ohlcv-indicators 1.1.6 → 1.1.8

package/dist/ohlcv-indicators.min.js

@@ -1 +1,2 @@
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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})();
+/*! For license information please see ohlcv-indicators.min.js.LICENSE.txt */
+var OHLCV_INDICATORS;(()=>{var t={978:function(t,i){!function(t){"use strict";var i=function(t,e){return(i=Object.setPrototypeOf||{__proto__:[]}instanceof Array&&function(t,i){t.__proto__=i}||function(t,i){for(var e in i)Object.prototype.hasOwnProperty.call(i,e)&&(t[e]=i[e])})(t,e)},e=function(){return(e=Object.assign||function(t){for(var i,e=arguments,s=1,n=arguments.length;s<n;s++)for(var r in i=e[s])Object.prototype.hasOwnProperty.call(i,r)&&(t[r]=i[r]);return t}).apply(this,arguments)};function s(){for(var t=arguments,i=0,e=0,s=arguments.length;e<s;e++)i+=t[e].length;var n=Array(i),r=0;for(e=0;e<s;e++)for(var o=arguments[e],h=0,a=o.length;h<a;h++,r++)n[r]=o[h];return n}var n=function(){function t(t,i,e,s,n,r){void 0===r&&(r=null),this.forked=!1,this.forkedAt=0,this.lastForkY=null,this.step=s,this.index=n,this.length=0,this.startPoint=r?{y:t?r.h:r.l,x:r.x}:{y:t||i,x:e},this.init(t,i,e),this.thisPoint=this.startPoint}return t.prototype.init=function(t,i,e){this.type||(this.type=t?"h":"l"),this.candlePoint={y:"h"==this.type?t:i,x:e},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,i,e){var s=null;if(this.length++,this.init(t,i,e),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},s={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 n=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:n+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),s={condition:"h"==this.type?"lt":"gt",value:this.nextPoint.y,action:"fork",lineIndex:this.index}}else this.rollback=null;return s},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,i,e,s,r){void 0===s&&(s=null),void 0===r&&(r=null);var o,h,a,l=null;if(null==r?(o=this.lineIndex,this.lineIndex++,null!=t?this.list[0].push(o):this.list[1].push(o)):(o=r,l=this.id[o].lastForkY||(null!=t?s.h:s.l)),this.id[o]=new n(t,i,e,this.step,o,s),l&&(this.id[o].lastForkY=l),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],a=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 u=this.id[h].lastForkY;a&&!u&&(u=this.id[a].lastForkY);var p=null!=t?s.h:s.l;u&&(t?this.forkDiffH=u>=p?-h-1:h+1:this.forkDiffL=u>=p?-h-1:h+1),this.id[h].lastForkY=p}return o},t.prototype.update=function(t,i,e,s){return this.id[t].update(i,e,s)},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,i){this.kdiff=[],this.env=i,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,i){var s=this;if(t.length>1?this.hlMaxDuration=t.map((function(t){return s.lines.id[t]})).filter((function(t){return!s.is.line||(t.forkedAt?t.forkedAt>s.is.line.startPoint.x:!!t.rollback&&t.rollback.lastForkTime>s.is.line.startPoint.x)})).reduce((function(t,i){return t.length>i.length?t:i}),this.lines.id[t[0]]):this.hlMaxDuration=this.lines.id[t[0]],i.length>1?this.llMaxDuration=i.map((function(t){return s.lines.id[t]})).filter((function(t){return!s.is.line||(t.forkedAt?t.forkedAt>s.is.line.startPoint.x:!!t.rollback&&t.rollback.lastForkTime>s.is.line.startPoint.x)})).reduce((function(t,i){return t.length>i.length?t:i}),this.lines.id[i[0]]):this.llMaxDuration=this.lines.id[i[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 n,r=this.lines.id[this.is.lineIndex]||this.lines.id["h"==this.is.line.type?0:1],o=null,h=null,a=this.lines.list["h"==r.type?1:0].filter((function(t){return s.lines.id[t].forked&&s.lines.id[t].thisPoint.x-s.lines.id[t].forkedAt>12}));a.length>1?a[1]:a.length>0&&a[0];var l=a.filter((function(t){return s.lines.id[t].forkedAt>s.is.start.x}));if(r&&this.lines.list["h"==r.type?0:1].forEach((function(t,i){var e=s.lines.id[t];if(t>=r.index&&null!=e.rollback){n=s.lines.list["h"==r.type?0:1][i-1];var a=1==s.env.deltaModel&&i>1&&n&&s.lines.id[n]?i>1&&n&&s.lines.id[n].lastForkY:s.lines.id[t>0?t-1:0];h=a?s.lines.id[t>1?n:"h"==r.type?0:1].lastForkY-e.candlePoint.y:e.rollback?e.rollback.lastForkValue-e.candlePoint.y:0,e.rollback.lastForkValue>0&&e.thisPoint.x-e.rollback.lastForkTime>s.env.minRightLeg&&("fall"==s.is.state?s.llMaxDuration.length>1:s.hlMaxDuration.length>1)&&(("h"==r.type?h<0:h>0)||e.rollback.length>s.env.rollbackLength||2*s.is.size/3>Math.abs(s.is.start.y-s.is.line.candlePoint.y)&&s.is.size>s.is.line.candlePoint.y*s.env.minIsSizeOnRollback&&l.length>1||("h"==r.type?e.candlePoint.y>s.is.start.y&&1==s.lines.list[0].length:e.candlePoint.y<s.is.start.y&&1==s.lines.list[1].length))&&(e.candlePoint.x-e.rollback.lastForkTime>s.env.forkDurationMin&&e.candlePoint.x-e.rollback.lastForkTime<s.env.forkDurationMax||("h"==r.type?e.candlePoint.y>e.startPoint.y:e.candlePoint.y<e.startPoint.y)||("h"==r.type?e.candlePoint.y>s.is.start.y&&1==s.lines.list[0].length:e.candlePoint.y<s.is.start.y&&1==s.lines.list[1].length))&&(o=t+1)}})),o){this.in.size=(this.was.size||0)+this.is.size;var u=this.lines.id[0].candlePoint.y-this.is.start.y,p="rise"==this.is.state?u>=0:u<0;this.was.size&&(this.in.state=this.was.size>this.is.size?this.was.state:this.is.state),this.was=e({},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 i=arguments,e=[],n=1;n<arguments.length;n++)e[n-1]=i[n];this.consoleWindow=this.env.minLog<this.localCounter&&this.localCounter<this.env.maxLog,this.consoleWindow&&console.log.apply(console,s([t],e))},t.prototype.nextValue=function(t,i,e,s){var n,r=this;this.localCounter++,this.lLineDirectives.length>0&&this.lLineDirectives.forEach((function(t,i){var e=r.lines.id[t.lineIndex];"gt"==t.condition&&s>t.value&&"fork"==t.action&&e&&(null!=t.lineIndex&&null!=e&&e.k<0?r.lines.add(null,s,r.i-1,r.prevPoint,t.lineIndex):(e.forked=!0,e.forkedAt=e.thisPoint.x,e.forkedValue=e.thisPoint.y,r.lines.add(null,s,r.i-1,r.prevPoint)))})),this.hLineDirectives.length>0&&this.hLineDirectives.forEach((function(t,i){var s=r.lines.id[t.lineIndex];"lt"==t.condition&&e<t.value&&"fork"==t.action&&s&&(s.k>0?r.lines.add(e,null,r.i-1,r.prevPoint,t.lineIndex):(s.forked=!0,s.forkedAt=s.thisPoint.x,s.forkedValue=s.thisPoint.y,r.lines.add(e,null,r.i-1,r.prevPoint)))})),this.hLineDirectives.length=0,this.lLineDirectives.length=0,this.lines.list[0].length<1?(this.lines.add(e,null,this.i),this.lines.add(null,s,this.i)):this.lines.list.forEach((function(t){return t.forEach((function(t){var i=r.lines.id[t];if(i&&i.type){n=null,i&&i.startPoint.x<r.i&&(n=r.lines.update(t,e,s,r.i));var o=i.type;n&&("h"==o?r.hLineDirectives.push(n):r.lLineDirectives.push(n))}}))}));var o=[];return this.lines.list.forEach((function(t){t&&(o=[],t.forEach((function(i,e){var s=r.lines.id[t[e]],n=r.lines.id[t[e-1]];(e>0&&s&&n&&"h"==s.type&&s.thisPoint&&n.thisPoint.y<=s.thisPoint.y||e>r.env.maxForks||e>0&&s&&n&&"l"==s.type&&s.thisPoint&&n.thisPoint.y>=s.thisPoint.y||e>r.env.maxForks)&&o.push(i)})),o.forEach((function(t){return r.lines.delete(t)})))})),this.prevPoint={x:this.i,h:e,l:s},this.trend.update(this.lines.list[0],this.lines.list[1]),this.i++,this.lines},t}(),a=Object.freeze({__proto__:null,Indicator:h}),l=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 i=this.buffer[this.pointer];return this.buffer[this.pointer]=t,this.iteratorNext(),i},t.prototype.pushback=function(t){this.iteratorPrev();var i=this.buffer[this.pointer];return this.buffer[this.pointer]=t,i},t.prototype.peek=function(){return this.buffer[this.pointer]},t.prototype.forEach=function(t){for(var i=this.pointer,e=0;e!==this.length;)t(this.buffer[i],e),i=(this.length+i+1)%this.length,e++},t.prototype.forEachRight=function(t){for(var i=(this.length+this.pointer-1)%this.length,e=this.length-1;e!==this.length;)t(this.buffer[i],e),i=(this.length+i-1)%this.length,e--},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}(),u=function(t){function e(i,e){void 0===i&&(i=100);var s=t.call(this,i)||this;return s.period=i,s.mode=e,s.comparator="max"===e?s.maxComporator:s.mminComporator,s}return function(t,e){function s(){this.constructor=t}i(t,e),t.prototype=null===e?Object.create(e):(s.prototype=e.prototype,new s)}(e,t),e.prototype.nextValue=function(t){return this.push(t),this.getExtremum()},e.prototype.momentValue=function(t){var i=this.push(t),e=this.getExtremum();return this.pushback(i),e},e.prototype.maxComporator=function(t,i){return t>i},e.prototype.mminComporator=function(t,i){return t<i},e.prototype.getExtremum=function(t){var i=(this.length+this.pointer-2)%this.length,e="max"===this.mode?-1/0:1/0;if(!this.filled)return 0;for(;i!==this.pointer;){var s=this.buffer[(this.length+i-1)%this.length],n=this.buffer[(this.length+i+1)%this.length],r=this.buffer[i];if(this.comparator(r,e)&&this.comparator(r,s)&&this.comparator(r,n)){if(e=r,this.prevIx===i)return null;if(this.prevIx=i,t)return e}i=(this.length+i-1)%this.length}return isFinite(e)?e:(this.prevIx=null,null)},e}(l),p=function(){function t(t){this.period=t,this.sum=0,this.circular=new l(t)}return t.prototype.nextValue=function(t){var i=this;if(this.circular.push(t),this.sum+=t,this.circular.filled)return this.nextValue=function(t){return i.sum=i.sum-i.circular.push(t)+t,i.sum/i.period},this.momentValue=function(t){return(i.sum-i.circular.peek()+t)/i.