ohlcv-indicators 1.2.8 → 1.3.0

package/.babelrc

@@ -0,0 +1,4 @@
+{
+  "presets": ["@babel/preset-env"],
+  "plugins": ["@babel/plugin-proposal-class-properties"]
+}

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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0===this.highest?this.highest=t:t.gt(this.highest)?(this.previousHighest=this.highest,this.highest=t):this.previousHighest=this.highest,void 0===this.lowest?this.lowest=t:t.lt(this.lowest)?(this.previousLowest=this.lowest,this.lowest=t):this.previousLowest=this.lowest,this.previousResult=this.result,this.result=t}replace(t){return this.update(t,!0)}}class d extends f{interval;constructor(t){super(),this.interval=t}updates(t){return t.forEach((t=>this.update(t))),this.result}replace(t){return this.update(t,!0)}}class m extends d{prices=[];update(t,e=!1){if(this.prices.length&&e?this.prices[this.prices.length-1]=t:this.prices.push(t),this.prices.length>this.interval&&this.prices.shift(),this.prices.length===this.interval)return this.setResult(m.getResultFromBatch(this.prices),e)}static getResultFromBatch(t){return t.reduce(((t,e)=>t.plus(e)),new g("0")).div(t.length||1)}}class w extends d{interval;indicator;smoothingFactor;constructor(t){super(t),this.interval=t,this.indicator=new m(t),this.smoothingFactor=new g(1).div(this.interval)}updates(t){return t.forEach((t=>this.update(t))),this.result}update(t,e=!1){const s=this.indicator.update(t,e);if(e&&this.previousResult){const s=new g(t).minus(this.previousResult).mul(this.smoothingFactor);return this.setResult(s.plus(this.previousResult),e)}if(!e&&this.result){const s=new g(t).minus(this.result).mul(this.smoothingFactor);return this.setResult(s.plus(this.result),e)}if(void 0===this.result&&s)return this.setResult(s,e)}}function M(t){return t.reduce(((t,e)=>t.add(e)),new g(0)).div(t.length||1)}class b{interval;deviationMultiplier;prices=[];result;constructor(t,e=2){this.interval=t,this.deviationMultiplier=e}get isStable(){return void 0!==this.result}update(t){if(this.prices.push(new g(t)),this.prices.length>this.interval){this.prices.shift();const t=m.getResultFromBatch(this.prices),e=function(t,e){const s=e||M(t);return M(t.map((t=>new g(t).sub(s).pow(2)))).sqrt()}(this.prices,t);return this.result={lower:t.sub(e.times(this.deviationMultiplier)),middle:t,upper:t.add(e.times(this.deviationMultiplier))}}}getResult(){if(void 0===this.result)throw new v;return this.result}}class x extends d{interval;pricesCounter=0;weightFactor;constructor(t){super(t),this.interval=t,this.weightFactor=2/(this.interval+1)}update(t,e=!1){e?e&&0===this.pricesCounter&&this.pricesCounter++:this.pricesCounter++;const s=new g(t);return e&&this.previousResult?this.setResult(s.times(this.weightFactor).add(this.previousResult.times(1-this.weightFactor)),e):this.setResult(s.times(this.weightFactor).add((this.result??s).times(1-this.weightFactor)),e)}getResult(){if(this.pricesCounter<this.interval)throw new v;return this.result}get isStable(){try{return this.getResult(),!0}catch{return!1}}}class R{prices=[];long;short;signal;result;constructor(t){this.long=new t.indicator(t.longInterval),this.short=new t.indicator(t.shortInterval),this.signal=new t.indicator(t.signalInterval)}get isStable(){return void 0!