ohlcv-indicators 1.1.6 → 1.1.7
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/ohlcv-indicators.min.js +2 -1
- package/dist/ohlcv-indicators.min.js.LICENSE.txt +14 -0
- package/index.js +31 -49
- package/package.json +3 -1
- package/src/moving-averages/bollingerBands.js +43 -46
- package/src/moving-averages/ema.js +20 -49
- package/src/moving-averages/macd.js +12 -13
- package/src/moving-averages/sma.js +21 -30
- package/src/oscillators/rsi.js +16 -49
- package/src/studies/volumeProfile.js +23 -25
- package/src/utilities.js +46 -38
- package/src/moving-averages/ichimokuCloud.js +0 -64
- package/src/moving-averages/relativeVolume.js +0 -19
- package/src/oscillators/mfi.js +0 -62
- package/test/fetchLiveData.js +0 -61
- package/test/test.js +0 -50
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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 ${i} or 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o)e.addColumn(`bollinger_bands_${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})();
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var OHLCV_INDICATORS;(()=>{var t={978:function(t,e){!function(t){"use strict";var e=function(t,i){return(e=Object.setPrototypeOf||{__proto__:[]}instanceof Array&&function(t,e){t.__proto__=e}||function(t,e){for(var i in e)Object.prototype.hasOwnProperty.call(e,i)&&(t[i]=e[i])})(t,i)},i=function(){return(i=Object.assign||function(t){for(var e,i=arguments,n=1,s=arguments.length;n<s;n++)for(var r in e=i[n])Object.prototype.hasOwnProperty.call(e,r)&&(t[r]=e[r]);return t}).apply(this,arguments)};function n(){for(var t=arguments,e=0,i=0,n=arguments.length;i<n;i++)e+=t[i].length;var s=Array(e),r=0;for(i=0;i<n;i++)for(var o=arguments[i],h=0,l=o.length;h<l;h++,r++)s[r]=o[h];return s}var s=function(){function t(t,e,i,n,s,r){void 0===r&&(r=null),this.forked=!1,this.forkedAt=0,this.lastForkY=null,this.step=n,this.index=s,this.length=0,this.startPoint=r?{y:t?r.h:r.l,x:r.x}:{y:t||e,x:i},this.init(t,e,i),this.thisPoint=this.startPoint}return t.prototype.init=function(t,e,i){this.type||(this.type=t?"h":"l"),this.candlePoint={y:"h"==this.type?t:e,x:i},this.thisPoint&&(this.prevPoint=this.thisPoint,this.nextPoint&&(this.thisPoint=this.nextPoint),this.nextPoint={y:this.k*(this.candlePoint.x+this.step)+this.b,x:this.candlePoint.x+this.step})},t.prototype.update=function(t,e,i){var n=null;if(this.length++,this.init(t,e,i),this.k&&!isNaN(this.k)||(this.k=(this.candlePoint.y-this.startPoint.y)/(this.candlePoint.x-this.startPoint.x),this.b=this.candlePoint.y-this.k*this.candlePoint.x,this.prevPoint=this.startPoint,this.thisPoint=this.candlePoint,this.nextPoint={y:this.k*(this.candlePoint.x+this.step)+this.b,x:this.candlePoint.x+this.step},n={condition:"h"==this.type?"lt":"gt",value:this.nextPoint.y,action:"fork",lineIndex:this.index}),"h"==this.type&&this.thisPoint.y<=this.candlePoint.y||"l"==this.type&&this.thisPoint.y>=this.candlePoint.y){this.k=(this.candlePoint.y-this.startPoint.y)/(this.candlePoint.x-this.startPoint.x),this.b=this.candlePoint.y-this.k*this.candlePoint.x,this.thisPoint=this.candlePoint,this.length=0,this.nextPoint={y:this.k*(this.candlePoint.x+this.step)+this.b,x:this.candlePoint.x+this.step};var s=this.rollback?this.rollback.length:0,r=this.candlePoint.y-this.prevPoint.y;("h"==this.type?r>0:r<0)?(this.rollback={k:r,b:this.candlePoint.y-r*this.candlePoint.x,length:s+1,lastForkTime:this.forkedAt||(this.rollback?this.rollback.lastForkTime:0),lastForkValue:this.forkedValue||(this.rollback?this.rollback.lastForkValue:0)},this.forked=!1,this.forkedAt=null,this.forkedValue=null):(this.forkedAt=this.candlePoint.x,this.forkedValue=this.candlePoint.y,this.forked=!0,this.rollback=null),n={condition:"h"==this.type?"lt":"gt",value:this.nextPoint.y,action:"fork",lineIndex:this.index}}else this.rollback=null;return n},t.prototype.updateStep=function(t){this.step=t},t}(),r=function(){function t(t){this.lineIndex=0,this.forkDiffH=null,this.forkDiffL=null,this.step=t,this.list=[[],[]],this.id={}}return t.prototype.add=function(t,e,i,n,r){void 0===n&&(n=null),void 0===r&&(r=null);var o,h,l,u=null;if(null==r?(o=this.lineIndex,this.lineIndex++,null!=t?this.list[0].push(o):this.list[1].push(o)):(o=r,u=this.id[o].lastForkY||(null!=t?n.h:n.l)),this.id[o]=new s(t,e,i,this.step,o,n),u&&(this.id[o].lastForkY=u),o>1||null!=r&&null!=this.id[r]){h=null!=r?r:this.list["h"==this.id[o].type?0:1][this.list["h"==this.id[o].type?0:1].indexOf(o)-1],l=null!=r?r:this.list["h"==this.id[o].type?0:1][this.list["h"==this.id[o].type?0:1].indexOf(o)-2];var a=this.id[h].lastForkY;l&&!a&&(a=this.id[l].lastForkY);var p=null!=t?n.h:n.l;a&&(t?this.forkDiffH=a>=p?-h-1:h+1:this.forkDiffL=a>=p?-h-1:h+1),this.id[h].lastForkY=p}return o},t.prototype.update=function(t,e,i,n){return this.id[t].update(e,i,n)},t.prototype.delete=function(t){this.id[t]&&("h"==this.id[t].type?this.list[0].splice(this.list[0].indexOf(t),1):this.list[1].splice(this.list[1].indexOf(t),1),delete this.id[t])},t}(),o=function(){function t(t,e){this.kdiff=[],this.env=e,this.lines=t,this.in={state:null,lineIndex:null,line:null},this.is={state:null,lineIndex:null,line:null,start:null,size:0},this.was={state:null,lineIndex:null,line:null,size:null},this.width=0,this.speed=0,this.at=0}return t.prototype.update=function(t,e){var n=this;if(t.length>1?this.hlMaxDuration=t.map((function(t){return n.lines.id[t]})).filter((function(t){return!n.is.line||(t.forkedAt?t.forkedAt>n.is.line.startPoint.x:!!t.rollback&&t.rollback.lastForkTime>n.is.line.startPoint.x)})).reduce((function(t,e){return t.length>e.length?t:e}),this.lines.id[t[0]]):this.hlMaxDuration=this.lines.id[t[0]],e.length>1?this.llMaxDuration=e.map((function(t){return n.lines.id[t]})).filter((function(t){return!n.is.line||(t.forkedAt?t.forkedAt>n.is.line.startPoint.x:!!t.rollback&&t.rollback.lastForkTime>n.is.line.startPoint.x)})).reduce((function(t,e){return t.length>e.length?t:e}),this.lines.id[e[0]]):this.llMaxDuration=this.lines.id[e[0]],null==this.is.state&&null==this.was.state&&(this.is.line=this.llMaxDuration&&this.llMaxDuration.length>this.env.minLength&&this.hlMaxDuration.length<this.env.minLength?this.llMaxDuration:this.hlMaxDuration&&this.hlMaxDuration.length>this.env.minLength&&this.llMaxDuration.length<this.env.minLength?this.hlMaxDuration:null,this.is.line&&(this.is.lineIndex=this.is.line.index,this.is.state="h"==this.is.line.type?"fall":"rise",this.is.start=this.is.line.candlePoint)),this.is.state){this.is.size=Math.max(this.is.size,Math.abs(this.is.start.y-this.is.line.candlePoint.y));var s,r=this.lines.id[this.is.lineIndex]||this.lines.id["h"==this.is.line.type?0:1],o=null,h=null,l=this.lines.list["h"==r.type?1:0].filter((function(t){return n.lines.id[t].forked&&n.lines.id[t].thisPoint.x-n.lines.id[t].forkedAt>12}));l.length>1?l[1]:l.length>0&&l[0];var u=l.filter((function(t){return n.lines.id[t].forkedAt>n.is.start.x}));if(r&&this.lines.list["h"==r.type?0:1].forEach((function(t,e){var i=n.lines.id[t];if(t>=r.index&&null!=i.rollback){s=n.lines.list["h"==r.type?0:1][e-1];var l=1==n.env.deltaModel&&e>1&&s&&n.lines.id[s]?e>1&&s&&n.lines.id[s].lastForkY:n.lines.id[t>0?t-1:0];h=l?n.lines.id[t>1?s:"h"==r.type?0:1].lastForkY-i.candlePoint.y:i.rollback?i.rollback.lastForkValue-i.candlePoint.y:0,i.rollback.lastForkValue>0&&i.thisPoint.x-i.rollback.lastForkTime>n.env.minRightLeg&&("fall"==n.is.state?n.llMaxDuration.length>1:n.hlMaxDuration.length>1)&&(("h"==r.type?h<0:h>0)||i.rollback.length>n.env.rollbackLength||2*n.is.size/3>Math.abs(n.is.start.y-n.is.line.candlePoint.y)&&n.is.size>n.is.line.candlePoint.y*n.env.minIsSizeOnRollback&&u.length>1||("h"==r.type?i.candlePoint.y>n.is.start.y&&1==n.lines.list[0].length:i.candlePoint.y<n.is.start.y&&1==n.lines.list[1].length))&&(i.candlePoint.x-i.rollback.lastForkTime>n.env.forkDurationMin&&i.candlePoint.x-i.rollback.lastForkTime<n.env.forkDurationMax||("h"==r.type?i.candlePoint.y>i.startPoint.y:i.candlePoint.y<i.startPoint.y)||("h"==r.type?i.candlePoint.y>n.is.start.y&&1==n.lines.list[0].length:i.candlePoint.y<n.is.start.y&&1==n.lines.list[1].length))&&(o=t+1)}})),o){this.in.size=(this.was.size||0)+this.is.size;var a=this.lines.id[0].candlePoint.y-this.is.start.y,p="rise"==this.is.state?a>=0:a<0;this.was.size&&(this.in.state=this.was.size>this.is.size?this.was.state:this.is.state),this.was=i({},this.is),this.was.success=p,this.is.line="fall"==this.is.state?this.llMaxDuration:this.hlMaxDuration,this.is.state="h"==this.is.line.type?"fall":"rise",this.is.lineIndex=this.is.line.index,this.is.start=this.lines.id[0].candlePoint,this.is.size=0}}},t}(),h=function(){function t(t){this.hLineDirectives=[],this.lLineDirectives=[],this.step=1,this.i=0,this.localCounter=0,this.prevPoint=null,this.env=Object.assign({step:1,minLength:5,minRightLeg:3,maxForks:500,minLog:0,maxLog:0,rollbackLength:3,deltaModel:1,minIsSizeOnRollback:.05},t),this.env.minLength=Math.round(this.env.minLength/this.env.step)||1,this.env.minRightLeg=Math.round(this.env.minRightLeg/this.env.step)||1,this.env.rollbackLength=Math.round(this.env.rollbackLength/this.env.step)||1,this.env.forkDurationMin=Math.round(this.env.forkDurationMin/this.env.step)||1,this.env.forkDurationMax=Math.round(this.env.forkDurationMax/this.env.step)||1,this.lines=new r(this.step),this.trend=new o(this.lines,this.env)}return t.prototype.log=function(t){for(var e=arguments,i=[],s=1;s<arguments.length;s++)i[s-1]=e[s];this.consoleWindow=this.env.minLog<this.localCounter&&this.localCounter<this.env.maxLog,this.consoleWindow&&console.log.apply(console,n([t],i))},t.prototype.nextValue=function(t,e,i,n){var s,r=this;this.localCounter++,this.lLineDirectives.length>0&&this.lLineDirectives.forEach((function(t,e){var i=r.lines.id[t.lineIndex];"gt"==t.condition&&n>t.value&&"fork"==t.action&&i&&(null!=t.lineIndex&&null!=i&&i.k<0?r.lines.add(null,n,r.i-1,r.prevPoint,t.lineIndex):(i.forked=!0,i.forkedAt=i.thisPoint.x,i.forkedValue=i.thisPoint.y,r.lines.add(null,n,r.i-1,r.prevPoint)))})),this.hLineDirectives.length>0&&this.hLineDirectives.forEach((function(t,e){var n=r.lines.id[t.lineIndex];"lt"==t.condition&&i<t.value&&"fork"==t.action&&n&&(n.k>0?r.lines.add(i,null,r.i-1,r.prevPoint,t.lineIndex):(n.forked=!0,n.forkedAt=n.thisPoint.x,n.forkedValue=n.thisPoint.y,r.lines.add(i,null,r.i-1,r.prevPoint)))})),this.hLineDirectives.length=0,this.lLineDirectives.length=0,this.lines.list[0].length<1?