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 i=this,e=this.sma.nextValue(t);return e&&(this.ema=e,this.nextValue=function(t){return i.ema=(t-i.ema)*i.smooth+i.ema},this.momentValue=function(t){return(t-i.ema)*i.smooth+i.ema}),e},t.prototype.momentValue=function(t){},t}(),d=function(){function t(t,i){this.indicator=t,this.samples=i,this._indicators=[]}return t.prototype.create=function(){for(var t,i=arguments,e=[],n=0;n<arguments.length;n++)e[n]=i[n];for(var r=0;r<this.samples;r++)this._indicators.push(new((t=this.indicator).bind.apply(t,s([void 0],e))))},t.prototype.nextValue=function(t){for(var i=0;i<this.samples;i++)if(void 0===(t=this._indicators[i].nextValue(t)))return t;return t},t.prototype.momentValue=function(t){for(var i=0;i<this.samples;i++)if(null==(t=this._indicators[i].momentValue(t)))return t;return t},t}(),m=function(){function t(t,i,e,s,n){void 0===t&&(t=.85),void 0===s&&(s=1),void 0===n&&(n=1),this.redunant=t,this.multiplier=s,this.offset=n,this.prevValue=0,this.lastUpperValue=0,this.lastLowerValue=0,this.samplerUp=new d(i,e),this.samplerLow=new d(i,e)}return t.prototype.create=function(){for(var t,i,e=arguments,s=[],n=0;n<arguments.length;n++)s[n]=e[n];(t=this.samplerUp).create.apply(t,s),(i=this.samplerLow).create.apply(i,s)},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 i=(t<=0?t:this.lastLowerValue)*this.multiplier,e=(t>=0?t:this.lastUpperValue)*this.multiplier;return[this.samplerUp.nextValue(e)+this.offset,this.samplerLow.nextValue(i)-this.offset]},t}(),v=function(){function t(t,i,e,s){void 0===e&&(e=.85),void 0===s&&(s="WEMA"),this.period=t,this.samples=i,this.redunant=e,this.type=s,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 i=this.sample1Up.nextValue(t),e=null;return 1===this.samples?i:(i&&(e=this.sample2Up.nextValue(i)),2===this.samples?e:e?this.sample3Up.nextValue(e):null)},t.prototype.getDown=function(t){var i=this.sample1Low.nextValue(t),e=null;return 1===this.samples?i:(i&&(e=this.sample2Low.nextValue(i)),2===this.samples?e:e?this.sample3Low.nextValue(e):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}(),V=function(){function t(t){this.period=t,this.SMAx=new p(this.period),this.SMAy=new p(this.period),this.pricesX=new l(this.period),this.pricesY=new l(this.period)}return t.prototype.nextValue=function(t,i){this.pricesX.push(t),this.pricesY.push(i),this.SMAxValue=this.SMAx.nextValue(t),this.SMAyValue=this.SMAy.nextValue(i);for(var e=0,s=0,n=0,r=0;r<this.period;r++){var o=this.pricesX.toArray()[r],h=this.pricesY.toArray()[r];e+=(o-this.SMAxValue)*(h-this.SMAyValue),s+=Math.pow(o-this.SMAxValue,2),n+=Math.pow(h-this.SMAyValue,2)}return e/Math.sqrt(s*n)},t}(),w=function(){function t(t){this.period=t,this.denominator=t*(t+1)/2,this.buffer=new l(t),this.values=[]}return t.prototype.nextValue=function(t){var i=this;if(this.buffer.push(t),this.buffer.filled){var e=0;return this.buffer.forEach((function(t,s){e+=t*(s+1)/i.denominator})),e}},t.prototype.momentValue=function(t){var i=this,e=this.buffer.push(t);if(this.buffer.filled){var s=0;return this.buffer.forEach((function(t,e){s+=t*(e+1)/i.denominator})),this.buffer.pushback(e),s}this.buffer.pushback(e)},t}(),x=function(){function t(t){void 0===t&&(t=.2),this.alpha=t,this.filled=!1}return t.prototype.nextValue=function(t){var i=this.alpha*t+(1-this.alpha)*(this.prevValue||1);if(this.filled=this.filled||void 0!==this.prevValue,this.prevValue=i,this.filled)return i},t.prototype.momentValue=function(t){if(this.filled)return this.alpha*t+(1-this.alpha)*(this.prevValue||1)},t}(),y=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 i=this;return this.filled?(this.nextValue=function(t){return i.avg=(i.avg*(i.period-1)+t)/i.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}(),g=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 i=this;return this.prevValue?(this.prevValue=this.alpha*t+(1-this.alpha)*this.prevValue,this.nextValue=function(t){return i.prevValue=i.alpha*t+(1-i.alpha)*i.prevValue,i.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,i){void 0===t&&(t=5),void 0===i&&(i=34),this.smaSlow=new p(i),this.smaFast=new p(t)}return t.prototype.nextValue=function(t,i){var e=this;if(this.smaSlowValue=this.smaSlow.nextValue((t+i)/2),this.smaFastValue=this.smaFast.nextValue((t+i)/2),void 0!==this.smaSlowValue&&void 0!==this.smaFastValue)return this.nextValue=function(t,i){return e.smaSlowValue=e.smaSlow.nextValue((t+i)/2),e.smaFastValue=e.smaFast.nextValue((t+i)/2),e.smaFastValue-e.smaSlowValue},this.momentValue=function(t,i){return e.smaFast.momentValue((t+i)/2)-e.smaSlow.momentValue((t+i)/2)},this.smaFastValue-this.smaSlowValue},t.prototype.momentValue=function(t,i){},t}(),k=function(){function t(){this.sma=new p(5),this.ao=new P}return t.prototype.nextValue=function(t,i){var e=this;if(this.aoValue=this.ao.nextValue(t,i),void 0!==this.aoValue&&(this.smaValue=this.sma.nextValue(this.aoValue),void 0!==this.smaValue))return this.nextValue=function(t,i){return e.aoValue=e.ao.nextValue(t,i),e.smaValue=e.sma.nextValue(e.aoValue),e.aoValue-e.smaValue},this.momentValue=function(t,i){return e.ao.momentValue(t,i)-e.sma.momentValue(e.aoValue)},this.aoValue-this.smaValue},t.prototype.momentValue=function(t,i){},t}(),b=function(t,i){return(t-i)/i*100},M=function(){function t(t){this.period=t,this.value=0,this.changes=new l(t)}return t.prototype.nextValue=function(t){if(this.prevPrice){var i=b(t,this.prevPrice);return this.calculate(i),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 A(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,i,s,n){if(t<i||this.up.streak&&this.up.prevPeak<n){this.up.startPrice||(this.up.startPrice=t),this.down.streak&&A(this.down);var r=i-t;this.up.streak++,this.up.prevPeak=n,this.up.diff>r?this.up.consolidate++:this.up.consolidate=0,this.up.diff=r,this.up.power=b(i,this.up.startPrice)}return(t>i||this.down.streak&&this.down.prevPeak>s)&&(this.down.startPrice||(this.down.startPrice=t),this.up.streak&&A(this.up),r=t-i,this.down.streak++,this.down.prevPeak=s,this.down.diff>r?this.down.consolidate++:this.down.consolidate=0,this.down.diff=r,this.down.power=b(i,this.down.startPrice)),t===i&&(this.up.streak++,this.down.streak++,this.up.diff=this.down.diff=0),this.up.streak>this.down.streak?e({},this.up):e({},this.down)},t}(),S=function(){function t(t){this.max=-1/0,this.highest=new l(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 i=-1/0,e=t.length-1;e>=0;e--){var s=t[e];i<s&&(i=s)}return i}(this.highest.toArray())),this.max},t.prototype.momentValue=function(t){return this.max>t?this.max:t},t}(),C=function(){function t(t){this.min=1/0,this.lowest=new l(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 i=1/0,e=t.length-1;e>=0;e--){var s=t[e];i>s&&(i=s)}return i}(this.lowest.toArray())),this.min},t.prototype.momentValue=function(t){return this.min<t?this.min:t},t}(),D=function(){function t(t,i){void 0===t&&(t=14),void 0===i&&(i=3),this.period=t,this.smaPeriod=i,this.sma=new p(this.smaPeriod),this.max=new S(t),this.min=new C(t)}return t.prototype.nextValue=function(t,i,e){var s=this.max.nextValue(t),n=this.min.nextValue(i);if(this.max.filled()){var r=(e-n)/(s-n)*100;return{k:r,d:this.sma.nextValue(r)}}},t.prototype.momentValue=function(t,i,e){if(this.max.filled()){var s=this.max.momentValue(t),n=this.min.momentValue(i),r=(e-n)/(s-n)*100;return{k:r,d:this.sma.momentValue(r)}}},t}(),F=function(){function t(t){this.avgGain=new y(t),this.avgLoss=new y(t)}return t.prototype.nextValue=function(t){var i=t-this.prev;if(this.prev){var e=i>0?i:0,s=i<0?i:0,n=this.avgGain.nextValue(e),r=this.avgLoss.nextValue(s);return this.prev=t,{upAvg:n,downAvg:r}}this.prev=t},t.prototype.momentValue=function(t){var i=t-this.prev,e=i>0?i:0,s=i<0?i:0;return{upAvg:this.avgGain.momentValue(e),downAvg:this.avgLoss.momentValue(s)}},t}(),I=function(){function t(t){void 0===t&&(t=14),this.period=t,this.change=new F(this.period)}return t.prototype.nextValue=function(t){var i=this.change.nextValue(t)||{},e=i.downAvg,s=i.upAvg;if(void 0!==s&&void 0!==e)return 100-100/(1+s/-e)},t.prototype.momentValue=function(t){var i=this.change.momentValue(t)||{},e=i.downAvg,s=i.upAvg;if(void 0!==s&&void 0!==e)return 100-100/(1+s/-e)},t}(),_=function(){function t(t,i,e,s){void 0===t&&(t=14),void 0===i&&(i=3),void 0===e&&(e=3),void 0===s&&(s=14),this.rsi=new I(t),this.sma1=new p(i),this.sma2=new p(e),this.max=new S(s),this.min=new C(s)}return t.prototype.nextValue=function(t){var i=this.rsi.nextValue(t);if(void 0!==i){var e=this.max.nextValue(i),s=this.min.nextValue(i);if(this.max.filled()){var n=(i-s)/(e-s)*100,r=this.sma1.nextValue(n);if(void 0!