ohlcv-indicators 1.0.1 → 1.0.3

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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t=0;t<h;t++){const c=n[t],h=i[t],p=s[t],g=o[t],m=l[t],d=g.isGreaterThanOrEqualTo(c)?m:new e(0),w=g.isLessThan(c)?m:new e(0),v=p.minus(u).multipliedBy(a).integerValue(e.ROUND_FLOOR).toNumber(),y=h.minus(u).multipliedBy(a).integerValue(e.ROUND_CEIL).toNumber();for(let e=Math.max(v,0);e<Math.min(y,r);e++)f[e].upVolume=f[e].upVolume.plus(d),f[e].downVolume=f[e].downVolume.plus(w)}return f};class P{constructor(){this.BigNumber=b,this.VolumeProfile=L}init(e){const{BigNumber:t}=this,r=e.map((({open:e,high:r,low:n,close:i,volume:s,...o})=>({open:t(e),high:t(r),low:t(n),close:t(i),volume:t(s),...o})));return this.ohlcv=r.reduce(((e,{open:t,high:r,low:n,close:i,volume:s,...o})=>(e.open.push(t),e.high.push(r),e.low.push(n),e.close.push(i),e.volume.push(s),Object.keys(o).forEach((t=>{e[t]||(e[t]=[]),e[t].push(o[t])})),e)),{open:[],high:[],low:[],close:[],volume:[]}),this}getHeaders(){return Object.keys(this.getData())}getData(){return this.ohlcv}getLastValues(){const e={};for(let t in this.ohlcv){const r=this.ohlcv[t];e[t]=r[r.length-1]}return e}addColumn(e,t){const r=this.ohlcv.open.length;if(t.length>r)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");for(;t.length<r;)t.unshift(NaN);this.ohlcv[e]=t.map((e=>isNaN(e)?e:e.toNumber()))}crossPairs(e){const t=this.getData();let r=[];e.forEach((e=>{const{fast:n,slow:i}=e;if(n&&i)if([n,i].forEach(((e,n)=>{if(t.hasOwnProperty(e)||"string"!=typeof e)"number"==typeof e&&1===n&&(r=t.close.map((e=>30)));else{const t=e.split("_");if(t.length>0){const e=t[0].toUpperCase(),r=t.slice(1);"function"==typeof this[e]&&r.length>0&&this[e](...r)}}})),t.hasOwnProperty(n)&&t.hasOwnProperty(i)){const e=B(this.BigNumber,t[n],t[i]);this.addColumn(`${n}_x_${i}`,e)}else if(t.hasOwnProperty(n)&&r.length>0){const e=B(this.BigNumber,t[n],r);this.addColumn(`${n}_x_${i}`,e)}else console.error(`Missing ohlcv properties for ${n} or ${i}`)}))}EMA(e){return((e,t)=>{const r=e.getData().close,n=N(e.BigNumber,r,t);e.addColumn(`ema_${t}`,n)})(this,e),this}SMA(e){return((e,t)=>{const r=e.getData().close,n=O(e.BigNumber,r,t);e.addColumn(`sma_${t}`,n)})(this,e),this}MACD(e,t,r){return((e,t=12,r=26,n=9)=>{const i=e.getData().close,s=((e,t,r=12,n=26,i=9)=>{const s=N(e,t,r),o=N(e,t,n),l=s.map(((e,t)=>e.minus(o[t]))),u=N(e,l,i),c=l.map(((e,t)=>e.minus(u[t]))),f=B(e,l,u);return{diff:l,dea:u,histogram:c,crosses:f}})(e.BigNumber,i,t,r,n);for(let t in s)e.addColumn(`macd_${t}`,s[t])})(this,e,t,r),this}BollingerBands(e,t,r){return((e,t,r)=>{const n=e.getData().close,i=((e,t,r=20,n=2)=>{n=new e(n);const