@thi.ng/transducers-stats 2.1.81 → 2.1.82

package/CHANGELOG.md

@@ -1,6 +1,6 @@
 # Change Log
 
-- **Last updated**: 2023-12-09T19:12:04Z
+- **Last updated**: 2023-12-11T10:07:09Z
 - **Generator**: [thi.ng/monopub](https://thi.ng/monopub)
 
 All notable changes to this project will be documented in this file.

package/bollinger.js

@@ -6,18 +6,25 @@ import { multiplex } from "@thi.ng/transducers/multiplex";
 import { partition } from "@thi.ng/transducers/partition";
 import { mse } from "./mse.js";
 import { sma } from "./sma.js";
-export function bollinger(...args) {
-    const iter = __iter(bollinger, args);
-    if (iter) {
-        return iter;
-    }
-    const period = args[0] || 20;
-    const sd = args[1] || 2;
-    return comp(multiplex(partition(period, 1), sma(period)), drop(period - 1), map(([window, mean]) => {
-        const std = Math.sqrt(mse(window, mean) / period) * sd;
-        const min = mean - std;
-        const max = mean + std;
-        const pb = (window[period - 1] - min) / (max - min);
-        return { min, max, mean, pb };
-    }));
+function bollinger(...args) {
+  const iter = __iter(bollinger, args);
+  if (iter) {
+    return iter;
+  }
+  const period = args[0] || 20;
+  const sd = args[1] || 2;
+  return comp(
+    multiplex(partition(period, 1), sma(period)),
+    drop(period - 1),
+    map(([window, mean]) => {
+      const std = Math.sqrt(mse(window, mean) / period) * sd;
+      const min = mean - std;
+      const max = mean + std;
+      const pb = (window[period - 1] - min) / (max - min);
+      return { min, max, mean, pb };
+    })
+  );
 }
+export {
+  bollinger
+};

package/bounds.js

@@ -1,15 +1,13 @@
-/**
- * Computes min / max values of given array.
- *
- * @param window -
- */
-export const bounds = (window) => {
-    let min = window[0];
-    let max = min;
-    for (let i = window.length - 1; i > 0; i--) {
-        const v = window[i];
-        min = Math.min(min, v);
-        max = Math.max(max, v);
-    }
-    return [min, max];
+const bounds = (window) => {
+  let min = window[0];
+  let max = min;
+  for (let i = window.length - 1; i > 0; i--) {
+    const v = window[i];
+    min = Math.min(min, v);
+    max = Math.max(max, v);
+  }
+  return [min, max];
+};
+export {
+  bounds
 };

package/donchian.js

@@ -3,8 +3,9 @@ import { iterator } from "@thi.ng/transducers/iterator";
 import { map } from "@thi.ng/transducers/map";
 import { partition } from "@thi.ng/transducers/partition";
 import { bounds } from "./bounds.js";
-export function donchian(period, src) {
-    return src
-        ? iterator(donchian(period), src)
-        : comp(partition(period, 1), map(bounds));
+function donchian(period, src) {
+  return src ? iterator(donchian(period), src) : comp(partition(period, 1), map(bounds));
 }
+export {
+  donchian
+};

package/dot.js

@@ -1,14 +1,10 @@
-/**
- * Computes dot product of 2 arrays. Assumes `a` and `b` are equal
- * sized, but only considers length of `a`.
- *
- * @param a -
- * @param b -
- */
-export const dot = (a, b) => {
-    let sum = 0;
-    for (let i = a.length - 1; i >= 0; i--) {
-        sum += a[i] * b[i];
-    }
-    return sum;
+const dot = (a, b) => {
+  let sum = 0;
+  for (let i = a.length - 1; i >= 0; i--) {
+    sum += a[i] * b[i];
+  }
+  return sum;
+};
+export {
+  dot
 };

