ohlcv-indicators 1.0.0

package/dist/ohlcv-indicators.min.js

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

@@ -0,0 +1,147 @@
+import BigNumber from 'bignumber.js'
+import {EMA} from './src/moving-averages/ema.js'
+import {SMA} from './src/moving-averages/sma.js'
+import {MACD} from './src/moving-averages/macd.js'
+import {BollingerBands} from './src/moving-averages/bollingerBands.js'
+import { IchimokuCloud } from './src/moving-averages/ichimokuCloud.js'
+import { RSI} from './src/oscillators/rsi.js'
+import { MFI} from './src/oscillators/mfi.js'
+import { RelativeVolume} from './src/moving-averages/relativeVolume.js'
+import { findCrosses} from './src/utilities.js'
+
+export default class OHLCV_INDICATORS {
+    constructor() {
+        this.BigNumber = BigNumber
+    }
+
+    init(ohlcv) {
+        const { BigNumber } = this
+    
+        const ohlcvObj = ohlcv.map(({ open, high, low, close, volume, timestamp }) => ({
+            open: BigNumber(open),
+            high: BigNumber(high),
+            low: BigNumber(low),
+            close: BigNumber(close),
+            volume: BigNumber(volume),
+            timestamp
+        }))
+    
+        this.ohlcv = ohlcvObj.reduce((acc, { open, high, low, close, volume, timestamp }) => {
+            acc.open.push(open)
+            acc.high.push(high)
+            acc.low.push(low)
+            acc.close.push(close)
+            acc.volume.push(volume)
+            acc.timestamp.push(timestamp)
+            return acc
+        }, { open: [], high: [], low: [], close: [], volume: [], timestamp: [] })
+        
+        return this
+    }
+    
+    getHeaders(){
+        return Object.keys(this.getData())
+    }
+
+    getData() {
+        return this.ohlcv
+    }
+
+    addColumn(key, arr) {
+        const ohlcvLength = this.ohlcv.open.length
+
+        if (arr.length > ohlcvLength) {
+            throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`)
+        }
+
+        //fulls arr with NaN until it has the same lenght as ohlcvLength
+
+        while (arr.length < ohlcvLength) {
+            arr.unshift(NaN)
+        }
+
+        this.ohlcv[key] = arr.map(o => isNaN(o) ? o : o.toNumber())
+    }
+
+    crossPairs(arr)
+    {
+
+        //crossing single column pairs 
+        const ohlcv = this.getData()
+
+        //each parameter [{fast, slow}, {fast, slow}]
+
+        arr.forEach(o => {
+            const {fast, slow} = o
+
+            //validates both are destructured correctly
+            if(!fast || !slow)
+            {
+                return
+            }
+            
+            //if the column does not exist, will try to create a new one
+            //this code can only add single column output indicators such as SMA and EMA
+            [fast, slow].forEach(v => {
+                if (!ohlcv.hasOwnProperty(v)) {
+                    const arr = v.split('_')
+                    if (arr.length > 0) {
+                        const funcName = arr[0].toUpperCase()
+                        const params = arr.slice(1)
+            
+                        if (typeof this[funcName] === 'function' && params.length > 0) {
+                            this[funcName](...params)
+                        }
+                    }
+                }
+            })            
+        
+            //finds the cross and adds is to the columns
+            if (ohlcv.hasOwnProperty(fast) && ohlcv.hasOwnProperty(slow)) {
+                const cross = findCrosses(this.BigNumber, ohlcv[fast], ohlcv[slow])
+                this.addColumn(`${fast}_x_${slow}`, cross)
+            } else {
+                console.error(`Missing ohlcv properties for ${fast} or ${slow}`)
+            }
+        })
+        
+    }
+
+    EMA(size) {
+        EMA(this, size)
+        return this
+    }
+    SMA(size) {
+        SMA(this, size)
+        return this
+    }
+    MACD(fastLine, slowLine, signalLine) {
+        MACD(this, fastLine, slowLine, signalLine)
+        return this
+    }
+    BollingerBands(data, size, times)
+    {
+        BollingerBands(this, data, size, times)
+        return this
+    }
+    IchimokuCloud(tenkan, kijun, senkou)
+    {
+        IchimokuCloud(this, tenkan, kijun, senkou)
+        return this
+    }
+    RSI(period, smoothingPeriod)
+    {
+        RSI(this, period, smoothingPeriod)
+        return this
+    }
+    MFI(period)
+    {
+        MFI(this, period)
+        return this
+    }
+    RelativeVolume(size)
+    {
+        RelativeVolume(this, size)
+        return this
+    }
+}