==this.result}update(t,e=!1){const s=new g(t);this.prices.length&&e?this.prices[this.prices.length-1]=s:this.prices.push(s);const i=this.short.update(s,e),o=this.long.update(s,e);if(this.prices.length>this.long.interval&&this.prices.shift(),this.prices.length===this.long.interval){const t=i.sub(o),e=this.signal.update(t);return this.result={histogram:t.sub(e),macd:t,signal:e}}}getResult(){if(!this.isStable||void 0===this.result)throw new v;return this.result}}class B extends f{interval;previousPrices=[];avgGain;avgLoss;maxValue=new g(100);constructor(t,e=w){super(),this.interval=t,this.avgGain=new e(this.interval),this.avgLoss=new e(this.interval)}update(t,e=!1){if(this.previousPrices.length&&e?this.previousPrices[this.previousPrices.length-1]=t:this.previousPrices.push(t),this.previousPrices.length<2)return;const s=new g(t),i=new g(this.previousPrices[this.previousPrices.length-2]);if(s.gt(i)?(this.avgLoss.update(new 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datapoints"),{chart_pattern:"Neutral",chart_score:0};const t=[{name:"Bullish Flag",condition:this.isBullishFlag.bind(this),score:2},{name:"Bearish Flag",condition:this.isBearishFlag.bind(this),score:-2},{name:"Bullish Pennant",condition:this.isBullishPennant.bind(this),score:2},{name:"Bearish Pennant",condition:this.isBearishPennant.bind(this),score:-2},{name:"Bearish Double Top",condition:this.isDoubleTop.bind(this),score:-1},{name:"Bullish Double Bottom",condition:this.isDoubleBottom.bind(this),score:1},{name:"Bearish Triple Top",condition:this.isTripleTop.bind(this),score:-1},{name:"Bullish Triple Bottom",condition:this.isTripleBottom.bind(this),score:1},{name:"Bearish Head And Shoulders",condition:this.isHeadAndShoulders.bind(this),score:-1},{name:"Bullish Inverse Head And Shoulders",condition:this.isInverseHeadAndShoulders.bind(this),score:1},{name:"Bearish Rising Wedge",condition:this.isRisingWedge.bind(this),score:-1},{name:"Bullish Falling Wedge",condition:this.isFallingWedge.bind(this),score:1},{name:"Bullish Triangle",condition:this.isBullishTriangle.bind(this),score:1},{name:"Bearish Triangle",condition:this.isBearishTriangle.bind(this),score:-1},{name:"Bullish Rectangle",condition:this.isBullishRectangle.bind(this),score:1},{name:"Bearish Rectangle",condition:this.isBearishRectangle.bind(this),score:-1}];for(const{name:e,condition:s,score:i}of t)if(s())return{chart_pattern:e,chart_score:i};return{chart_pattern:"Neutral",chart_score:0}}isBullishFlag(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=(Math.floor(e/2),this.ohlcv.close[t-2*e]);if((this.ohlcv.close[t-e]-s)/s<.15)return!1;const