ohlcv-indicators 1.0.0 → 1.0.2

package/index.js

@@ -7,7 +7,7 @@ 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'
+import {findCrosses} from './src/utilities.js'
 
 export default class OHLCV_INDICATORS {
     constructor() {
@@ -17,24 +17,28 @@ export default class OHLCV_INDICATORS {
     init(ohlcv) {
         const { BigNumber } = this
     
-        const ohlcvObj = ohlcv.map(({ open, high, low, close, volume, timestamp }) => ({
+        const ohlcvObj = ohlcv.map(({ open, high, low, close, volume, ...rest }) => ({
             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: [] })
+            ...rest
+        }));
+        
+        this.ohlcv = ohlcvObj.reduce((acc, { open, high, low, close, volume, ...rest }) => {
+            acc.open.push(open);
+            acc.high.push(high);
+            acc.low.push(low);
+            acc.close.push(close);
+            acc.volume.push(volume);
+            Object.keys(rest).forEach(key => {
+                if (!acc[key]) acc[key] = [];
+                acc[key].push(rest[key]);
+            });
+            return acc;
+        }, { open: [], high: [], low: [], close: [], volume: [] });
+        
         
         return this
     }
@@ -46,6 +50,17 @@ export default class OHLCV_INDICATORS {
     getData() {
         return this.ohlcv
     }
+    getLastValues(){
+        const output = {}
+
+        for(let k in this.ohlcv)
+        {
+            const arr = this.ohlcv[k]
+            output[k] = arr[arr.length - 1]
+        }
+
+        return output
+    }
 
     addColumn(key, arr) {
         const ohlcvLength = this.ohlcv.open.length
@@ -68,6 +83,7 @@ export default class OHLCV_INDICATORS {
 
         //crossing single column pairs 
         const ohlcv = this.getData()
+        let slowNumArr = []
 
         //each parameter [{fast, slow}, {fast, slow}]
 
@@ -82,8 +98,8 @@ export default class OHLCV_INDICATORS {
             
             //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)) {
+            [fast, slow].forEach((v, i) => {
+                if (!ohlcv.hasOwnProperty(v) && typeof v === 'string') {
                     const arr = v.split('_')
                     if (arr.length > 0) {
                         const funcName = arr[0].toUpperCase()
@@ -94,13 +110,23 @@ export default class OHLCV_INDICATORS {
                         }
                     }
                 }
+                else if(typeof v === 'number' && i === 1)
+                {
+                    slowNumArr = ohlcv.close.map(o => 30)
+                }
             })            
         
             //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 {
+            }
+            else if(ohlcv.hasOwnProperty(fast) && slowNumArr.length > 0)
+            {
+                const cross = findCrosses(this.BigNumber, ohlcv[fast], slowNumArr)
+                this.addColumn(`${fast}_x_${slow}`, cross)
+            }
+            else {
                 console.error(`Missing ohlcv properties for ${fast} or ${slow}`)
             }
         })

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.0.0",
+  "version": "1.0.2",
   "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",

package/src/moving-averages/bollingerBands.js

@@ -7,9 +7,12 @@ export const BollingerBands = (main, 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)
+
+
+  for(let k in bb)
+  {
+    main.addColumn(`bollinger_bands_${k}`, bb[k])
+  }
 }
 
 
@@ -28,8 +31,11 @@ export const getBollingerBands = (BigNumber, data, size = 20, times = 2) => {
     let upper = avg.map((o, i) => o.plus(timesSd[i]))
     let mid = avg
     let lower = avg.map((o, i) => o.minus(timesSd[i]))
+    let range = bollingerBandsRange(data, {upper, lower})
+
+    console.log({range})
   
-    return { upper, mid, lower }
+    return { upper, mid, lower, range }
   };
   
   const deviation = (BigNumber, data, size) => {
@@ -49,5 +55,15 @@ export const getBollingerBands = (BigNumber, data, size = 20, times = 2) => {
     }
   
     return ret
-  };
-  
+  }
+
+
+const bollingerBandsRange = (data, bollingerBands) => {
+    let {upper, lower} = bollingerBands;
+
+    const range = upper.map((v, i) => v.minus(lower[i]))
+
+    const output = data.map((v, i) => (v.minus(lower[i]).dividedBy(range[i])).times(100))
+  
+    return output
+  }

package/test/fetchLiveData.js

@@ -2,19 +2,16 @@
 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 oneDay = await (getOneDayOHLCV(symbol, limit))
     const latest = await getLatestOHLCV(symbol)
 