package/package.json

@@ -0,0 +1,18 @@
+{
+  "name": "ohlcv-indicators",
+  "version": "1.0.0",
+  "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}], utilizing BigNumber precision for enhanced accuracy.",
+  "main": "index.js",
+  "type": "module",
+  "scripts": {
+    "test": "node test/test.js",
+    "build": "webpack"
+  },
+  "author": "https://jaimelias.com/",
+  "license": "ISC",
+  "dependencies": {
+    "bignumber.js": "^9.1.2",
+    "webpack": "^5.92.1",
+    "webpack-cli": "^5.1.4"
+  }
+}

package/src/moving-averages/bollingerBands.js

@@ -0,0 +1,53 @@
+import { getSMA } from "./sma.js";
+
+
+export const BollingerBands = (main, size, times) => {
+  const ohlcv = main.getData()
+  const suffix = `${size}_${times}`
+  const data = ohlcv['close'];
+  const bb = getBollingerBands(main.BigNumber, data, size, times)
+  const {upper, mid, lower} = bb
+  main.addColumn(`bollinger_bands_upper`, upper)
+  main.addColumn(`bollinger_bands_mid`, mid)
+  main.addColumn(`bollinger_bands_lower`, lower)
+}
+
+
+
+export const getBollingerBands = (BigNumber, data, size = 20, times = 2) => {
+    // Ensure times is a BigNumber
+    times = new BigNumber(times)
+  
+    const avg = getSMA(BigNumber, data, size)
+    const sd = deviation(BigNumber, data, size)
+  
+    // Ensure timesSd is correctly calculated
+    const timesSd = sd.map(o => o.times(times))
+  
+    // Correct the mapping of upper and lower bands
+    let upper = avg.map((o, i) => o.plus(timesSd[i]))
+    let mid = avg
+    let lower = avg.map((o, i) => o.minus(timesSd[i]))
+  
+    return { upper, mid, lower }
+  };
+  
+  const deviation = (BigNumber, data, size) => {
+    const zero = new BigNumber(0)
+    const length = data.length
+    const avg = getSMA(BigNumber, data, size)
+    const ret = new Array(length).fill(zero) // Initialize ret array with zeros
+  
+    for (let i = size - 1; i < length; i++) {
+      let sum = zero
+  
+      for (let j = i - size + 1; j <= i; j++) {
+        sum = sum.plus(data[j].minus(avg[i]).pow(2))
+      }
+  
+      ret[i] = sum.dividedBy(size).sqrt()
+    }
+  
+    return ret
+  };
+  