i=this.ohlcv.close[t-e];if((i-this.ohlcv.close[t-1])/i>.05)return!1;for(let s=t-e;s<t-1;s++)if(this.ohlcv.high[s]>this.ohlcv.high[s+1]||this.ohlcv.low[s]>this.ohlcv.low[s+1])return!1;return!0}isBearishFlag(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=(Math.floor(e/2),this.ohlcv.close[t-2*e]);if((s-this.ohlcv.close[t-e])/s<.15)return!1;const i=this.ohlcv.close[t-e];if((this.ohlcv.close[t-1]-i)/i>.05)return!1;for(let s=t-e;s<t-1;s++)if(this.ohlcv.high[s]<this.ohlcv.high[s+1]||this.ohlcv.low[s]<this.ohlcv.low[s+1])return!1;return!0}isBullishPennant(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.floor(e/2),i=this.ohlcv.close[t-2*e];if((this.ohlcv.close[t-e]-i)/i<.15)return!1;const o=this.ohlcv.close[t-e];if((o-this.ohlcv.close[t-1])/o>.05)return!1;for(let e=t-s;e<t-1;e++)if(this.ohlcv.high[e]<this.ohlcv.high[e+1]&&this.ohlcv.low[e]<this.ohlcv.low[e+1]||this.ohlcv.high[e]>this.ohlcv.high[e+1]&&this.ohlcv.low[e]>this.ohlcv.low[e+1])return!1;return!0}isBearishPennant(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.floor(e/2),i=this.ohlcv.close[t-2*e];if((i-this.ohlcv.close[t-e])/i<.15)return!1;const o=this.ohlcv.close[t-e];if((this.ohlcv.close[t-1]-o)/o>.05)return!1;for(let e=t-s;e<t-1;e++)if(this.ohlcv.high[e]>this.ohlcv.high[e+1]&&this.ohlcv.low[e]>this.ohlcv.low[e+1]||this.ohlcv.high[e]<this.ohlcv.high[e+1]&&this.ohlcv.low[e]<this.ohlcv.low[e+1])return!1;return!0}isDoubleTop(){const t=this.ohlcv.close.length,e=Math.floor(t/2),s=Math.max(...this.ohlcv.close.slice(0,e)),i=Math.max(...this.ohlcv.close.slice(e));if(s<=0||i<=0)return!1;const o=Math.min(...this.ohlcv.close.slice(0,e)),h=Math.min(...this.ohlcv.close.slice(e));return!((s-o)/s<.1||(i-h)/i<.1)&&Math.abs(s-i)/s<.03}isDoubleBottom(){const t=this.ohlcv.close.length,e=Math.floor(t/2),s=Math.min(...this.ohlcv.close.slice(0,e)),i=Math.min(...this.ohlcv.close.slice(e));if(s<=0||i<=0)return!1;const o=Math.max(...this.ohlcv.close.slice(0,e)),h=Math.max(...this.ohlcv.close.slice(e));return!((o-s)/s<.1||(h-i)/i<.1)&&Math.abs(s-i)/s<.03}isTripleTop(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.max(...this.ohlcv.close.slice(0,e)),i=Math.max(...this.ohlcv.close.slice(e,2*e)),o=Math.max(...this.ohlcv.close.slice(2*e));if(s<=0||i<=0||o<=0)return!1;const h=(s-Math.min(...this.ohlcv.close.slice(0,e)))/s,r=(i-Math.min(...this.ohlcv.close.slice(e,2*e)))/i,n=(o-Math.min(...this.ohlcv.close.slice(2*e)))/o;return!(h<.1||r<.1||n<.1)&&Math.abs(s-i)/s<.03&&Math.abs(s-o)/s<.03}isTripleBottom(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.min(...this.ohlcv.close.slice(0,e)),i=Math.min(...this.ohlcv.close.slice(e,2*e)),o=Math.min(...this.ohlcv.close.slice(2*e));if(s<=0||i<=0||o<=0)return!1;const h=(Math.max(...this.ohlcv.close.slice(0,e))-s)/s,r=(Math.max(...this.ohlcv.close.slice(e,2*e))-i)/i,n=(Math.max(...this.ohlcv.close.slice(2*e))-o)/o;return!