package/ema.js

@@ -1,33 +1,35 @@
 import { illegalArgs } from "@thi.ng/errors/illegal-arguments";
 import { compR } from "@thi.ng/transducers/compr";
 import { iterator1 } from "@thi.ng/transducers/iterator";
-export function ema(period, src) {
-    if (src) {
-        return iterator1(ema(period), src);
-    }
-    period |= 0;
-    period < 2 && illegalArgs("period must be >= 2");
-    const k = 2 / (period + 1);
-    return (rfn) => {
-        const reduce = rfn[2];
-        let window = [];
-        let ema;
-        let sum = 0;
-        return compR(rfn, (acc, x) => {
-            if (ema != null) {
-                ema += (x - ema) * k;
-                return rfn[2](acc, ema);
-            }
-            else {
-                window.push(x);
-                sum += x;
-                if (window.length == period) {
-                    ema = sum / period;
-                    window = null;
-                    return reduce(acc, ema);
-                }
-                return acc;
-            }
-        });
-    };
+function ema(period, src) {
+  if (src) {
+    return iterator1(ema(period), src);
+  }
+  period |= 0;
+  period < 2 && illegalArgs("period must be >= 2");
+  const k = 2 / (period + 1);
+  return (rfn) => {
+    const reduce = rfn[2];
+    let window = [];
+    let ema2;
+    let sum = 0;
+    return compR(rfn, (acc, x) => {
+      if (ema2 != null) {
+        ema2 += (x - ema2) * k;
+        return rfn[2](acc, ema2);
+      } else {
+        window.push(x);
+        sum += x;
+        if (window.length == period) {
+          ema2 = sum / period;
+          window = null;
+          return reduce(acc, ema2);
+        }
+        return acc;
+      }
+    });
+  };
 }
+export {
+  ema
+};

package/hma.js

@@ -4,8 +4,14 @@ import { iterator1 } from "@thi.ng/transducers/iterator";
 import { map } from "@thi.ng/transducers/map";
 import { multiplex } from "@thi.ng/transducers/multiplex";
 import { wma } from "./wma.js";
-export function hma(period, src) {
-    return src
-        ? iterator1(hma(period), src)
-        : comp(multiplex(wma((period / 2) | 0), wma(period)), drop(period - 1), map((w) => 2 * w[0] - w[1]), wma(Math.sqrt(period)));
+function hma(period, src) {
+  return src ? iterator1(hma(period), src) : comp(
+    multiplex(wma(period / 2 | 0), wma(period)),
+    drop(period - 1),
+    map((w) => 2 * w[0] - w[1]),
+    wma(Math.sqrt(period))
+  );
 }
+export {
+  hma
+};

package/macd.js

@@ -2,29 +2,31 @@ import { compR } from "@thi.ng/transducers/compr";
 import { __iter } from "@thi.ng/transducers/iterator";
 import { step } from "@thi.ng/transducers/step";
 import { ema } from "./ema.js";
-export function macd(...args) {
-    return (__iter(macd, args) ||
-        ((rfn) => {
-            const reduce = rfn[2];
-            const maFast = step(ema(args[0] || 12));
-            const maSlow = step(ema(args[1] || 26));
-            const maSmooth = step(ema(args[2] || 9));
-            return compR(rfn, (acc, x) => {
-                const fast = maFast(x);
-                const slow = maSlow(x);
-                if (slow == null)
-                    return acc;
-                const macd = fast - slow;
-                const signal = maSmooth(macd);
-                if (signal == null)
-                    return acc;
-                return reduce(acc, {
-                    macd,
-                    signal,
-                    div: macd - signal,
-                    fast,
-                    slow,
-                });
-            });
-        }));
+function macd(...args) {
+  return __iter(macd, args) || ((rfn) => {
+    const reduce = rfn[2];
+    const maFast = step(ema(args[0] || 12));
+    const maSlow = step(ema(args[1] || 26));
+    const maSmooth = step(ema(args[2] || 9));
+    return compR(rfn, (acc, x) => {
+      const fast = maFast(x);
+      const slow = maSlow(x);
+      if (slow == null)
+        return acc;
+      const macd2 = fast - slow;
+      const signal = maSmooth(macd2);
+      if (signal == null)
+        return acc;
+      return reduce(acc, {
+        macd: macd2,
+        signal,
+        div: macd2 - signal,
+        fast,
+        slow
+      });
+    });
+  });
 }
+export {
+  macd
+};