==r)return{k:r,d:this.sma2.nextValue(r),stochRsi:n}}}},t.prototype.momentValue=function(t){if(this.max.filled()){var i=this.rsi.momentValue(t),e=this.max.momentValue(i),s=this.min.momentValue(i),n=(i-s)/(e-s)*100,r=this.sma1.momentValue(n);return{k:r,d:this.sma2.momentValue(r),stochRsi:n}}},t}(),O=function(){function t(t){this.period=t,this.values=new l(t)}return t.prototype.nextValue=function(t,i){if(i)return this.nextValue=this.pureNextValue,this.momentValue=this.pureMomentValue,this.pureNextValue(t,i);this.values.push(t)},t.prototype.momentValue=function(t,i){},t.prototype.pureNextValue=function(t,i){var e=this;return this.values.push(t),this.values.toArray().reduce((function(t,s){return t+e.positiveDelta(i,s)}),0)/this.period},t.prototype.pureMomentValue=function(t,i){var e=this,s=this.values.push(t),n=this.values.toArray().reduce((function(t,s){return t+e.positiveDelta(i,s)}),0);return this.values.pushback(s),n/this.period},t.prototype.positiveDelta=function(t,i){return t>i?t-i:i-t},t}(),E=function(){function t(t){void 0===t&&(t=20),this.md=new O(t),this.sma=new p(t)}return t.prototype.nextValue=function(t,i,e){var s=(t+i+e)/3,n=this.sma.nextValue(s),r=this.md.nextValue(s,n);return r&&(s-n)/(.015*r)},t.prototype.momentValue=function(t,i,e){var s=(t+i+e)/3,n=this.sma.momentValue(s),r=this.md.momentValue(s,n);return r&&(s-n)/(.015*r)},t}(),U=function(){function t(t){this.period=t,this.arr=[],this.filled=!1,this.devider=0,this.lastSum=0,this.devider=function(t){for(var i=0,e=t.length;e>0;)i+=t[--e];return i}(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,i,e){return t+i*(e+1)}),0)/this.devider},t.prototype.momentValue=function(t){if(this.filled){var i=this.arr.slice(1);return i.push(t),i.reduce((function(t,i,e){return t+i*(e+1)}),0)/this.devider}},t}();function R(t,i,e){if(e){var s=t-i,n=t>e?t-e:e-t,r=i>e?i-e:e-i;return s>=n&&s>=r?s:n>=s&&n>=r?n:r}}var T=function(){function t(t,i){switch(void 0===t&&(t=14),void 0===i&&(i="WEMA"),i){case"SMA":this.avg=new p(t);break;case"EMA":this.avg=new f(t);break;case"SMMA":this.avg=new y(t);break;case"WEMA":this.avg=new c(t);break;case"LWMA":this.avg=new U(t);break;case"EWMA":this.avg=new x(.2);break;case"RMA":this.avg=new g(t)}this.prevClose=0}return t.prototype.nextValue=function(t,i,e){var s=R(t,i,this.prevClose);if(this.prevClose=e,void 0!==s)return this.avg.nextValue(s)},t.prototype.momentValue=function(t,i){var e=R(t,i,this.prevClose);if(void 0!==e)return this.avg.momentValue(e)},t}(),N=function(){function t(t){void 0===t&&(t=5),this.values=new l(t)}return t.prototype.nextValue=function(t){var i=this.values.push(t);if(i)return(t-i)/i*100},t.prototype.momentValue=function(t){var i=this.values.peek();if(i)return(t-i)/i*100},t}(),W=function(){function t(t){void 0===t&&(t=20),this.maxProvider=new S(t),this.minProvider=new C(t)}return t.prototype.nextValue=function(t,i){var e=this.maxProvider.nextValue(t),s=this.minProvider.nextValue(i);return{upper:e,middle:(e+s)/2,lower:s}},t.prototype.momentValue=function(t,i){var e=this.maxProvider.momentValue(t),s=this.minProvider.momentValue(i);return{upper:e,middle:(e+s)/2,lower:s}},t}(),$=function(){function t(t){this.period=t,this.fill=0,this.values=new l(t)}return t.prototype.nextValue=function(t){var i=this;if(this.values.push(t),this.fill++,this.fill===this.period)return this.nextValue=function(t){var e=i.calc(t);return i.values.push(t),e},this.momentValue=this.calc,this.calc(t)},t.prototype.momentValue=function(t){},t.prototype.calc=function(t){var i=0;return this.values.toArray().forEach((function(e){e<=t&&i++})),i/this.period*100},t}(),j=function(){function t(t,i,e){void 0===t&&(t=3),void 0===i&&(i=2),void 0===e&&(e=100),this.period=t,this.rsi=new I(this.period),this.updownRsi=new I(i),this.roc=new N(1),this.percentRank=new $(e),this.updownPeriod=0,this.prevClose=0}return t.prototype.nextValue=function(t){var i=this.rsi.nextValue(t),e=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(i+this.updownValue+e)/3},t.prototype.momentValue=function(t){var i=this.rsi.momentValue(t),e=this.percentRank.momentValue(this.roc.momentValue(t)),s=this.getUpdownPeriod(t),n=this.updownRsi.momentValue(s);if(void 0!==n)return(i+n+e)/3},t.prototype.getUpdownPeriod=function(t){var i=this.updownPeriod;return t>this.prevClose?(this.updownPeriod<0&&(i=0),i++):t<this.prevClose?(this.updownPeriod>0&&(i=0),i--):i=0,i},t}(),z=function(){function t(t){this.period=t,this.values=new l(t)}return t.prototype.nextValue=function(t,i){return this.values.push(t),Math.sqrt(this.values.toArray().reduce((function(t,e){return t+Math.pow(e-i,2)}),0)/this.period)},t.prototype.momentValue=function(t,i){var e=this.values.push(t),s=Math.sqrt(this.values.toArray().reduce((function(t,e){return t+Math.pow(e-i,2)}),0)/this.period);return this.values.pushback(e),s},t}(),B=function(){function t(t,i){void 0===t&&(t=20),void 0===i&&(i=2),this.period=t,this.stdDev=i,this.fill=0,this.sma=new p(t),this.sd=new z(t)}return t.prototype.nextValue=function(t){var i=this,e=this.sma.nextValue(t),s=this.sd.nextValue(t,e);if(this.fill++,this.fill===this.period){var n=e-this.stdDev*s,r=e+this.stdDev*s;return this.nextValue=function(t){var e=i.sma.nextValue(t),s=i.sd.nextValue(t,e);return{lower:e-i.stdDev*s,middle:e,upper:e+i.stdDev*s}},{lower:n,middle:e,upper:r}}},t.prototype.momentValue=function(t){var i=this.sma.momentValue(t),e=this.sd.momentValue(t,i);return{lower:i-this.stdDev*e,middle:i,upper:i+this.stdDev*e}},t}(),H=function(){function t(t,i,e){void 0===t&&(t=12),void 0===i&&(i=26),void 0===e&&(e=9),this.periodEmaFast=t,this.periodEmaSlow=i,this.periodSignal=e,this.emaFastIndicator=new f(t),this.emaSlowIndicator=new f(i),this.emaSignalIndicator=new f(e)}return t.prototype.nextValue=function(t){var i=this.emaFastIndicator.nextValue(t),e=this.emaSlowIndicator.nextValue(t),s=i-e,n=s&&this.emaSignalIndicator.nextValue(s)||void 0,r=s-n||void 0;if(!isNaN(s))return{macd:s,emaFast:i,emaSlow:e,signal:n,histogram:r}},t.prototype.momentValue=function(t){var i=this.emaFastIndicator.momentValue(t),e=this.emaSlowIndicator.momentValue(t),s=i-e,n=s&&this.emaSignalIndicator.momentValue(s);return{macd:s,emaFast:i,emaSlow:e,signal:n,histogram:s-n}},t}(),Y=function(){function t(){this.prevOpen=0,this.prevClose=0}return t.prototype.nextValue=function(t,i,e,s){var n=this.calculate(t,i,e,s);return this.prevClose=n.c,this.prevOpen=n.o,n},t.prototype.momentValue=function(t,i,e,s){return this.calculate(t,i,e,s)},t.prototype.calculate=function(t,i,e,s){return s=(t+i+e+s)/4,this.prevOpen&&(t=(this.prevOpen+this.prevClose)/2),{o:t,h:i=Math.max(i,t,s),l:e=Math.min(e,t,s),c:s}},t}(),X=function(){function t(t){switch(void 0===t&&(t="classic"),this.mode=t,this.mode){case"classic":this.calculator=this.classic;break;case"camarilla":this.calculator=this.camarilla;break;case"woodie":this.calculator=this.woodie;break;case"fibonacci":this.calculator=this.fibonacci}}return t.prototype.nextValue=function(t,i,e){return this.calculator(t,i,e)},t.prototype.classic=function(t,i,e){var s=(t+i+e)/3;return{r3:t+2*(s-i),r2:s+(t-i),r1:2*s-i,pp:s,s1:2*s-t,s2:s-(t-i),s3:i-2*(t-s)}},t.prototype.woodie=function(t,i,e){var s=(t+i+2*e)/4;return{r2:s+t-i,r1:2*s-i,pp:s,s1:2*s-t,s2:s-t+i}},t.prototype.camarilla=function(t,i,e){var s=1.1*(t-i),n=t/i*e,r=e+s/2,o=n+1.168*(n-r);return{r6:o,r5:n,r4:r,r3:e+s/4,r2:e+s/6,r1:e+s/12,pp:(t+i+e)/3,s1:e-s/12,s2:e-s/6,s3:e-s/4,s4:e-s/2,s5:e-(n-e),s6:e-(o-e)}},t.prototype.fibonacci=function(t,i,e){var s=t-i,n=(t+i+e)/3;return{r3:n+s,r2:n+.618*s,r1:n+.382*s,pp:n,s1:n-.382*s,s2:n-.618*s,s3:n-s}},t}(),q=function(){function t(t,i,e){void 0===t&&(t=.02),void 0===i&&(i=.02),void 0===e&&(e=.2),this.start=t,this.acceleration=i,this.max=e,this.result=0,this.isBullTrend=!0}return t.prototype.nextValue=function(t,i,e){if(!this.result)return this.result=e,this.low1=i,this.high1=t,this.low2=i,this.high2=t,this.highest=t,this.lowest=i,this.accelerationFactor=this.start,i;if(this.isBullTrend?this.psar=this.result+this.accelerationFactor*(this.highest-this.result):this.psar=this.result+this.accelerationFactor*(this.lowest-this.result),this.isBullTrend)if(i<this.psar)this.isBullTrend=!1,this.psar=this.highest,this.lowest=i,this.accelerationFactor=this.start;else{if(t>this.highest){this.highest=t;var s=this.accelerationFactor+this.acceleration;this.accelerationFactor=s>this.max?this.max:s}this.low1<this.psar&&(this.psar=this.low1),this.low2<this.psar&&(this.psar=this.low2)}else t>this.psar?(this.isBullTrend=!0,this.psar=this.lowest,this.highest=t,this.accelerationFactor=this.start):(i<this.lowest&&(this.lowest=i,s=this.accelerationFactor+this.acceleration,this.accelerationFactor=s>this.max?this.max:s),this.high1>this.psar&&(this.psar=this.high1),this.high2>this.psar&&(this.psar=this.high2));return this.low2=this.low1,this.low1=i,this.high2=this.high1,this.high1=t,this.result=this.psar,this.result},t.prototype.momentValue=function(t,i){if(!this.result)return i;var e,s=this.isBullTrend,n=this.result,r=this.low1,o=this.high1,h=this.low2,a=this.high2,l=this.highest,u=this.lowest,p=this.accelerationFactor;return e=s?n+p*(l-n):n+p*(u-n),s?i<e?e=l:(r<e&&(e=r),h<e&&(e=h)):t>e?e=u:(o>e&&(e=o),a>e&&(e=a)),e},t}(),G=function(){function t(t){this.period=t,this.prevValue=0,this.sumCount=1}return t.prototype.nextValue=function(t){var i=this;return this.sumCount<this.period?(this.prevValue+=t,void this.sumCount++):this.sumCount===this.period?(this.prevValue+=t,this.sumCount++,this.nextValue=function(t){return i.prevValue=i.prevValue-i.prevValue/i.period+t},this.prevValue):void 0},t.prototype.momentValue=function(t){if(!(this.sumCount<this.period))return this.prevValue-this.prevValue/this.period+t},t}(),J=function(){function t(t){void 0===t&&(t=14),this.period=t,this.wma1=new G(t),this.wma2=new G(t),this.wma3=new G(t),this.wema=new c(t)}return t.prototype.nextValue=function(t,i,e){if(!this.prevClose)return this.prevHigh=t,this.prevLow=i,void(this.prevClose=e);var s=0,n=0,r=t-this.prevHigh,o=this.prevLow-i;r>o&&r>0&&(s=r),o>r&&o>0&&(n=o),(s>n||n<0)&&(n=0);var h=this.wma1.nextValue(R(t,i,this.prevClose)),a=this.wma2.nextValue(s),l=this.wma3.nextValue(n);if(this.prevHigh=t,this.prevLow=i,this.prevClose=e,void 0!