<T>) => Observable<T>;

package/dist/indicator/cross.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.crossover = exports.crossunder = void 0;
-const rxjs_1 = require("rxjs");
-function crossunder(limitFn, currentFn) {
-    return function (source) {
-        let triggered = false;
-        return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = limitFn(it);
-            const current = currentFn(it);
-            if (current < limit) {
-                triggered = true;
-            }
-            if (triggered && current > limit) {
-                triggered = false;
-                return true;
-            }
-            return false;
-        }));
-    };
-}
-exports.crossunder = crossunder;
-function crossover(limitFn, currentFn) {
-    return function (source) {
-        let triggered = false;
-        return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = limitFn(it);
-            const current = currentFn(it);
-            if (current > limit) {
-                triggered = true;
-            }
-            if (triggered && current < limit) {
-                triggered = false;
-                return true;
-            }
-            return false;
-        }));
-    };
-}
-exports.crossover = crossover;
-//# sourceMappingURL=cross.js.map

package/dist/indicator/cross.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"cross.js","sourceRoot":"","sources":["../../src/indicator/cross.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAE1C,SAAgB,UAAU,CAAI,OAA0B,EAAE,SAA4B;IACpF,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;YAC1B,MAAM,OAAO,GAAG,SAAS,CAAC,EAAE,CAAC,CAAC;YAE9B,IAAI,OAAO,GAAG,KAAK,EAAE;gBACnB,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,GAAG,KAAK,EAAE;gBAChC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,gCAuBC;AAED,SAAgB,SAAS,CAAI,OAA0B,EAAE,SAA4B;IACnF,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;YAC1B,MAAM,OAAO,GAAG,SAAS,CAAC,EAAE,CAAC,CAAC;YAE9B,IAAI,OAAO,GAAG,KAAK,EAAE;gBACnB,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,GAAG,KAAK,EAAE;gBAChC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,8BAuBC"}

package/dist/indicator/cross.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/indicator/cross.spec.js

@@ -1,101 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const cross_1 = require("./cross");
-describe('crossunder', () => {
-    test('should crossunder uptrend once', done => {
-        (0, rxjs_1.from)([1, 2, 3, 4, 5])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
-            .subscribe({
-            next: it => expect(it).toBe(4),
-            complete: done()
-        });
-    });
-    test('should crossunder uptrend twice', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 2, 3, 3, 3, 4, 5])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(4);
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toBe(2);
-                done();
-            }
-        });
-    });
-    test('should not cross bounce', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 3, 3, 4, 5])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(4);
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toBe(1);
-                done();
-            }
-        });
-    });
-    test('should not cross downtrend', done => {
-        (0, rxjs_1.from)([5, 4, 3, 2, 1])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
-            .subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-describe('crossover', () => {
-    test('should crossover downtrend once', done => {
-        (0, rxjs_1.from)([5, 4, 3, 2, 1])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
-            .subscribe({
-            next: it => expect(it).toBe(2),
-            complete: done()
-        });
-    });
-    test('should crossover downtrend twice', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 2, 3, 4, 4, 2, 3])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(2);
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toBe(2);
-                done();
-            }
-        });
-    });
-    test('should not cross bounce', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 3, 3, 4, 5])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toBe(2);
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toBe(1);
-                done();
-            }
-        });
-    });
-    test('should not cross uptrend', done => {
-        (0, rxjs_1.from)([1, 2, 3, 4, 5])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
-            .subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-//# sourceMappingURL=cross.spec.js.map

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

@@ -1 +0,0 @@
-{"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"}

package/dist/indicator/donchian.d.ts

@@ -1,9 +0,0 @@
-import { Observable } from 'rxjs';
-import { Candle } from '../domain';
-export declare function donchian<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[
-    T,
-    {
-        upper: number;
-        lower: number;
-    }
-]>;

package/dist/indicator/donchian.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.donchian = void 0;
-const rxjs_1 = require("rxjs");
-const min_max_1 = require("./min-max");
-function donchian(length, fn) {
-    return function (source) {
-        source = source.pipe((0, rxjs_1.share)());
-        return source.pipe((0, rxjs_1.withLatestFrom)(source.pipe((0, min_max_1.minMax)(length, it => fn(it).low)), source.pipe((0, min_max_1.minMax)(length, it => fn(it).high))), (0, rxjs_1.map)(([it, low, high]) => {
-            const tuple = [it, { lower: low[1].min, upper: high[1].max }];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.donchian = donchian;
-//# sourceMappingURL=donchian.js.map

package/dist/indicator/donchian.js.map

@@ -1 +0,0 @@
-{"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"}

package/dist/indicator/drawdown.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function drawdown<T>(fn: (it: T) => number): (source: Observable<T>) => Observable<number>;

package/dist/indicator/drawdown.js

@@ -1,27 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.drawdown = void 0;
-const rxjs_1 = require("rxjs");
-function drawdown(fn) {
-    return function (source) {
-        let rate;
-        let max = 0;
-        return source.pipe((0, rxjs_1.map)(it => {
-            const value = fn(it);
-            if (!rate) {
-                rate = value;
-            }
-            else {
-                if (value > rate) {
-                    rate = value;
-                }
-                else if (value < rate) {
-                    max = Math.min(max, value / rate - 1);
-                }
-            }
-            return max;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.drawdown = drawdown;
-//# sourceMappingURL=drawdown.js.map

package/dist/indicator/drawdown.js.map

@@ -1 +0,0 @@
-{"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"}

package/dist/indicator/ema.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function ema<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/ema.js