(h<.1||r<.1||n<.1)&&Math.abs(s-i)/s<.03&&Math.abs(s-o)/s<.03}isHeadAndShoulders(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.max(...this.ohlcv.close.slice(0,e)),i=Math.max(...this.ohlcv.close.slice(e,2*e)),o=Math.max(...this.ohlcv.close.slice(2*e));if(s<=0||i<=0||o<=0)return!1;const h=Math.min(...this.ohlcv.close.slice(0,e)),r=Math.min(...this.ohlcv.close.slice(e,2*e)),n=Math.min(...this.ohlcv.close.slice(2*e)),l=(i-r)/i,c=(Math.max(h,n)-Math.min(h,n))/Math.min(h,n);return l>.15&&c<.03}isInverseHeadAndShoulders(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.min(...this.ohlcv.close.slice(0,e)),i=Math.min(...this.ohlcv.close.slice(e,2*e)),o=Math.min(...this.ohlcv.close.slice(2*e));if(s<=0||i<=0||o<=0)return!1;const h=Math.max(...this.ohlcv.close.slice(0,e)),r=Math.max(...this.ohlcv.close.slice(e,2*e)),n=Math.max(...this.ohlcv.close.slice(2*e)),l=(r-i)/i,c=(Math.min(h,n)-Math.max(h,n))/Math.max(h,n);return l>.15&&c<.03}isRisingWedge(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.max(...this.ohlcv.close.slice(0,e)),i=Math.max(...this.ohlcv.close.slice(e,2*e)),o=Math.max(...this.ohlcv.close.slice(2*e)),h=Math.min(...this.ohlcv.close.slice(0,e)),r=Math.min(...this.ohlcv.close.slice(e,2*e)),n=Math.min(...this.ohlcv.close.slice(2*e));return s<i&&i<o&&h<r&&r<n}isFallingWedge(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.max(...this.ohlcv.close.slice(0,e)),i=Math.max(...this.ohlcv.close.slice(e,2*e)),o=Math.max(...this.ohlcv.close.slice(2*e)),h=Math.min(...this.ohlcv.close.slice(0,e)),r=Math.min(...this.ohlcv.close.slice(e,2*e)),n=Math.min(...this.ohlcv.close.slice(2*e));return s>i&&i>o&&h>r&&r>n}isBullishTriangle(){const t=this.ohlcv.close.length,e=Math.floor(t/2),s=Math.max(...this.ohlcv.high.slice(0,e)),i=Math.max(...this.ohlcv.high.slice(e)),o=Math.min(...this.ohlcv.low.slice(0,e)),h=Math.min(...this.ohlcv.low.slice(e));return s>i&&o<h}isBearishTriangle(){const t=this.ohlcv.close.length,e=Math.floor(t/2),s=Math.max(...this.ohlcv.high.slice(0,e)),i=Math.max(...this.ohlcv.high.slice(e));return Math.min(...this.ohlcv.low.slice(0,e))<Math.min(...this.ohlcv.low.slice(e))&&s>i}isBullishRectangle(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.max(...this.ohlcv.high.slice(0,e)),i=Math.max(...this.ohlcv.high.slice(e,2*e)),o=Math.max(...this.ohlcv.high.slice(2*e)),h=Math.min(...this.ohlcv.low.slice(0,e)),r=Math.min(...this.ohlcv.low.slice(e,2*e)),n=Math.min(...this.ohlcv.low.slice(2*e)),l=Math.abs(s-i)/s<.03&&Math.abs(i-o)/i<.03,c=Math.abs(h-r)/h<.03&&Math.abs(r-n)/r<.03;return l&&c}isBearishRectangle(){const t=this.ohlcv.close.length,e=Math.floor(t/3),s=Math.max(...this.ohlcv.high.slice(0,e)),i=Math.max(...this.ohlcv.high.slice(e,2*e)),o=Math.max(...this.ohlcv.high.slice(2*e)),h=Math.min(...this.ohlcv.low.slice(0,e)),r=Math.min(...this.ohlcv.low.slice(e,2*e)),n=Math.min(...this.ohlcv.low.slice(2*e)),l=Math.abs(s-i)/s<.03&&Math.abs(i-o)/i<.03,c=Math.abs(h-r)/h<.03&&Math.abs(r-n)/r<.03;return