@quantform/core 0.5.23 → 0.6.4

package/dist/indicator/donchian.d.ts

@@ -1,10 +0,0 @@
-import { Observable } from 'rxjs';
-import { Candle } from '../domain';
-import { decimal } from '../shared';
-export declare function donchian<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[
-    T,
-    {
-        upper: decimal;
-        lower: decimal;
-    }
-]>;

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;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"}

package/dist/indicator/drawdown.d.ts

@@ -1,3 +0,0 @@
-import { Observable } from 'rxjs';
-import { decimal } from '../shared';
-export declare function drawdown<T>(fn: (it: T) => decimal): (source: Observable<T>) => Observable<decimal>;

package/dist/indicator/drawdown.js

@@ -1,28 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.drawdown = void 0;
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-function drawdown(fn) {
-    return function (source) {
-        let rate;
-        let max = shared_1.d.Zero;
-        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 = shared_1.decimal.min(max, value.div(rate).minus(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,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

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

package/dist/indicator/ema.js

@@ -1,24 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.ema = void 0;
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const sma_1 = require("./sma");
-function ema(length, fn) {
-    return function (source) {
-        const alpha = (0, shared_1.d)(2.0).div((0, shared_1.d)(length + 1));
-        let value = null;
-        return source.pipe((0, sma_1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
-            if (!value) {
-                value = sma;
-            }
-            else {
-                value = alpha.mul(fn(it)).plus((0, shared_1.d)(1.0).minus(alpha).mul(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,sCAAuC;AACvC,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,IAAA,UAAC,EAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC;QACxC,IAAI,KAAK,GAAY,IAAI,CAAC;QAE1B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;aAChE;YAED,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAExC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}

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

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

package/dist/indicator/ema.spec.js

@@ -1,24 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const ema_1 = require("./ema");
-describe('ema', () => {
-    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 => (0, shared_1.d)(it)))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(value.toDecimalPlaces(4)).toEqual((0, shared_1.d)(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,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAEnB,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}

package/dist/indicator/envelope.d.ts

@@ -1,6 +0,0 @@
-import { Observable } from 'rxjs';
-import { decimal } from '../shared';
-export declare function envelope<T>(length: number, percent: number, valueFn: (it: T) => decimal): (source: Observable<T>) => Observable<{
-    min: decimal;
-    max: decimal;
-}>;

package/dist/indicator/envelope.js

@@ -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)(([, sma]) => {
-            const offset = sma.mul(percent).div(100);
-            return {
-                min: sma.minus(offset),
-                max: sma.add(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;AAG9C,+BAA4B;AAE5B,SAAgB,QAAQ,CACtB,MAAc,EACd,OAAe,EACf,OAA2B;IAE3B,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,OAAO,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE;YACd,MAAM,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;YAEzC,OAAO;gBACL,GAAG,EAAE,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC;gBACtB,GAAG,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC;aACrB,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,4BAmBC"}

package/dist/indicator/index.d.ts

@@ -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 './true-range';
-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("./true-range"), 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,+CAA6B;AAC7B,2CAAyB;AACzB,wCAAsB"}

package/dist/indicator/macd.d.ts

@@ -1,3 +0,0 @@
-import { Observable } from 'rxjs';
-import { decimal } from '../shared';
-export declare function macd<T>(fast: number, slow: number, length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<decimal>;

package/dist/indicator/macd.js

@@ -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].minus(it[2][1])), (0, rxjs_1.map)(([, 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;AAG9D,+BAA4B;AAE5B,SAAgB,IAAI,CAClB,IAAY,EACZ,IAAY,EACZ,MAAc,EACd,EAAsB;IAEtB,OAAO,UAAU,MAAqB;QACpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EAAC,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,EACtE,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAC3C,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,IAAI,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,EACvB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAhBD,oBAgBC"}

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

@@ -1,6 +0,0 @@
-import { Observable } from 'rxjs';
-import { decimal } from '../shared';
-export declare function minMax<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, {
-    min: decimal;
-    max: decimal;
-}]>;

package/dist/indicator/min-max.js

@@ -1,22 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.minMax = void 0;
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const window_1 = require("./window");
-function minMax(length, fn) {
-    return function (source) {
-        return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            let min = shared_1.d.Zero;
-            let max = shared_1.d.Zero;
-            buffer.forEach(it => {
-                min = shared_1.decimal.min(it, min);
-                max = shared_1.decimal.max(it, max);
-            });
-            const tuple = [it, { min, max }];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.minMax = minMax;
-//# sourceMappingURL=min-max.js.map

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

@@ -1 +0,0 @@
-{"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/ring-buffer.d.ts