==a&&void 0!==l){var u=100*a/h,p=100*l/h,c=u>p?u-p:p-u;return{adx:this.wema.nextValue(c/(u+p)*100),pdi:u,mdi:p}}},t.prototype.momentValue=function(t,i,e){if(this.prevClose){var s=0,n=0,r=t-this.prevHigh,o=this.prevLow-i;r>o&&r>0&&(s=r),o>r&&o>0&&(n=o),(s>n||n<0)&&(n=0);var h=this.wma1.momentValue(R(t,i,this.prevClose)),a=this.wma2.momentValue(s),l=this.wma3.momentValue(n);if(void 0!==a&&void 0!==l){var u=100*a/h,p=100*l/h,c=u>p?u-p:p-u;return{adx:this.wema.momentValue(c/(u+p)*100),pdi:u,mdi:p}}}},t}(),K=function(){function t(t,i,e){void 0===t&&(t=10),void 0===i&&(i=3),void 0===e&&(e="WEMA"),this.multiplier=i,this.atr=new T(t,e)}return t.prototype.nextValue=function(t,i,e){var s=this.atr.nextValue(t,i,e);if(s){var n=(t+i)/2,r=n+this.multiplier*s,o=n-this.multiplier*s;this.prevLower&&(o=o>this.prevLower||this.prevClose<this.prevLower?o:this.prevLower,r=r<this.prevUpper||this.prevClose>this.prevUpper?r:this.prevUpper);var h,a=(h=this.prevSuper===this.prevUpper?e>r?o:r:e<o?r:o)===r?1:-1;return this.prevUpper=r,this.prevLower=o,this.prevSuper=h,this.prevClose=e,{upper:r,lower:o,superTrend:h,direction:a}}},t.prototype.momentValue=function(t,i,e){var s=this.atr.momentValue(t,i),n=(t+i)/2,r=n+this.multiplier*s,o=n-this.multiplier*s;this.prevLower&&(o=o>this.prevLower||this.prevClose<this.prevLower?o:this.prevLower,r=r<this.prevSuper||this.prevClose>this.prevUpper?r:this.prevUpper);var h;return{upper:r,lower:o,superTrend:h=this.prevSuper===this.prevUpper?e>r?o:r:e<o?r:o,direction:h===r?1:-1}},t}(),Q=function(t){return(t.o+t.h+t.l+t.c)/4},Z=function(){function t(t,i){void 0===t&&(t=4),void 0===i&&(i=Q),this.sum=0,this.sessionPricesLookup=new Set,this.sessionVolumes={},this.prevCandle=null,this.source=i,this.precision=t,this.valueToRoundWith=Math.pow(10,this.precision)}return t.prototype.getSession=function(t,i){var e=this;void 0===i&&(i=15);var s=this.source(t),n=1/0,r=s;this.sessionPricesLookup.forEach((function(t){var o=e.diffPercent(t,s);o>i?(e.sessionPricesLookup.delete(t),delete e.sessionVolumes[t]):o<n&&(n=o,r=t)}));var o=Array.from(this.sessionPricesLookup).sort(),h=o.indexOf(r),a=new Map;if(-1===h)return a;for(var l=Math.round(o.length/4),u=0,p=0;p<4;p++){for(var c=p*l,f=c+l,d=0,m=0,v=c;v<f;v++){var V=o[c],w=this.sessionVolumes[V];d<w&&(d=w,m=V)}this.diffPercent(u,m)<1&&(d=a.get(u)+d,m=this.roundPrice((m+u)/2),a.delete(u)),a.set(m,d),u=m}return a},t.prototype.getSessionAvg=function(){return this.sum/this.sessionPricesLookup.size},t.prototype.getRawSession=function(){return this.sessionVolumes},t.prototype.nextValue=function(t){var i,e=this.roundPrice(this.source(t)),s=(null===(i=this.prevCandle)||void 0===i?void 0:i.time)===t.time?t.v-this.prevCandle.v:t.v;this.addToSession(e,s),this.sum+=s,this.lastPrice=e,this.prevCandle=t},t.prototype.roundPrice=function(t){return Math.round((t+Number.EPSILON)*this.valueToRoundWith)/this.valueToRoundWith},t.prototype.addToSession=function(t,i){this.sessionPricesLookup.has(t)?this.sessionVolumes[t]+=i:(this.sessionPricesLookup.add(t),this.sessionVolumes[t]=i)},t.prototype.diffPercent=function(t,i){return t<i?100*(i-t)/t:100*(t-i)/i},t}(),tt=function(){function t(t,i){void 0===t&&(t=3),void 0===i&&(i=10),this.accDistribution=0,this.emaFast=new f(t),this.emaSlow=new f(i)}return t.prototype.nextValue=function(t,i,e,s){return this.accDistribution+=e===t&&e===i||t===i?0:(2*e-i-t)/(t-i)*s,this.emaFast.nextValue(this.accDistribution)-this.emaSlow.nextValue(this.accDistribution)},t.prototype.momentValue=function(t,i,e,s){var n=this.accDistribution+(e===t&&e===i||t===i?0:(2*e-i-t)/(t-i)*s);return this.emaFast.momentValue(n)-this.emaSlow.momentValue(n)},t}();t.AC=k,t.ADX=J,t.AO=P,t.ATR=T,t.BollingerBands=B,t.CCI=E,t.ChaikinOscillator=tt,t.CircularBuffer=l,t.Correlation=V,t.DC=W,t.EMA=f,t.EWMA=x,t.Extremums=u,t.HeikenAshi=Y,t.LWMA=U,t.Level=v,t.MACD=H,t.Move=M,t.PSAR=q,t.Pivot=X,t.RMA=g,t.ROC=N,t.RSI=I,t.SMA=p,t.SMMA=y,t.Sampler=d,t.StandardDeviation=z,t.Stochastic=D,t.StochasticRSI=_,t.SuperTrend=K,t.TrendLines=a,t.UniLevel=m,t.VolumeProfile=Z,t.WEMA=c,t.WMA=w,t.WWS=G,t.Wave=L,t.cRSI=j,Object.defineProperty(t,"__esModule",{value:!0})}(i)}},i={};function e(s){var n=i[s];if(void 0!==n)return n.exports;var r=i[s]={exports:{}};return t[s].call(r.exports,r,r.exports,e),r.exports}e.d=(t,i)=>{for(var s in i)e.o(i,s)&&!e.o(t,s)&&Object.defineProperty(t,s,{enumerable:!0,get:i[s]})},e.o=(t,i)=>Object.prototype.hasOwnProperty.call(t,i),e.r=t=>{"undefined"!=typeof Symbol&&Symbol.toStringTag&&Object.defineProperty(t,Symbol.toStringTag,{value:"Module"}),Object.defineProperty(t,"__esModule",{value:!0})};var s={};(()=>{"use strict";e.r(s),e.d(s,{default:()=>u});var t=e(978);const i=(i,e)=>{const s=[],n=new t.EMA(e);return i.forEach((t=>{s.push(n.nextValue(t))})),s},n=(i,e)=>{const s=[],n=new t.SMA(e);return i.forEach((t=>{s.push(n.nextValue(t))})),s},r=(t,i)=>{var e;return(0===(e=t.map(((t,e)=>t>i[e]?"up":t<i[e]?"down":"neutral")).reverse()).length?[]:e.reduce(((t,i,e,s)=>{if(0===e)t.push([i]);else{const n=s[e-1],r=t[t.length-1];i!==n?t.push([i]):r.push(i)}return t}),[])).map((t=>{const i=t.length;return t.map(((t,e)=>{let s=i-e;return"down"===t?-s:"up"===t?s:0}))})).flat().reverse()},o=(t,i)=>{let{upper:e,lower:s}=i;const n=e.map(((t,i)=>t-s[i]));return t.map(((t,i)=>(t-s[i])/n[i]*100))},h={getSMA:n,getEMA:i},a=(t,i=10)=>{const{open:e,high:s,low:n,close:r,volume:o}=t,h=Math.min(...n),a=(Math.max(...s)-h)/i,u={upVolume:0,downVolume:0,grossVolume:0},p=Array.from({length:i},((t,i)=>({price:h+a*i,upVolume:0,downVolume:0,grossVolume:0}))),c=1/a;for(let t=0;t<r.length;t++){const a=r[t],l=e[t],u=s[t],f=n[t],d=o[t],m=a>=l?d:0,v=a<l?d:0,V=Math.max(0,Math.floor((f-h)*c)),w=Math.min(i,Math.ceil((u-h)*c));for(let t=V;t<w;t++)p[t].upVolume+=m,p[t].downVolume+=v,p[t].grossVolume+=m+v}for(const{upVolume:t,downVolume:i,grossVolume:e}of p)u.upVolume+=t,u.downVolume+=i,u.grossVolume+=e;return{bins:p,nodes:l(p)}},l=t=>{if(!t||0===t.length)throw new Error("Bins array is empty or not provided");let i=t[0],e=t[0];return t.forEach((t=>{t.grossVolume>i.grossVolume&&(i=t),t.grossVolume<e.grossVolume&&(e=t)})),{highestVolumeNode:i,lowestVolumeNode:e}};class u{constructor(){this.VolumeProfile=a}init(t){return this.ohlcv=t.reduce(((t,{open:i,high:e,low:s,close:n,volume:r,...o})=>{t.open.push(i),t.high.push(e),t.low.push(s),t.close.push(n),t.volume.push(r);for(const i of Object.keys(o))t[i]||(t[i]=[]),t[i].push(o[i]);return t}),{open:[],high:[],low:[],close:[],volume:[]}),this}getHeaders(){return Object.keys(this.ohlcv)}getData(){const{ohlcv:t}=this,i={};for(const[e,s]of Object.entries(t))i[e]=s;return i}getLastValues(){const t={};for(const[i,e]of Object.entries(this.ohlcv)){let s=e[e.length-1];t[i]=s}return t}addColumn(t,i){const e=this.ohlcv.open.length;if(i.length>e)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");i=[...new Array(e-i.length).fill(null),...i],this.ohlcv[t]=i}crossPairs(t){const i=this.ohlcv,e={},s=t=>{if(!i.hasOwnProperty(t)&&"string"==typeof t){const[i,...e]=t.split("_");this[i]&&e.length>0&&this[i](...e)}};for(const{fast:n,slow:o}of t)if(n&&o)if(s(n),s(o),"number"!=typeof o||e[o]||(e[o]=i.close.map((()=>o))),i[n]&&i[o]){const t=r(i[n],i[o]);this.addColumn(`${n}_x_${o}`,t)}else if(i[n]&&e[o]){const t=r(i[n],e[o]);this.addColumn(`${n}_x_${o}`,t)}else console.error(`Missing ohlcv properties for ${n} or ${o}`)}ema(t){return((t,e)=>{const{ohlcv:s}=t,n=s.close,r=i(n,e);t.addColumn(`ema_${e}`,r)})(this,t),this}sma(t){return((t,i)=>{const{ohlcv:e}=t,s=e.close,r=n(s,i);t.addColumn(`sma_${i}`,r)})(this,t),this}macd(t,e,s){return((t,e=12,s=26,n=9)=>{const{ohlcv:o}=t,h=((t,e=12,s=26,n=9)=>{const o=i(t,e),h=i(t,s),a=o.map(((t,i)=>isNaN(t)||isNaN(h[i])?null:t-h[i])),l=i(a,n),u=a.map(((t,i)=>t-l[i])),p=r(a,l);return{macd_diff:a,macd_dea:l,macd_histogram:u,macd_diff_x_macd_dea:p}})(o.close,e,s,n);for(let i in h)t.addColumn(i,h[i])})(this,t,e,s),this}bollingerBands(i,e,s){return((i,e,s)=>{const{ohlcv:n}=i,r=((i,e=20,s=2)=>{const n={lower:[],middle:[],upper:[]},r=new t.BollingerBands(e,s);i.forEach((t=>{const i=r.nextValue(t);if("object"==typeof i){const{lower:t,middle:e,upper:s}=i;n.lower.push(t),n.middle.push(e),n.upper.push(s)}else n.lower.push(null),n.middle.push(null),n.upper.push(null)}));const h=o(i,{upper:n.upper,lower:n.lower});return{...n,range:h}})(n.close,e,s);for(let t in r)i.addColumn(`bollinger_bands_${t}`,r[t])})(this,i,e),this}rsi(i,e,s){return((i,e,s,n)=>{const{ohlcv:o}=i,a=((i,e=14,s="SMA",n=14)=>{if(i.length<e)return[];let o=[];e=parseInt(e),n=parseInt(n);const a=new t.RSI(e);i.forEach((t=>{o.push(a.nextValue(t))})),o=o.filter((t=>t));let l={[`rsi_${e}`]:o};if("string"==typeof s&&"number"==typeof n&&h.hasOwnProperty(`get${s}`)){const t=h[`get${s}`](o,n);l[`rsi_${s}_${n}`]=t,l[`rsi_${e}_x_rsi_${s}_${n}`]=r(o,t)}return l})(o.close,e,s,n);for(let t in a)i.addColumn(`${t}`.toLowerCase(),a[t])})(this,i,e,s),this}}})(),OHLCV_INDICATORS=s})();