l&&c}}class V{constructor(){this.ChartPatterns=t=>new A(t).init()}init(t){return this.ohlcv=t.reduce(((t,{open:e,high:s,low:i,close:o,volume:h,...r})=>{t.open.push(e),t.high.push(s),t.low.push(i),t.close.push(o),t.volume.push(h);for(const e of Object.keys(r))t[e]||(t[e]=[]),t[e].push(r[e]);return t}),{open:[],high:[],low:[],close:[],volume:[]}),this}getHeaders(){return Object.keys(this.ohlcv)}getData(){const{ohlcv:t}=this,e=Object.keys(t),s=e.length;return t.open.map(((i,o)=>{const h={};for(let i=0;i<s;i++){const s=e[i],r=t[s][o];h[s]=r instanceof g?r.toNumber():r}return h}))}getLastValues(){const t={};for(const[e,s]of Object.entries(this.ohlcv)){let i=s[s.length-1];t[e]=i instanceof g?i.toNumber():i}return t}addColumn(t,e){const s=this.ohlcv.open.length;if(e.length>s)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");e=[...new Array(s-e.length).fill(null),...e],this.ohlcv[t]=e}crossPairs(t){const e=this.ohlcv,s={},i=t=>{if(!e.hasOwnProperty(t)&&"string"==typeof t){const[e,...s]=t.split("_");this[e]&&s.length>0&&this[e](...s)}};for(const{fast:o,slow:h}of t)if(o&&h)if(i(o),i(h),"number"!=typeof h||s[h]||(s[h]=e.close.map((()=>new g(h)))),e[o]&&e[h]){const t=E(e[o],e[h]);this.addColumn(`${o}_x_${h}`,t)}else if(e[o]&&s[h]){const t=E(e[o],s[h]);this.addColumn(`${o}_x_${h}`,t)}else console.error(`Missing ohlcv properties for ${o} or ${h}`)}ema(t){return((t,e)=>{const{ohlcv:s}=t,i=s.close,o=y(i,e);t.addColumn(`ema_${e}`,o)})(this,t),this}sma(t){return((t,e)=>{const{ohlcv:s}=t,i=s.close,o=P(i,e);t.addColumn(`sma_${e}`,o)})(this,t),this}macd(t,e,s){return((t,e=12,s=26,i=9)=>{const{ohlcv:o}=t,h=((t,e=12,s=26,i=9)=>{const o=[],h=[],r=[],n=new R({indicator:x,shortInterval:e,longInterval:s,signalInterval:i}),l=t.length;for(let e=0;e<l;e++){let s={};n.update(t[e]);try{s=n.getResult()}catch(t){s={macd:null,signal:null,histogram:null}}o.push(s.macd),h.push(s.signal),r.push(s.histogram)}return{macd_diff:o,macd_dea:h,macd_histogram:r,macd_diff_x_macd_dea:E(o,h)}})(o.close,e,s,i);for(let e in h)t.addColumn(e,h[e])})(this,t,e,s),this}bollingerBands(t,e,s){return((t,e,s)=>{const{ohlcv:i}=t,o=((t,e=20,s=2)=>{const i=t.length,o={upper:[],middle:[],lower:[]},h=new b(e,s);for(let e=0;e<i;e++){let s={};h.update(t[e]);try{s=h.getResult()}catch(t){s={upper:null,middle:null,lower:null}}o.upper.push(s.upper),o.middle.push(s.middle),o.lower.push(s.lower)}const r=S(t,{upper:o.upper,lower:o.lower});return{...o,range:r}})(i.close,e,s);for(let e in o)t.addColumn(`bollinger_bands_${e}`,o[e])})(this,t,e),this}rsi(t,e,s){return((t,e,s,i)=>{const{ohlcv:o}=t;"number"==typeof e&&void 0===i&&(i=e);const h=((t,e=14,s="SMA",i=14)=>{if(t.length<e)return[];let o=[];e=parseInt(e),i=parseInt(i);const h=new B(e),r=t.length;for(let e=0;e<r;e++){let s=null;h.update(t[e]);try{s=h.getResult()}catch(t){s=null}o.push(s)}o=o.filter((t=>t));let