(this.lines.add(i,null,this.i),this.lines.add(null,n,this.i)):this.lines.list.forEach((function(t){return t.forEach((function(t){var e=r.lines.id[t];if(e&&e.type){s=null,e&&e.startPoint.x<r.i&&(s=r.lines.update(t,i,n,r.i));var o=e.type;s&&("h"==o?r.hLineDirectives.push(s):r.lLineDirectives.push(s))}}))}));var o=[];return this.lines.list.forEach((function(t){t&&(o=[],t.forEach((function(e,i){var n=r.lines.id[t[i]],s=r.lines.id[t[i-1]];(i>0&&n&&s&&"h"==n.type&&n.thisPoint&&s.thisPoint.y<=n.thisPoint.y||i>r.env.maxForks||i>0&&n&&s&&"l"==n.type&&n.thisPoint&&s.thisPoint.y>=n.thisPoint.y||i>r.env.maxForks)&&o.push(e)})),o.forEach((function(t){return r.lines.delete(t)})))})),this.prevPoint={x:this.i,h:i,l:n},this.trend.update(this.lines.list[0],this.lines.list[1]),this.i++,this.lines},t}(),l=Object.freeze({__proto__:null,Indicator:h}),u=function(){function t(t){this.length=t,this.filled=!1,this.pointer=0,this.buffer=new Array(t),this.maxIndex=t-1}return t.prototype.push=function(t){var e=this.buffer[this.pointer];return this.buffer[this.pointer]=t,this.iteratorNext(),e},t.prototype.pushback=function(t){this.iteratorPrev();var e=this.buffer[this.pointer];return this.buffer[this.pointer]=t,e},t.prototype.peek=function(){return this.buffer[this.pointer]},t.prototype.forEach=function(t){for(var e=this.pointer,i=0;i!==this.length;)t(this.buffer[e],i),e=(this.length+e+1)%this.length,i++},t.prototype.forEachRight=function(t){for(var e=(this.length+this.pointer-1)%this.length,i=this.length-1;i!==this.length;)t(this.buffer[e],i),e=(this.length+e-1)%this.length,i--},t.prototype.fill=function(t){this.buffer.fill(t),this.filled=!0},t.prototype.toArray=function(){return this.buffer},t.prototype.iteratorNext=function(){this.pointer++,this.pointer>this.maxIndex&&(this.pointer=0,this.filled=!0)},t.prototype.iteratorPrev=function(){this.pointer--,this.pointer<0&&(this.pointer=this.maxIndex)},t}(),a=function(t){function i(e,i){void 0===e&&(e=100);var n=t.call(this,e)||this;return n.period=e,n.mode=i,n.comparator="max"===i?n.maxComporator:n.mminComporator,n}return function(t,i){function n(){this.constructor=t}e(t,i),t.prototype=null===i?Object.create(i):(n.prototype=i.prototype,new n)}(i,t),i.prototype.nextValue=function(t){return this.push(t),this.getExtremum()},i.prototype.momentValue=function(t){var e=this.push(t),i=this.getExtremum();return this.pushback(e),i},i.prototype.maxComporator=function(t,e){return t>e},i.prototype.mminComporator=function(t,e){return t<e},i.prototype.getExtremum=function(t){var e=(this.length+this.pointer-2)%this.length,i="max"===this.mode?-1/0:1/0;if(!this.filled)return 0;for(;e!==this.pointer;){var n=this.buffer[(this.length+e-1)%this.length],s=this.buffer[(this.length+e+1)%this.length],r=this.buffer[e];if(this.comparator(r,i)&&this.comparator(r,n)&&this.comparator(r,s)){if(i=r,this.prevIx===e)return null;if(this.prevIx=e,t)return i}e=(this.length+e-1)%this.length}return isFinite(i)?i:(this.prevIx=null,null)},i}(u),p=function(){function t(t){this.period=t,this.sum=0,this.circular=new u(t)}return t.prototype.nextValue=function(t){var e=this;if(this.circular.push(t),this.sum+=t,this.circular.filled)return this.nextValue=function(t){return e.sum=e.sum-e.circular.push(t)+t,e.sum/e.period},this.momentValue=function(t){return(e.sum-e.circular.peek()+t)/e.period},this.sum/this.period},t.prototype.momentValue=function(t){},t}(),c=function(){function t(t){this.period=t,this.smooth=1/this.period,this.sma=new p(this.period)}return t.prototype.nextValue=function(t){return this.wema?this.wema=(t-this.wema)*this.smooth+this.wema:this.wema=this.sma.nextValue(t)},t.prototype.momentValue=function(t){return this.wema?(t-this.wema)*this.smooth+this.wema:this.sma.momentValue(t)},t}(),f=function(){function t(t){this.period=t,this.smooth=2/(this.period+1),this.sma=new p(this.period)}return t.prototype.nextValue=function(t){var e=this,i=this.sma.nextValue(t);return i&&(this.ema=i,this.nextValue=function(t){return e.ema=(t-e.ema)*e.smooth+e.ema},this.momentValue=function(t){return(t-e.ema)*e.smooth+e.ema}),i},t.prototype.momentValue=function(t){},t}(),d=function(){function t(t,e){this.indicator=t,this.samples=e,this._indicators=[]}return t.prototype.create=function(){for(var t,e=arguments,i=[],s=0;s<arguments.length;s++)i[s]=e[s];for(var r=0;r<this.samples;r++)this._indicators.push(new((t=this.indicator).bind.apply(t,n([void 0],i))))},t.prototype.nextValue=function(t){for(var e=0;e<this.samples;e++)if(void 0===(t=this._indicators[e].nextValue(t)))return t;return t},t.prototype.momentValue=function(t){for(var e=0;e<this.samples;e++)if(null==(t=this._indicators[e].momentValue(t)))return t;return t},t}(),m=function(){function t(t,e,i,n,s){void 0===t&&(t=.85),void 0===n&&(n=1),void 0===s&&(s=1),this.redunant=t,this.multiplier=n,this.offset=s,this.prevValue=0,this.lastUpperValue=0,this.lastLowerValue=0,this.samplerUp=new d(e,i),this.samplerLow=new d(e,i)}return t.prototype.create=function(){for(var t,e,i=arguments,n=[],s=0;s<arguments.length;s++)n[s]=i[s];(t=this.samplerUp).create.apply(t,n),(e=this.samplerLow).create.apply(e,n)},t.prototype.nextValue=function(t){this.lastUpperValue=t>0?Math.max(t,this.prevValue):Math.max(0,this.lastUpperValue)*this.redunant,this.lastLowerValue=t<=0?Math.min(t,this.prevValue):Math.min(0,this.lastLowerValue)*this.redunant;var e=(t<=0?t:this.lastLowerValue)*this.multiplier,i=(t>=0?t:this.lastUpperValue)*this.multiplier;return[this.samplerUp.nextValue(i)+this.offset,this.samplerLow.nextValue(e)-this.offset]},t}(),v=function(){function t(t,e,i,n){void 0===i&&(i=.85),void 0===n&&(n="WEMA"),this.period=t,this.samples=e,this.redunant=i,this.type=n,this.upper=0,this.lower=0,this.lastUpperValue=0,this.lastLowerValue=0,this.sample1Up=this.createSample(),this.sample2Up=this.createSample(),this.sample3Up=this.createSample(),this.sample1Low=this.createSample(),this.sample2Low=this.createSample(),this.sample3Low=this.createSample()}return t.prototype.nextValue=function(t){return t>0?(this.upper=this.getUp(t),this.lastLowerValue*=this.redunant,this.lower=this.getDown(this.lastLowerValue),this.lastUpperValue=t):t<0&&(this.lower=this.getDown(t),this.lastUpperValue*=this.redunant,this.upper=this.getUp(this.lastUpperValue),this.lastLowerValue=t),{upper:this.upper,lower:this.lower}},t.prototype.getUp=function(t){var e=this.sample1Up.nextValue(t),i=null;return 1===this.samples?e:(e&&(i=this.sample2Up.nextValue(e)),2===this.samples?i:i?this.sample3Up.nextValue(i):null)},t.prototype.getDown=function(t){var e=this.sample1Low.nextValue(t),i=null;return 1===this.samples?e:(e&&(i=this.sample2Low.nextValue(e)),2===this.samples?i:i?this.sample3Low.nextValue(i):null)},t.prototype.createSample=function(){switch(this.type){case"EMA":return new f(this.period);case"WEMA":return new c(this.period);case"SMA":return new p(this.period)}},t}(),g=function(){function t(t){this.period=t,this.SMAx=new p(this.period),this.SMAy=new p(this.period),this.pricesX=new u(this.period),this.pricesY=new u(this.period)}return t.prototype.nextValue=function(t,e){this.pricesX.push(t),this.pricesY.push(e),this.SMAxValue=this.SMAx.nextValue(t),this.SMAyValue=this.SMAy.nextValue(e);for(var i=0,n=0,s=0,r=0;r<this.period;r++){var o=this.pricesX.toArray()[r],h=this.pricesY.toArray()[r];i+=(o-this.SMAxValue)*(h-this.SMAyValue),n+=Math.pow(o-this.SMAxValue,2),s+=Math.pow(h-this.SMAyValue,2)}return i/Math.sqrt(n*s)},t}(),w=function(){function t(t){this.period=t,this.denominator=t*(t+1)/2,this.buffer=new u(t),this.values=[]}return t.prototype.nextValue=function(t){var e=this;if(this.buffer.push(t),this.buffer.filled){var i=0;return this.buffer.forEach((function(t,n){i+=t*(n+1)/e.denominator})),i}},t.prototype.momentValue=function(t){var e=this,i=this.buffer.push(t);if(this.buffer.filled){var n=0;return this.buffer.forEach((function(t,i){n+=t*(i+1)/e.denominator})),this.buffer.pushback(i),n}this.buffer.pushback(i)},t}(),y=function(){function t(t){void 0===t&&(t=.2),this.alpha=t,this.filled=!1}return t.prototype.nextValue=function(t){var e=this.alpha*t+(1-this.alpha)*(this.prevValue||1);if(this.filled=this.filled||void 0!==this.prevValue,this.prevValue=e,this.filled)return e},t.prototype.momentValue=function(t){if(this.filled)return this.alpha*t+(1-this.alpha)*(this.prevValue||1)},t}(),V=function(){function t(t){this.period=t,this.sum=0,this.avg=0,this.filled=!1,this.fill=0}return t.prototype.nextValue=function(t){var e=this;return this.filled?(this.nextValue=function(t){return e.avg=(e.avg*(e.period-1)+t)/e.period},this.nextValue(t)):(this.sum+=t,this.fill++,this.fill===this.period?(this.filled=!0,this.avg=this.sum/this.period,this.avg):void 0)},t.prototype.momentValue=function(t){if(this.filled)return(this.avg*(this.period-1)+t)/this.period},t}(),x=function(){function t(t){void 0===t&&(t=14),this.period=t,this.alpha=1/t,this.sma=new p(this.period)}return t.prototype.nextValue=function(t){var e=this;return this.prevValue?(this.prevValue=this.alpha*t+(1-this.alpha)*this.prevValue,this.nextValue=function(t){return e.prevValue=e.alpha*t+(1-e.alpha)*e.prevValue,e.prevValue}):this.prevValue=this.sma.nextValue(t),this.prevValue},t.prototype.momentValue=function(t){if(this.prevValue)return this.alpha*t+(1-this.alpha)*this.prevValue},t}(),P=function(){function t(t,e){void 0===t&&(t=5),void 0===e&&(e=34),this.smaSlow=new p(e),this.smaFast=new p(t)}return t.prototype.nextValue=function(t,e){var i=this;if(this.smaSlowValue=this.smaSlow.nextValue((t+e)/2),this.smaFastValue=this.smaFast.nextValue((t+e)/2),void 0!==this.smaSlowValue&&void 0!==this.smaFastValue)return this.nextValue=function(t,e){return i.smaSlowValue=i.smaSlow.nextValue((t+e)/2),i.smaFastValue=i.smaFast.nextValue((t+e)/2),i.smaFastValue-i.smaSlowValue},this.momentValue=function(t,e){return i.smaFast.momentValue((t+e)/2)-i.smaSlow.momentValue((t+e)/2)},this.smaFastValue-this.smaSlowValue},t.prototype.momentValue=function(t,e){},t}(),b=function(){function t(){this.sma=new p(5),this.ao=new P}return t.prototype.nextValue=function(t,e){var i=this;if(this.aoValue=this.ao.nextValue(t,e),void 0!==this.aoValue&&(this.smaValue=this.sma.nextValue(this.aoValue),void 0!