package/dist/ohlcv-indicators.min.js.LICENSE.txt

@@ -0,0 +1,14 @@
+/*! *****************************************************************************
+    Copyright (c) Microsoft Corporation.
+
+    Permission to use, copy, modify, and/or distribute this software for any
+    purpose with or without fee is hereby granted.
+
+    THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES WITH
+    REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY
+    AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY SPECIAL, DIRECT,
+    INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM
+    LOSS OF USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR
+    OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE OR
+    PERFORMANCE OF THIS SOFTWARE.
+    ***************************************************************************** */

package/index.js

@@ -1,30 +1,24 @@
-import BigNumber from 'bignumber.js'
-import {EMA} from './src/moving-averages/ema.js'
-import {SMA} from './src/moving-averages/sma.js'
-import {MACD} from './src/moving-averages/macd.js'
-import {BollingerBands} from './src/moving-averages/bollingerBands.js'
-import { IchimokuCloud } from './src/moving-averages/ichimokuCloud.js'
-import { RSI} from './src/oscillators/rsi.js'
-import { MFI} from './src/oscillators/mfi.js'
-import { RelativeVolume} from './src/moving-averages/relativeVolume.js'
+import {ema} from './src/moving-averages/ema.js'
+import {sma} from './src/moving-averages/sma.js'
+import {macd} from './src/moving-averages/macd.js'
+import {bollingerBands} from './src/moving-averages/bollingerBands.js'
+import { rsi } from './src/oscillators/rsi.js'
 import { VolumeProfile } from './src/studies/volumeProfile.js'
 import {findCrosses} from './src/utilities.js'
 
 export default class OHLCV_INDICATORS {
     constructor() {
-        this.BigNumber = BigNumber
         this.VolumeProfile = VolumeProfile
     }
 
     init(ohlcv) {
-        const { BigNumber } = this
-    
+
         this.ohlcv = ohlcv.reduce((acc, { open, high, low, close, volume, ...rest }) => {
-            acc.open.push(BigNumber(open))
-            acc.high.push(BigNumber(high))
-            acc.low.push(BigNumber(low))
-            acc.close.push(BigNumber(close))
-            acc.volume.push(BigNumber(volume))
+            acc.open.push(open)
+            acc.high.push(high)
+            acc.low.push(low)
+            acc.close.push(close)
+            acc.volume.push(volume)
             for (const key of Object.keys(rest)) {
                 if (!acc[key]) acc[key] = [];
                 acc[key].push(rest[key]);
@@ -41,12 +35,12 @@ export default class OHLCV_INDICATORS {
     }
 
     getData() {
-        const {BigNumber, ohlcv} = this
+        const {ohlcv} = this
         const output = {}
 
         for(const[key, arr] of Object.entries(ohlcv))
         {
-            output[key] = arr.map(v => (BigNumber.isBigNumber(v)) ? v.toNumber() : v)
+            output[key] = arr
         }
 
         return output
@@ -56,7 +50,7 @@ export default class OHLCV_INDICATORS {
 
         for (const [k, arr] of Object.entries(this.ohlcv)) {
             let value = arr[arr.length - 1];
-            output[k] = (BigNumber.isBigNumber(value)) ? value.toNumber() : value;
+            output[k] = value;
         }
 
         return output
@@ -69,8 +63,8 @@ export default class OHLCV_INDICATORS {
             throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`);
         }
         
-        // Use Array.prototype.unshift to add NaN elements efficiently
-        const nanArray = new Array(ohlcvLength - arr.length).fill(NaN)
+        // Use Array.prototype.unshift to add null elements efficiently
+        const nanArray = new Array(ohlcvLength - arr.length).fill(null)
         arr = [...nanArray, ...arr]
 
         this.ohlcv[key] = arr
@@ -83,10 +77,13 @@ export default class OHLCV_INDICATORS {
         
         // Helper function to create column if it doesn't exist
         const createColumnIfNeeded = (v) => {
+
             if (!ohlcv.hasOwnProperty(v) && typeof v === 'string') {
+
                 const [funcName, ...params] = v.split('_');
-                if (this[funcName.toUpperCase()] && params.length > 0) {
-                    this[funcName.toUpperCase()](...params);
+
+                if (this[funcName] && params.length > 0) {
+                    this[funcName](...params);
                 }
             }
         };
@@ -106,10 +103,10 @@ export default class OHLCV_INDICATORS {
         
             // Find and add crosses
             if (ohlcv[fast] && ohlcv[slow]) {
-                const cross = findCrosses(this.BigNumber, ohlcv[fast], ohlcv[slow]);
+                const cross = findCrosses(ohlcv[fast], ohlcv[slow]);
                 this.addColumn(`${fast}_x_${slow}`, cross);
             } else if (ohlcv[fast] && slowNumArrCache[slow]) {
-                const cross = findCrosses(this.BigNumber, ohlcv[fast], slowNumArrCache[slow]);
+                const cross = findCrosses(ohlcv[fast], slowNumArrCache[slow]);
                 this.addColumn(`${fast}_x_${slow}`, cross);
             } else {
                 console.error(`Missing ohlcv properties for ${fast} or ${slow}`);
@@ -118,41 +115,26 @@ export default class OHLCV_INDICATORS {
            
     }
 
-    EMA(size) {
-        EMA(this, size)
-        return this
-    }
-    SMA(size) {
-        SMA(this, size)
+    ema(size) {
+        ema(this, size)
         return this
     }
-    MACD(fastLine, slowLine, signalLine) {
-        MACD(this, fastLine, slowLine, signalLine)
+    sma(size) {
+        sma(this, size)
         return this
     }
-    BollingerBands(data, size, times)
-    {
-        BollingerBands(this, data, size, times)
-        return this
-    }
-    IchimokuCloud(tenkan, kijun, senkou)
-    {
-        IchimokuCloud(this, tenkan, kijun, senkou)
-        return this
-    }
-    RSI(period, movingAverage, movingAveragePeriod)
-    {
-        RSI(this, period, movingAverage, movingAveragePeriod)
+    macd(fastLine, slowLine, signalLine) {
+        macd(this, fastLine, slowLine, signalLine)
         return this
     }
-    MFI(period)
+    bollingerBands(data, size, times)
     {
-        MFI(this, period)
+        bollingerBands(this, data, size, times)
         return this
     }
-    RelativeVolume(size)
+    rsi(period, movingAverage, movingAveragePeriod)
     {
-        RelativeVolume(this, size)
+        rsi(this, period, movingAverage, movingAveragePeriod)
         return this
     }
 }