package/src/moving-averages/ema.js

@@ -0,0 +1,55 @@
+
+export const EMA = (main, size) => {
+  const ohlcv = main.getData()
+  const data = ohlcv['close']
+  const ema = getEMA(main.BigNumber, data, size)
+  main.addColumn(`ema_${size}`, ema)
+}
+
+export const getEMA = (BigNumber, data, size) => {
+    const alpha = BigNumber(2 / (size + 1))
+    const length = data.length
+    const ret = []
+  
+    if (alpha.isGreaterThan(1)) {
+      return Array(length)
+    }
+  
+    if (alpha.isEqualTo(1)) {
+      return [...data]
+    }
+  
+    let s = 0
+  
+    // Handles head
+    let i = 0;
+    for (; i < length; i++) {
+      const datum = data[i]
+      if (typeof datum === 'object') {
+        ret[i] = datum
+        s = datum
+        i++
+        break
+      }
+    }
+  
+    if (Array.isArray(alpha)) {
+      for (; i < length; i++) {
+        const datum = data[i]
+        if (typeof datum === 'object' && typeof alpha[i] === 'object') {
+          s = ret[i] = alpha[i].multipliedBy(datum).plus(alpha[i].minus(1).multipliedBy(s))
+        } else {
+          ret[i] = ret[i - 1]
+        }
+      }
+    } else {
+      const o = BigNumber(1).minus(alpha);
+      for (; i < length; i++) {
+        const datum = data[i]
+        s = typeof datum === 'object' ? alpha.multipliedBy(datum).plus(o.multipliedBy(s)) : ret[i - 1]
+        ret[i] = s
+      }
+    }
+  
+    return ret
+  }

package/src/moving-averages/ichimokuCloud.js

@@ -0,0 +1,63 @@
+export const IchimokuCloud = (main, tenkan, kijun, senkou) => {
+
+  const ohlcv = main.getData()
+  const ichi = getIchimokuCloud(main.BigNumber, ohlcv, tenkan, kijun, senkou)
+
+  for(let k in ichi)
+  {
+      console.log(`${k} [length ${ichi[k].length}] [lastValue ${ichi[k][ichi[k].length -1]}]`)
+      main.addColumn(`ichimoku_${k}`, ichi[k])
+  }
+}
+
+
+export const getIchimokuCloud = (BigNumber, data, tenkan = 9, kijun = 26, senkou = 52) => {
+    const TENKAN_SEN_PERIOD = tenkan
+    const KIJUN_SEN_PERIOD = kijun
+    const SENKOU_SPAN_A_PERIOD = KIJUN_SEN_PERIOD-TENKAN_SEN_PERIOD
+    const SENKOU_SPAN_B_PERIOD = senkou
+    const { high, low, close } = data
+    const tenkanSen = calculateAverage(BigNumber, high, low, TENKAN_SEN_PERIOD)
+    const kijunSen = calculateAverage(BigNumber, high, low, KIJUN_SEN_PERIOD)
+    const senkouSpanA = calculateSenkouSpanA(tenkanSen, kijunSen, SENKOU_SPAN_A_PERIOD, KIJUN_SEN_PERIOD)
+    const senkouSpanB = calculateSenkouSpanB(BigNumber, high, low, SENKOU_SPAN_B_PERIOD, KIJUN_SEN_PERIOD)
+    const chikouSpan = calculateChikouSpan(close, KIJUN_SEN_PERIOD)
+  
+    return  {
+      conversion_line: tenkanSen,
+      base_line: kijunSen,
+      leading_span_a: senkouSpanA,
+      leading_span_b: senkouSpanB,
+      lagging_span: chikouSpan
+    }
+}
+  
+const calculateAverage = (BigNumber, high, low, period) => {
+  return high.slice(period).map((_, i) => {
+    const highSlice = high.slice(i, i + period)
+    const lowSlice = low.slice(i, i + period)
+    return BigNumber.maximum(...highSlice).plus(BigNumber.minimum(...lowSlice)).dividedBy(2)
+  });
+}
+
+const calculateSenkouSpanA = (tenkanSen, kijunSen, period, slice) => {
+  const spanA =  tenkanSen.slice(period).map((value, i) =>
+    i < kijunSen.length ? value.plus(kijunSen[i]).dividedBy(2) : null
+  ).filter(val => val !== null)
+
+  return spanA.slice(0, (spanA.length - slice)+1)
+};
+
+const calculateSenkouSpanB = (BigNumber, high, low, period, slice) => {
+  let spanB = high.slice(period).map((_, i) => {  // Adjusted slicing
+    const highSlice = high.slice(i, i + period)
+    const lowSlice = low.slice(i, i + period)
+    return BigNumber.maximum(...highSlice).plus(BigNumber.minimum(...lowSlice)).dividedBy(2)
+  })
+
+  return spanB.slice(0, (spanB.length -slice)+1)
+}
+
+
+const calculateChikouSpan = (close, kijunSenPeriod) => close.slice(0, close.length - kijunSenPeriod)
+