==this.smaValue))return this.nextValue=function(t,e){return i.aoValue=i.ao.nextValue(t,e),i.smaValue=i.sma.nextValue(i.aoValue),i.aoValue-i.smaValue},this.momentValue=function(t,e){return i.ao.momentValue(t,e)-i.sma.momentValue(i.aoValue)},this.aoValue-this.smaValue},t.prototype.momentValue=function(t,e){},t}(),k=function(t,e){return(t-e)/e*100},A=function(){function t(t){this.period=t,this.value=0,this.changes=new u(t)}return t.prototype.nextValue=function(t){if(this.prevPrice){var e=k(t,this.prevPrice);return this.calculate(e),this.prevPrice=t,this.value}this.prevPrice=t},t.prototype.calculate=function(t){return this.value+=t,this.value-=this.changes.push(t),this.value},t}();function M(t){return t.consolidate=0,t.power=0,t.streak=0,t.diff=0,t.startPrice=0,t.prevPeak=0,t}var L=function(){function t(){this.up={consolidate:0,power:0,streak:0,startPrice:0,diff:0,prevPeak:0},this.down={consolidate:0,power:0,streak:0,startPrice:0,diff:0,prevPeak:0}}return t.prototype.nextValue=function(t,e,n,s){if(t<e||this.up.streak&&this.up.prevPeak<s){this.up.startPrice||(this.up.startPrice=t),this.down.streak&&M(this.down);var r=e-t;this.up.streak++,this.up.prevPeak=s,this.up.diff>r?this.up.consolidate++:this.up.consolidate=0,this.up.diff=r,this.up.power=k(e,this.up.startPrice)}return(t>e||this.down.streak&&this.down.prevPeak>n)&&(this.down.startPrice||(this.down.startPrice=t),this.up.streak&&M(this.up),r=t-e,this.down.streak++,this.down.prevPeak=n,this.down.diff>r?this.down.consolidate++:this.down.consolidate=0,this.down.diff=r,this.down.power=k(e,this.down.startPrice)),t===e&&(this.up.streak++,this.down.streak++,this.up.diff=this.down.diff=0),this.up.streak>this.down.streak?i({},this.up):i({},this.down)},t}(),S=function(){function t(t){this.max=-1/0,this.highest=new u(t)}return t.prototype.filled=function(){return this.highest.filled},t.prototype.nextValue=function(t){return this.max<t&&(this.max=t),this.highest.push(t)===this.max&&t!==this.max&&(this.max=function(t){for(var e=-1/0,i=t.length-1;i>=0;i--){var n=t[i];e<n&&(e=n)}return e}(this.highest.toArray())),this.max},t.prototype.momentValue=function(t){return this.max>t?this.max:t},t}(),O=function(){function t(t){this.min=1/0,this.lowest=new u(t)}return t.prototype.filled=function(){return this.lowest.filled},t.prototype.nextValue=function(t){return this.min>t&&(this.min=t),this.lowest.push(t)===this.min&&t!==this.min&&(this.min=function(t){for(var e=1/0,i=t.length-1;i>=0;i--){var n=t[i];e>n&&(e=n)}return e}(this.lowest.toArray())),this.min},t.prototype.momentValue=function(t){return this.min<t?this.min:t},t}(),E=function(){function t(t,e){void 0===t&&(t=14),void 0===e&&(e=3),this.period=t,this.smaPeriod=e,this.sma=new p(this.smaPeriod),this.max=new S(t),this.min=new O(t)}return t.prototype.nextValue=function(t,e,i){var n=this.max.nextValue(t),s=this.min.nextValue(e);if(this.max.filled()){var r=(i-s)/(n-s)*100;return{k:r,d:this.sma.nextValue(r)}}},t.prototype.momentValue=function(t,e,i){if(this.max.filled()){var n=this.max.momentValue(t),s=this.min.momentValue(e),r=(i-s)/(n-s)*100;return{k:r,d:this.sma.momentValue(r)}}},t}(),C=function(){function t(t){this.avgGain=new V(t),this.avgLoss=new V(t)}return t.prototype.nextValue=function(t){var e=t-this.prev;if(this.prev){var i=e>0?e:0,n=e<0?e:0,s=this.avgGain.nextValue(i),r=this.avgLoss.nextValue(n);return this.prev=t,{upAvg:s,downAvg:r}}this.prev=t},t.prototype.momentValue=function(t){var e=t-this.prev,i=e>0?e:0,n=e<0?e:0;return{upAvg:this.avgGain.momentValue(i),downAvg:this.avgLoss.momentValue(n)}},t}(),N=function(){function t(t){void 0===t&&(t=14),this.period=t,this.change=new C(this.period)}return t.prototype.nextValue=function(t){var e=this.change.nextValue(t)||{},i=e.downAvg,n=e.upAvg;if(void 0!==n&&void 0!==i)return 100-100/(1+n/-i)},t.prototype.momentValue=function(t){var e=this.change.momentValue(t)||{},i=e.downAvg,n=e.upAvg;if(void 0!==n&&void 0!==i)return 100-100/(1+n/-i)},t}(),D=function(){function t(t,e,i,n){void 0===t&&(t=14),void 0===e&&(e=3),void 0===i&&(i=3),void 0===n&&(n=14),this.rsi=new N(t),this.sma1=new p(e),this.sma2=new p(i),this.max=new S(n),this.min=new O(n)}return t.prototype.nextValue=function(t){var e=this.rsi.nextValue(t);if(void 0!==e){var i=this.max.nextValue(e),n=this.min.nextValue(e);if(this.max.filled()){var s=(e-n)/(i-n)*100,r=this.sma1.nextValue(s);if(void 0!==r)return{k:r,d:this.sma2.nextValue(r),stochRsi:s}}}},t.prototype.momentValue=function(t){if(this.max.filled()){var e=this.rsi.momentValue(t),i=this.max.momentValue(e),n=this.min.momentValue(e),s=(e-n)/(i-n)*100,r=this.sma1.momentValue(s);return{k:r,d:this.sma2.momentValue(r),stochRsi:s}}},t}(),_=function(){function t(t){this.period=t,this.values=new u(t)}return t.prototype.nextValue=function(t,e){if(e)return this.nextValue=this.pureNextValue,this.momentValue=this.pureMomentValue,this.pureNextValue(t,e);this.values.push(t)},t.prototype.momentValue=function(t,e){},t.prototype.pureNextValue=function(t,e){var i=this;return this.values.push(t),this.values.toArray().reduce((function(t,n){return t+i.positiveDelta(e,n)}),0)/this.period},t.prototype.pureMomentValue=function(t,e){var i=this,n=this.values.push(t),s=this.values.toArray().reduce((function(t,n){return t+i.positiveDelta(e,n)}),0);return this.values.pushback(n),s/this.period},t.prototype.positiveDelta=function(t,e){return t>e?t-e:e-t},t}(),I=function(){function t(t){void 0===t&&(t=20),this.md=new _(t),this.sma=new p(t)}return t.prototype.nextValue=function(t,e,i){var n=(t+e+i)/3,s=this.sma.nextValue(n),r=this.md.nextValue(n,s);return r&&(n-s)/(.015*r)},t.prototype.momentValue=function(t,e,i){var n=(t+e+i)/3,s=this.sma.momentValue(n),r=this.md.momentValue(n,s);return r&&(n-s)/(.015*r)},t}(),B=function(){function t(t){this.period=t,this.arr=[],this.filled=!1,this.devider=0,this.lastSum=0,this.devider=function(t){for(var e=0,i=t.length;i>0;)e+=t[--i];return e}(Array.from(Array(this.period).keys()).map((function(t){return t+1})))}return t.prototype.nextValue=function(t){if(this.filled=this.filled||this.arr.length===this.period,this.arr.push(t),this.filled)return this.arr.shift(),this.arr.reduce((function(t,e,i){return t+e*(i+1)}),0)/this.devider},t.prototype.momentValue=function(t){if(this.filled){var e=this.arr.slice(1);return e.push(t),e.reduce((function(t,e,i){return t+e*(i+1)}),0)/this.devider}},t}();function F(t,e,i){if(i){var n=t-e,s=t>i?t-i:i-t,r=e>i?e-i:i-e;return n>=s&&n>=r?n:s>=n&&s>=r?s:r}}var T=function(){function t(t,e){switch(void 0===t&&(t=14),void 0===e&&(e="WEMA"),e){case"SMA":this.avg=new p(t);break;case"EMA":this.avg=new f(t);break;case"SMMA":this.avg=new V(t);break;case"WEMA":this.avg=new c(t);break;case"LWMA":this.avg=new B(t);break;case"EWMA":this.avg=new y(.2);break;case"RMA":this.avg=new x(t)}this.prevClose=0}return t.prototype.nextValue=function(t,e,i){var n=F(t,e,this.prevClose);if(this.prevClose=i,void 0!==n)return this.avg.nextValue(n)},t.prototype.momentValue=function(t,e){var i=F(t,e,this.prevClose);if(void 0!==i)return this.avg.momentValue(i)},t}(),R=function(){function t(t){void 0===t&&(t=5),this.values=new u(t)}return t.prototype.nextValue=function(t){var e=this.values.push(t);if(e)return(t-e)/e*100},t.prototype.momentValue=function(t){var e=this.values.peek();if(e)return(t-e)/e*100},t}(),U=function(){function t(t){void 0===t&&(t=20),this.maxProvider=new S(t),this.minProvider=new O(t)}return t.prototype.nextValue=function(t,e){var i=this.maxProvider.nextValue(t),n=this.minProvider.nextValue(e);return{upper:i,middle:(i+n)/2,lower:n}},t.prototype.momentValue=function(t,e){var i=this.maxProvider.momentValue(t),n=this.minProvider.momentValue(e);return{upper:i,middle:(i+n)/2,lower:n}},t}(),$=function(){function t(t){this.period=t,this.fill=0,this.values=new u(t)}return t.prototype.nextValue=function(t){var e=this;if(this.values.push(t),this.fill++,this.fill===this.period)return this.nextValue=function(t){var i=e.calc(t);return e.values.push(t),i},this.momentValue=this.calc,this.calc(t)},t.prototype.momentValue=function(t){},t.prototype.calc=function(t){var e=0;return this.values.toArray().forEach((function(i){i<=t&&e++})),e/this.period*100},t}(),j=function(){function t(t,e,i){void 0===t&&(t=3),void 0===e&&(e=2),void 0===i&&(i=100),this.period=t,this.rsi=new N(this.period),this.updownRsi=new N(e),this.roc=new R(1),this.percentRank=new $(i),this.updownPeriod=0,this.prevClose=0}return t.prototype.nextValue=function(t){var e=this.rsi.nextValue(t),i=this.percentRank.nextValue(this.roc.nextValue(t));if(this.updownPeriod=this.getUpdownPeriod(t),this.prevClose=t,this.updownValue=this.updownRsi.nextValue(this.updownPeriod),this.updownValue)return(e+this.updownValue+i)/3},t.prototype.momentValue=function(t){var e=this.rsi.momentValue(t),i=this.percentRank.momentValue(this.roc.momentValue(t)),n=this.getUpdownPeriod(t),s=this.updownRsi.momentValue(n);if(void 0!==s)return(e+s+i)/3},t.prototype.getUpdownPeriod=function(t){var e=this.updownPeriod;return t>this.prevClose?(this.updownPeriod<0&&(e=0),e++):t<this.prevClose?(this.updownPeriod>0&&(e=0),e--):e=0,e},t}(),z=function(){function t(t){this.period=t,this.values=new u(t)}return t.prototype.nextValue=function(t,e){return this.values.push(t),Math.sqrt(this.values.toArray().reduce((function(t,i){return t+Math.pow(i-e,2)}),0)/this.period)},t.prototype.momentValue=function(t,e){var i=this.values.push(t),n=Math.sqrt(this.values.toArray().reduce((function(t,i){return t+Math.pow(i-e,2)}),0)/this.period);return this.values.pushback(i),n},t}(),G=function(){function t(t,e){void 0===t&&(t=20),void 0===e&&(e=2),this.period=t,this.stdDev=e,this.fill=0,this.sma=new p(t),this.sd=new z(t)}return t.prototype.nextValue=function(t){var e=this,i=this.sma.nextValue(t),n=this.sd.nextValue(t,i);if(this.fill++,this.fill===this.period){var s=i-this.stdDev*n,r=i+this.stdDev*n;return this.nextValue=function(t){var i=e.sma.nextValue(t),n=e.sd.nextValue(t,i);return{lower:i-e.stdDev*n,middle:i,upper:i+e.stdDev*n}},{lower:s,middle:i,upper:r}}},t.prototype.momentValue=function(t){var e=this.sma.momentValue(t),i=this.sd.momentValue(t,e);return{lower:e-this.stdDev*i,middle:e,upper:e+this.stdDev*i}},t}(),W=function(){function t(t,e,i){void 0===t&&(t=12),void 0===e&&(e=26),void 0===i&&(i=9),this.periodEmaFast=t,this.periodEmaSlow=e,this.periodSignal=i,this.emaFastIndicator=new f(t),this.emaSlowIndicator=new f(e),this.emaSignalIndicator=new f(i)}return t.prototype.nextValue=function(t){var e=this.emaFastIndicator.nextValue(t),i=this.emaSlowIndicator.nextValue(t),n=e-i,s=n&&this.emaSignalIndicator.nextValue(n)||void 0,r=n-s||void 0;if(!isNaN(n))return{macd:n,emaFast:e,emaSlow:i,signal:s,histogram:r}},t.prototype.momentValue=function(t){var 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G(h+""),i.c[0])for((h=(l=i.e)+u)<3&&(h=0);;)if(s=i,i=a.times(s.plus(V(r,s,u,1))),d(s.c).slice(0,h)===(e=d(i.c)).slice(0,h)){if(i.e<l&&--h,"9999"!