    return [...oneDay, ...latest]
 }
 
-const getOneDayOHLC = async (symbol, limit) => {
+const getOneDayOHLCV = async (symbol, limit) => {
 
     const {fromDate, toDate} = getDateRange(limit)
     const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetclass=stocks&fromdate=${fromDate}&todate=${toDate}`)
@@ -26,13 +23,13 @@ const getOneDayOHLC = async (symbol, limit) => {
         low: convertCurrencyToFloat(z.low),
         close: convertCurrencyToFloat(z.close),
         volume: convertCurrencyToFloat(z.volume),
-        timestamp: x
+        ...convertNyMillisecondsToUtc(x) //{utcTimestamp, utcDate}
     }))
 
     return ohlcv
 }
 
-const getLatestOHLCV = async (symbol) => {
+export const getLatestOHLCV = async (symbol) => {
 
     const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetClass=stocks`)
     const data = await response.json()
@@ -45,7 +42,7 @@ const getLatestOHLCV = async (symbol) => {
         low: Math.min(...allValues),
         close: convertCurrencyToFloat(lastSalePrice),
         volume: convertCurrencyToFloat(volume),
-        timestamp: chart[chart.length -1].x
+        ...convertNyMillisecondsToUtc(chart[chart.length -1].x)
     }]
 }
 
@@ -57,4 +54,130 @@ const getDateRange = 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 }
-};
+};
+
+
+export const fetchHistoricalOHLCV = async ({symbol, days}) => {
+
+    //this function removes the lates "today result from output"
+
+    const response = await fetch(`https://charting.nasdaq.com/data/charting/intraday?symbol=${symbol}&mostRecent=${days}&includeLatestIntradayData=0&`, {
+        referrer: "https://charting.nasdaq.com/dynamic/chart.html"
+      })
+
+      const data = await response.json()
+      const {marketData} = data
+
+
+      const parsedData = marketData.map(o => ({
+        value: o.Value,
+        volume: o.Volume,
+        data: o.Date,
+        ...convertNYDateStringToUTC(o.Date)
+      }))
+
+      const lastItem = parsedData[parsedData.length - 1]
+      const lastDay = new Date(lastItem.utcTimestamp);
+      lastDay.setUTCHours(0, 0, 0, 0)
+      const lastTimeStamp = lastDay.getTime()
+
+      const filteredData = parsedData.filter(o => o.utcTimestamp < lastTimeStamp)
+
+      return filteredData;
+}
+
+
+const convertNyMillisecondsToUtc = milliseconds => {
+    // Create a new Date object using the milliseconds
+    const nyDate = new Date(milliseconds);
+
+    // Calculate the timezone offset in milliseconds (New York is UTC-5 or UTC-4 during Daylight Saving Time)
+    const offset = nyDate.getTimezoneOffset() * 60000;
+
+    // Create a new Date object in UTC by subtracting the offset
+    const utcDate = new Date(milliseconds + offset);
+
+    // Get the UTC milliseconds
+    const utcMilliseconds = utcDate.getTime();
+
+    // Get individual components of the date
+    const year = utcDate.getUTCFullYear();
+    const month = String(utcDate.getUTCMonth() + 1).padStart(2, '0'); // Months are zero-indexed, so add 1
+    const day = String(utcDate.getUTCDate()).padStart(2, '0');
+    const hours = String(utcDate.getUTCHours()).padStart(2, '0');
+    const minutes = String(utcDate.getUTCMinutes()).padStart(2, '0');
+    const seconds = String(utcDate.getUTCSeconds()).padStart(2, '0');
+
+    // Format the date string
+    const utcDateString = `${year}-${month}-${day} ${hours}:${minutes}:${seconds}`;
+
+    // Return the result as an object
+    return {
+        utcTimestamp: utcMilliseconds,
+        utcDate: utcDateString
+    };
+}
+
+
+function convertNYDateStringToUTC(dateString) {
+    // Create a date object in the New York timezone
+    const nyDate = new Date(dateString + ' GMT-0400');
+
+    // Get the UTC date string
+    const utcDateString = nyDate.toISOString().replace('T', ' ').substring(0, 19);
+
+    // Get the UTC timestamp
+    const utcTimestamp = nyDate.getTime();
+
+    return {
+        utcDateString: utcDateString,
+        utcTimestamp: utcTimestamp
+    };
+}
+
+
+export const convertToOHLCV = (data, intervalMinutes) => {
+    const validMinuteIntervals = [5, 10, 15, 30, 45, 60, 120, 180, 240];
+  
+    if (!validMinuteIntervals.includes(intervalMinutes)) {
+      const errMessage = `Invalid interval. Please use any of the following intervals: ${validMinuteIntervals.join(", ")}`;
+      throw Error(errMessage);
+    }
+  
+    const result = [];
+    let tempGroup = [];
+    let currentIntervalStart = null;
+  
+    data.forEach(item => {
+      if (!currentIntervalStart) {
+        currentIntervalStart = item.utcTimestamp;
+      }
+  
+      if ((item.utcTimestamp - currentIntervalStart) < intervalMinutes * 60000) {
+        tempGroup.push(item);
+      } else {
+        result.push(calculateOHLCV(tempGroup));
+        tempGroup = [item];
+        currentIntervalStart = item.utcTimestamp;
+      }
+    });
+  
+    if (tempGroup.length) {
+      result.push(calculateOHLCV(tempGroup));
+    }
+  
+    return result;
+  };
+  
+  const calculateOHLCV = (group) => {
+    const open = group[0].value;
+    const close = group[group.length - 1].value;
+    const high = Math.max(...group.map(item => item.value));
+    const low = Math.min(...group.map(item => item.value));
+    const volume = group[group.length - 1].volume;
+    const utcDateString = group[group.length - 1].utcDateString;
+    const utcTimestamp = group[group.length - 1].utcTimestamp;
+  
+    return { open, high, low, close, volume, utcDateString, utcTimestamp };
+  };
+  