package/src/moving-averages/macd.js

@@ -0,0 +1,38 @@
+import { findCrosses } from "../utilities.js";
+import { getEMA } from "./ema.js";
+
+
+export const MACD = (main, fastLine = 12, slowLine = 26, signalLine = 9) => {
+    const ohlcv = main.getData()
+    const data = ohlcv['close'];
+    const macd = getMACD(main.BigNumber, data, fastLine, slowLine, signalLine)
+
+    for(let k in macd)
+    {
+        main.addColumn(`macd_${k}`, macd[k]);
+    }
+}
+
+export const getMACD = (BigNumber, data, fastLine = 12, slowLine = 26, signalLine = 9) => {
+
+    const fastEMA = getEMA(BigNumber, data, fastLine)
+    const slowEMA = getEMA(BigNumber, data, slowLine)
+
+    // Calculate the MACD line (diff)
+    const diff = fastEMA.map((o, i) => o.minus(slowEMA[i]));
+    
+
+    // Calculate the MACD line (dea)
+    const dea = getEMA(BigNumber, diff, signalLine)
+
+    // Calculate the MACD line (histogram)
+    const histogram = diff.map((d, i) => d.minus(dea[i]))
+    const crosses = findCrosses(BigNumber, diff, dea)
+
+	return {
+		diff, 
+		dea,
+		histogram,
+        crosses
+    }
+}

package/src/moving-averages/relativeVolume.js

@@ -0,0 +1,17 @@
+import { getSMA } from './sma.js'
+
+export const RelativeVolume = (main, size) => {
+    const ohlcv = main.getData()
+    const data = ohlcv['volume']
+    const relVolume = getRelativeVolume(main.BigNumber, data, size)
+    main.addColumn(`relative_volume_${size}`, relVolume)
+}
+
+export const getRelativeVolume = (BigNumber, data, size = 10) => {
+    const sma = getSMA(BigNumber, data, size)
+
+    return data.map((v, i) => {
+        if (i === 0 || !sma[i - 2]) return NaN // or handle the edge case appropriately
+        return v.dividedBy(sma[i - 2])
+    }).filter(v => v !== NaN) // remove null values if necessary
+}

package/src/moving-averages/sma.js

@@ -0,0 +1,34 @@
+
+export const SMA = (main, size) => {
+    const ohlcv = main.getData()
+    const data = ohlcv['close']
+    const sma = getSMA(main.BigNumber, data, size)
+    main.addColumn(`sma_${size}`, sma)
+}
+
+
+export const getSMA = (BigNumber, data, size) => {
+  
+    let result = []
+    let sum = BigNumber(0)
+    let arr = []
+  
+    for (let i = 0; i < data.length; i++) {
+  
+        arr.push(data[i])
+        sum = sum.plus(data[i])
+  
+        if (arr.length > size) {
+            sum = sum.minus(arr.shift())
+        }
+  
+        if (i >= size - 1) {
+            result.push(sum.dividedBy(size))
+        } else {
+  
+          result.push(sum.dividedBy(arr.length))
+        }
+    }
+  
+    return result;
+  }