i=O(e,t,r),s=E(e,t,r).map((e=>e.times(n)));let o=i.map(((e,t)=>e.plus(s[t]))),l=i,u=i.map(((e,t)=>e.minus(s[t])));return{upper:o,mid:l,lower:u,range:_(t,{upper:o,lower:u})}})(e.BigNumber,n,t,r);for(let t in i)e.addColumn(`bollinger_bands_${t}`,i[t])})(this,e,t),this}IchimokuCloud(e,t,r){return((e,t,r,n)=>{const i=e.getData(),s=((e,t,r=9,n=26,i=52)=>{const s=r,o=n,l=o-s,u=i,{high:c,low:f,close:a}=t,h=A(e,c,f,s),p=A(e,c,f,o);return{conversion_line:h,base_line:p,leading_span_a:T(h,p,l,o),leading_span_b:C(e,c,f,u,o),lagging_span:D(a,o)}})(e.BigNumber,i,t,r,n);for(let t in s)console.log(`${t} [length ${s[t].length}] [lastValue ${s[t][s[t].length-1]}]`),e.addColumn(`ichimoku_${t}`,s[t])})(this,e,t,r),this}RSI(e,t,r){return((e,t,r,n)=>{const i=e.getData().close,s=((e,t,r=14,n="SMA",i=14)=>{if(t.length<r)return[];const s=new e(0),o=new e(100),l=new e(1);let u=[],c=s,f=s;for(let n=1;n<=r;n++){const r=new e(t[n]),i=new e(t[n-1]),o=r.minus(i);o.isLessThan(s)?f=f.plus(o.abs()):c=c.plus(o)}let a=c.dividedBy(r),h=f.dividedBy(r),p=h.isEqualTo(s)?s:a.dividedBy(h);u.push(o.minus(o.dividedBy(l.plus(p))));for(let n=r+1;n<t.length;n++){const i=new e(t[n]),g=new e(t[n-1]),m=i.minus(g);m.isLessThan(s)?(f=m.abs(),c=s):(c=m,f=s),a=a.times(r-1).plus(c).dividedBy(r),h=h.times(r-1).plus(f).dividedBy(r),p=h.isEqualTo(s)?s:a.dividedBy(h),u.push(o.minus(o.dividedBy(l.plus(p))))}let g={rsi:u};if("string"==typeof n&&"number"==typeof i&&S.hasOwnProperty(`get${n}`)){const t=S[`get${n}`](e,u,i);g[`rsi_${n}`]=t,g[`rsi_x_rsi_${n}`]=B(e,u,t)}return g})(e.BigNumber,i,t,r,n),o=`${t}`;for(let t in s)e.addColumn(`${t}_${o}`.toLowerCase(),s[t])})(this,e,t,r),this}MFI(e){return((e,t=14)=>{const r=e.getData(),n=((e,t,r=14)=>{const{high:n,low:i,close:s,volume:o}=t,l=e(0),u=e(100),c=e(1),f=[],a=[],h=[],p=[],g=[],m=[];for(let e=0;e<s.length;e++){const t=n[e].plus(i[e]).plus(s[e]).dividedBy(3),r=t.times(o[e]);f.push(t),a.push(r)}for(let e=1;e<f.length;e++)f[e].isGreaterThan(f[e-1])?(h.push(a[e]),p.push(l)):f[e].isLessThan(f[e-1])?(h.push(l),p.push(a[e])):(h.push(l),p.push(l));for(let e=r;e<=h.length;e++){const t=h.slice(e-r,e),n=p.slice(e-r,e),i=t.reduce(((e,t)=>e.plus(t)),l),s=n.reduce(((e,t)=>e.plus(t)),l),o=i.dividedBy(s);g.push(o)}for(let e=0;e<g.length;e++){const t=u.minus(u.dividedBy(c.plus(g[e])));m.push(t)}return m})(e.BigNumber,r,t);e.addColumn(`mfi_${t}`,n)})(this,e),this}RelativeVolume(e){return((e,t)=>{const r=e.getData().volume,n=((e,t,r=10)=>{const n=O(e,t,r);return t.map(((e,t)=>0!==t&&n[t-2]?n[t-2].isZero()?NaN:e.dividedBy(n[t-2]):NaN)).filter((e=>!Number.isNaN(e)))})(e.BigNumber,r,t);e.addColumn(`relative_volume_${t}`,n)})(this,e),this}}})(),OHLCV_INDICATORS=t})();