package/test/test.js

@@ -1,26 +1,42 @@
 import OHLCV_INDICATORS from '../index.js'
-import { getOHLCV } from './fetchLiveData.js'
+import { getOHLCV, fetchHistoricalOHLCV , getLatestOHLCV, convertToOHLCV} from './fetchLiveData.js'
 
 const indicators = new OHLCV_INDICATORS();
 const {BigNumber} = indicators
 
 const TEST = async () => {  
   
+
+
+  //console.log(await getLatestOHLCV('NVDA'))
+
+
+  //const historical = await fetchHistoricalOHLCV({symbol: 'NVDA', days: 30})
+
+  //console.log(historical[0])
+
+  //const historical = convertToOHLCV(await fetchHistoricalOHLCV({symbol: 'NVDA', days: 15}), 5)
+  //console.log(historical.length)
+  //console.log(historical[0])
+  //console.log(historical[historical.length - 1])
+  //return
+
+
   const ohlcv = await getOHLCV('AAPL', 230)
 
   indicators
     .init(ohlcv)
-    .EMA(21)
-    .EMA(9, 'ema21')
-    .SMA(200)
-    .SMA(100, 'sma_200')
-    .MACD(12, 26, 9)
+    //.EMA(21)
+    //.EMA(9, 'ema21')
+    //.SMA(200)
+    //.SMA(100, 'sma_200')
+    //.MACD(12, 26, 9)
     .BollingerBands(20, 2)
-    .IchimokuCloud(9, 26, 52)
+    //.IchimokuCloud(9, 26, 52)
     .RSI(14, 14)
     .MFI(14)
-    .RelativeVolume(10)
-    .crossPairs([{fast: 'ema_9', slow: 'ema_21'}, {fast: 'close', slow: 'sma_200'}])
+    //.RelativeVolume(10)
+    .crossPairs([{fast: 'ema_9', slow: 'ema_21'}, {fast: 'close', slow: 'sma_200'}, {fast: 'rsi_14_14', slow: 30}])
 
   const dataSet = indicators.getData()
   
@@ -40,12 +56,14 @@ const TEST = async () => {
       }
     })
 
-    console.log(`${k}: ${JSON.stringify({firstValue, firstValidIndex, lastValue})}`)
-    console.log('---\n')
+    //console.log(`${k}: ${JSON.stringify({firstValue, firstValidIndex, lastValue})}`)
+    //console.log('---\n')
   }
 
-  console.log('<<<<<<<<<< HEADERS >>>>>>>>>>')
-  console.log(indicators.getHeaders())
+  //console.log('<<<<<<<<<< HEADERS >>>>>>>>>>')
+  //console.log(indicators.getHeaders())
+
+  console.log(indicators.getLastValues())
 }
 
 TEST()