=(e=e.slice(h-3,h+1))&&(n||"4999"!=e)){+e&&(+e.slice(1)||"5"!=e.charAt(0))||(Y(i,i.e+N+2,1),t=!i.times(i).eq(r));break}if(!n&&(Y(s,s.e+N+2,0),s.times(s).eq(r))){i=s;break}u+=4,h+=4,n=1}return Y(i,i.e+N+1,D,t)},E.toExponential=function(t,e){return null!=t&&(v(t,0,c),t++),W(this,t,e,1)},E.toFixed=function(t,e){return null!=t&&(v(t,0,c),t=t+this.e+1),W(this,t,e)},E.toFormat=function(t,e,i){var n,s=this;if(null==i)null!=t&&e&&"object"==typeof e?(i=e,e=null):t&&"object"==typeof t?(i=t,t=e=null):i=$;else if("object"!=typeof i)throw Error(r+"Argument not an object: "+i);if(n=s.toFixed(t,e),s.c){var o,h=n.split("."),l=+i.groupSize,u=+i.secondaryGroupSize,a=i.groupSeparator||"",p=h[0],c=h[1],f=s.s<0,d=f?p.slice(1):p,m=d.length;if(u&&(o=l,l=u,u=o,m-=o),l>0&&m>0){for(o=m%l||l,p=d.substr(0,o);o<m;o+=l)p+=a+d.substr(o,l);u>0&&(p+=a+d.slice(o)),f&&(p="-"+p)}n=c?p+(i.decimalSeparator||"")+((u=+i.fractionGroupSize)?c.replace(new RegExp("\\d{"+u+"}\\B","g"),"$&"+(i.fractionGroupSeparator||"")):c):p}return(i.prefix||"")+n+(i.suffix||"")},E.toFraction=function(t){var e,i,n,s,o,h,u,p,c,f,m,v,g=this,w=g.c;if(null!=t&&(!(u=new G(t)).isInteger()&&(u.c||1!==u.s)||u.lt(C)))throw Error(r+"Argument "+(u.isInteger()?"out of range: ":"not an integer: ")+X(u));if(!w)return new G(g);for(e=new G(C),c=i=new G(C),n=p=new G(C),v=d(w),o=e.e=v.length-g.e-1,e.c[0]=a[(h=o%l)<0?l+h:h],t=!t||u.comparedTo(e)>0?o>0?e:c:u,h=F,F=1/0,u=new G(v),p.c[0]=0;f=V(u,e,0,1),1!=(s=i.plus(f.times(n))).comparedTo(t);)i=n,n=s,c=p.plus(f.times(s=c)),p=s,e=u.minus(f.times(s=e)),u=s;return s=V(t.minus(i),n,0,1),p=p.plus(s.times(c)),i=i.plus(s.times(n)),p.s=c.s=g.s,m=V(c,n,o*=2,D).minus(g).abs().comparedTo(V(p,i,o,D).minus(g).abs())<1?[c,n]:[p,i],F=h,m},E.toNumber=function(){return+X(this)},E.toPrecision=function(t,e){return null!=t&&v(t,1,c),W(this,t,e,2)},E.toString=function(t){var e,i=this,n=i.s,s=i.e;return null===s?n?(e="Infinity",n<0&&(e="-"+e)):e="NaN":(null==t?e=s<=_||s>=I?w(d(i.c),s):y(d(i.c),s,"0"):10===t&&z?e=y(d((i=Y(new G(i),N+s+1,D)).c),i.e,"0"):(v(t,2,j.length,"Base"),e=x(y(d(i.c),s,"0"),10,t,n,!0)),n<0&&i.c[0]&&(e="-"+e)),e},E.valueOf=E.toJSON=function(){return X(this)},E._isBigNumber=!0,E[Symbol.toStringTag]="BigNumber",E[Symbol.for("nodejs.util.inspect.custom")]=E.valueOf,null!=n&&G.set(n),G}();var x=i(978);const P=(t,e)=>{const i=[],n=new x.EMA(e);return t.forEach((t=>{i.push(n.nextValue(t))})),i},b=(t,e)=>{const i=[],n=new x.SMA(e);return t.forEach((t=>{i.push(n.nextValue(t))})),i},k=(t,e)=>{var i;return(0===(i=t.map(((t,i)=>t>e[i]?"up":t<e[i]?"down":"neutral")).reverse()).length?[]:i.reduce(((t,e,i,n)=>{if(0===i)t.push([e]);else{const s=n[i-1],r=t[t.length-1];e!==s?t.push([e]):r.push(e)}return t}),[])).map((t=>{const e=t.length;return t.map(((t,i)=>{let n=e-i;return"down"===t?-n:"up"===t?n:0}))})).flat().reverse()},A=(t,e)=>{let{upper:i,lower:n}=e;const s=i.map(((t,e)=>t-n[e]));return t.map(((t,e)=>(t-n[e])/s[e]*100))},M=(t,e,i)=>{const n=[],s=t.length;for(let r=0;r<=s-i;r++){let s=t[r],o=e[r];for(let n=1;n<i;n++)t[r+n].isGreaterThan(s)&&(s=t[r+n]),e[r+n].isLessThan(o)&&(o=e[r+n]);n.push(s.plus(o).dividedBy(2))}return n},L=(t,e,i,n)=>{const s=[],r=t.length;for(let n=i;n<r;n++)n-i<e.length&&s.push(t[n].plus(e[n-i]).dividedBy(2));return s.slice(0,s.length-n+1)},S=(t,e,i,n,s)=>{let r=[];for(let s=0;s<=e.length-n;s++){let o=e.slice(s,s+n),h=i.slice(s,s+n),l=t.maximum(...o),u=t.minimum(...h),a=l.plus(u).dividedBy(2);r.push(a)}return r.slice(0,r.length-s+1)},O=(t,e)=>t.slice(0,t.length-e+1),E={getSMA:b,getEMA:P},C=(t,e,i=10,n)=>{const{open:s,high:r,low:o,close:h,volume:l}=e,u=t.min(...o),a=t.max(...r).minus(u).dividedBy(i),p=t(0),c={upVolume:p,downVolume:p,grossVolume:p},f=Array.from({length:i},((t,e)=>({price:u.plus(a.multipliedBy(e)),upVolume:p,downVolume:p,grossVolume:p}))),d=t(1).dividedBy(a);for(let e=0;e<h.length;e++){const n=h[e],a=s[e],c=r[e],m=o[e],v=l[e],g=n.isGreaterThanOrEqualTo(a)?v:p,w=n.isLessThan(a)?v:p,y=Math.max(0,m.minus(u).multipliedBy(d).integerValue(t.ROUND_FLOOR).toNumber()),V=Math.min(i,c.minus(u).multipliedBy(d).integerValue(t.ROUND_CEIL).toNumber());for(let t=y;t<V;t++)f[t].upVolume=f[t].upVolume.plus(g),f[t].downVolume=f[t].downVolume.plus(w),f[t].grossVolume=f[t].grossVolume.plus(g.plus(w))}for(const{upVolume:t,downVolume:e,grossVolume:i}of f)c.upVolume=c.upVolume.plus(t),c.downVolume=c.downVolume.plus(e),c.grossVolume=c.grossVolume.plus(i);return{bins:f,nodes:N(f)}},N=t=>{if(!t||0===t.length)throw new Error("Bins array is empty or not provided");let e=t[0],i=t[0];return t.forEach((t=>{t.grossVolume.isGreaterThan(e.grossVolume)&&(e=t),t.grossVolume.isLessThan(i.grossVolume)&&(i=t)})),{highestVolumeNode:e,lowestVolumeNode:i}};class D{constructor(){this.BigNumber=V,this.VolumeProfile=C}init(t){return this.ohlcv=t.reduce(((t,{open:e,high:i,low:n,close:s,volume:r,...o})=>{t.open.push(e),t.high.push(i),t.low.push(n),t.close.push(s),t.volume.push(r);for(const e of Object.keys(o))t[e]||(t[e]=[]),t[e].push(o[e]);return t}),{open:[],high:[],low:[],close:[],volume:[]}),this}getHeaders(){return Object.keys(this.ohlcv)}getData(){const{BigNumber:t,ohlcv:e}=this,i={};for(const[n,s]of Object.entries(e))i[n]=s.map((e=>t.isBigNumber(e)?e.toNumber():e));return i}getLastValues(){const t={};for(const[e,i]of Object.entries(this.ohlcv)){let n=i[i.length-1];t[e]=V.isBigNumber(n)?n.toNumber():n}return t}addColumn(t,e){const i=this.ohlcv.open.length;if(e.length>i)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");e=[...new Array(i-e.length).fill(null),...e],this.ohlcv[t]=e}crossPairs(t){const e=this.ohlcv,i={},n=t=>{if(!e.hasOwnProperty(t)&&"string"==typeof t){const[e,...i]=t.split("_");this[e.toUpperCase()]&&i.length>0&&this[e.toUpperCase()](...i)}};for(const{fast:s,slow:r}of t)if(s&&r)if(n(s),n(r),"number"!=typeof r||i[r]||(i[r]=e.close.map((()=>r))),e[s]&&e[r]){const t=k(e[s],e[r]);this.addColumn(`${s}_x_${r}`,t)}else if(e[s]&&i[r]){const t=k(e[s],i[r]);this.addColumn(`${s}_x_${r}`,t)}else console.error(`Missing ohlcv properties for ${s} or ${r}`)}ema(t){return((t,e)=>{const{ohlcv:i,compute:n}=t,s=i.close,r=P(s,e);t.addColumn(`ema_${e}`,r)})(this,t),this}sma(t){return((t,e)=>{const{ohlcv:i,compute:n}=t,s=i.close,r=b(s,e);t.addColumn(`sma_${e}`,r)})(this,t),this}MACD(t,e,i){return((t,e=12,i=26,n=9)=>{const{ohlcv:s,compute:r}=t,o=s.close,h=((t,e,i=12,n=26,s=9,r)=>{const o=P(t,e),h=P(t,e),l=o.map(((t,e)=>t.minus(h[e]))),u=P(t,l),a=l.map(((t,e)=>t.minus(u[e]))),p=k(t,l);return{macd_diff:l,macd_dea:u,macd_histogram:a,macd_diff_x_macd_dea:p}})(t.BigNumber,o,e,i,n);for(let e in h)t.addColumn(e,h[e])})(this,t,e,i),this}bollingerBands(t,e,i){return((t,e,i)=>{const{ohlcv:n,compute:s}=t,r=((t,e=20,i=2,n)=>{const s={lower:[],middle:[],upper:[]},r=new x.BollingerBands(e,i);t.forEach((t=>{const e=r.nextValue(t);if("object"==typeof e){const{lower:t,middle:i,upper:n}=e;s.lower.push(t),s.middle.push(i),s.upper.push(n)}else s.lower.push(null),s.middle.push(null),s.upper.push(null)}));const o=A(t,{upper:s.upper,lower:s.lower});return{...s,range:o}})(n.close,e,i);for(let e in r)t.addColumn(`bollinger_bands_${e}`,r[e])})(this,t,e),this}IchimokuCloud(t,e,i){return((t,e,i,n)=>{const{ohlcv:s}=t,r=((t,e,i=9,n=26,s=52)=>{const r=i,o=n,h=o-r,l=s,{high:u,low:a,close:p}=e,c=M(u,a,r),f=M(u,a,o);return{conversion_line:c,base_line:f,leading_span_a:L(c,f,h,o),leading_span_b:S(t,u,a,l,o),lagging_span:O(p,o)}})(t.BigNumber,s,e,i,n);for(let e in r)t.addColumn(`ichimoku_${e}`,r[e])})(this,t,e,i),this}RSI(t,e,i){return((t,e,i,n)=>{const{ohlcv:s,compute:r}=t,o=s.close,h=((t,e,i=14,n="SMA",s=14,r)=>{if(e.length<i)return[];i=parseInt(i),s=parseInt(s);const o=new t(0),h=new t(100),l=new t(1);let u=[],a=o,p=o;for(let n=1;n<=i;n++){const i=new t(e[n]),s=new t(e[n-1]),r=i.minus(s);r.isLessThan(o)?p=p.plus(r.abs()):a=a.plus(r)}let c=a.dividedBy(i),f=p.dividedBy(i),d=f.isEqualTo(o)?o:c.dividedBy(f);u.push(h.minus(h.dividedBy(l.plus(d))));for(let n=i+1;n<e.length;n++){const s=new t(e[n]),r=new t(e[n-1]),m=s.minus(r);m.isLessThan(o)?(p=m.abs(),a=o):(a=m,p=o),c=c.times(i-1).plus(a).dividedBy(i),f=f.times(i-1).plus(p).dividedBy(i),d=f.isEqualTo(o)?o:c.dividedBy(f),u.push(h.minus(h.dividedBy(l.plus(d))))}let m={[`rsi_${i}`]:u};if("string"==typeof n&&"number"==typeof s&&E.hasOwnProperty(`get${n}`)){const e=E[`get${n}`](t,u,s,r);m[`rsi_${n}_${s}`]=e,m[`rsi_${i}_x_rsi_${n}_${s}`]=k(t,u)}return m})(t.BigNumber,o,e,i,n,r);for(let e in h)t.addColumn(`${e}`.toLowerCase(),h[e])})(this,t,e,i),this}MFI(t){return((t,e=14)=>{const{ohlcv:i}=t,n=((t,e,i=14)=>{i=parseInt(14);const{high:n,low:s,close:r,volume:o}=e,h=t(0),l=t(100),u=t(1),a=[],p=[],c=[],f=[],d=[],m=[];for(let t=0;t<r.length;t++){const e=n[t].plus(s[t]).plus(r[t]).dividedBy(3),i=e.times(o[t]);a.push(e),p.push(i)}for(let t=1;t<a.length;t++)a[t].isGreaterThan(a[t-1])?(c.push(p[t]),f.push(h)):a[t].isLessThan(a[t-1])?(c.push(h),f.push(p[t])):(c.push(h),f.push(h));for(let t=i;t<=c.length;t++){const e=c.slice(t-i,t),n=f.slice(t-i,t),s=e.reduce(((t,e)=>t.plus(e)),h),r=n.reduce(((t,e)=>t.plus(e)),h),o=s.dividedBy(r);d.push(o)}for(let t=0;t<d.length;t++){const e=l.minus(l.dividedBy(u.plus(d[t])));m.push(e)}return m})(t.BigNumber,i,e);t.addColumn(`mfi_${e}`,n)})(this,t),this}RelativeVolume(t){return((t,e)=>{const{ohlcv:i,compute:n}=t,s=i.volume,r=((t,e,i=10,n)=>{const s=b(t,e);return e.map(((t,e)=>{const i=s[e-1];return 0===e||!i||i.isZero()?null:t.dividedBy(i)})).filter((t=>!Number.isNaN(t)))})(t.BigNumber,s,e);t.addColumn(`relative_volume_${e}`,r)})(this,t),this}}})(),OHLCV_INDICATORS=n})();
|
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@@ -0,0 +1,14 @@
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1
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+
/*! *****************************************************************************
|
|
2
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+
Copyright (c) Microsoft Corporation.
