ohlcv-indicators 1.1.5 → 1.1.6

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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o.slice(0,o.length-i+2)},S=(e,r)=>e.slice(0,e.length-r+1),V={getSMA:O,getEMA:N},L=(e,r,n=10,t)=>{const{open:i,high:o,low:s,close:l,volume:u}=r,c=e.min(...s),f=e.max(...o).minus(c).dividedBy(n),a=e(0),h={upVolume:a,downVolume:a,grossVolume:a},p=Array.from({length:n},((e,r)=>({price:c.plus(f.multipliedBy(r)),upVolume:a,downVolume:a,grossVolume:a}))),m=e(1).dividedBy(f);for(let r=0;r<l.length;r++){const t=l[r],f=i[r],h=o[r],g=s[r],d=u[r],w=t.isGreaterThanOrEqualTo(f)?d:a,v=t.isLessThan(f)?d:a,y=Math.max(0,g.minus(c).multipliedBy(m).integerValue(e.ROUND_FLOOR).toNumber()),b=Math.min(n,h.minus(c).multipliedBy(m).integerValue(e.ROUND_CEIL).toNumber());for(let e=y;e<b;e++)p[e].upVolume=p[e].upVolume.plus(w),p[e].downVolume=p[e].downVolume.plus(v),p[e].grossVolume=p[e].grossVolume.plus(w.plus(v))}for(const{upVolume:e,downVolume:r,grossVolume:n}of p)h.upVolume=h.upVolume.plus(e),h.downVolume=h.downVolume.plus(r),h.grossVolume=h.grossVolume.plus(n);return{bins:p,nodes:P(p)}},P=e=>{if(!e||0===e.length)throw new Error("Bins array is empty or not provided");let r=e[0],n=e[0];return e.forEach((e=>{e.grossVolume.isGreaterThan(r.grossVolume)&&(r=e),e.grossVolume.isLessThan(n.grossVolume)&&(n=e)})),{highestVolumeNode:r,lowestVolumeNode:n}};class R{constructor(){this.BigNumber=b,this.VolumeProfile=L}init(e){const{BigNumber:r}=this;return this.ohlcv=e.reduce(((e,{open:n,high:t,low:i,close:o,volume:s,...l})=>{e.open.push(r(n)),e.high.push(r(t)),e.low.push(r(i)),e.close.push(r(o)),e.volume.push(r(s));for(const r of Object.keys(l))e[r]||(e[r]=[]),e[r].push(l[r]);return e}),{open:[],high:[],low:[],close:[],volume:[]}),this}getHeaders(){return Object.keys(this.ohlcv)}getData(){const{BigNumber:e,ohlcv:r}=this,n={};for(const[t,i]of Object.entries(r))n[t]=i.map((r=>e.isBigNumber(r)?r.toNumber():r));return n}getLastValues(){const e={};for(const[r,n]of Object.entries(this.ohlcv)){let t=n[n.length-1];e[r]=b.isBigNumber(t)?t.toNumber():t}return e}addColumn(e,r){const n=this.ohlcv.open.length;if(r.length>n)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");r=[...new Array(n-r.length).fill(NaN),...r],this.ohlcv[e]=r}crossPairs(e){const r=this.ohlcv,n={},t=e=>{if(!r.hasOwnProperty(e)&&"string"==typeof e){const[r,...n]=e.split("_");this[r.toUpperCase()]&&n.length>0&&this[r.toUpperCase()](...n)}};for(const{fast:i,slow:o}of e)if(i&&o)if(t(i),t(o),"number"!=typeof o||n[o]||(n[o]=r.close.map((()=>o))),r[i]&&r[o]){const e=B(this.BigNumber,r[i],r[o]);this.addColumn(`${i}_x_${o}`,e)}else if(r[i]&&n[o]){const e=B(this.BigNumber,r[i],n[o]);this.addColumn(`${i}_x_${o}`,e)}else console.error(`Missing ohlcv properties for ${i} or ${o}`)}EMA(e){return((e,r)=>{const{ohlcv:n}=e,t=n.close,i=N(e.BigNumber,t,r);e.addColumn(`ema_${r}`,i)})(this,e),this}SMA(e){return((e,r)=>{const{ohlcv:n}=e,t=n.close,i=O(e.BigNumber,t,r);e.addColumn(`sma_${r}`,i)})(this,e),this}MACD(e,r,n){return((e,r=12,n=26,t=9)=>{const{ohlcv:i}=e,o=i.close,s=((e,r,n=12,t=26,i=9)=>{const