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "ohlcv-indicators",
-  "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.",
+  "version": "1.1.8",
+  "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",
   "scripts": {
@@ -11,9 +11,11 @@
   "author": "https://jaimelias.com/",
   "license": "ISC",
   "dependencies": {
+    "@debut/indicators": "^1.3.20",
     "bignumber.js": "^9.1.2"
   },
   "devDependencies": {
+    "dotenv": "^16.4.5",
     "webpack": "^5.92.1",
     "webpack-cli": "^5.1.4"
   }

package/src/moving-averages/bollingerBands.js

@@ -1,64 +1,61 @@
-import { getSMA } from "./sma.js";
+import { BollingerBands } from '@debut/indicators';
 
 
-export const BollingerBands = (main, size, times) => {
+export const bollingerBands = (main, size, times) => {
   const {ohlcv} = main
   const data = ohlcv['close'];
-  const bb = getBollingerBands(main.BigNumber, data, size, times)
+  const col = getBollingerBands(data, size, times)
 
-  for(let k in bb)
+  for(let k in col)
   {
-    main.addColumn(`bollinger_bands_${k}`, bb[k])
+    main.addColumn(`bollinger_bands_${k}`, col[k])
   }
 }
 
 
 
-export const getBollingerBands = (BigNumber, data, size = 20, times = 2) => {
-    // Ensure times is a BigNumber
-    times = new BigNumber(times)
-  
-    const avg = getSMA(BigNumber, data, size)
-    const sd = deviation(BigNumber, data, size)
-  
-    // Ensure timesSd is correctly calculated
-    const timesSd = sd.map(o => o.times(times))
-  
-    // Correct the mapping of upper and lower bands
-    let upper = avg.map((o, i) => o.plus(timesSd[i]))
-    let mid = avg
-    let lower = avg.map((o, i) => o.minus(timesSd[i]))
-    let range = bollingerBandsRange(data, {upper, lower})
-  
-    return { upper, mid, lower, range }
-  };
-  
-  const deviation = (BigNumber, data, size) => {
-    const zero = new BigNumber(0)
-    const length = data.length
-    const avg = getSMA(BigNumber, data, size)
-    const ret = new Array(length).fill(zero) // Initialize ret array with zeros
-  
-    for (let i = size - 1; i < length; i++) {
-      let sum = zero
-  
-      for (let j = i - size + 1; j <= i; j++) {
-        sum = sum.plus(data[j].minus(avg[i]).pow(2))
-      }
-  
-      ret[i] = sum.dividedBy(size).sqrt()
+export const getBollingerBands = (data, size = 20, times = 2) => {
+
+
+  const output = {lower: [], middle: [], upper: []}
+  const instance = new BollingerBands(size, times)
+
+  data.forEach(c => {
+
+
+    const bb = instance.nextValue(c)
+
+    if(typeof bb === 'object')
+    {
+      const {lower, middle, upper} = bb
+      output.lower.push(lower)
+      output.middle.push(middle)
+      output.upper.push(upper)
+
     }
+    else
+    {
+      output.lower.push(null)
+      output.middle.push(null)
+      output.upper.push(null)    
+    }
+  })
+
+  const range = bollingerBandsRange(data, {upper: output.upper, lower: output.lower})
+
+
+  return {...output, range}
+
+}
   
-    return ret
-  }
 
 
 const bollingerBandsRange = (data, bollingerBands) => {
-    let {upper, lower} = bollingerBands;
+  let {upper, lower} = bollingerBands;
 
-    const range = upper.map((v, i) => v.minus(lower[i]))
+  const range = upper.map((v, i) => v - lower[i]);
 
-    const output = data.map((v, i) => (v.minus(lower[i]).dividedBy(range[i])).times(100))
-  
-    return output
-  }
+  const output = data.map((v, i) => ((v - lower[i]) / range[i]) * 100);
+
+  return output;
+};

package/src/moving-averages/ema.js

@@ -1,55 +1,26 @@
 
-export const EMA = (main, size) => {
+import { EMA } from '@debut/indicators';
+
+
+export const ema = (main, size) => {
   const {ohlcv} = main
   const data = ohlcv['close']
-  const ema = getEMA(main.BigNumber, data, size)
-  main.addColumn(`ema_${size}`, ema)
+  const col = getEMA(data, size)
+  main.addColumn(`ema_${size}`, col)
 }
 
-export const getEMA = (BigNumber, data, size) => {
-    const alpha = BigNumber(2 / (size + 1))
-    const length = data.length
-    const ret = []
-  
-    if (alpha.isGreaterThan(1)) {
-      return Array(length)
-    }
-  
-    if (alpha.isEqualTo(1)) {
-      return [...data]
-    }
-  
-    let s = 0
-  
-    // Handles head
-    let i = 0;
-    for (; i < length; i++) {
-      const datum = data[i]
-      if (typeof datum === 'object') {
-        ret[i] = datum
-        s = datum
-        i++
-        break
-      }
-    }
-  
-    if (Array.isArray(alpha)) {
-      for (; i < length; i++) {
-        const datum = data[i]
-        if (typeof datum === 'object' && typeof alpha[i] === 'object') {
-          s = ret[i] = alpha[i].multipliedBy(datum).plus(alpha[i].minus(1).multipliedBy(s))
-        } else {
-          ret[i] = ret[i - 1]
-        }
-      }
-    } else {
-      const o = BigNumber(1).minus(alpha);
-      for (; i < length; i++) {
-        const datum = data[i]
-        s = typeof datum === 'object' ? alpha.multipliedBy(datum).plus(o.multipliedBy(s)) : ret[i - 1]
-        ret[i] = s
-      }
-    }
+export const getEMA = (data, size) => {
   
-    return ret
-  }
+
+  const output = []
+  const instance = new EMA(size)
+
+  data.forEach(c => {
+
+    output.push(instance.nextValue(c))
+
+  })
+
+  return output
+
+}

package/src/moving-averages/macd.js

@@ -2,32 +2,31 @@ import { findCrosses } from "../utilities.js";
 import { getEMA } from "./ema.js";
 
 
-export const MACD = (main, fastLine = 12, slowLine = 26, signalLine = 9) => {
+export const macd = (main, fastLine = 12, slowLine = 26, signalLine = 9) => {
     const {ohlcv} = main
-    const data = ohlcv['close'];
-    const macd = getMACD(main.BigNumber, data, fastLine, slowLine, signalLine)
+    const data = ohlcv['close']
+    const col = getMACD(data, fastLine, slowLine, signalLine)
 
-    for(let k in macd)
+    for(let k in col)
     {
-        main.addColumn(k, macd[k]);
+        main.addColumn(k, col[k]);
     }
 }
 
-export const getMACD = (BigNumber, data, fastLine = 12, slowLine = 26, signalLine = 9) => {
+export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9) => {
 
-    const fastEMA = getEMA(BigNumber, data, fastLine)
-    const slowEMA = getEMA(BigNumber, data, slowLine)
+    const fastEMA = getEMA(data, fastLine)
+    const slowEMA = getEMA(data, slowLine)
 
     // Calculate the MACD line (diff)
-    const diff = fastEMA.map((o, i) => o.minus(slowEMA[i]));
-    
+    const diff = fastEMA.map((o, i) => (isNaN(o) || isNaN(slowEMA[i])) ? null : o - slowEMA[i]);    
 
     // Calculate the MACD line (dea)
-    const dea = getEMA(BigNumber, diff, signalLine)
+    const dea = getEMA(diff, signalLine)
 
     // Calculate the MACD line (histogram)
-    const histogram = diff.map((d, i) => d.minus(dea[i]))
-    const x = findCrosses(BigNumber, diff, dea)
+    const histogram = diff.map((d, i) => d - dea[i])
+    const x = findCrosses(diff, dea)
 
 	return {
 		'macd_diff': diff, 

package/src/moving-averages/sma.js

@@ -1,34 +1,25 @@
 
-export const SMA = (main, size) => {
-    const {ohlcv} = main
-    const data = ohlcv['close']
-    const sma = getSMA(main.BigNumber, data, size)
-    main.addColumn(`sma_${size}`, sma)
-}
+import { SMA } from '@debut/indicators';
 
+export const sma = (main, size) => {
+  const {ohlcv} = main
+  const data = ohlcv['close']
+  const col = getSMA(data, size)
+  main.addColumn(`sma_${size}`, col)
+}
 
-export const getSMA = (BigNumber, data, size) => {
-  
-    let result = []
-    let sum = BigNumber(0)
-    let arr = []
-  
-    for (let i = 0; i < data.length; i++) {
-  
-        arr.push(data[i])
-        sum = sum.plus(data[i])
-  
-        if (arr.length > size) {
-            sum = sum.minus(arr.shift())
-        }
-  
-        if (i >= size - 1) {
-            result.push(sum.dividedBy(size))
-        } else {
+export const getSMA = (data, size) => {
   
-          result.push(sum.dividedBy(arr.length))
-        }
-    }
-  
-    return result;
-  }
+
+  const output = []
+  const instance = new SMA(size)
+
+  data.forEach(c => {
+
+    output.push(instance.nextValue(c))
+
+  })
+
+  return output
+
+}

package/src/oscillators/rsi.js

@@ -1,72 +1,39 @@
 import { getSMA } from "../moving-averages/sma.js";
 import { getEMA } from "../moving-averages/ema.js";
 import { findCrosses } from "../utilities.js";
+import { RSI } from "@debut/indicators";
 
 const ma = {getSMA, getEMA}
 
-export const RSI = (main, period, movingAverage, movingAveragePeriod) => {
+export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
 
     const {ohlcv} = main
     const data = ohlcv['close']
-    const rsi = getRSI(main.BigNumber, data, period, movingAverage, movingAveragePeriod)
+    const col = getRSI(data, period, movingAverage, movingAveragePeriod)
 
-    for(let k in rsi)
+    for(let k in col)
     {
-        main.addColumn(`${k}`.toLowerCase(), rsi[k])
+        main.addColumn(`${k}`.toLowerCase(), col[k])
     }
 }
 
-export const getRSI = (BigNumber, data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14) => {
+export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14) => {
     if (data.length < period) {
         return [];
     }
 