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3
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+
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4
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+
Permission to use, copy, modify, and/or distribute this software for any
|
|
5
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+
purpose with or without fee is hereby granted.
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6
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+
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7
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+
THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES WITH
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|
8
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REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY
|
|
9
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+
AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY SPECIAL, DIRECT,
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10
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+
INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM
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LOSS OF USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR
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OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE OR
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+
PERFORMANCE OF THIS SOFTWARE.
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***************************************************************************** */
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package/index.js
CHANGED
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@@ -1,30 +1,24 @@
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1
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-
import
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2
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-
import {
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3
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-
import {
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4
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-
import {
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5
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-
import {
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6
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-
import { IchimokuCloud } from './src/moving-averages/ichimokuCloud.js'
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7
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-
import { RSI} from './src/oscillators/rsi.js'
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|
8
|
-
import { MFI} from './src/oscillators/mfi.js'
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|
9
|
-
import { RelativeVolume} from './src/moving-averages/relativeVolume.js'
|
|
1
|
+
import {ema} from './src/moving-averages/ema.js'
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2
|
+
import {sma} from './src/moving-averages/sma.js'
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3
|
+
import {macd} from './src/moving-averages/macd.js'
|
|
4
|
+
import {bollingerBands} from './src/moving-averages/bollingerBands.js'
|
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5
|
+
import { rsi } from './src/oscillators/rsi.js'
|
|
10
6
|
import { VolumeProfile } from './src/studies/volumeProfile.js'
|
|
11
7
|
import {findCrosses} from './src/utilities.js'
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12
8
|
|
|
13
9
|
export default class OHLCV_INDICATORS {
|
|
14
10
|
constructor() {
|
|
15
|
-
this.BigNumber = BigNumber
|
|
16
11
|
this.VolumeProfile = VolumeProfile
|
|
17
12
|
}
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18
13
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19
14
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init(ohlcv) {
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20
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-
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21
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-
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15
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+
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22
16
|
this.ohlcv = ohlcv.reduce((acc, { open, high, low, close, volume, ...rest }) => {
|
|
23
|
-
acc.open.push(
|
|
24
|
-
acc.high.push(
|
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25
|
-
acc.low.push(
|
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26
|
-
acc.close.push(
|
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27
|
-
acc.volume.push(
|
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17
|
+
acc.open.push(open)
|
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18
|
+
acc.high.push(high)
|
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19
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+
acc.low.push(low)
|
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20
|
+
acc.close.push(close)
|
|
21
|
+
acc.volume.push(volume)
|
|
28
22
|
for (const key of Object.keys(rest)) {
|
|
29
23
|
if (!acc[key]) acc[key] = [];
|
|
30
24
|
acc[key].push(rest[key]);
|
|
@@ -56,7 +50,7 @@ export default class OHLCV_INDICATORS {
|
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56
50
|
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57
51
|
for (const [k, arr] of Object.entries(this.ohlcv)) {
|
|
58
52
|
let value = arr[arr.length - 1];
|
|
59
|
-
output[k] =
|
|
53
|
+
output[k] = value;
|
|
60
54
|
}
|
|
61
55
|
|
|
62
56
|
return output
|
|
@@ -69,8 +63,8 @@ export default class OHLCV_INDICATORS {
|
|
|
69
63
|
throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`);
|
|
70
64
|
}
|
|
71
65
|
|
|
72
|
-
// Use Array.prototype.unshift to add
|
|
73
|
-
const nanArray = new Array(ohlcvLength - arr.length).fill(
|
|
66
|
+
// Use Array.prototype.unshift to add null elements efficiently
|
|
67
|
+
const nanArray = new Array(ohlcvLength - arr.length).fill(null)
|
|
74
68
|
arr = [...nanArray, ...arr]
|
|
75
69
|
|
|
76
70
|
this.ohlcv[key] = arr
|
|
@@ -83,10 +77,13 @@ export default class OHLCV_INDICATORS {
|
|
|
83
77
|
|
|
84
78
|
// Helper function to create column if it doesn't exist
|
|
85
79
|
const createColumnIfNeeded = (v) => {
|
|
80
|
+
|
|
86
81
|
if (!ohlcv.hasOwnProperty(v) && typeof v === 'string') {
|
|
82
|
+
|
|
87
83
|
const [funcName, ...params] = v.split('_');
|
|
88
|
-
|
|
89
|
-
|
|
84
|
+
|
|
85
|
+
if (this[funcName] && params.length > 0) {
|
|
86
|
+
this[funcName](...params);
|
|
90
87
|
}
|
|
91
88
|
}
|
|
92
89
|
};
|
|
@@ -106,10 +103,10 @@ export default class OHLCV_INDICATORS {
|
|
|
106
103
|
|
|
107
104
|
// Find and add crosses
|
|
108
105
|
if (ohlcv[fast] && ohlcv[slow]) {
|
|
109
|
-
const cross = findCrosses(
|
|
106
|
+
const cross = findCrosses(ohlcv[fast], ohlcv[slow]);
|
|
110
107
|
this.addColumn(`${fast}_x_${slow}`, cross);
|
|
111
108
|
} else if (ohlcv[fast] && slowNumArrCache[slow]) {
|
|
112
|
-
const cross = findCrosses(
|
|
109
|
+
const cross = findCrosses(ohlcv[fast], slowNumArrCache[slow]);
|
|
113
110
|
this.addColumn(`${fast}_x_${slow}`, cross);
|
|
114
111
|
} else {
|
|
115
112
|
console.error(`Missing ohlcv properties for ${fast} or ${slow}`);
|
|
@@ -118,41 +115,26 @@ export default class OHLCV_INDICATORS {
|
|
|
118
115
|
|
|
119
116
|
}
|
|
120
117
|
|
|
121
|
-
|
|
122
|
-
|
|
123
|
-
return this
|
|
124
|
-
}
|
|
125
|
-
SMA(size) {
|
|
126
|
-
SMA(this, size)
|
|
118
|
+
ema(size) {
|
|
119
|
+
ema(this, size)
|
|
127
120
|
return this
|
|
128
121
|
}
|
|
129
|
-
|
|
130
|
-
|
|
122
|
+
sma(size) {
|
|
123
|
+
sma(this, size)
|
|
131
124
|
return this
|
|
132
125
|
}
|
|
133
|
-
|
|
134
|
-
|
|
135
|
-
BollingerBands(this, data, size, times)
|
|
136
|
-
return this
|
|
137
|
-
}
|
|
138
|
-
IchimokuCloud(tenkan, kijun, senkou)
|
|
139
|
-
{
|
|
140
|
-
IchimokuCloud(this, tenkan, kijun, senkou)
|
|
141
|
-
return this
|
|
142
|
-
}
|
|
143
|
-
RSI(period, movingAverage, movingAveragePeriod)
|
|
144
|
-
{
|
|
145
|
-
RSI(this, period, movingAverage, movingAveragePeriod)
|
|
126
|
+
macd(fastLine, slowLine, signalLine) {
|
|
127
|
+
macd(this, fastLine, slowLine, signalLine)
|
|
146
128
|
return this
|
|
147
129
|
}
|
|
148
|
-
|
|
130
|
+
bollingerBands(data, size, times)
|
|
149
131
|
{
|
|
150
|
-
|
|
132
|
+
bollingerBands(this, data, size, times)
|
|
151
133
|
return this
|
|
152
134
|
}
|
|
153
|
-
|
|
135
|
+
rsi(period, movingAverage, movingAveragePeriod)
|
|
154
136
|
{
|
|
155
|
-
|
|
137
|
+
rsi(this, period, movingAverage, movingAveragePeriod)
|
|
156
138
|
return this
|
|
157
139
|
}
|
|
158
140
|
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "ohlcv-indicators",
|
|
3
|
-
"version": "1.1.