o=N(e,r,n),s=N(e,r,t),l=o.map(((e,r)=>e.minus(s[r]))),u=N(e,l,i),c=l.map(((e,r)=>e.minus(u[r]))),f=B(e,l,u);return{macd_diff:l,macd_dea:u,macd_histogram:c,macd_diff_x_macd_dea:f}})(e.BigNumber,o,r,n,t);for(let r in s)e.addColumn(r,s[r])})(this,e,r,n),this}BollingerBands(e,r,n){return((e,r,n)=>{const{ohlcv:t}=e,i=t.close,o=((e,r,n=20,t=2)=>{t=new e(t);const i=O(e,r,n),o=_(e,r,n).map((e=>e.times(t)));let s=i.map(((e,r)=>e.plus(o[r]))),l=i,u=i.map(((e,r)=>e.minus(o[r])));return{upper:s,mid:l,lower:u,range:E(r,{upper:s,lower:u})}})(e.BigNumber,i,r,n);for(let r in o)e.addColumn(`bollinger_bands_${r}`,o[r])})(this,e,r),this}IchimokuCloud(e,r,n){return((e,r,n,t)=>{const{ohlcv:i}=e,o=((e,r,n=9,t=26,i=52)=>{const o=n,s=t,l=s-o,u=i,{high:c,low:f,close:a}=r,h=A(e,c,f,o),p=A(e,c,f,s);return{conversion_line:h,base_line:p,leading_span_a:T(h,p,l,s),leading_span_b:C(e,c,f,u,s),lagging_span:S(a,s)}})(e.BigNumber,i,r,n,t);for(let r in o)e.addColumn(`ichimoku_${r}`,o[r])})(this,e,r,n),this}RSI(e,r,n){return((e,r,n,t)=>{const{ohlcv:i}=e,o=i.close,s=((e,r,n=14,t="SMA",i=14)=>{if(r.length<n)return[];const o=new e(0),s=new e(100),l=new e(1);let u=[],c=o,f=o;for(let t=1;t<=n;t++){const n=new e(r[t]),i=new e(r[t-1]),s=n.minus(i);s.isLessThan(o)?f=f.plus(s.abs()):c=c.plus(s)}let a=c.dividedBy(n),h=f.dividedBy(n),p=h.isEqualTo(o)?o:a.dividedBy(h);u.push(s.minus(s.dividedBy(l.plus(p))));for(let t=n+1;t<r.length;t++){const i=new e(r[t]),m=new e(r[t-1]),g=i.minus(m);g.isLessThan(o)?(f=g.abs(),c=o):(c=g,f=o),a=a.times(n-1).plus(c).dividedBy(n),h=h.times(n-1).plus(f).dividedBy(n),p=h.isEqualTo(o)?o:a.dividedBy(h),u.push(s.minus(s.dividedBy(l.plus(p))))}let m={[`rsi_${n}`]:u};if("string"==typeof t&&"number"==typeof i&&V.hasOwnProperty(`get${t}`)){const r=V[`get${t}`](e,u,i);m[`rsi_${t}_${i}`]=r,m[`rsi_${n}_x_rsi_${t}_${i}`]=B(e,u,r)}return m})(e.BigNumber,o,r,n,t);for(let r in s)e.addColumn(`${r}`.toLowerCase(),s[r])})(this,e,r,n),this}MFI(e){return((e,r=14)=>{const{ohlcv:n}=e,t=((e,r,n=14)=>{const{high:t,low:i,close:o,volume:s}=r,l=e(0),u=e(100),c=e(1),f=[],a=[],h=[],p=[],m=[],g=[];for(let e=0;e<o.length;e++){const r=t[e].plus(i[e]).plus(o[e]).dividedBy(3),n=r.times(s[e]);f.push(r),a.push(n)}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=n;e<=h.length;e++){const r=h.slice(e-n,e),t=p.slice(e-n,e),i=r.reduce(((e,r)=>e.plus(r)),l),o=t.reduce(((e,r)=>e.plus(r)),l),s=i.dividedBy(o);m.push(s)}for(let e=0;e<m.length;e++){const r=u.minus(u.dividedBy(c.plus(m[e])));g.push(r)}return g})(e.BigNumber,n,r);e.addColumn(`mfi_${r}`,t)})(this,e),this}RelativeVolume(e){return((e,r)=>{const{ohlcv:n}=e,t=n.volume,i=((e,r,n=10)=>{const t=O(e,r,n);return r.map(((e,r)=>0!==r&&t[r-2]?t[r-2].isZero()?NaN:e.dividedBy(t[r-2]):NaN)).filter((e=>!Number.isNaN(e)))})(e.BigNumber,t,r);e.addColumn(`relative_volume_${r}`,i)})(this,e),this}}})(),OHLCV_INDICATORS=r})();