@@ -1,16 +0,0 @@
-export declare class RingBuffer<T> {
-    readonly capacity: number;
-    private _elements;
-    private _first;
-    private _last;
-    private _size;
-    get size(): number;
-    get isEmpty(): boolean;
-    get isFull(): boolean;
-    constructor(capacity: number);
-    peek(): T;
-    dequeue(): T;
-    enqueue(element: T): T;
-    forEach(fn: (value: T, index: number) => void): void;
-    at(index: number): T;
-}

package/dist/indicator/ring-buffer.js

@@ -1,56 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.RingBuffer = void 0;
-class RingBuffer {
-    constructor(capacity) {
-        this.capacity = capacity;
-        this._elements = new Array(this.capacity);
-        this._first = 0;
-        this._last = 0;
-        this._size = 0;
-    }
-    get size() {
-        return this._size;
-    }
-    get isEmpty() {
-        return this.size == 0;
-    }
-    get isFull() {
-        return this.size == this.capacity;
-    }
-    peek() {
-        return this._elements[this._first];
-    }
-    dequeue() {
-        const element = this.peek();
-        this._size--;
-        this._first = (this._first + 1) % this.capacity;
-        return element;
-    }
-    enqueue(element) {
-        this._last = (this._first + this.size) % this.capacity;
-        const full = this.isFull;
-        let removed = null;
-        if (full) {
-            removed = this._elements[this._last];
-        }
-        this._elements[this._last] = element;
-        if (full) {
-            this._first = (this._first + 1) % this.capacity;
-        }
-        else {
-            this._size++;
-        }
-        return removed;
-    }
-    forEach(fn) {
-        for (let i = 0; i < this.size; i++) {
-            fn(this.at(i), i);
-        }
-    }
-    at(index) {
-        return this._elements[(this._first + index) % this.capacity];
-    }
-}
-exports.RingBuffer = RingBuffer;
-//# sourceMappingURL=ring-buffer.js.map

package/dist/indicator/ring-buffer.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"ring-buffer.js","sourceRoot":"","sources":["../../src/indicator/ring-buffer.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IAkBrB,YAAqB,QAAgB;QAAhB,aAAQ,GAAR,QAAQ,CAAQ;QAjB7B,cAAS,GAAG,IAAI,KAAK,CAAI,IAAI,CAAC,QAAQ,CAAC,CAAC;QACxC,WAAM,GAAG,CAAC,CAAC;QACX,UAAK,GAAG,CAAC,CAAC;QACV,UAAK,GAAG,CAAC,CAAC;IAcsB,CAAC;IAZzC,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;IAED,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC;IACxB,CAAC;IAED,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,QAAQ,CAAC;IACpC,CAAC;IAID,IAAI;QACF,OAAO,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACrC,CAAC;IAED,OAAO;QACL,MAAM,OAAO,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,KAAK,EAAE,CAAC;QACb,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QAEhD,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,OAAO,CAAC,OAAU;QAChB,IAAI,CAAC,KAAK,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QACvD,MAAM,IAAI,GAAG,IAAI,CAAC,MAAM,CAAC;QACzB,IAAI,OAAO,GAAG,IAAI,CAAC;QAEnB,IAAI,IAAI,EAAE;YACR,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,OAAO,CAAC;QAErC,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;SACjD;aAAM;YACL,IAAI,CAAC,KAAK,EAAE,CAAC;SACd;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,OAAO,CAAC,EAAqC;QAC3C,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC,EAAE,EAAE;YAClC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;SACnB;IACH,CAAC;IAED,EAAE,CAAC,KAAa;QACd,OAAO,IAAI,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC/D,CAAC;CACF;AA9DD,gCA8DC"}

package/dist/indicator/rma.d.ts

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

package/dist/indicator/rma.js

@@ -1,24 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.rma = void 0;
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const _1 = require(".");
-function rma(length, fn) {
-    return function (source) {
-        const alpha = (0, shared_1.d)(1.0).div(length);
-        let value = null;
-        return source.pipe((0, _1.sma)(length, fn), (0, rxjs_1.map)(([it, sma]) => {
-            if (!value) {
-                value = sma;
-            }
-            else {
-                value = alpha.mul(fn(it)).plus((0, shared_1.d)(1.0).minus(alpha).mul(value));
-            }
-            const tuple = [it, value];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.rma = rma;
-//# sourceMappingURL=rma.js.map

package/dist/indicator/rma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"rma.js","sourceRoot":"","sources":["../../src/indicator/rma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAuC;AACvC,wBAAwB;AAExB,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QACjC,IAAI,KAAK,GAAY,IAAI,CAAC;QAE1B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,MAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;aAChE;YAED,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACxC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AApBD,kBAoBC"}

package/dist/indicator/sma.d.ts

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

package/dist/indicator/sma.js

@@ -1,17 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.sma = void 0;
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const window_1 = require("./window");
-function sma(length, fn) {
-    return function (source) {
-        let accumulated = shared_1.d.Zero;
-        return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.tap)(([, , added, removed]) => (accumulated = accumulated.add(added).minus(removed !== null && removed !== void 0 ? removed : 0))), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            const tuple = [it, accumulated.div(buffer.size)];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.sma = sma;
-//# sourceMappingURL=sma.js.map