|
|
3
|
+
"version": "1.1.7",
|
|
4
4
|
"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.",
|
|
5
5
|
"main": "index.js",
|
|
6
6
|
"type": "module",
|
|
@@ -11,9 +11,11 @@
|
|
|
11
11
|
"author": "https://jaimelias.com/",
|
|
12
12
|
"license": "ISC",
|
|
13
13
|
"dependencies": {
|
|
14
|
+
"@debut/indicators": "^1.3.20",
|
|
14
15
|
"bignumber.js": "^9.1.2"
|
|
15
16
|
},
|
|
16
17
|
"devDependencies": {
|
|
18
|
+
"dotenv": "^16.4.5",
|
|
17
19
|
"webpack": "^5.92.1",
|
|
18
20
|
"webpack-cli": "^5.1.4"
|
|
19
21
|
}
|
|
@@ -1,64 +1,61 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { BollingerBands } from '@debut/indicators';
|
|
2
2
|
|
|
3
3
|
|
|
4
|
-
export const
|
|
4
|
+
export const bollingerBands = (main, size, times) => {
|
|
5
5
|
const {ohlcv} = main
|
|
6
6
|
const data = ohlcv['close'];
|
|
7
|
-
const
|
|
7
|
+
const col = getBollingerBands(data, size, times)
|
|
8
8
|
|
|
9
|
-
for(let k in
|
|
9
|
+
for(let k in col)
|
|
10
10
|
{
|
|
11
|
-
main.addColumn(`bollinger_bands_${k}`,
|
|
11
|
+
main.addColumn(`bollinger_bands_${k}`, col[k])
|
|
12
12
|
}
|
|
13
13
|
}
|
|
14
14
|
|
|
15
15
|
|
|
16
16
|
|
|
17
|
-
export const getBollingerBands = (
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
const deviation = (BigNumber, data, size) => {
|
|
37
|
-
const zero = new BigNumber(0)
|
|
38
|
-
const length = data.length
|
|
39
|
-
const avg = getSMA(BigNumber, data, size)
|
|
40
|
-
const ret = new Array(length).fill(zero) // Initialize ret array with zeros
|
|
41
|
-
|
|
42
|
-
for (let i = size - 1; i < length; i++) {
|
|
43
|
-
let sum = zero
|
|
44
|
-
|
|
45
|
-
for (let j = i - size + 1; j <= i; j++) {
|
|
46
|
-
sum = sum.plus(data[j].minus(avg[i]).pow(2))
|
|
47
|
-
}
|
|
48
|
-
|
|
49
|
-
ret[i] = sum.dividedBy(size).sqrt()
|
|
17
|
+
export const getBollingerBands = (data, size = 20, times = 2) => {
|
|
18
|
+
|
|
19
|
+
|
|
20
|
+
const output = {lower: [], middle: [], upper: []}
|
|
21
|
+
const instance = new BollingerBands(size, times)
|
|
22
|
+
|
|
23
|
+
data.forEach(c => {
|
|
24
|
+
|
|
25
|
+
|
|
26
|
+
const bb = instance.nextValue(c)
|
|
27
|
+
|
|
28
|
+
if(typeof bb === 'object')
|
|
29
|
+
{
|
|
30
|
+
const {lower, middle, upper} = bb
|
|
31
|
+
output.lower.push(lower)
|
|
32
|
+
output.middle.push(middle)
|
|
33
|
+
output.upper.push(upper)
|
|
34
|
+
|
|
50
35
|
}
|
|
36
|
+
else
|
|
37
|
+
{
|
|
38
|
+
output.lower.push(null)
|
|
39
|
+
output.middle.push(null)
|
|
40
|
+
output.upper.push(null)
|
|
41
|
+
}
|
|
42
|
+
})
|
|
43
|
+
|
|
44
|
+
const range = bollingerBandsRange(data, {upper: output.upper, lower: output.lower})
|
|
45
|
+
|
|
46
|
+
|
|
47
|
+
return {...output, range}
|
|
48
|
+
|
|
49
|
+
}
|
|
51
50
|
|
|
52
|
-
return ret
|
|
53
|
-
}
|
|
54
51
|
|
|
55
52
|
|
|
56
53
|
const bollingerBandsRange = (data, bollingerBands) => {
|
|
57
|
-
|
|
54
|
+
let {upper, lower} = bollingerBands;
|
|
58
55
|
|
|
59
|
-
|
|
56
|
+
const range = upper.map((v, i) => v - lower[i]);
|
|
60
57
|
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
|
|
64
|
-
|
|
58
|
+
const output = data.map((v, i) => ((v - lower[i]) / range[i]) * 100);
|
|
59
|
+
|
|
60
|
+
return output;
|
|
61
|
+
};
|
|
@@ -1,55 +1,26 @@
|
|
|
1
1
|
|
|
2
|
-
|
|
2
|
+
import { EMA } from '@debut/indicators';
|
|
3
|
+
|
|
4
|
+
|
|
5
|
+
export const ema = (main, size) => {
|
|
3
6
|
const {ohlcv} = main
|
|
4
7
|
const data = ohlcv['close']
|
|
5
|
-
const
|
|
6
|
-
main.addColumn(`ema_${size}`,
|
|
8
|
+
const col = getEMA(data, size)
|
|
9
|
+
main.addColumn(`ema_${size}`, col)
|
|
7
10
|
}
|
|
8
11
|
|
|
9
|
-
export const getEMA = (
|
|
10
|
-
const alpha = BigNumber(2 / (size + 1))
|
|
11
|
-
const length = data.length
|
|
12
|
-
const ret = []
|
|
13
|
-
|
|
14
|
-
if (alpha.isGreaterThan(1)) {
|
|
15
|
-
return Array(length)
|
|
16
|
-
}
|
|
17
|
-
|
|
18
|
-
if (alpha.isEqualTo(1)) {
|
|
19
|
-
return [...data]
|
|
20
|
-
}
|
|
21
|
-
|
|
22
|
-
let s = 0
|
|
23
|
-
|
|
24
|
-
// Handles head
|
|
25
|
-
let i = 0;
|
|
26
|
-
for (; i < length; i++) {
|
|
27
|
-
const datum = data[i]
|
|
28
|
-
if (typeof datum === 'object') {
|
|
29
|
-
ret[i] = datum
|
|
30
|
-
s = datum
|
|
31
|
-
i++
|
|
32
|
-
break
|
|
33
|
-
}
|
|
34
|
-
}
|
|
35
|
-
|
|
36
|
-
if (Array.isArray(alpha)) {
|
|
37
|
-
for (; i < length; i++) {
|
|
38
|
-
const datum = data[i]
|
|
39
|
-
if (typeof datum === 'object' && typeof alpha[i] === 'object') {
|
|
40
|
-
s = ret[i] = alpha[i].multipliedBy(datum).plus(alpha[i].minus(1).multipliedBy(s))
|
|
41
|
-
} else {
|
|
42
|
-
ret[i] = ret[i - 1]
|
|
43
|
-
}
|
|
44
|
-
}
|
|
45
|
-
} else {
|
|
46
|
-
const o = BigNumber(1).minus(alpha);
|
|
47
|
-
for (; i < length; i++) {
|
|
48
|
-
const datum = data[i]
|
|
49
|
-
s = typeof datum === 'object' ? alpha.multipliedBy(datum).plus(o.multipliedBy(s)) : ret[i - 1]
|
|
50
|
-
ret[i] = s
|
|
51
|
-
}
|
|
52
|
-
}
|
|
12
|
+
export const getEMA = (data, size) => {
|
|
53
13
|
|
|
54
|
-
|
|
55
|
-
|
|
14
|
+
|
|
15
|
+
const output = []
|
|
16
|
+
const instance = new EMA(size)
|
|
17
|
+
|
|
18
|
+
data.forEach(c => {
|
|
19
|
+
|
|
20
|
+
output.push(instance.nextValue(c))
|
|
21
|
+
|
|
22
|
+
})
|
|
23
|
+
|
|
24
|
+
return output
|
|
25
|
+
|
|
26
|
+
}
|
|
@@ -2,32 +2,31 @@ import { findCrosses } from "../utilities.js";
|
|
|
2
2
|
import { getEMA } from "./ema.js";
|
|
3
3
|
|
|
4
4
|
|
|
5
|
-
export const
|
|
5
|
+
export const macd = (main, fastLine = 12, slowLine = 26, signalLine = 9) => {
|
|
6
6
|
const {ohlcv} = main
|
|
7
|
-
const data = ohlcv['close']
|
|
8
|
-
const
|
|
7
|
+
const data = ohlcv['close']
|
|
8
|
+
const col = getMACD(data, fastLine, slowLine, signalLine)
|
|
9
9
|
|
|
10
|
-
for(let k in
|
|
10
|
+
for(let k in col)
|
|
11
11
|
{
|
|
12
|
-
main.addColumn(k,
|
|
12
|
+
main.addColumn(k, col[k]);
|
|
13
13
|
}
|
|
14
14
|
}
|
|
15
15
|
|
|
16
|
-
export const getMACD = (
|
|
16
|
+
export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9) => {
|
|
17
17
|
|
|
18
|
-
const fastEMA = getEMA(
|
|
19
|
-
const slowEMA = getEMA(
|
|
18
|
+
const fastEMA = getEMA(data, fastLine)
|
|
19
|
+
const slowEMA = getEMA(data, slowLine)
|
|
20
20
|
|
|
21
21
|
// Calculate the MACD line (diff)
|
|
22
|
-
const diff = fastEMA.map((o, i) => o
|
|
23
|
-
|
|
22
|
+
const diff = fastEMA.map((o, i) => (isNaN(o) || isNaN(slowEMA[i])) ? null : o - slowEMA[i]);
|
|
24
23
|
|
|
25
24
|
// Calculate the MACD line (dea)
|
|
26
|
-
const dea = getEMA(
|
|
25
|
+
const dea = getEMA(diff, signalLine)
|
|
27
26
|
|
|
28
27
|
// Calculate the MACD line (histogram)
|
|
29
|
-
const histogram = diff.map((d, i) => d
|
|
30
|
-
const x = findCrosses(
|
|
28
|
+
const histogram = diff.map((d, i) => d - dea[i])
|
|
29
|
+
const x = findCrosses(diff, dea)
|
|
31
30
|
|
|
32
31
|
return {
|
|
33
32
|
'macd_diff': diff,
|
|
@@ -1,34 +1,25 @@
|
|
|
1
1
|
|
|
2
|
-
|
|
3
|
-
const {ohlcv} = main
|
|
4
|
-
const data = ohlcv['close']
|
|
5
|
-
const sma = getSMA(main.BigNumber, data, size)
|
|
6
|
-
main.addColumn(`sma_${size}`, sma)
|
|
7
|
-
}
|
|
2
|
+
import { SMA } from '@debut/indicators';
|
|
8
3
|
|
|
4
|
+
export const sma = (main, size) => {
|
|
5
|
+
const {ohlcv} = main
|
|
6
|
+
const data = ohlcv['close']
|
|
7
|
+
const col = getSMA(data, size)
|
|
8
|
+
main.addColumn(`sma_${size}`, col)
|
|
9
|
+
}
|
|
9
10
|
|
|
10
|
-
export const getSMA = (
|
|
11
|
-
|
|
12
|
-
let result = []
|
|
13
|
-
let sum = BigNumber(0)
|
|
14
|
-
let arr = []
|
|
15
|
-
|
|
16
|
-
for (let i = 0; i < data.length; i++) {
|
|
17
|
-
|
|
18
|
-
arr.push(data[i])
|
|
19
|
-
sum = sum.plus(data[i])
|
|
20
|
-
|
|
21
|
-
if (arr.length > size) {
|
|
22
|
-
sum = sum.minus(arr.shift())
|
|
23
|
-
}
|
|
24
|
-
|
|
25
|
-
if (i >= size - 1) {
|
|
26
|
-
result.push(sum.dividedBy(size))
|
|
27
|
-
} else {
|
|
11
|
+
export const getSMA = (data, size) => {
|
|
28
12
|
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
13
|
+
|
|
14
|
+
const output = []
|
|
15
|
+
const instance = new SMA(size)
|
|
16
|
+
|
|
17
|
+
data.forEach(c => {
|
|
18
|
+
|
|
19
|
+
output.push(instance.nextValue(c))
|
|
20
|
+
|
|
21
|
+
})
|
|
22
|
+
|
|
23
|
+
return output
|
|
24
|
+
|
|
25
|
+
}
|
package/src/oscillators/rsi.js
CHANGED
|
@@ -1,72 +1,39 @@
|
|
|
1
1
|
import { getSMA } from "../moving-averages/sma.js";
|
|
2
2
|
import { getEMA } from "../moving-averages/ema.js";
|
|
3
3
|
import { findCrosses } from "../utilities.js";
|
|
4
|
+
import { RSI } from "@debut/indicators";
|
|
4
5
|
|
|
5
6
|
const ma = {getSMA, getEMA}
|
|
6
7
|
|
|
7
|
-
export const
|
|
8
|
+
export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
|
|
8
9
|
|
|
9
10
|
const {ohlcv} = main
|
|
10
11
|
const data = ohlcv['close']
|
|
11
|
-
const
|
|
12
|
+
const col = getRSI(data, period, movingAverage, movingAveragePeriod)
|
|
12
13
|
|
|
13
|
-
for(let k in
|
|
14
|
+
for(let k in col)
|
|
14
15
|
{
|
|
15
|
-
main.addColumn(`${k}`.toLowerCase(),
|
|
16
|
+
main.addColumn(`${k}`.toLowerCase(), col[k])
|
|
16
17
|
}
|
|
17
18
|
}
|
|
18
19
|
|
|
19
|
-
export const getRSI = (
|
|
20
|
+
export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14) => {
|
|
20
21
|
if (data.length < period) {
|
|
21
22
|
return [];
|
|
22
23
|
}
|
|
23
24
|
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
25
|
+
let rsi = []
|
|
26
|
+
period = parseInt(period)
|
|
27
|
+
movingAveragePeriod = parseInt(movingAveragePeriod)
|
|
28
|
+
const instance = new RSI(period)
|
|
27
29
|
|
|
28
|
-
|
|
29
|
-
let gain = zero;
|
|
30
|
-
let loss = zero;
|
|
30
|
+
data.forEach(c => {
|
|
31
31
|
|
|
32
|
-
|
|
33
|
-
for (let i = 1; i <= period; i++) {
|
|
34
|
-
const thisVal = new BigNumber(data[i])
|
|
35
|
-
const prevVal = new BigNumber(data[i - 1])
|
|
36
|
-
const change = thisVal.minus(prevVal)
|
|
32
|
+
rsi.push(instance.nextValue(c))