package/index.js

@@ -37,11 +37,19 @@ export default class OHLCV_INDICATORS {
     }
     
     getHeaders(){
-        return Object.keys(this.getData())
+        return Object.keys(this.ohlcv)
     }
 
     getData() {
-        return this.ohlcv
+        const {BigNumber, ohlcv} = this
+        const output = {}
+
+        for(const[key, arr] of Object.entries(ohlcv))
+        {
+            output[key] = arr.map(v => (BigNumber.isBigNumber(v)) ? v.toNumber() : v)
+        }
+
+        return output
     }
     getLastValues(){
         const output = {}
@@ -70,7 +78,7 @@ export default class OHLCV_INDICATORS {
 
     crossPairs(arr)
     {
-        const ohlcv = this.getData();
+        const ohlcv = this.ohlcv;
         const slowNumArrCache = {};
         
         // Helper function to create column if it doesn't exist

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.1.5",
+  "version": "1.1.6",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}], utilizing BigNumber precision for enhanced accuracy. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",

package/src/moving-averages/bollingerBands.js

@@ -2,7 +2,7 @@ import { getSMA } from "./sma.js";
 
 
 export const BollingerBands = (main, size, times) => {
-  const ohlcv = main.getData()
+  const {ohlcv} = main
   const data = ohlcv['close'];
   const bb = getBollingerBands(main.BigNumber, data, size, times)
 

package/src/moving-averages/ema.js

@@ -1,6 +1,6 @@
 
 export const EMA = (main, size) => {
-  const ohlcv = main.getData()
+  const {ohlcv} = main
   const data = ohlcv['close']
   const ema = getEMA(main.BigNumber, data, size)
   main.addColumn(`ema_${size}`, ema)

package/src/moving-averages/ichimokuCloud.js

@@ -1,6 +1,6 @@
 export const IchimokuCloud = (main, tenkan, kijun, senkou) => {
 
-  const ohlcv = main.getData()
+  const {ohlcv} = main
   const ichi = getIchimokuCloud(main.BigNumber, ohlcv, tenkan, kijun, senkou)
 
   for(let k in ichi)

package/src/moving-averages/macd.js

@@ -3,7 +3,7 @@ import { getEMA } from "./ema.js";
 
 
 export const MACD = (main, fastLine = 12, slowLine = 26, signalLine = 9) => {
-    const ohlcv = main.getData()
+    const {ohlcv} = main
     const data = ohlcv['close'];
     const macd = getMACD(main.BigNumber, data, fastLine, slowLine, signalLine)
 

package/src/moving-averages/relativeVolume.js

@@ -1,7 +1,7 @@
 import { getSMA } from './sma.js'
 
 export const RelativeVolume = (main, size) => {
-    const ohlcv = main.getData()
+    const {ohlcv} = main
     const data = ohlcv['volume']
     const relVolume = getRelativeVolume(main.BigNumber, data, size)
     main.addColumn(`relative_volume_${size}`, relVolume)

package/src/moving-averages/sma.js

@@ -1,6 +1,6 @@
 
 export const SMA = (main, size) => {
-    const ohlcv = main.getData()
+    const {ohlcv} = main
     const data = ohlcv['close']
     const sma = getSMA(main.BigNumber, data, size)
     main.addColumn(`sma_${size}`, sma)

package/src/oscillators/mfi.js

@@ -1,5 +1,5 @@
 export const MFI = (main, period = 14) => {
-    const ohlcv = main.getData()
+    const {ohlcv} = main
     const mfi = getMFI(main.BigNumber, ohlcv, period)
     main.addColumn(`mfi_${period}`, mfi)
 }

package/src/oscillators/rsi.js

@@ -6,7 +6,7 @@ const ma = {getSMA, getEMA}
 
 export const RSI = (main, period, movingAverage, movingAveragePeriod) => {
 
-    const ohlcv = main.getData()
+    const {ohlcv} = main
     const data = ohlcv['close']
     const rsi = getRSI(main.BigNumber, data, period, movingAverage, movingAveragePeriod)
 

package/test/test.js

@@ -33,10 +33,10 @@ const TEST = async () => {
 const isMacdHistogramUp = ({histogram, slice=4}) => {
 
   histogram = histogram.slice(-slice)
-  const histogramDiff = histogram.slice(1).map((value, index) => value.minus(histogram[index]))
-  const condition1 = histogram[histogram.length -1].isGreaterThan(0)
-  const condition2 = histogram[histogram.length -1].isGreaterThan(histogram[histogram.length -2])
-  const condition3 = histogramDiff.filter(diff => diff.isGreaterThan(0)).length > histogramDiff.filter(diff => diff.isLessThan(0)).length
+  const histogramDiff = histogram.slice(1).map((value, index) => value - histogram[index])
+  const condition1 = histogram[histogram.length -1] > 0
+  const condition2 = histogram[histogram.length -1] > histogram[histogram.length -2]
+  const condition3 = histogramDiff.filter(diff => diff >  0).length > histogramDiff.filter(diff => diff < 0).length
   
   if(condition1 && condition2 && condition3)
   {