-    const zero = new BigNumber(0)
-    const hundred = new BigNumber(100)
-    const one = new BigNumber(1)
+    let rsi = []
+    period = parseInt(period)
+    movingAveragePeriod = parseInt(movingAveragePeriod)
+    const instance = new RSI(period)
 
-    let rsi = [];
-    let gain = zero;
-    let loss = zero;
+    data.forEach(c => {
 
-    // Calculate the initial gain and loss
-    for (let i = 1; i <= period; i++) {
-        const thisVal = new BigNumber(data[i])
-        const prevVal = new BigNumber(data[i - 1])
-        const change = thisVal.minus(prevVal)
+        rsi.push(instance.nextValue(c))
 
-        if (change.isLessThan(zero)) {
-            loss = loss.plus(change.abs())
-        } else {
-            gain = gain.plus(change)
-        }
-    }
-
-    // Calculate the first RSI value
-    let avgGain = gain.dividedBy(period)
-    let avgLoss = loss.dividedBy(period)
-    let rs = avgLoss.isEqualTo(zero) ? zero : avgGain.dividedBy(avgLoss)
-    rsi.push(hundred.minus(hundred.dividedBy(one.plus(rs))))
-
-    // Calculate subsequent RSI values
-    for (let i = period + 1; i < data.length; i++) {
-        const thisVal = new BigNumber(data[i])
-        const prevVal = new BigNumber(data[i - 1])
-        const change = thisVal.minus(prevVal)
+    })
 
-        if (change.isLessThan(zero)) {
-            loss = change.abs()
-            gain = zero
-        } else {
-            gain = change
-            loss = zero
-        }
-
-        avgGain = avgGain.times(period - 1).plus(gain).dividedBy(period)
-        avgLoss = avgLoss.times(period - 1).plus(loss).dividedBy(period)
-        rs = avgLoss.isEqualTo(zero) ? zero : avgGain.dividedBy(avgLoss)
-        rsi.push(hundred.minus(hundred.dividedBy(one.plus(rs))))
-    }
+    rsi = rsi.filter(v => v)
 
     let output = {[`rsi_${period}`]: rsi}
 
@@ -74,9 +41,9 @@ export const getRSI = (BigNumber, data, period = 14, movingAverage = 'SMA', movi
     {
         if(ma.hasOwnProperty(`get${movingAverage}`))
         {
-            const rsi_smoothed = ma[`get${movingAverage}`](BigNumber, rsi, movingAveragePeriod)
+            const rsi_smoothed = ma[`get${movingAverage}`](rsi, movingAveragePeriod)
             output[`rsi_${movingAverage}_${movingAveragePeriod}`] = rsi_smoothed
-            output[`rsi_${period}_x_rsi_${movingAverage}_${movingAveragePeriod}`] = findCrosses(BigNumber, rsi, rsi_smoothed)
+            output[`rsi_${period}_x_rsi_${movingAverage}_${movingAveragePeriod}`] = findCrosses(rsi, rsi_smoothed)
         }
     }
 

package/src/studies/volumeProfile.js

@@ -1,11 +1,11 @@
-export const VolumeProfile = (BigNumber, ohlcv, numBins = 10, position) => {
+export const VolumeProfile = (ohlcv, numBins = 10) => {
   const { open, high, low, close, volume } = ohlcv;
 
   // Determine the range of prices
-  const lowPrice = BigNumber.min(...low);
-  const highPrice = BigNumber.max(...high);
-  const binSize = highPrice.minus(lowPrice).dividedBy(numBins);
-  const zero = BigNumber(0);
+  const lowPrice = Math.min(...low);
+  const highPrice = Math.max(...high);
+  const binSize = (highPrice - lowPrice) / numBins;
+  const zero = 0;
 
   // Initialize totals
   const totals = {
@@ -16,14 +16,14 @@ export const VolumeProfile = (BigNumber, ohlcv, numBins = 10, position) => {
 
   // Initialize bins
   const bins = Array.from({ length: numBins }, (_, i) => ({
-    price: lowPrice.plus(binSize.multipliedBy(i)),
+    price: lowPrice + binSize * i,
     upVolume: zero,
     downVolume: zero,
     grossVolume: zero,
   }));
 
   // Precompute binSize inversely to use multiplication instead of division in the loop
-  const inverseBinSize = BigNumber(1).dividedBy(binSize);
+  const inverseBinSize = 1 / binSize;
 
   // Distribute volume into bins
   for (let i = 0; i < close.length; i++) {
@@ -33,32 +33,30 @@ export const VolumeProfile = (BigNumber, ohlcv, numBins = 10, position) => {
     const currentLow = low[i];
     const currentVolume = volume[i];
 
-    const upVolume = currentClose.isGreaterThanOrEqualTo(currentOpen) ? currentVolume : zero;
-    const downVolume = currentClose.isLessThan(currentOpen) ? currentVolume : zero;
+    const upVolume = currentClose >= currentOpen ? currentVolume : zero;
+    const downVolume = currentClose < currentOpen ? currentVolume : zero;
 
-    const lowIndex = Math.max(0, currentLow.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_FLOOR).toNumber());
-    const highIndex = Math.min(numBins, currentHigh.minus(lowPrice).multipliedBy(inverseBinSize).integerValue(BigNumber.ROUND_CEIL).toNumber());
+    const lowIndex = Math.max(0, Math.floor((currentLow - lowPrice) * inverseBinSize));
+    const highIndex = Math.min(numBins, Math.ceil((currentHigh - lowPrice) * inverseBinSize));
 
     for (let j = lowIndex; j < highIndex; j++) {
-      bins[j].upVolume = bins[j].upVolume.plus(upVolume);
-      bins[j].downVolume = bins[j].downVolume.plus(downVolume);
-      bins[j].grossVolume = bins[j].grossVolume.plus(upVolume.plus(downVolume));
+      bins[j].upVolume += upVolume;
+      bins[j].downVolume += downVolume;
+      bins[j].grossVolume += (upVolume + downVolume);
     }
   }
 
   // Sum totals outside the loop
   for (const { upVolume, downVolume, grossVolume } of bins) {
-    totals.upVolume = totals.upVolume.plus(upVolume);
-    totals.downVolume = totals.downVolume.plus(downVolume);
-    totals.grossVolume = totals.grossVolume.plus(grossVolume);
+    totals.upVolume += upVolume;
+    totals.downVolume += downVolume;
+    totals.grossVolume += grossVolume;
   }
 
-
-  const nodes = findVolumeNodes(bins)
-  return {bins, nodes};
+  const nodes = findVolumeNodes(bins);
+  return { bins, nodes };
 }
 
-
 const findVolumeNodes = bins => {
   if (!bins || bins.length === 0) {
     throw new Error('Bins array is empty or not provided');
@@ -68,11 +66,11 @@ const findVolumeNodes = bins => {
   let lowestVolumeNode = bins[0];
 
   bins.forEach(bin => {
-    if (bin.grossVolume.isGreaterThan(highestVolumeNode.grossVolume)) {
+    if (bin.grossVolume > highestVolumeNode.grossVolume) {
       highestVolumeNode = bin;
     }
 
-    if (bin.grossVolume.isLessThan(lowestVolumeNode.grossVolume)) {
+    if (bin.grossVolume < lowestVolumeNode.grossVolume) {
       lowestVolumeNode = bin;
     }
   });
@@ -80,5 +78,5 @@ const findVolumeNodes = bins => {
   return {
     highestVolumeNode,
     lowestVolumeNode
-  }
-}
+  };
+}

package/src/utilities.js

@@ -1,47 +1,55 @@
-export const findCrosses = (BigNumber, fast, slow) => {
-    let crosses = new Array(fast.length).fill(0)
-    let state = 0 // 0 for no initial state, 1 for uptrend, -1 for downtrend
+export const findCrosses = (fast, slow) => {
+    const states = fast.map((f, i) => {
+        if (f > slow[i]) {
+            return 'up';
+        } else if (f < slow[i]) {
+            return 'down';
+        } else {
+            return 'neutral';
+        }
+    }).reverse();
+
+    const groups = groupConsecutiveValues(states);
+
+    const crosses = groups.map(chunk => {
+        const chunkLength = chunk.length;
+        return chunk.map((state, index) => {
+            let value = chunkLength - index;
 
-    // Determine the initial state based on the first values
-    const fast0 = new BigNumber(fast[0])
-    const slow0 = new BigNumber(slow[0])
+            if (state === 'down') {
+                return -value;
+            } else if (state === 'up') {
+                return value;
+            } else {
+                return 0;
+            }
+        });
+    }).flat();
 
-    if (fast0.isGreaterThan(slow0)) {
-        state = 1
-        crosses[0] = 1
-    } else if (fast0.isLessThan(slow0)) {
-        state = -1
-        crosses[0] = -1
-    } else {
-        state = 0
-        crosses[0] = 0
-    }
+    return crosses.reverse();
+};
 
-    for (let i = 1; i < fast.length; i++) {
-        const fastI = new BigNumber(fast[i])
-        const slowI = new BigNumber(slow[i])
-        const fastPrev = new BigNumber(fast[i - 1])
-        const slowPrev = new BigNumber(slow[i - 1])
+function groupConsecutiveValues(arr) {
+    if (arr.length === 0) return [];
 
-        if (fastI.isGreaterThan(slowI) && fastPrev.isLessThanOrEqualTo(slowPrev)) {
-            // CrossUp detected
-            state = 1
-            crosses[i] = 1
-        } else if (fastI.isLessThan(slowI) && fastPrev.isGreaterThanOrEqualTo(slowPrev)) {
-            // CrossDown detected
-            state = -1
-            crosses[i] = -1
+    return arr.reduce((acc, currentValue, index, array) => {
+        if (index === 0) {
+            // Start the first group with the first element
+            acc.push([currentValue]);
         } else {
-            // Continue with the previous state
-            if (state === 1) {
-                crosses[i] = crosses[i - 1] + 1
-            } else if (state === -1) {
-                crosses[i] = crosses[i - 1] - 1
+            // Get the previous value
+            const prevValue = array[index - 1];
+            const currentGroup = acc[acc.length - 1];
+
+            // Check the direction of the previous and current values
+            if (currentValue !== prevValue) {
+                // Start a new group if the direction changes
+                acc.push([currentValue]);
             } else {
-                crosses[i] = 0
+                // Otherwise, add to the current group
+                currentGroup.push(currentValue);
             }
         }
-    }
-
-    return crosses
+        return acc;
+    }, []);
 }

