ohlcv-indicators 1.0.3 → 1.0.7

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.0.3",
+  "version": "1.0.7",
   "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/studies/volumeProfile.js

@@ -1,45 +1,84 @@
-//volume profile can not be concatenated to the main class
-
-export const VolumeProfile = (BigNumber, ohlcv, numBins = 10) => {
-
+export const VolumeProfile = (BigNumber, ohlcv, numBins = 10, position) => {
   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);
+  const zero = BigNumber(0);
+
+  // Initialize totals
+  const totals = {
+    upVolume: zero,
+    downVolume: zero,
+    grossVolume: zero,
+  };
 
   // Initialize bins
   const bins = Array.from({ length: numBins }, (_, i) => ({
     price: lowPrice.plus(binSize.multipliedBy(i)),
-    upVolume: new BigNumber(0),
-    downVolume: new BigNumber(0)
+    upVolume: zero,
+    downVolume: zero,
+    grossVolume: zero,
   }));
 
   // Precompute binSize inversely to use multiplication instead of division in the loop
-  const inverseBinSize = new BigNumber(1).dividedBy(binSize);
+  const inverseBinSize = BigNumber(1).dividedBy(binSize);
 
   // Distribute volume into bins
-  const numDataPoints = close.length;
-  for (let i = 0; i < numDataPoints; i++) {
+  for (let i = 0; i < close.length; i++) {
+    const currentClose = close[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 upVolume = currentClose.isGreaterThanOrEqualTo(currentOpen) ? currentVolume : zero;
+    const downVolume = currentClose.isLessThan(currentOpen) ? currentVolume : zero;
 
-    const lowIndex = currentLow.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_FLOOR).toNumber();
-    const highIndex = currentHigh.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_CEIL).toNumber();
+    const lowIndex = Math.max(0, currentLow.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_FLOOR).toNumber());
+    const highIndex = Math.min(numBins, currentHigh.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_CEIL).toNumber());
 
-    for (let j = Math.max(lowIndex, 0); j < Math.min(highIndex, numBins); j++) {
+    for (let j = lowIndex; j < highIndex; j++) {
       bins[j].upVolume = bins[j].upVolume.plus(upVolume);
       bins[j].downVolume = bins[j].downVolume.plus(downVolume);
+      bins[j].grossVolume = bins[j].grossVolume.plus(upVolume.plus(downVolume));
     }
   }
 
-  return bins
+  // Sum totals outside the loop
+  for (const { upVolume, downVolume, grossVolume } of bins) {
+    totals.upVolume = totals.upVolume.plus(upVolume);
+    totals.downVolume = totals.downVolume.plus(downVolume);
+    totals.grossVolume = totals.grossVolume.plus(grossVolume);
+  }
+
+
+  const nodes = findVolumeNodes(bins)
+  return {bins, nodes};
+}
+
 
+const findVolumeNodes = bins => {
+  if (!bins || bins.length === 0) {
+    throw new Error('Bins array is empty or not provided');
+  }
+
+  let highestVolumeNode = bins[0];
+  let lowestVolumeNode = bins[0];
+
+  bins.forEach(bin => {
+    if (bin.grossVolume.isGreaterThan(highestVolumeNode.grossVolume)) {
+      highestVolumeNode = bin;
+    }
+
+    if (bin.grossVolume.isLessThan(lowestVolumeNode.grossVolume)) {
+      lowestVolumeNode = bin;
+    }
+  });
+
+  return {
+    highestVolumeNode,
+    lowestVolumeNode
+  }
 }

package/test/test.js

@@ -24,7 +24,7 @@ const TEST = async () => {
     //.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)
+  const vp = VolumeProfile(BigNumber, dataSet, 5)
 
   console.log(vp)