@tradejs/indicators 1.0.0

package/README.md

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+# @tradejs/indicators
+
+Built-in TradeJS indicator plugin package.
+
+- Homepage: https://tradejs.dev
+- Documentation: https://docs.tradejs.dev
+- Quickstart: https://docs.tradejs.dev/getting-started/quickstart
+
+## What It Provides
+
+This package contains the built-in indicator catalog used by strategies and charts.
+
+It is intended to be connected as an indicator plugin package through `tradejs.config.ts`.
+
+## Install
+
+```bash
+npm i @tradejs/indicators @tradejs/core
+```
+
+## Usage
+
+Most projects should not add this package manually. It is already included by `@tradejs/base`.
+
+If you want to reference it explicitly:
+
+```ts
+import { defineConfig } from '@tradejs/core/config';
+
+export default defineConfig({
+  indicators: ['@tradejs/indicators'],
+});
+```
+
+## For Custom Indicators
+
+Use `defineIndicatorPlugin(...)` from `@tradejs/core/config` in your own package and add that package to `indicators` in `tradejs.config.ts`.

package/dist/index.d.mts

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+import { KLineData } from 'klinecharts';
+export { createSpreadSmoother, smoothSpreadSeries } from '@tradejs/core/indicators';
+import * as _tradejs_types from '@tradejs/types';
+import { IndicatorPluginRenderer, IndicatorPluginEntry } from '@tradejs/types';
+
+interface Params {
+    period: number;
+    values: number[];
+}
+declare class MOM {
+    private period;
+    private values;
+    constructor({ period, values }: Params);
+    nextValue(price: number): number | undefined;
+}
+
+declare const smaAligned: (values: (number | undefined)[], len: number) => (number | undefined)[];
+
+declare const ATR_PCT: (data: KLineData[], period: number, SMA_SHORT: number, SMA_LONG: number) => {
+    shortLine: (number | undefined)[];
+    longLine: (number | undefined)[];
+    value: number;
+};
+
+declare const registerIndicatorEntries: (entries: readonly IndicatorPluginEntry[], source: string) => void;
+declare const getRegisteredIndicatorEntries: () => IndicatorPluginEntry[];
+declare const getPluginIndicatorCatalog: () => _tradejs_types.Indicator[];
+type IndicatorRendererDescriptor = {
+    indicatorId: string;
+    renderer: IndicatorPluginRenderer;
+};
+declare const getPluginIndicatorRenderers: () => IndicatorRendererDescriptor[];
+
+declare const indicatorEntries: readonly [];
+declare const _default: {
+    indicatorEntries: readonly [];
+};
+
+export { ATR_PCT, MOM, _default as default, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, indicatorEntries, registerIndicatorEntries, smaAligned };

package/dist/index.d.ts

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+import { KLineData } from 'klinecharts';
+export { createSpreadSmoother, smoothSpreadSeries } from '@tradejs/core/indicators';
+import * as _tradejs_types from '@tradejs/types';
+import { IndicatorPluginRenderer, IndicatorPluginEntry } from '@tradejs/types';
+
+interface Params {
+    period: number;
+    values: number[];
+}
+declare class MOM {
+    private period;
+    private values;
+    constructor({ period, values }: Params);
+    nextValue(price: number): number | undefined;
+}
+
+declare const smaAligned: (values: (number | undefined)[], len: number) => (number | undefined)[];
+
+declare const ATR_PCT: (data: KLineData[], period: number, SMA_SHORT: number, SMA_LONG: number) => {
+    shortLine: (number | undefined)[];
+    longLine: (number | undefined)[];
+    value: number;
+};
+
+declare const registerIndicatorEntries: (entries: readonly IndicatorPluginEntry[], source: string) => void;
+declare const getRegisteredIndicatorEntries: () => IndicatorPluginEntry[];
+declare const getPluginIndicatorCatalog: () => _tradejs_types.Indicator[];
+type IndicatorRendererDescriptor = {
+    indicatorId: string;
+    renderer: IndicatorPluginRenderer;
+};
+declare const getPluginIndicatorRenderers: () => IndicatorRendererDescriptor[];
+
+declare const indicatorEntries: readonly [];
+declare const _default: {
+    indicatorEntries: readonly [];
+};
+
+export { ATR_PCT, MOM, _default as default, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, indicatorEntries, registerIndicatorEntries, smaAligned };