package/src/moving-averages/ichimokuCloud.js

@@ -1,64 +0,0 @@
-export const IchimokuCloud = (main, tenkan, kijun, senkou) => {
-
-  const {ohlcv} = main
-  const ichi = getIchimokuCloud(main.BigNumber, ohlcv, tenkan, kijun, senkou)
-
-  for(let k in ichi)
-  {
-      //console.log(`${k} [length ${ichi[k].length}] [lastValue ${ichi[k][ichi[k].length -1]}]`)
-      main.addColumn(`ichimoku_${k}`, ichi[k])
-  }
-}
-
-
-export const getIchimokuCloud = (BigNumber, data, tenkan = 9, kijun = 26, senkou = 52) => {
-    const TENKAN_SEN_PERIOD = tenkan
-    const KIJUN_SEN_PERIOD = kijun
-    const SENKOU_SPAN_A_PERIOD = KIJUN_SEN_PERIOD-TENKAN_SEN_PERIOD
-    const SENKOU_SPAN_B_PERIOD = senkou
-    const { high, low, close } = data
-    const tenkanSen = calculateAverage(BigNumber, high, low, TENKAN_SEN_PERIOD)
-    const kijunSen = calculateAverage(BigNumber, high, low, KIJUN_SEN_PERIOD)
-    const senkouSpanA = calculateSenkouSpanA(tenkanSen, kijunSen, SENKOU_SPAN_A_PERIOD, KIJUN_SEN_PERIOD)
-    const senkouSpanB = calculateSenkouSpanB(BigNumber, high, low, SENKOU_SPAN_B_PERIOD, KIJUN_SEN_PERIOD)
-    const chikouSpan = calculateChikouSpan(close, KIJUN_SEN_PERIOD)
-  
-    return  {
-      conversion_line: tenkanSen,
-      base_line: kijunSen,
-      leading_span_a: senkouSpanA,
-      leading_span_b: senkouSpanB,
-      lagging_span: chikouSpan
-    }
-}
-  
-const calculateAverage = (BigNumber, high, low, period) => {
-
-  return high.slice(0, high.length - period + 1).map((_, i) => {
-    const highSlice = high.slice(i, i + period)
-    const lowSlice = low.slice(i, i + period)
-    return BigNumber.maximum(...highSlice).plus(BigNumber.minimum(...lowSlice)).dividedBy(2)
-  });
-}
-
-const calculateSenkouSpanA = (tenkanSen, kijunSen, period, slice) => {
-  const spanA =  tenkanSen.slice(period).map((value, i) =>
-    i < kijunSen.length ? value.plus(kijunSen[i]).dividedBy(2) : null
-  ).filter(val => val !== null)
-
-  return spanA.slice(0, (spanA.length - slice)+1)
-};
-
-const calculateSenkouSpanB = (BigNumber, high, low, period, slice) => {
-  let spanB = high.slice(period).map((_, i) => {  // Adjusted slicing
-    const highSlice = high.slice(i, i + period)
-    const lowSlice = low.slice(i, i + period)
-    return BigNumber.maximum(...highSlice).plus(BigNumber.minimum(...lowSlice)).dividedBy(2)
-  })
-
-  return spanB.slice(0, (spanB.length -slice)+2)
-}
-
-
-const calculateChikouSpan = (close, kijunSenPeriod) => close.slice(0, close.length - kijunSenPeriod + 1)
-

package/src/moving-averages/relativeVolume.js

@@ -1,19 +0,0 @@
-import { getSMA } from './sma.js'
-
-export const RelativeVolume = (main, size) => {
-    const {ohlcv} = main
-    const data = ohlcv['volume']
-    const relVolume = getRelativeVolume(main.BigNumber, data, size)
-    main.addColumn(`relative_volume_${size}`, relVolume)
-}
-
-export const getRelativeVolume = (BigNumber, data, size = 10) => {
-    const sma = getSMA(BigNumber, data, size)
-
-    return data.map((v, i) => {
-        if (i === 0 || !sma[i - 2]) return NaN
-        // Avoid division by zero
-        if (sma[i - 2].isZero()) return NaN
-        return v.dividedBy(sma[i - 2])
-    }).filter(v => !Number.isNaN(v))
-}

package/src/oscillators/mfi.js

@@ -1,62 +0,0 @@
-export const MFI = (main, period = 14) => {
-    const {ohlcv} = main
-    const mfi = getMFI(main.BigNumber, ohlcv, period)
-    main.addColumn(`mfi_${period}`, mfi)
-}
-
-export const getMFI = (BigNumber, ohlcv, period = 14) => {
-    const { high, low, close, volume } = ohlcv;
-    const zero = BigNumber(0)
-    const hundred = BigNumber(100)
-    const one = BigNumber(1)
-    const typicalPrices = [] // Typical price = (high + low + close) / 3
-    const rawMoneyFlows = [] // Raw money flow = typical price * volume
-    const positiveMoneyFlows = [] // Positive money flow
-    const negativeMoneyFlows = [] // Negative money flow
-    const moneyFlowRatios = [] // Money flow ratio = (14-day positive money flow) / (14-day negative money flow)
-    const moneyFlowIndexes = [] // Money flow index = 100 - (100 / (1 + money flow ratio))
-  
-    // Calculate typical prices and raw money flows
-    for (let i = 0; i < close.length; i++) {
-      const typicalPrice = high[i].plus(low[i]).plus(close[i]).dividedBy(3);
-      const rawMoneyFlow = typicalPrice.times(volume[i]);
-  
-      typicalPrices.push(typicalPrice)
-      rawMoneyFlows.push(rawMoneyFlow)
-    }
-  
-    // Calculate positive and negative money flows
-    for (let i = 1; i < typicalPrices.length; i++) {
-      if (typicalPrices[i].isGreaterThan(typicalPrices[i - 1])) {
-        positiveMoneyFlows.push(rawMoneyFlows[i])
-        negativeMoneyFlows.push(zero)
-      } else if (typicalPrices[i].isLessThan(typicalPrices[i - 1])) {
-        positiveMoneyFlows.push(zero)
-        negativeMoneyFlows.push(rawMoneyFlows[i])
-      } else {
-        positiveMoneyFlows.push(zero)
-        negativeMoneyFlows.push(zero)
-      }
-    }
-  
-    // Calculate money flow ratios
-    for (let i = period; i <= positiveMoneyFlows.length; i++) {
-      const positiveMoneyFlowSlice = positiveMoneyFlows.slice(i - period, i)
-      const negativeMoneyFlowSlice = negativeMoneyFlows.slice(i - period, i)
-  
-      const positiveMoneyFlowSum = positiveMoneyFlowSlice.reduce((sum, value) => sum.plus(value), zero)
-      const negativeMoneyFlowSum = negativeMoneyFlowSlice.reduce((sum, value) => sum.plus(value), zero)
-  
-      const moneyFlowRatio = positiveMoneyFlowSum.dividedBy(negativeMoneyFlowSum)
-      moneyFlowRatios.push(moneyFlowRatio)
-    }
-  
-    // Calculate money flow indexes
-    for (let i = 0; i < moneyFlowRatios.length; i++) {
-      const moneyFlowIndex = hundred.minus(hundred.dividedBy(one.plus(moneyFlowRatios[i])))
-      moneyFlowIndexes.push(moneyFlowIndex)
-    }
-  
-    return moneyFlowIndexes
-  };
-  

package/test/fetchLiveData.js

@@ -1,61 +0,0 @@
-
-const apiRoot = 'https://nasdaq.jaimelias.workers.dev/api'
-const convertCurrencyToFloat = str =>  parseFloat(str.replace(/[,$]/g, ''))
-
-export const getOHLCV = async (symbol, limit) => {
-
-    
-    const oneDay = await (getOneDayOHLCV(symbol, limit))
-    const latest = await getLatestOHLCV(symbol)
-
-   return [...oneDay, ...latest]
-}
-
-const getOneDayOHLCV = async (symbol, limit) => {
-
-    const {fromDate, toDate} = getDateRange(limit)
-    const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetclass=stocks&fromdate=${fromDate}&todate=${toDate}`)
-    const data = await response.json()
-    const {chart} = data.data
-    const ohlcv = chart.map(({z, x})=> ({
-        open: convertCurrencyToFloat(z.open),
-        high: convertCurrencyToFloat(z.high),
-        low: convertCurrencyToFloat(z.low),
-        close: convertCurrencyToFloat(z.close),
-        volume: convertCurrencyToFloat(z.volume),
-        timestamp: x,
-        date: new Date(x).toDateString().slice(0, 10)
-    }))
-
-    return ohlcv
-}
-
-export const getLatestOHLCV = async (symbol) => {
-
-    const response = await fetch(`${apiRoot}/quote/${symbol}/chart?assetClass=stocks`)
-    const data = await response.json()
-    const {chart, lastSalePrice, volume} = data.data
-    const allValues = chart.map(o => convertCurrencyToFloat(o.z.value))
-    const timestamp = chart[chart.length -1].x
-
-    return [{
-        open: allValues[0],
-        high: Math.max(...allValues),
-        low: Math.min(...allValues),
-        close: convertCurrencyToFloat(lastSalePrice),
-        volume: convertCurrencyToFloat(volume),
-        timestamp,
-        date: new Date(chart[chart.length -1].x).toDateString().slice(0, 10)
-    }]
-}
-
-const getDateRange = limit => {
-    const toDate = new Date().toISOString().slice(0, 10) // Get today's date in yyyy-mm-dd format
-
-    const fromDate = new Date()
-    fromDate.setDate(fromDate.getDate() - limit)
-    const fromDateFormatted = fromDate.toISOString().slice(0, 10) // Get the date limit number of days ago in yyyy-mm-dd format
-
-    
-    return { fromDate: fromDateFormatted, toDate }
-}

package/test/test.js

@@ -1,50 +0,0 @@
-import OHLCV_INDICATORS from '../index.js'
-import { getOHLCV } from './fetchLiveData.js'
-
-const indicators = new OHLCV_INDICATORS()
-const {BigNumber, VolumeProfile} = indicators
-
-const TEST = async () => {  
-  
-  const unparsedOHLCV = await getOHLCV('ADMA', 200)
-
-  indicators
-    .init(unparsedOHLCV)
-    .EMA(21)
-    .EMA(9, 'ema21')
-    .SMA(200)
-    .SMA(100, 'sma_200')
-    .MACD(12, 26, 9)
-    .BollingerBands(20, 2)
-    .IchimokuCloud(9, 26, 52)
-    .RSI(14)
-    .MFI(14)
-    .RelativeVolume(10)
-    .RelativeVolume(20)
-    .crossPairs([{fast: 'ema_9', slow: 'ema_21'}, {fast: 'close', slow: 'sma_200'}, {fast: 'rsi_14', slow: 70}])
-
-  console.log(indicators.getLastValues())
-  //console.log(VolumeProfile(BigNumber, indicators.getData(), 5))
-
-  const histogram = indicators.getData().macd_histogram
-  const macdHistogramUp = isMacdHistogramUp({histogram, slice: 4})
-}
-
-const isMacdHistogramUp = ({histogram, slice=4}) => {
-
-  histogram = histogram.slice(-slice)
-  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)
-  {
-      return true
-  }
-
-  return false
-
-} 
-
-TEST()