package/src/oscillators/mfi.js

@@ -0,0 +1,62 @@
+export const MFI = (main, period = 14) => {
+    const ohlcv = main.getData()
+    const mfi = getMFI(main.BigNumber, ohlcv, period)
+    main.addColumn(`mfi_${period}`, mfi)
+}
+
+export const getMFI = (BigNumber, ohlcv, period = 14) => {
+    const { high, low, close, volume } = ohlcv;
+    const zero = BigNumber(0)
+    const hundred = BigNumber(100)
+    const one = BigNumber(1)
+    const typicalPrices = [] // Typical price = (high + low + close) / 3
+    const rawMoneyFlows = [] // Raw money flow = typical price * volume
+    const positiveMoneyFlows = [] // Positive money flow
+    const negativeMoneyFlows = [] // Negative money flow
+    const moneyFlowRatios = [] // Money flow ratio = (14-day positive money flow) / (14-day negative money flow)
+    const moneyFlowIndexes = [] // Money flow index = 100 - (100 / (1 + money flow ratio))
+  
+    // Calculate typical prices and raw money flows
+    for (let i = 0; i < close.length; i++) {
+      const typicalPrice = high[i].plus(low[i]).plus(close[i]).dividedBy(3);
+      const rawMoneyFlow = typicalPrice.times(volume[i]);
+  
+      typicalPrices.push(typicalPrice)
+      rawMoneyFlows.push(rawMoneyFlow)
+    }
+  
+    // Calculate positive and negative money flows
+    for (let i = 1; i < typicalPrices.length; i++) {
+      if (typicalPrices[i].isGreaterThan(typicalPrices[i - 1])) {
+        positiveMoneyFlows.push(rawMoneyFlows[i])
+        negativeMoneyFlows.push(zero)
+      } else if (typicalPrices[i].isLessThan(typicalPrices[i - 1])) {
+        positiveMoneyFlows.push(zero)
+        negativeMoneyFlows.push(rawMoneyFlows[i])
+      } else {
+        positiveMoneyFlows.push(zero)
+        negativeMoneyFlows.push(zero)
+      }
+    }
+  
+    // Calculate money flow ratios
+    for (let i = period; i <= positiveMoneyFlows.length; i++) {
+      const positiveMoneyFlowSlice = positiveMoneyFlows.slice(i - period, i)
+      const negativeMoneyFlowSlice = negativeMoneyFlows.slice(i - period, i)
+  
+      const positiveMoneyFlowSum = positiveMoneyFlowSlice.reduce((sum, value) => sum.plus(value), zero)
+      const negativeMoneyFlowSum = negativeMoneyFlowSlice.reduce((sum, value) => sum.plus(value), zero)
+  
+      const moneyFlowRatio = positiveMoneyFlowSum.dividedBy(negativeMoneyFlowSum)
+      moneyFlowRatios.push(moneyFlowRatio)
+    }
+  
+    // Calculate money flow indexes
+    for (let i = 0; i < moneyFlowRatios.length; i++) {
+      const moneyFlowIndex = hundred.minus(hundred.dividedBy(one.plus(moneyFlowRatios[i])))
+      moneyFlowIndexes.push(moneyFlowIndex)
+    }
+  
+    return moneyFlowIndexes
+  };
+  