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.ema = void 0;
-const rxjs_1 = require("rxjs");
-const sma_1 = require("./sma");
-function ema(length, fn) {
-    return function (source) {
-        const alpha = 2.0 / (length + 1);
-        let value = null;
-        return source.pipe((0, sma_1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
-            if (!value) {
-                value = sma;
-            }
-            else {
-                value = alpha * fn(it) + (1.0 - alpha) * value;
-            }
-            const tuple = [it, value];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.ema = ema;
-//# sourceMappingURL=ema.js.map

package/dist/indicator/ema.js.map

@@ -1 +0,0 @@
-{"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"}

package/dist/indicator/ema.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/indicator/ema.spec.js

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const ema_1 = require("./ema");
-describe('ema', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([
-            212.8, 214.06, 213.89, 214.66, 213.95, 213.95, 214.55, 214.02, 214.51, 213.75,
-            214.22, 213.43, 214.21, 213.66, 215.03, 216.89, 216.66, 216.32, 214.98, 214.96,
-            215.05, 215.19
-        ])
-            .pipe((0, ema_1.ema)(20, it => it))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(parseFloat(value.toFixed(4))).toBe(214.6336);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=ema.spec.js.map

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

@@ -1 +0,0 @@
-{"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"}

package/dist/indicator/envelope.d.ts

@@ -1,5 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function envelope<T>(length: number, percent: number, valueFn: (it: T) => number): (source: Observable<T>) => Observable<{
-    min: number;
-    max: number;
-}>;

package/dist/indicator/envelope.js

@@ -1,18 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.envelope = void 0;
-const rxjs_1 = require("rxjs");
-const sma_1 = require("./sma");
-function envelope(length, percent, valueFn) {
-    return function (source) {
-        return source.pipe((0, sma_1.sma)(length, valueFn), (0, rxjs_1.map)(([it, sma]) => {
-            const offset = (sma * percent) / 100;
-            return {
-                min: sma - offset,
-                max: sma + offset
-            };
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.envelope = envelope;
-//# sourceMappingURL=envelope.js.map

package/dist/indicator/envelope.js.map

@@ -1 +0,0 @@
-{"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"}

package/dist/indicator/index.d.ts

@@ -1,17 +0,0 @@
-export * from './atr';
-export * from './cross';
-export * from './donchian';
-export * from './drawdown';
-export * from './ema';
-export * from './envelope';
-export * from './macd';
-export * from './min-max';
-export * from './ring-buffer';
-export * from './rma';
-export * from './sma';
-export * from './swma';
-export * from './tma';
-export * from './trailing';
-export * from './truerange';
-export * from './window';
-export * from './wma';

package/dist/indicator/index.js

@@ -1,34 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./atr"), exports);
-__exportStar(require("./cross"), exports);
-__exportStar(require("./donchian"), exports);
-__exportStar(require("./drawdown"), exports);
-__exportStar(require("./ema"), exports);
-__exportStar(require("./envelope"), exports);
-__exportStar(require("./macd"), exports);
-__exportStar(require("./min-max"), exports);
-__exportStar(require("./ring-buffer"), exports);
-__exportStar(require("./rma"), exports);
-__exportStar(require("./sma"), exports);
-__exportStar(require("./swma"), exports);
-__exportStar(require("./tma"), exports);
-__exportStar(require("./trailing"), exports);
-__exportStar(require("./truerange"), exports);
-__exportStar(require("./window"), exports);
-__exportStar(require("./wma"), exports);
-//# sourceMappingURL=index.js.map

package/dist/indicator/index.js.map

@@ -1 +0,0 @@
-{"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"}

package/dist/indicator/macd.d.ts

@@ -1,2 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function macd<T>(fast: number, slow: number, length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<number>;

package/dist/indicator/macd.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.macd = void 0;
-const rxjs_1 = require("rxjs");
-const ema_1 = require("./ema");
-function macd(fast, slow, length, fn) {
-    return function (source) {
-        source = source.pipe((0, rxjs_1.share)());
-        return source.pipe((0, rxjs_1.withLatestFrom)(source.pipe((0, ema_1.ema)(fast, fn)), source.pipe((0, ema_1.ema)(slow, fn))), (0, ema_1.ema)(length, it => it[1][1] - it[2][1]), (0, rxjs_1.map)(([it, macd]) => macd), (0, rxjs_1.share)());
-    };
-}
-exports.macd = macd;
-//# sourceMappingURL=macd.js.map

package/dist/indicator/macd.js.map

@@ -1 +0,0 @@
-{"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"}

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

@@ -1,5 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function minMax<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, {
-    min: number;
-    max: number;
-}]>;

package/dist/indicator/min-max.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.minMax = void 0;
-const rxjs_1 = require("rxjs");
-const window_1 = require("./window");
-function minMax(length, fn) {
-    return function (source) {
-        return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            let min = 0;
-            let max = 0;
-            buffer.forEach(it => {
-                min = Math.min(it, min);
-                max = Math.max(it, max);
-            });
-            const tuple = [it, { min, max }];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.minMax = minMax;
-//# sourceMappingURL=min-max.js.map