package/momentum.js

@@ -2,22 +2,25 @@ import { DCons } from "@thi.ng/dcons/dcons";
 import { illegalArgs } from "@thi.ng/errors/illegal-arguments";
 import { compR } from "@thi.ng/transducers/compr";
 import { iterator1 } from "@thi.ng/transducers/iterator";
-export function momentum(period, src) {
-    if (src) {
-        return iterator1(momentum(period), src);
-    }
-    period |= 0;
-    period < 1 && illegalArgs("period must be >= 1");
-    return (rfn) => {
-        const reduce = rfn[2];
-        const window = new DCons();
-        return compR(rfn, (acc, x) => {
-            window.push(x);
-            if (window.length <= period) {
-                return acc;
-            }
-            const prev = window.drop();
-            return reduce(acc, x - prev);
-        });
-    };
+function momentum(period, src) {
+  if (src) {
+    return iterator1(momentum(period), src);
+  }
+  period |= 0;
+  period < 1 && illegalArgs("period must be >= 1");
+  return (rfn) => {
+    const reduce = rfn[2];
+    const window = new DCons();
+    return compR(rfn, (acc, x) => {
+      window.push(x);
+      if (window.length <= period) {
+        return acc;
+      }
+      const prev = window.drop();
+      return reduce(acc, x - prev);
+    });
+  };
 }
+export {
+  momentum
+};

package/mse.js

@@ -1,13 +1,10 @@
-/**
- * Computes mean square error of given array.
- *
- * @param window -
- * @param mean -
- */
-export const mse = (window, mean) => {
-    let sum = 0;
-    for (let i = window.length - 1; i >= 0; i--) {
-        sum += Math.pow(window[i] - mean, 2);
-    }
-    return sum;
+const mse = (window, mean) => {
+  let sum = 0;
+  for (let i = window.length - 1; i >= 0; i--) {
+    sum += Math.pow(window[i] - mean, 2);
+  }
+  return sum;
+};
+export {
+  mse
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@thi.ng/transducers-stats",
-  "version": "2.1.81",
+  "version": "2.1.82",
   "description": "Transducers for statistical / technical analysis",
   "type": "module",
   "module": "./index.js",
@@ -24,7 +24,9 @@
   "author": "Karsten Schmidt (https://thi.ng)",
   "license": "Apache-2.0",
   "scripts": {
-    "build": "yarn clean && tsc --declaration",
+    "build": "yarn build:esbuild && yarn build:decl",
+    "build:decl": "tsc --declaration --emitDeclarationOnly",
+    "build:esbuild": "esbuild --format=esm --platform=neutral --target=es2022 --tsconfig=tsconfig.json --outdir=. src/**/*.ts",
     "clean": "rimraf --glob '*.js' '*.d.ts' '*.map' doc",
     "doc": "typedoc --excludePrivate --excludeInternal --out doc src/index.ts",
     "doc:ae": "mkdir -p .ae/doc .ae/temp && api-extractor run --local --verbose",
@@ -33,13 +35,14 @@
     "test": "bun test"
   },
   "dependencies": {
-    "@thi.ng/checks": "^3.4.11",
-    "@thi.ng/dcons": "^3.2.76",
-    "@thi.ng/errors": "^2.4.5",
-    "@thi.ng/transducers": "^8.8.14"
+    "@thi.ng/checks": "^3.4.12",
+    "@thi.ng/dcons": "^3.2.77",
+    "@thi.ng/errors": "^2.4.6",
+    "@thi.ng/transducers": "^8.8.15"
   },
   "devDependencies": {
     "@microsoft/api-extractor": "^7.38.3",
+    "esbuild": "^0.19.8",
     "rimraf": "^5.0.5",
     "tools": "^0.0.1",
     "typedoc": "^0.25.4",
@@ -129,5 +132,5 @@
     "parent": "@thi.ng/transducers",
     "year": 2017
   },
-  "gitHead": "25f2ac8ff795a432a930119661b364d4d93b59a0\n"
+  "gitHead": "5e7bafedfc3d53bc131469a28de31dd8e5b4a3ff\n"
 }