package/src/oscillators/rsi.js

@@ -0,0 +1,74 @@
+import { getEMA } from "../moving-averages/ema.js";
+import { findCrosses } from "../utilities.js";
+
+export const RSI = (main, period = 14, smoothingPeriod = 14) => {
+
+    const ohlcv = main.getData()
+    const data = ohlcv['close'];
+    const rsi = getRSI(main.BigNumber, data, period, smoothingPeriod)
+    const suffix = `${period}_${smoothingPeriod}`
+
+    for(let k in rsi)
+    {
+        main.addColumn(`${k}_${suffix}`, rsi[k]);
+    }
+
+}
+
+export const getRSI = (BigNumber, data, period = 14, smoothingPeriod = 14) => {
+    if (data.length < period) {
+        return [];
+    }
+
+    const zero = new BigNumber(0);
+    const hundred = new BigNumber(100);
+    const one = new BigNumber(1);
+
+    let rsi = [];
+    let gain = zero;
+    let loss = zero;
+
+    // Calculate the initial gain and loss
+    for (let i = 1; i <= period; i++) {
+        const thisVal = new BigNumber(data[i]);
+        const prevVal = new BigNumber(data[i - 1]);
+        const change = thisVal.minus(prevVal);
+
+        if (change.isLessThan(zero)) {
+            loss = loss.plus(change.abs());
+        } else {
+            gain = gain.plus(change);
+        }
+    }
+
+    // Calculate the first RSI value
+    let avgGain = gain.dividedBy(period);
+    let avgLoss = loss.dividedBy(period);
+    let rs = avgLoss.isEqualTo(zero) ? zero : avgGain.dividedBy(avgLoss);
+    rsi.push(hundred.minus(hundred.dividedBy(one.plus(rs))));
+
+    // Calculate subsequent RSI values
+    for (let i = period + 1; i < data.length; i++) {
+        const thisVal = new BigNumber(data[i]);
+        const prevVal = new BigNumber(data[i - 1]);
+        const change = thisVal.minus(prevVal);
+
+        if (change.isLessThan(zero)) {
+            loss = change.abs();
+            gain = zero;
+        } else {
+            gain = change;
+            loss = zero;
+        }
+
+        avgGain = avgGain.times(period - 1).plus(gain).dividedBy(period);
+        avgLoss = avgLoss.times(period - 1).plus(loss).dividedBy(period);
+        rs = avgLoss.isEqualTo(zero) ? zero : avgGain.dividedBy(avgLoss);
+        rsi.push(hundred.minus(hundred.dividedBy(one.plus(rs))));
+    }
+
+    const rsi_smoothed = getEMA(BigNumber, rsi, smoothingPeriod);
+    const rsi_crosses = findCrosses(BigNumber, rsi, rsi_smoothed);
+
+    return { rsi, rsi_smoothed, rsi_crosses};
+};

package/src/utilities.js

@@ -0,0 +1,47 @@
+export const findCrosses = (BigNumber, fast, slow) => {
+    let crosses = new Array(fast.length).fill(0)
+    let state = 0 // 0 for no initial state, 1 for uptrend, -1 for downtrend
+
+    // Determine the initial state based on the first values
+    const fast0 = new BigNumber(fast[0])
+    const slow0 = new BigNumber(slow[0])
+
+    if (fast0.isGreaterThan(slow0)) {
+        state = 1
+        crosses[0] = 1
+    } else if (fast0.isLessThan(slow0)) {
+        state = -1
+        crosses[0] = -1
+    } else {
+        state = 0
+        crosses[0] = 0
+    }
+
+    for (let i = 1; i < fast.length; i++) {
+        const fastI = new BigNumber(fast[i])
+        const slowI = new BigNumber(slow[i])
+        const fastPrev = new BigNumber(fast[i - 1])
+        const slowPrev = new BigNumber(slow[i - 1])
+
+        if (fastI.isGreaterThan(slowI) && fastPrev.isLessThanOrEqualTo(slowPrev)) {
+            // CrossUp detected
+            state = 1
+            crosses[i] = 1
+        } else if (fastI.isLessThan(slowI) && fastPrev.isGreaterThanOrEqualTo(slowPrev)) {
+            // CrossDown detected
+            state = -1
+            crosses[i] = -1
+        } else {
+            // Continue with the previous state
+            if (state === 1) {
+                crosses[i] = crosses[i - 1] + 1
+            } else if (state === -1) {
+                crosses[i] = crosses[i - 1] - 1
+            } else {
+                crosses[i] = 0
+            }
+        }
+    }
+
+    return crosses.map(o => BigNumber(o))
+}