|
|
37
33
|
|
|
38
|
-
|
|
39
|
-
loss = loss.plus(change.abs())
|
|
40
|
-
} else {
|
|
41
|
-
gain = gain.plus(change)
|
|
42
|
-
}
|
|
43
|
-
}
|
|
44
|
-
|
|
45
|
-
// Calculate the first RSI value
|
|
46
|
-
let avgGain = gain.dividedBy(period)
|
|
47
|
-
let avgLoss = loss.dividedBy(period)
|
|
48
|
-
let rs = avgLoss.isEqualTo(zero) ? zero : avgGain.dividedBy(avgLoss)
|
|
49
|
-
rsi.push(hundred.minus(hundred.dividedBy(one.plus(rs))))
|
|
50
|
-
|
|
51
|
-
// Calculate subsequent RSI values
|
|
52
|
-
for (let i = period + 1; i < data.length; i++) {
|
|
53
|
-
const thisVal = new BigNumber(data[i])
|
|
54
|
-
const prevVal = new BigNumber(data[i - 1])
|
|
55
|
-
const change = thisVal.minus(prevVal)
|
|
34
|
+
})
|
|
56
35
|
|
|
57
|
-
|
|
58
|
-
loss = change.abs()
|
|
59
|
-
gain = zero
|
|
60
|
-
} else {
|
|
61
|
-
gain = change
|
|
62
|
-
loss = zero
|
|
63
|
-
}
|
|
64
|
-
|
|
65
|
-
avgGain = avgGain.times(period - 1).plus(gain).dividedBy(period)
|
|
66
|
-
avgLoss = avgLoss.times(period - 1).plus(loss).dividedBy(period)
|
|
67
|
-
rs = avgLoss.isEqualTo(zero) ? zero : avgGain.dividedBy(avgLoss)
|
|
68
|
-
rsi.push(hundred.minus(hundred.dividedBy(one.plus(rs))))
|
|
69
|
-
}
|
|
36
|
+
rsi = rsi.filter(v => v)
|
|
70
37
|
|
|
71
38
|
let output = {[`rsi_${period}`]: rsi}
|
|
72
39
|
|
|
@@ -74,9 +41,9 @@ export const getRSI = (BigNumber, data, period = 14, movingAverage = 'SMA', movi
|
|
|
74
41
|
{
|
|
75
42
|
if(ma.hasOwnProperty(`get${movingAverage}`))
|
|
76
43
|
{
|
|
77
|
-
const rsi_smoothed = ma[`get${movingAverage}`](
|
|
44
|
+
const rsi_smoothed = ma[`get${movingAverage}`](rsi, movingAveragePeriod)
|
|
78
45
|
output[`rsi_${movingAverage}_${movingAveragePeriod}`] = rsi_smoothed
|
|
79
|
-
output[`rsi_${period}_x_rsi_${movingAverage}_${movingAveragePeriod}`] = findCrosses(
|
|
46
|
+
output[`rsi_${period}_x_rsi_${movingAverage}_${movingAveragePeriod}`] = findCrosses(rsi, rsi_smoothed)
|
|
80
47
|
}
|
|
81
48
|
}
|
|
82
49
|
|
|
@@ -1,11 +1,11 @@
|
|
|
1
|
-
export const VolumeProfile = (
|
|
1
|
+
export const VolumeProfile = (ohlcv, numBins = 10) => {
|
|
2
2
|
const { open, high, low, close, volume } = ohlcv;
|
|
3
3
|
|
|
4
4
|
// Determine the range of prices
|
|
5
|
-
const lowPrice =
|
|
6
|
-
const highPrice =
|
|
7
|
-
const binSize = highPrice
|
|
8
|
-
const zero =
|
|
5
|
+
const lowPrice = Math.min(...low);
|
|
6
|
+
const highPrice = Math.max(...high);
|
|
7
|
+
const binSize = (highPrice - lowPrice) / numBins;
|
|
8
|
+
const zero = 0;
|
|
9
9
|
|
|
10
10
|
// Initialize totals
|
|
11
11
|
const totals = {
|
|
@@ -16,14 +16,14 @@ export const VolumeProfile = (BigNumber, ohlcv, numBins = 10, position) => {
|
|
|
16
16
|
|
|
17
17
|
// Initialize bins
|
|
18
18
|
const bins = Array.from({ length: numBins }, (_, i) => ({
|
|
19
|
-
price: lowPrice
|
|
19
|
+
price: lowPrice + binSize * i,
|
|
20
20
|
upVolume: zero,
|
|
21
21
|
downVolume: zero,
|
|
22
22
|
grossVolume: zero,
|
|
23
23
|
}));
|
|
24
24
|
|
|
25
25
|
// Precompute binSize inversely to use multiplication instead of division in the loop
|
|
26
|
-
const inverseBinSize =
|
|
26
|
+
const inverseBinSize = 1 / binSize;
|
|
27
27
|
|
|
28
28
|
// Distribute volume into bins
|
|
29
29
|
for (let i = 0; i < close.length; i++) {
|
|
@@ -33,32 +33,30 @@ export const VolumeProfile = (BigNumber, ohlcv, numBins = 10, position) => {
|
|
|
33
33
|
const currentLow = low[i];
|
|
34
34
|
const currentVolume = volume[i];
|
|
35
35
|
|
|
36
|
-
const upVolume = currentClose
|
|
37
|
-
const downVolume = currentClose
|
|
36
|
+
const upVolume = currentClose >= currentOpen ? currentVolume : zero;
|
|
37
|
+
const downVolume = currentClose < currentOpen ? currentVolume : zero;
|
|
38
38
|
|
|
39
|
-
const lowIndex = Math.max(0,
|
|
40
|
-
const highIndex = Math.min(numBins,
|
|
39
|
+
const lowIndex = Math.max(0, Math.floor((currentLow - lowPrice) * inverseBinSize));
|
|
40
|
+
const highIndex = Math.min(numBins, Math.ceil((currentHigh - lowPrice) * inverseBinSize));
|
|
41
41
|
|
|
42
42
|
for (let j = lowIndex; j < highIndex; j++) {
|
|
43
|
-
bins[j].upVolume
|
|
44
|
-
bins[j].downVolume
|
|
45
|
-
bins[j].grossVolume
|
|
43
|
+
bins[j].upVolume += upVolume;
|
|
44
|
+
bins[j].downVolume += downVolume;
|
|
45
|
+
bins[j].grossVolume += (upVolume + downVolume);
|
|
46
46
|
}
|
|
47
47
|
}
|
|
48
48
|
|
|
49
49
|
// Sum totals outside the loop
|
|
50
50
|
for (const { upVolume, downVolume, grossVolume } of bins) {
|
|
51
|
-
totals.upVolume
|
|
52
|
-
totals.downVolume
|
|
53
|
-
totals.grossVolume
|
|
51
|
+
totals.upVolume += upVolume;
|
|
52
|
+
totals.downVolume += downVolume;
|
|
53
|
+
totals.grossVolume += grossVolume;
|
|
54
54
|
}
|
|
55
55
|
|
|
56
|
-
|
|
57
|
-
|
|
58
|
-
return {bins, nodes};
|
|
56
|
+
const nodes = findVolumeNodes(bins);
|
|
57
|
+
return { bins, nodes };
|
|
59
58
|
}
|
|
60
59
|
|
|
61
|
-
|
|
62
60
|
const findVolumeNodes = bins => {
|
|
63
61
|
if (!bins || bins.length === 0) {
|
|
64
62
|
throw new Error('Bins array is empty or not provided');
|
|
@@ -68,11 +66,11 @@ const findVolumeNodes = bins => {
|
|
|
68
66
|
let lowestVolumeNode = bins[0];
|
|
69
67
|
|
|
70
68
|
bins.forEach(bin => {
|
|
71
|
-
if (bin.grossVolume
|
|
69
|
+
if (bin.grossVolume > highestVolumeNode.grossVolume) {
|
|
72
70
|
highestVolumeNode = bin;
|
|
73
71
|
}
|
|
74
72
|
|
|
75
|
-
if (bin.grossVolume
|
|
73
|
+
if (bin.grossVolume < lowestVolumeNode.grossVolume) {
|
|
76
74
|
lowestVolumeNode = bin;
|
|
77
75
|
}
|
|
78
76
|
});
|
|
@@ -80,5 +78,5 @@ const findVolumeNodes = bins => {
|
|
|
80
78
|
return {
|
|
81
79
|
highestVolumeNode,
|
|
82
80
|
lowestVolumeNode
|
|
83
|
-
}
|
|
84
|
-
}
|
|
81
|
+
};
|
|
82
|
+
}
|
package/src/utilities.js
CHANGED
|
@@ -1,47 +1,55 @@
|
|
|
1
|
-
export const findCrosses = (
|
|
2
|
-
|
|
3
|
-
|
|
1
|
+
export const findCrosses = (fast, slow) => {
|
|
2
|
+
const states = fast.map((f, i) => {
|
|
3
|
+
if (f > slow[i]) {
|
|
4
|
+
return 'up';
|
|
5
|
+
} else if (f < slow[i]) {
|
|
6
|
+
return 'down';
|
|
7
|
+
} else {
|
|
8
|
+
return 'neutral';
|
|
9
|
+
}
|
|
10
|
+
}).reverse();
|
|
11
|
+
|
|
12
|
+
const groups = groupConsecutiveValues(states);
|
|
13
|
+
|
|
14
|
+
const crosses = groups.map(chunk => {
|
|
15
|
+
const chunkLength = chunk.length;
|
|
16
|
+
return chunk.map((state, index) => {
|
|
17
|
+
let value = chunkLength - index;
|
|
4
18
|
|
|
5
|
-
|
|
6
|
-
|
|
7
|
-
|
|
19
|
+
if (state === 'down') {
|
|
20
|
+
return -value;
|
|
21
|
+
} else if (state === 'up') {
|
|
22
|
+
return value;
|
|
23
|
+
} else {
|
|
24
|
+
return 0;
|
|
25
|
+
}
|
|
26
|
+
});
|
|
27
|
+
}).flat();
|
|
8
28
|
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
crosses[0] = 1
|
|
12
|
-
} else if (fast0.isLessThan(slow0)) {
|
|
13
|
-
state = -1
|
|
14
|
-
crosses[0] = -1
|
|
15
|
-
} else {
|
|
16
|
-
state = 0
|
|
17
|
-
crosses[0] = 0
|
|
18
|
-
}
|
|
29
|
+
return crosses.reverse();
|
|
30
|
+
};
|
|
19
31
|
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
const slowI = new BigNumber(slow[i])
|
|
23
|
-
const fastPrev = new BigNumber(fast[i - 1])
|
|
24
|
-
const slowPrev = new BigNumber(slow[i - 1])
|
|
32
|
+
function groupConsecutiveValues(arr) {
|
|
33
|
+
if (arr.length === 0) return [];
|
|
25
34
|
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
} else if (fastI.isLessThan(slowI) && fastPrev.isGreaterThanOrEqualTo(slowPrev)) {
|
|
31
|
-
// CrossDown detected
|
|
32
|
-
state = -1
|
|
33
|
-
crosses[i] = -1
|
|
35
|
+
return arr.reduce((acc, currentValue, index, array) => {
|
|
36
|
+
if (index === 0) {
|
|
37
|
+
// Start the first group with the first element
|
|
38
|
+
acc.push([currentValue]);
|
|
34
39
|
} else {
|
|
35
|
-
//
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
+
// Get the previous value
|
|
41
|
+
const prevValue = array[index - 1];
|
|
42
|
+
const currentGroup = acc[acc.length - 1];
|
|
43
|
+
|
|
44
|
+
// Check the direction of the previous and current values
|
|
45
|
+
if (currentValue !== prevValue) {
|
|
46
|
+
// Start a new group if the direction changes
|
|
47
|
+
acc.push([currentValue]);
|
|
40
48
|
} else {
|
|
41
|
-
|
|
49
|
+
// Otherwise, add to the current group
|
|
50
|
+
currentGroup.push(currentValue);
|
|
42
51
|
}
|
|
43
52
|
}
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
return crosses
|
|
53
|
+
return acc;
|
|
54
|
+
}, []);
|
|
47
55
|
}
|
|
@@ -1,64 +0,0 @@
|
|
|
1
|
-
export const IchimokuCloud = (main, tenkan, kijun, senkou) => {
|
|
2
|
-
|
|
3
|
-
const {ohlcv} = main
|
|
4
|
-
const ichi = getIchimokuCloud(main.BigNumber, ohlcv, tenkan, kijun, senkou)
|
|
5
|
-
|
|
6
|
-
for(let k in ichi)
|
|
7
|
-
{
|
|
8
|
-
//console.log(`${k} [length ${ichi[k].length}] [lastValue ${ichi[k][ichi[k].length -1]}]`)
|
|
9
|
-
main.addColumn(`ichimoku_${k}`, ichi[k])
|
|
10
|
-
}
|
|
11
|
-
}
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
export const getIchimokuCloud = (BigNumber, data, tenkan = 9, kijun = 26, senkou = 52) => {
|
|
15
|
-
const TENKAN_SEN_PERIOD = tenkan
|
|
16
|
-
const KIJUN_SEN_PERIOD = kijun
|
|
17
|
-
const SENKOU_SPAN_A_PERIOD = KIJUN_SEN_PERIOD-TENKAN_SEN_PERIOD
|
|
18
|
-
const SENKOU_SPAN_B_PERIOD = senkou
|
|
19
|
-
const { high, low, close } = data
|
|
20
|
-
const tenkanSen = calculateAverage(BigNumber, high, low, TENKAN_SEN_PERIOD)
|
|
21
|
-
const kijunSen = calculateAverage(BigNumber, high, low, KIJUN_SEN_PERIOD)
|
|
22
|
-
const senkouSpanA = calculateSenkouSpanA(tenkanSen, kijunSen, SENKOU_SPAN_A_PERIOD, KIJUN_SEN_PERIOD)
|
|
23
|
-
const senkouSpanB = calculateSenkouSpanB(BigNumber, high, low, SENKOU_SPAN_B_PERIOD, KIJUN_SEN_PERIOD)
|
|
24
|
-
const chikouSpan = calculateChikouSpan(close, KIJUN_SEN_PERIOD)
|
|
25
|
-
|
|
26
|
-
return {
|
|
27
|
-
conversion_line: tenkanSen,
|
|
28
|
-
base_line: kijunSen,
|
|
29