package/roc.js

@@ -2,21 +2,24 @@ import { DCons } from "@thi.ng/dcons/dcons";
 import { illegalArgs } from "@thi.ng/errors/illegal-arguments";
 import { compR } from "@thi.ng/transducers/compr";
 import { iterator1 } from "@thi.ng/transducers/iterator";
-export function roc(period, src) {
-    if (src) {
-        return iterator1(roc(period), src);
-    }
-    period < 1 && illegalArgs("period must be >= 1");
-    return (rfn) => {
-        const reduce = rfn[2];
-        const window = new DCons();
-        return compR(rfn, (acc, x) => {
-            window.push(x);
-            if (window.length <= period) {
-                return acc;
-            }
-            const prev = window.drop();
-            return reduce(acc, (x - prev) / prev);
-        });
-    };
+function roc(period, src) {
+  if (src) {
+    return iterator1(roc(period), src);
+  }
+  period < 1 && illegalArgs("period must be >= 1");
+  return (rfn) => {
+    const reduce = rfn[2];
+    const window = new DCons();
+    return compR(rfn, (acc, x) => {
+      window.push(x);
+      if (window.length <= period) {
+        return acc;
+      }
+      const prev = window.drop();
+      return reduce(acc, (x - prev) / prev);
+    });
+  };
 }
+export {
+  roc
+};

package/rsi.js

@@ -5,8 +5,23 @@ import { map } from "@thi.ng/transducers/map";
 import { multiplex } from "@thi.ng/transducers/multiplex";
 import { momentum } from "./momentum.js";
 import { sma } from "./sma.js";
-export function rsi(period, src) {
-    return src
-        ? iterator1(rsi(period), src)
-        : comp(momentum(1), multiplex(comp(map((x) => (x > 0 ? x : 0)), sma(period)), comp(map((x) => (x < 0 ? -x : 0)), sma(period))), drop(period - 1), map((hl) => 100 - 100 / (1 + hl[0] / Math.max(1e-6, hl[1]))));
+function rsi(period, src) {
+  return src ? iterator1(rsi(period), src) : comp(
+    momentum(1),
+    multiplex(
+      comp(
+        map((x) => x > 0 ? x : 0),
+        sma(period)
+      ),
+      comp(
+        map((x) => x < 0 ? -x : 0),
+        sma(period)
+      )
+    ),
+    drop(period - 1),
+    map((hl) => 100 - 100 / (1 + hl[0] / Math.max(1e-6, hl[1])))
+  );
 }
+export {
+  rsi
+};

package/sd.js

@@ -6,12 +6,21 @@ import { multiplex } from "@thi.ng/transducers/multiplex";
 import { partition } from "@thi.ng/transducers/partition";
 import { mse } from "./mse.js";
 import { sma } from "./sma.js";
-export function sd(...args) {
-    const iter = __iter(sd, args);
-    if (iter) {
-        return iter;
-    }
-    const period = args[0] || 20;
-    const scale = args[1] || 1;
-    return comp(multiplex(partition(period, 1), sma(period)), drop(period - 1), map(([window, mean]) => Math.sqrt(mse(window, mean) / period) * scale));
+function sd(...args) {
+  const iter = __iter(sd, args);
+  if (iter) {
+    return iter;
+  }
+  const period = args[0] || 20;
+  const scale = args[1] || 1;
+  return comp(
+    multiplex(partition(period, 1), sma(period)),
+    drop(period - 1),
+    map(
+      ([window, mean]) => Math.sqrt(mse(window, mean) / period) * scale
+    )
+  );
 }
+export {
+  sd
+};

package/sma.js

@@ -2,22 +2,25 @@ import { DCons } from "@thi.ng/dcons/dcons";
 import { illegalArgs } from "@thi.ng/errors/illegal-arguments";
 import { compR } from "@thi.ng/transducers/compr";
 import { iterator1 } from "@thi.ng/transducers/iterator";
-export function sma(period, src) {
-    if (src) {
-        return iterator1(sma(period), src);
-    }
-    period |= 0;
-    period < 2 && illegalArgs("period must be >= 2");
-    return (rfn) => {
-        const reduce = rfn[2];
-        const window = new DCons();
-        let sum = 0;
-        return compR(rfn, (acc, x) => {
-            window.push(x);
-            const n = window.length;
-            sum += x;
-            n > period && (sum -= window.drop());
-            return n >= period ? reduce(acc, sum / period) : acc;
-        });
-    };
+function sma(period, src) {
+  if (src) {
+    return iterator1(sma(period), src);
+  }
+  period |= 0;
+  period < 2 && illegalArgs("period must be >= 2");
+  return (rfn) => {
+    const reduce = rfn[2];
+    const window = new DCons();
+    let sum = 0;
+    return compR(rfn, (acc, x) => {
+      window.push(x);
+      const n = window.length;
+      sum += x;
+      n > period && (sum -= window.drop());
+      return n >= period ? reduce(acc, sum / period) : acc;
+    });
+  };
 }
+export {
+  sma
+};