package/test/fetchLiveData.js

@@ -0,0 +1,60 @@
+
+const apiRoot = 'https://nasdaq.jaimelias.workers.dev/api'
+const convertCurrencyToFloat = str =>  parseFloat(str.replace(/[,$]/g, ''))
+
+
+
+
+export const getOHLCV = async (symbol, limit) => {
+
+    
+    const oneDay = await (getOneDayOHLC(symbol, limit))
+    const latest = await getLatestOHLCV(symbol)
+
+   return [...oneDay, ...latest]
+}
+
+const getOneDayOHLC = async (symbol, limit) => {
+
+    const {fromDate, toDate} = getDateRange(limit)
+    const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetclass=stocks&fromdate=${fromDate}&todate=${toDate}`)
+    const data = await response.json()
+    const {chart} = data.data
+    const ohlcv = chart.map(({z, x})=> ({
+        open: convertCurrencyToFloat(z.open),
+        high: convertCurrencyToFloat(z.high),
+        low: convertCurrencyToFloat(z.low),
+        close: convertCurrencyToFloat(z.close),
+        volume: convertCurrencyToFloat(z.volume),
+        timestamp: x
+    }))
+
+    return ohlcv
+}
+
+const getLatestOHLCV = async (symbol) => {
+
+    const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetClass=stocks`)
+    const data = await response.json()
+    const {chart, lastSalePrice, volume} = data.data
+    const allValues = chart.map(o => convertCurrencyToFloat(o.z.value))
+
+    return [{
+        open: allValues[0],
+        high: Math.max(...allValues),
+        low: Math.min(...allValues),
+        close: convertCurrencyToFloat(lastSalePrice),
+        volume: convertCurrencyToFloat(volume),
+        timestamp: chart[chart.length -1].x
+    }]
+}
+
+const getDateRange = limit => {
+    const toDate = new Date().toISOString().slice(0, 10) // Get today's date in yyyy-mm-dd format
+
+    const fromDate = new Date()
+    fromDate.setDate(fromDate.getDate() - limit)
+    const fromDateFormatted = fromDate.toISOString().slice(0, 10) // Get the date limit number of days ago in yyyy-mm-dd format
+
+    return { fromDate: fromDateFormatted, toDate }
+};

package/test/test.js

@@ -0,0 +1,51 @@
+import OHLCV_INDICATORS from '../index.js'
+import { getOHLCV } from './fetchLiveData.js'
+
+const indicators = new OHLCV_INDICATORS();
+const {BigNumber} = indicators
+
+const TEST = async () => {  
+  
+  const ohlcv = await getOHLCV('AAPL', 230)
+
+  indicators
+    .init(ohlcv)
+    .EMA(21)
+    .EMA(9, 'ema21')
+    .SMA(200)
+    .SMA(100, 'sma_200')
+    .MACD(12, 26, 9)
+    .BollingerBands(20, 2)
+    .IchimokuCloud(9, 26, 52)
+    .RSI(14, 14)
+    .MFI(14)
+    .RelativeVolume(10)
+    .crossPairs([{fast: 'ema_9', slow: 'ema_21'}, {fast: 'close', slow: 'sma_200'}])
+
+  const dataSet = indicators.getData()
+  
+
+  for(let k in dataSet)
+  {
+    let firstValidIndex = 0
+    const row = dataSet[k]
+    const firstValue = (BigNumber.isBigNumber(row[0])) ? row[0].toNumber() : row[0]
+    const lastValue = (BigNumber.isBigNumber(row[row.length -1])) ? row[row.length -1].toNumber() : row[row.length -1]
+
+    //get the first numeric index
+    row.forEach(v => {
+      if(isNaN(v))
+      {
+        firstValidIndex++
+      }
+    })
+
+    console.log(`${k}: ${JSON.stringify({firstValue, firstValidIndex, lastValue})}`)
+    console.log('---\n')
+  }
+
+  console.log('<<<<<<<<<< HEADERS >>>>>>>>>>')
+  console.log(indicators.getHeaders())
+}
+
+TEST()

package/webpack.config.js

@@ -0,0 +1,13 @@
+import {resolve, dirname } from 'path'
+import { fileURLToPath } from 'url'
+const __dirname = dirname(fileURLToPath(import.meta.url))
+
+
+const entry = './index.js'
+const output = {
+    filename: 'ohlcv-indicators.min.js',
+    path: resolve(__dirname, './dist'),
+    library: 'OHLCV_INDICATORS'
+}
+
+export default {entry, output, mode: 'production', target: 'web'}