package/dist/indicator/sma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"sma.js","sourceRoot":"","sources":["../../src/indicator/sma.ts"],"names":[],"mappings":";;;AAAA,+BAA2D;AAE3D,sCAAuC;AACvC,qCAAkC;AAElC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,IAAI,WAAW,GAAG,UAAC,CAAC,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,UAAG,EACD,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,EAAE,OAAO,CAAC,EAAE,EAAE,CACvB,CAAC,WAAW,GAAG,WAAW,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,OAAO,aAAP,OAAO,cAAP,OAAO,GAAI,CAAC,CAAC,CAAC,CAC7D,EACD,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,WAAW,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;YAE/D,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAnBD,kBAmBC"}

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

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

package/dist/indicator/sma.spec.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const sma_1 = require("./sma");
-describe('sma', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
-            .pipe((0, sma_1.sma)(5, it => (0, shared_1.d)(it)))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(18084.52));
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=sma.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"sma.spec.js","sourceRoot":"","sources":["../../src/indicator/sma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAGnB,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aACpD,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;aACzB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/swma.d.ts

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

package/dist/indicator/swma.js

@@ -1,24 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.swma = void 0;
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const window_1 = require("./window");
-function swma(fn) {
-    return function (source) {
-        return source.pipe((0, window_1.window)(4, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
-            const x3 = buffer.at(buffer.capacity - (3 + 1));
-            const x2 = buffer.at(buffer.capacity - (2 + 1));
-            const x1 = buffer.at(buffer.capacity - (1 + 1));
-            const x0 = buffer.at(buffer.capacity - (0 + 1));
-            const value = shared_1.d.Zero.plus(x3.mul(1).div(6))
-                .plus(x2.mul(2).div(6))
-                .plus(x1.mul(2).div(6))
-                .plus(x0.mul(1).div(6));
-            const tuple = [it, value];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.swma = swma;
-//# sourceMappingURL=swma.js.map

package/dist/indicator/swma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"swma.js","sourceRoot":"","sources":["../../src/indicator/swma.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,sCAAuC;AACvC,qCAAkC;AAElC,SAAgB,IAAI,CAAI,EAAsB;IAC5C,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,CAAC,EAAE,EAAE,CAAC,EACb,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAChD,MAAM,EAAE,GAAG,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAEhD,MAAM,KAAK,GAAG,UAAC,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;iBACxC,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;iBACtB,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;iBACtB,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;YAE1B,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YACxC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAtBD,oBAsBC"}

package/dist/indicator/tma.d.ts

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

package/dist/indicator/tma.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.tma = void 0;
-const rxjs_1 = require("rxjs");
-const swma_1 = require("./swma");
-const wma_1 = require("./wma");
-function tma(length, fn) {
-    return function (source) {
-        return source.pipe((0, wma_1.wma)(length, fn), (0, swma_1.swma)(([, it]) => it), (0, rxjs_1.map)(([[it], swma]) => {
-            const tuple = [it, swma];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.tma = tma;
-//# sourceMappingURL=tma.js.map

package/dist/indicator/tma.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"tma.js","sourceRoot":"","sources":["../../src/indicator/tma.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,iCAA8B;AAC9B,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EACpB,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,EAAE,EAAE;YACnB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,IAAI,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

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

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

package/dist/indicator/tma.spec.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const tma_1 = require("./tma");
-describe('tma', () => {
-    test('should return expected value', done => {
-        let value;
-        (0, rxjs_1.from)([18086.36, 18116.15, 18127.81, 18136.17, 18092.15, 18082.39, 18065.4, 18046.47])
-            .pipe((0, tma_1.tma)(4, it => (0, shared_1.d)(it)))
-            .subscribe({
-            next: ([, it]) => (value = it),
-            complete: () => {
-                expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(18090.98));
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=tma.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"tma.spec.js","sourceRoot":"","sources":["../../src/indicator/tma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAGnB,IAAA,WAAI,EAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAC;aAClF,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;aACzB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/trailing.d.ts

@@ -1,14 +0,0 @@
-import { Observable } from 'rxjs';
-import { decimal } from '../shared';
-export declare class Trailing {
-    readonly trigger: decimal;
-    readonly buffer: decimal;
-    private triggered;
-    private max;
-    private min;
-    constructor(trigger: decimal, buffer: decimal);
-    up(value: decimal): boolean;
-    down(value: decimal): boolean;
-}
-export declare function trailingUp<T>(trigger: decimal, buffer: decimal, value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
-export declare function trailingDown<T>(trigger: decimal, buffer: decimal, value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;