package/stochastic.js

@@ -3,25 +3,27 @@ import { __iter } from "@thi.ng/transducers/iterator";
 import { step } from "@thi.ng/transducers/step";
 import { donchian } from "./donchian.js";
 import { sma } from "./sma.js";
-export function stochastic(...args) {
-    return (__iter(stochastic, args) ||
-        ((rfn) => {
-            const reduce = rfn[2];
-            const xfD = step(donchian(args[0] || 5));
-            const ma1 = step(sma(args[1] || 3));
-            const ma2 = step(sma(args[2] || 3));
-            return compR(rfn, (acc, x) => {
-                const b = xfD(x);
-                if (b == null)
-                    return acc;
-                const k = (x - b[0]) / (b[1] - b[0]);
-                const d1 = ma1(k);
-                if (d1 == null)
-                    return acc;
-                const d2 = ma2(d1);
-                if (d2 == null)
-                    return acc;
-                return reduce(acc, { k, d1, d2 });
-            });
-        }));
+function stochastic(...args) {
+  return __iter(stochastic, args) || ((rfn) => {
+    const reduce = rfn[2];
+    const xfD = step(donchian(args[0] || 5));
+    const ma1 = step(sma(args[1] || 3));
+    const ma2 = step(sma(args[2] || 3));
+    return compR(rfn, (acc, x) => {
+      const b = xfD(x);
+      if (b == null)
+        return acc;
+      const k = (x - b[0]) / (b[1] - b[0]);
+      const d1 = ma1(k);
+      if (d1 == null)
+        return acc;
+      const d2 = ma2(d1);
+      if (d2 == null)
+        return acc;
+      return reduce(acc, { k, d1, d2 });
+    });
+  });
 }
+export {
+  stochastic
+};

package/trix.js

@@ -2,8 +2,9 @@ import { comp } from "@thi.ng/transducers/comp";
 import { iterator1 } from "@thi.ng/transducers/iterator";
 import { ema } from "./ema.js";
 import { roc } from "./roc.js";
-export function trix(period, src) {
-    return src
-        ? iterator1(trix(period), src)
-        : comp(ema(period), ema(period), ema(period), roc(1));
+function trix(period, src) {
+  return src ? iterator1(trix(period), src) : comp(ema(period), ema(period), ema(period), roc(1));
 }
+export {
+  trix
+};

package/wma.js

@@ -5,19 +5,24 @@ import { map } from "@thi.ng/transducers/map";
 import { partition } from "@thi.ng/transducers/partition";
 import { range } from "@thi.ng/transducers/range";
 import { dot } from "./dot.js";
-export function wma(weights, src) {
-    if (src) {
-        return iterator1(wma(weights), src);
-    }
-    let period, wsum;
-    if (isNumber(weights)) {
-        period = weights | 0;
-        weights = [...range(1, period + 1)];
-        wsum = (period * (period + 1)) / 2;
-    }
-    else {
-        period = weights.length;
-        wsum = weights.reduce((acc, x) => acc + x, 0);
-    }
-    return comp(partition(period, 1), map((window) => dot(window, weights) / wsum));
+function wma(weights, src) {
+  if (src) {
+    return iterator1(wma(weights), src);
+  }
+  let period, wsum;
+  if (isNumber(weights)) {
+    period = weights | 0;
+    weights = [...range(1, period + 1)];
+    wsum = period * (period + 1) / 2;
+  } else {
+    period = weights.length;
+    wsum = weights.reduce((acc, x) => acc + x, 0);
+  }
+  return comp(
+    partition(period, 1),
+    map((window) => dot(window, weights) / wsum)
+  );
 }
+export {
+  wma
+};