package/index.js

@@ -7,11 +7,13 @@ 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 { VolumeProfile } from './src/studies/volumeProfile.js'
+import {findCrosses} from './src/utilities.js'
 
 export default class OHLCV_INDICATORS {
     constructor() {
         this.BigNumber = BigNumber
+        this.VolumeProfile = VolumeProfile
     }
 
     init(ohlcv) {
@@ -83,6 +85,7 @@ export default class OHLCV_INDICATORS {
 
         //crossing single column pairs 
         const ohlcv = this.getData()
+        let slowNumArr = []
 
         //each parameter [{fast, slow}, {fast, slow}]
 
@@ -97,8 +100,8 @@ 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()
@@ -109,13 +112,23 @@ 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}`)
             }
         })
@@ -144,9 +157,9 @@ export default class OHLCV_INDICATORS {
         IchimokuCloud(this, tenkan, kijun, senkou)
         return this
     }
-    RSI(period, smoothingPeriod)
+    RSI(period, movingAverage, movingAveragePeriod)
     {
-        RSI(this, period, smoothingPeriod)
+        RSI(this, period, movingAverage, movingAveragePeriod)
         return this
     }
     MFI(period)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.0.1",
+  "version": "1.0.3",
   "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",
@@ -11,7 +11,9 @@
   "author": "https://jaimelias.com/",
   "license": "ISC",
   "dependencies": {
-    "bignumber.js": "^9.1.2",
+    "bignumber.js": "^9.1.2"
+  },
+  "devDependencies": {
     "webpack": "^5.92.1",
     "webpack-cli": "^5.1.4"
   }

package/src/moving-averages/bollingerBands.js

@@ -3,13 +3,13 @@ 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)
+
+  for(let k in bb)
+  {
+    main.addColumn(`bollinger_bands_${k}`, bb[k])
+  }
 }
 
 
@@ -28,8 +28,9 @@ 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})
   
-    return { upper, mid, lower }
+    return { upper, mid, lower, range }
   };
   
   const deviation = (BigNumber, data, size) => {
@@ -49,5 +50,15 @@ 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/src/moving-averages/relativeVolume.js

@@ -11,7 +11,9 @@ 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
+        if (i === 0 || !sma[i - 2]) return NaN
+        // Avoid division by zero
+        if (sma[i - 2].isZero()) return NaN
         return v.dividedBy(sma[i - 2])
-    }).filter(v => v !== NaN) // remove null values if necessary
+    }).filter(v => !Number.isNaN(v))
 }

package/src/oscillators/rsi.js

@@ -1,28 +1,30 @@
+import { getSMA } from "../moving-averages/sma.js";
 import { getEMA } from "../moving-averages/ema.js";
 import { findCrosses } from "../utilities.js";
 
-export const RSI = (main, period = 14, smoothingPeriod = 14) => {
+const ma = {getSMA, getEMA}
+
+export const RSI = (main, period, movingAverage, movingAveragePeriod) => {
 
     const ohlcv = main.getData()
-    const data = ohlcv['close'];
-    const rsi = getRSI(main.BigNumber, data, period, smoothingPeriod)
-    const suffix = `${period}_${smoothingPeriod}`
+    const data = ohlcv['close']
+    const rsi = getRSI(main.BigNumber, data, period, movingAverage, movingAveragePeriod)
+    const suffix = `${period}`
 
     for(let k in rsi)
     {
-        main.addColumn(`${k}_${suffix}`, rsi[k]);
+        main.addColumn(`${k}_${suffix}`.toLowerCase(), rsi[k])
     }
-
 }
 
-export const getRSI = (BigNumber, data, period = 14, smoothingPeriod = 14) => {
+export const getRSI = (BigNumber, data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14) => {
     if (data.length < period) {
         return [];
     }
 
-    const zero = new BigNumber(0);
-    const hundred = new BigNumber(100);
-    const one = new BigNumber(1);
+    const zero = new BigNumber(0)
+    const hundred = new BigNumber(100)
+    const one = new BigNumber(1)
 
     let rsi = [];
     let gain = zero;
@@ -30,45 +32,54 @@ export const getRSI = (BigNumber, data, period = 14, smoothingPeriod = 14) => {
 
     // 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);
+        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());
+            loss = loss.plus(change.abs())
         } else {
-            gain = gain.plus(change);
+            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))));
+    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);
+        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;
+            loss = change.abs()
+            gain = zero
         } else {
-            gain = change;
-            loss = zero;
+            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))));
+        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);
+    let output = {rsi}
 
-    return { rsi, rsi_smoothed, rsi_crosses};
-};
+    if(typeof movingAverage === 'string' && typeof movingAveragePeriod === 'number')
+    {
+        if(ma.hasOwnProperty(`get${movingAverage}`))
+        {
+            const rsi_smoothed = ma[`get${movingAverage}`](BigNumber, rsi, movingAveragePeriod)
+            output[`rsi_${movingAverage}`] = rsi_smoothed
+            output[`rsi_x_rsi_${movingAverage}`] = findCrosses(BigNumber, rsi, rsi_smoothed)
+        }
+    }
+
+    return output
+}