package/dist/index.js

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+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/index.ts
+var index_exports = {};
+__export(index_exports, {
+  ATR_PCT: () => ATR_PCT,
+  MOM: () => MOM,
+  createSpreadSmoother: () => import_indicators.createSpreadSmoother,
+  default: () => index_default,
+  getPluginIndicatorCatalog: () => getPluginIndicatorCatalog,
+  getPluginIndicatorRenderers: () => getPluginIndicatorRenderers,
+  getRegisteredIndicatorEntries: () => getRegisteredIndicatorEntries,
+  indicatorEntries: () => indicatorEntries,
+  registerIndicatorEntries: () => registerIndicatorEntries,
+  smaAligned: () => smaAligned,
+  smoothSpreadSeries: () => import_indicators.smoothSpreadSeries
+});
+module.exports = __toCommonJS(index_exports);
+
+// src/mom.ts
+var MOM = class {
+  constructor({ period, values }) {
+    this.period = period;
+    this.values = values;
+  }
+  nextValue(price) {
+    this.values.push(price);
+    if (this.values.length > this.period) {
+      const momentum = price - this.values[this.values.length - this.period - 1];
+      return momentum;
+    }
+    return void 0;
+  }
+};
+
+// src/smaAligned.ts
+var import_technicalindicators = require("technicalindicators");
+var smaAligned = (values, len) => {
+  const numeric = values.filter(
+    (x) => typeof x === "number" && Number.isFinite(x)
+  );
+  const sma = import_technicalindicators.SMA.calculate({ period: len, values: numeric });
+  const firstNumIdx = values.findIndex(
+    (x) => typeof x === "number" && Number.isFinite(x)
+  );
+  const prefix = (firstNumIdx === -1 ? values.length : firstNumIdx) + (len - 1);
+  const out = Array(prefix).fill(void 0).concat(sma);
+  if (out.length > values.length) out.length = values.length;
+  while (out.length < values.length) out.push(void 0);
+  return out;
+};
+
+// src/atrPct.ts
+var import_technicalindicators2 = require("technicalindicators");
+var round = (value, precision = 2) => {
+  const factor = 10 ** precision;
+  return Math.round(value * factor) / factor;
+};
+var ATR_PCT = (data, period, SMA_SHORT, SMA_LONG) => {
+  const closes = data.map((x) => x.close);
+  const highs = data.map((x) => x.high);
+  const lows = data.map((x) => x.low);
+  const atrRaw = import_technicalindicators2.ATR.calculate({
+    period,
+    high: highs,
+    low: lows,
+    close: closes
+  });
+  const atrAligned = Array(period - 1).fill(void 0).concat(atrRaw);
+  const atrPctAligned = atrAligned.map((v, i) => {
+    const c = closes[i];
+    if (typeof v !== "number" || !Number.isFinite(v) || !c) return void 0;
+    return v / c * 100;
+  });
+  const shortLine = smaAligned(atrPctAligned, SMA_SHORT);
+  const longLine = smaAligned(atrPctAligned, SMA_LONG);
+  const lastShortLine = shortLine[shortLine.length - 1];
+  const lastLongLine = longLine[longLine.length - 1];
+  const value = typeof lastShortLine === "number" && Number.isFinite(lastShortLine) && typeof lastLongLine === "number" && Number.isFinite(lastLongLine) ? round(lastShortLine / lastLongLine, 2) : 0;
+  return { shortLine, longLine, value };
+};
+
+// src/spread.ts
+var import_indicators = require("@tradejs/core/indicators");
+
+// src/registry.ts
+var import_indicators2 = require("@tradejs/core/indicators");
+var registerIndicatorEntries = (entries, source) => (0, import_indicators2.registerIndicatorEntries)(entries, source);
+var getRegisteredIndicatorEntries = () => (0, import_indicators2.getRegisteredIndicatorEntries)();
+var getPluginIndicatorCatalog = () => (0, import_indicators2.getPluginIndicatorCatalog)();
+var getPluginIndicatorRenderers = () => (0, import_indicators2.getPluginIndicatorRenderers)();
+
+// src/index.ts
+var indicatorEntries = [];
+var index_default = { indicatorEntries };
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  ATR_PCT,
+  MOM,
+  createSpreadSmoother,
+  getPluginIndicatorCatalog,
+  getPluginIndicatorRenderers,
+  getRegisteredIndicatorEntries,
+  indicatorEntries,
+  registerIndicatorEntries,
+  smaAligned,
+  smoothSpreadSeries
+});