|
-
leading_span_a: senkouSpanA,
|
|
30
|
-
leading_span_b: senkouSpanB,
|
|
31
|
-
lagging_span: chikouSpan
|
|
32
|
-
}
|
|
33
|
-
}
|
|
34
|
-
|
|
35
|
-
const calculateAverage = (BigNumber, high, low, period) => {
|
|
36
|
-
|
|
37
|
-
return high.slice(0, high.length - period + 1).map((_, i) => {
|
|
38
|
-
const highSlice = high.slice(i, i + period)
|
|
39
|
-
const lowSlice = low.slice(i, i + period)
|
|
40
|
-
return BigNumber.maximum(...highSlice).plus(BigNumber.minimum(...lowSlice)).dividedBy(2)
|
|
41
|
-
});
|
|
42
|
-
}
|
|
43
|
-
|
|
44
|
-
const calculateSenkouSpanA = (tenkanSen, kijunSen, period, slice) => {
|
|
45
|
-
const spanA = tenkanSen.slice(period).map((value, i) =>
|
|
46
|
-
i < kijunSen.length ? value.plus(kijunSen[i]).dividedBy(2) : null
|
|
47
|
-
).filter(val => val !== null)
|
|
48
|
-
|
|
49
|
-
return spanA.slice(0, (spanA.length - slice)+1)
|
|
50
|
-
};
|
|
51
|
-
|
|
52
|
-
const calculateSenkouSpanB = (BigNumber, high, low, period, slice) => {
|
|
53
|
-
let spanB = high.slice(period).map((_, i) => { // Adjusted slicing
|
|
54
|
-
const highSlice = high.slice(i, i + period)
|
|
55
|
-
const lowSlice = low.slice(i, i + period)
|
|
56
|
-
return BigNumber.maximum(...highSlice).plus(BigNumber.minimum(...lowSlice)).dividedBy(2)
|
|
57
|
-
})
|
|
58
|
-
|
|
59
|
-
return spanB.slice(0, (spanB.length -slice)+2)
|
|
60
|
-
}
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
const calculateChikouSpan = (close, kijunSenPeriod) => close.slice(0, close.length - kijunSenPeriod + 1)
|
|
64
|
-
|
|
@@ -1,19 +0,0 @@
|
|
|
1
|
-
import { getSMA } from './sma.js'
|
|
2
|
-
|
|
3
|
-
export const RelativeVolume = (main, size) => {
|
|
4
|
-
const {ohlcv} = main
|
|
5
|
-
const data = ohlcv['volume']
|
|
6
|
-
const relVolume = getRelativeVolume(main.BigNumber, data, size)
|
|
7
|
-
main.addColumn(`relative_volume_${size}`, relVolume)
|
|
8
|
-
}
|
|
9
|
-
|
|
10
|
-
export const getRelativeVolume = (BigNumber, data, size = 10) => {
|
|
11
|
-
const sma = getSMA(BigNumber, data, size)
|
|
12
|
-
|
|
13
|
-
return data.map((v, i) => {
|
|
14
|
-
if (i === 0 || !sma[i - 2]) return NaN
|
|
15
|
-
// Avoid division by zero
|
|
16
|
-
if (sma[i - 2].isZero()) return NaN
|
|
17
|
-
return v.dividedBy(sma[i - 2])
|
|
18
|
-
}).filter(v => !Number.isNaN(v))
|
|
19
|
-
}
|
package/src/oscillators/mfi.js
DELETED
|
@@ -1,62 +0,0 @@
|
|
|
1
|
-
export const MFI = (main, period = 14) => {
|
|
2
|
-
const {ohlcv} = main
|
|
3
|
-
const mfi = getMFI(main.BigNumber, ohlcv, period)
|
|
4
|
-
main.addColumn(`mfi_${period}`, mfi)
|
|
5
|
-
}
|
|
6
|
-
|
|
7
|
-
export const getMFI = (BigNumber, ohlcv, period = 14) => {
|
|
8
|
-
const { high, low, close, volume } = ohlcv;
|
|
9
|
-
const zero = BigNumber(0)
|
|
10
|
-
const hundred = BigNumber(100)
|
|
11
|
-
const one = BigNumber(1)
|
|
12
|
-
const typicalPrices = [] // Typical price = (high + low + close) / 3
|
|
13
|
-
const rawMoneyFlows = [] // Raw money flow = typical price * volume
|
|
14
|
-
const positiveMoneyFlows = [] // Positive money flow
|
|
15
|
-
const negativeMoneyFlows = [] // Negative money flow
|
|
16
|
-
const moneyFlowRatios = [] // Money flow ratio = (14-day positive money flow) / (14-day negative money flow)
|
|
17
|
-
const moneyFlowIndexes = [] // Money flow index = 100 - (100 / (1 + money flow ratio))
|
|
18
|
-
|
|
19
|
-
// Calculate typical prices and raw money flows
|
|
20
|
-
for (let i = 0; i < close.length; i++) {
|
|
21
|
-
const typicalPrice = high[i].plus(low[i]).plus(close[i]).dividedBy(3);
|
|
22
|
-
const rawMoneyFlow = typicalPrice.times(volume[i]);
|
|
23
|
-
|
|
24
|
-
typicalPrices.push(typicalPrice)
|
|
25
|
-
rawMoneyFlows.push(rawMoneyFlow)
|
|
26
|
-
}
|
|
27
|
-
|
|
28
|
-
// Calculate positive and negative money flows
|
|
29
|
-
for (let i = 1; i < typicalPrices.length; i++) {
|
|
30
|
-
if (typicalPrices[i].isGreaterThan(typicalPrices[i - 1])) {
|
|
31
|
-
positiveMoneyFlows.push(rawMoneyFlows[i])
|
|
32
|
-
negativeMoneyFlows.push(zero)
|
|
33
|
-
} else if (typicalPrices[i].isLessThan(typicalPrices[i - 1])) {
|
|
34
|
-
positiveMoneyFlows.push(zero)
|
|
35
|
-
negativeMoneyFlows.push(rawMoneyFlows[i])
|
|
36
|
-
} else {
|
|
37
|
-
positiveMoneyFlows.push(zero)
|
|
38
|
-
negativeMoneyFlows.push(zero)
|
|
39
|
-
}
|
|
40
|
-
}
|
|
41
|
-
|
|
42
|
-
// Calculate money flow ratios
|
|
43
|
-
for (let i = period; i <= positiveMoneyFlows.length; i++) {
|
|
44
|
-
const positiveMoneyFlowSlice = positiveMoneyFlows.slice(i - period, i)
|
|
45
|
-
const negativeMoneyFlowSlice = negativeMoneyFlows.slice(i - period, i)
|
|
46
|
-
|
|
47
|
-
const positiveMoneyFlowSum = positiveMoneyFlowSlice.reduce((sum, value) => sum.plus(value), zero)
|
|
48
|
-
const negativeMoneyFlowSum = negativeMoneyFlowSlice.reduce((sum, value) => sum.plus(value), zero)
|
|
49
|
-
|
|
50
|
-
const moneyFlowRatio = positiveMoneyFlowSum.dividedBy(negativeMoneyFlowSum)
|
|
51
|
-
moneyFlowRatios.push(moneyFlowRatio)
|
|
52
|
-
}
|
|
53
|
-
|
|
54
|
-
// Calculate money flow indexes
|
|
55
|
-
for (let i = 0; i < moneyFlowRatios.length; i++) {
|
|
56
|
-
const moneyFlowIndex = hundred.minus(hundred.dividedBy(one.plus(moneyFlowRatios[i])))
|
|
57
|
-
moneyFlowIndexes.push(moneyFlowIndex)
|
|
58
|
-
}
|
|
59
|
-
|
|
60
|
-
return moneyFlowIndexes
|
|
61
|
-
};
|
|
62
|
-
|
package/test/fetchLiveData.js
DELETED
|
@@ -1,61 +0,0 @@
|
|
|
1
|
-
|
|
2
|
-
const apiRoot = 'https://nasdaq.jaimelias.workers.dev/api'
|
|
3
|
-
const convertCurrencyToFloat = str => parseFloat(str.replace(/[,$]/g, ''))
|
|
4
|
-
|
|
5
|
-
export const getOHLCV = async (symbol, limit) => {
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
const oneDay = await (getOneDayOHLCV(symbol, limit))
|
|
9
|
-
const latest = await getLatestOHLCV(symbol)
|
|
10
|
-
|
|
11
|
-
return [...oneDay, ...latest]
|
|
12
|
-
}
|
|
13
|
-
|
|
14
|
-
const getOneDayOHLCV = async (symbol, limit) => {
|
|
15
|
-
|
|
16
|
-
const {fromDate, toDate} = getDateRange(limit)
|
|
17
|
-
const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetclass=stocks&fromdate=${fromDate}&todate=${toDate}`)
|
|
18
|
-
const data = await response.json()
|
|
19
|
-
const {chart} = data.data
|
|
20
|
-
const ohlcv = chart.map(({z, x})=> ({
|
|
21
|
-
open: convertCurrencyToFloat(z.open),
|
|
22
|
-
high: convertCurrencyToFloat(z.high),
|
|
23
|
-
low: convertCurrencyToFloat(z.low),
|
|
24
|
-
close: convertCurrencyToFloat(z.close),
|
|
25
|
-
volume: convertCurrencyToFloat(z.volume),
|
|
26
|
-
timestamp: x,
|
|
27
|
-
date: new Date(x).toDateString().slice(0, 10)
|
|
28
|
-
}))
|
|
29
|
-
|
|
30
|
-
return ohlcv
|
|
31
|
-
}
|
|
32
|
-
|
|
33
|
-
export const getLatestOHLCV = async (symbol) => {
|
|
34
|
-
|
|
35
|
-
const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetClass=stocks`)
|
|
36
|
-
const data = await response.json()
|
|
37
|
-
const {chart, lastSalePrice, volume} = data.data
|
|
38
|
-
const allValues = chart.map(o => convertCurrencyToFloat(o.z.value))
|
|
39
|
-
const timestamp = chart[chart.length -1].x
|
|
40
|
-
|
|
41
|
-
return [{
|
|
42
|
-
open: allValues[0],
|
|
43
|
-
high: Math.max(...allValues),
|
|
44
|
-
low: Math.min(...allValues),
|
|
45
|
-
close: convertCurrencyToFloat(lastSalePrice),
|
|
46
|
-
volume: convertCurrencyToFloat(volume),
|
|
47
|
-
timestamp,
|
|
48
|
-
date: new Date(chart[chart.length -1].x).toDateString().slice(0, 10)
|
|
49
|
-
}]
|
|
50
|
-
}
|
|
51
|
-
|
|
52
|
-
const getDateRange = limit => {
|
|
53
|
-
const toDate = new Date().toISOString().slice(0, 10) // Get today's date in yyyy-mm-dd format
|
|
54
|
-
|
|
55
|
-
const fromDate = new Date()
|
|
56
|
-
fromDate.setDate(fromDate.getDate() - limit)
|
|
57
|
-
const fromDateFormatted = fromDate.toISOString().slice(0, 10) // Get the date limit number of days ago in yyyy-mm-dd format
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
return { fromDate: fromDateFormatted, toDate }
|
|
61
|
-
}
|
package/test/test.js
DELETED
|
@@ -1,50 +0,0 @@
|
|
|
1
|
-
import OHLCV_INDICATORS from '../index.js'
|
|
2
|
-
import { getOHLCV } from './fetchLiveData.js'
|
|
3
|
-
|
|
4
|
-
const indicators = new OHLCV_INDICATORS()
|
|
5
|
-
const {BigNumber, VolumeProfile} = indicators
|
|
6
|
-
|
|
7
|
-
const TEST = async () => {
|
|
8
|
-
|
|
9
|
-
const unparsedOHLCV = await getOHLCV('ADMA', 200)
|
|
10
|
-
|
|
11
|
-
indicators
|
|
12
|
-
.init(unparsedOHLCV)
|
|
13
|
-
.EMA(21)
|
|
14
|
-
.EMA(9, 'ema21')
|
|
15
|
-
.SMA(200)
|
|
16
|
-
.SMA(100, 'sma_200')
|
|
17
|
-
.MACD(12, 26, 9)
|
|
18
|
-
.BollingerBands(20, 2)
|
|
19
|
-
.IchimokuCloud(9, 26, 52)
|
|
20
|
-
.RSI(14)
|
|
21
|
-
.MFI(14)
|
|
22
|
-
.RelativeVolume(10)
|
|
23
|
-
.RelativeVolume(20)
|
|
24
|
-
.crossPairs([{fast: 'ema_9', slow: 'ema_21'}, {fast: 'close', slow: 'sma_200'}, {fast: 'rsi_14', slow: 70}])
|
|
25
|
-
|
|
26
|
-
console.log(indicators.getLastValues())
|
|
27
|
-
//console.log(VolumeProfile(BigNumber, indicators.getData(), 5))
|
|
28
|
-
|
|
29
|
-
const histogram = indicators.getData().macd_histogram
|
|
30
|
-
const macdHistogramUp = isMacdHistogramUp({histogram, slice: 4})
|
|
31
|
-
}
|
|
32
|
-
|
|
33
|
-
const isMacdHistogramUp = ({histogram, slice=4}) => {
|
|
34
|
-
|
|
35
|
-
histogram = histogram.slice(-slice)
|
|
36
|
-
const histogramDiff = histogram.slice(1).map((value, index) => value - histogram[index])
|
|
37
|
-
const condition1 = histogram[histogram.length -1] > 0
|
|
38
|
-
const condition2 = histogram[histogram.length -1] > histogram[histogram.length -2]
|
|
39
|
-
const condition3 = histogramDiff.filter(diff => diff > 0).length > histogramDiff.filter(diff => diff < 0).length
|
|
40
|
-
|
|
41
|
-
if(condition1 && condition2 && condition3)
|
|
42
|
-
{
|
|
43
|
-
return true
|
|
44
|
-
}
|
|
45
|
-
|
|
46
|
-
return false
|
|
47
|
-
|
|
48
|
-
}
|
|
49
|
-
|
|
50
|
-
TEST()
|