package/src/studies/volumeProfile.js

@@ -0,0 +1,45 @@
+//volume profile can not be concatenated to the main class
+
+export const VolumeProfile = (BigNumber, ohlcv, numBins = 10) => {
+
+  const { open, high, low, close, volume } = ohlcv;
+
+  // Determine the range of prices
+  const lowPrice = BigNumber.min(...low);
+  const highPrice = BigNumber.max(...high);
+  const binSize = highPrice.minus(lowPrice).dividedBy(numBins);
+
+  // Initialize bins
+  const bins = Array.from({ length: numBins }, (_, i) => ({
+    price: lowPrice.plus(binSize.multipliedBy(i)),
+    upVolume: new BigNumber(0),
+    downVolume: new BigNumber(0)
+  }));
+
+  // Precompute binSize inversely to use multiplication instead of division in the loop
+  const inverseBinSize = new BigNumber(1).dividedBy(binSize);
+
+  // Distribute volume into bins
+  const numDataPoints = close.length;
+  for (let i = 0; i < numDataPoints; i++) {
+    const currentOpen = open[i];
+    const currentHigh = high[i];
+    const currentLow = low[i];
+    const currentClose = close[i];
+    const currentVolume = volume[i];
+
+    const upVolume = currentClose.isGreaterThanOrEqualTo(currentOpen) ? currentVolume : new BigNumber(0);
+    const downVolume = currentClose.isLessThan(currentOpen) ? currentVolume : new BigNumber(0);
+
+    const lowIndex = currentLow.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_FLOOR).toNumber();
+    const highIndex = currentHigh.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_CEIL).toNumber();
+
+    for (let j = Math.max(lowIndex, 0); j < Math.min(highIndex, numBins); j++) {
+      bins[j].upVolume = bins[j].upVolume.plus(upVolume);
+      bins[j].downVolume = bins[j].downVolume.plus(downVolume);
+    }
+  }
+
+  return bins
+
+}

package/test/fetchLiveData.js

@@ -22,8 +22,7 @@ const getOneDayOHLCV = async (symbol, limit) => {
         high: convertCurrencyToFloat(z.high),
         low: convertCurrencyToFloat(z.low),
         close: convertCurrencyToFloat(z.close),
-        volume: convertCurrencyToFloat(z.volume),
-        ...convertNyMillisecondsToUtc(x) //{utcTimestamp, utcDate}
+        volume: convertCurrencyToFloat(z.volume)
     }))
 
     return ohlcv
@@ -41,8 +40,7 @@ export const getLatestOHLCV = async (symbol) => {
         high: Math.max(...allValues),
         low: Math.min(...allValues),
         close: convertCurrencyToFloat(lastSalePrice),
-        volume: convertCurrencyToFloat(volume),
-        ...convertNyMillisecondsToUtc(chart[chart.length -1].x)
+        volume: convertCurrencyToFloat(volume)
     }]
 }
 
@@ -54,130 +52,4 @@ 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=1&`, {
-        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

@@ -1,39 +1,32 @@
 import OHLCV_INDICATORS from '../index.js'
-import { getOHLCV, fetchHistoricalOHLCV , getLatestOHLCV, convertToOHLCV} from './fetchLiveData.js'
+import { getOHLCV } from './fetchLiveData.js'
 
 const indicators = new OHLCV_INDICATORS();
-const {BigNumber} = indicators
+const {BigNumber, VolumeProfile} = indicators
 
 const TEST = async () => {  
   
-
-
-  //console.log(await getLatestOHLCV('NVDA'))
-
-  //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)
-    .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'}])
+    //.EMA(21)
+    //.EMA(9, 'ema21')
+    //.SMA(200)
+    //.SMA(100, 'sma_200')
+    //.MACD(12, 26, 9)
+    //.BollingerBands(20, 2)
+    //.IchimokuCloud(9, 26, 52)
+    //.RSI(14)
+    //.MFI(14)
+    //.RelativeVolume(10)
+    //.RelativeVolume(20)
+    //.crossPairs([{fast: 'ema_9', slow: 'ema_21'}, {fast: 'close', slow: 'sma_200'}, {fast: 'rsi_14', slow: 30}])
 
   const dataSet = indicators.getData()
+  const vp = VolumeProfile(BigNumber, dataSet)
+
+  console.log(vp)
   
 
   for(let k in dataSet)
@@ -58,7 +51,7 @@ const TEST = async () => {
   //console.log('<<<<<<<<<< HEADERS >>>>>>>>>>')
   //console.log(indicators.getHeaders())
 
-  console.log(indicators.getLastValues())
+  //console.log(indicators.getLastValues())
 }
 
 TEST()