package/dist/index.mjs

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+// src/mom.ts
+var MOM = class {
+  constructor({ period, values }) {
+    this.period = period;
+    this.values = values;
+  }
+  nextValue(price) {
+    this.values.push(price);
+    if (this.values.length > this.period) {
+      const momentum = price - this.values[this.values.length - this.period - 1];
+      return momentum;
+    }
+    return void 0;
+  }
+};
+
+// src/smaAligned.ts
+import { SMA } from "technicalindicators";
+var smaAligned = (values, len) => {
+  const numeric = values.filter(
+    (x) => typeof x === "number" && Number.isFinite(x)
+  );
+  const sma = SMA.calculate({ period: len, values: numeric });
+  const firstNumIdx = values.findIndex(
+    (x) => typeof x === "number" && Number.isFinite(x)
+  );
+  const prefix = (firstNumIdx === -1 ? values.length : firstNumIdx) + (len - 1);
+  const out = Array(prefix).fill(void 0).concat(sma);
+  if (out.length > values.length) out.length = values.length;
+  while (out.length < values.length) out.push(void 0);
+  return out;
+};
+
+// src/atrPct.ts
+import { ATR } from "technicalindicators";
+var round = (value, precision = 2) => {
+  const factor = 10 ** precision;
+  return Math.round(value * factor) / factor;
+};
+var ATR_PCT = (data, period, SMA_SHORT, SMA_LONG) => {
+  const closes = data.map((x) => x.close);
+  const highs = data.map((x) => x.high);
+  const lows = data.map((x) => x.low);
+  const atrRaw = ATR.calculate({
+    period,
+    high: highs,
+    low: lows,
+    close: closes
+  });
+  const atrAligned = Array(period - 1).fill(void 0).concat(atrRaw);
+  const atrPctAligned = atrAligned.map((v, i) => {
+    const c = closes[i];
+    if (typeof v !== "number" || !Number.isFinite(v) || !c) return void 0;
+    return v / c * 100;
+  });
+  const shortLine = smaAligned(atrPctAligned, SMA_SHORT);
+  const longLine = smaAligned(atrPctAligned, SMA_LONG);
+  const lastShortLine = shortLine[shortLine.length - 1];
+  const lastLongLine = longLine[longLine.length - 1];
+  const value = typeof lastShortLine === "number" && Number.isFinite(lastShortLine) && typeof lastLongLine === "number" && Number.isFinite(lastLongLine) ? round(lastShortLine / lastLongLine, 2) : 0;
+  return { shortLine, longLine, value };
+};
+
+// src/spread.ts
+import {
+  createSpreadSmoother,
+  smoothSpreadSeries
+} from "@tradejs/core/indicators";
+
+// src/registry.ts
+import {
+  getPluginIndicatorCatalog as getPluginIndicatorCatalogCore,
+  getPluginIndicatorRenderers as getPluginIndicatorRenderersCore,
+  getRegisteredIndicatorEntries as getRegisteredIndicatorEntriesCore,
+  registerIndicatorEntries as registerIndicatorEntriesCore
+} from "@tradejs/core/indicators";
+var registerIndicatorEntries = (entries, source) => registerIndicatorEntriesCore(entries, source);
+var getRegisteredIndicatorEntries = () => getRegisteredIndicatorEntriesCore();
+var getPluginIndicatorCatalog = () => getPluginIndicatorCatalogCore();
+var getPluginIndicatorRenderers = () => getPluginIndicatorRenderersCore();
+
+// src/index.ts
+var indicatorEntries = [];
+var index_default = { indicatorEntries };
+export {
+  ATR_PCT,
+  MOM,
+  createSpreadSmoother,
+  index_default as default,
+  getPluginIndicatorCatalog,
+  getPluginIndicatorRenderers,
+  getRegisteredIndicatorEntries,
+  indicatorEntries,
+  registerIndicatorEntries,
+  smaAligned,
+  smoothSpreadSeries
+};

package/package.json

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+{
+  "name": "@tradejs/indicators",
+  "version": "1.0.0",
+  "description": "Built-in TradeJS indicator plugin catalog.",
+  "main": "dist/index.js",
+  "module": "dist/index.mjs",
+  "types": "dist/index.d.ts",
+  "files": [
+    "dist"
+  ],
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.mjs",
+      "require": "./dist/index.js"
+    }
+  },
+  "dependencies": {
+    "@tradejs/core": "^1.0.0",
+    "@tradejs/types": "^1.0.0",
+    "klinecharts": "10.0.0-alpha9",
+    "technicalindicators": "^3.1.0"
+  },
+  "devDependencies": {
+    "tsup": "^8.5.1",
+    "typescript": "^5.1"
+  },
+  "scripts": {
+    "build": "tsup",
+    "typecheck": "tsc -p ./tsconfig.json --noEmit"
+  },
+  "license": "MIT",
+  "author": "aleksnick (https://github.com/aleksnick)"
+}