n={[`rsi_${e}`]:o};if("string"==typeof s&&"number"==typeof i&&C.hasOwnProperty(`get${s}`)){const t=C[`get${s}`](o,i);n[`rsi_${s}_${i}`]=t,n[`rsi_${e}_x_rsi_${s}_${i}`]=E(o,t)}return n})(o.close,e,s,i);for(let e in h)t.addColumn(`${e}`.toLowerCase(),h[e])})(this,t,e,s),this}candles(){return(t=>{const{ohlcv:e}=t,s=(t=>{const{open:e,high:s,low:i,close:o}=t,h=e.length;if(![e,s,i,o].every((t=>Array.isArray(t)&&t.length>1&&t.length===h)))return{pattern:Array(h).fill("Neutral"),name:Array(h).fill("No Pattern"),score:Array(h).fill(0)};const r=(t,e,s=1e-4)=>Math.abs(t-e)<s,n={bullish:[{name:"Marubozu",condition:(t,e)=>r(e.open,e.low)&&r(e.close,e.high),score:2},{name:"Engulfing",condition:(t,e)=>e.open<t.close&&e.close>t.open&&e.low<t.low&&e.high>t.high,score:2},{name:"Kicker",condition:(t,e)=>e.open<t.open&&e.close>e.open&&t.close<t.open,score:2},{name:"Morning Star",condition:(t,e)=>e.close>t.close&&e.open<t.open&&t.close<t.open,score:2},{name:"Piercing Line",condition:(t,e)=>e.close>t.close&&e.open<t.open&&e.close>(t.open+t.close)/2,score:1},{name:"Belt Hold",condition:(t,e)=>e.open>t.open&&r(e.close,e.high)&&r(t.close,t.low),score:1},{name:"Harami",condition:(t,e)=>e.open>t.close&&e.close<t.open&&e.open<t.open&&e.close>t.close,score:1},{name:"Doji",condition:(t,e)=>r(e.close,e.open)&&e.high-e.low>Math.abs(e.close-e.open),score:0}],bearish:[{name:"Marubozu",condition:(t,e)=>r(e.open,e.high)&&r(e.close,e.low),score:-2},{name:"Engulfing",condition:(t,e)=>e.open>t.close&&e.close<t.open&&e.high>t.high&&e.low<t.low,score:-2},{name:"Kicker",condition:(t,e)=>e.open>t.open&&e.close<e.open&&t.close>t.open,score:-2},{name:"Evening Star",condition:(t,e)=>e.close<t.close&&e.open>t.open&&t.close<t.open,score:-2},{name:"Dark Cloud Cover",condition:(t,e)=>e.close<t.close&&e.open>t.open&&e.close<(t.open+t.close)/2,score:-1},{name:"Belt Hold",condition:(t,e)=>e.open<t.open&&r(e.close,e.low)&&r(t.close,t.high),score:-1},{name:"Harami",condition:(t,e)=>e.open<t.close&&e.close>t.open&&e.open>t.open&&e.close<t.close,score:-1},{name:"Doji",condition:(t,e)=>r(e.close,e.open)&&e.high-e.low>Math.abs(e.close-e.open),score:0}]},l=(t,e,s)=>{for(const{name:i,condition:o,score:h}of s)if(o(t,e))return{name:i,score:h};return null},c=["Neutral"],a=["No Pattern"],u=[0];for(let t=1;t<h;t++){const h={open:e[t-1],high:s[t-1],low:i[t-1],close:o[t-1]},r={open:e[t],high:s[t],low:i[t],close:o[t]},p=l(h,r,n.bullish)||l(h,r,n.bearish);p?(c.push(p.score>0?"Bullish":"Bearish"),a.push(p.name),u.push(p.score)):(c.push("Neutral"),a.push("No Pattern"),u.push(0))}return{pattern:c,name:a,score:u}})(e);for(let e in s)t.addColumn(`candle_${e}`.toLowerCase(),s[e])})(this),this}volumeProfile(t,e,s){return((t,e,s=1,i)=>{let{ohlcv:o}=t;const h=((t,e,s)=>{const i=new Date(t[s][t[s].length-1]),o=new Date(i);o.setDate(o.getDate()-e),o.setHours(0,0,0,0);const h={open:[],high:[],low:[],close:[],volume:[],[s]:[]};for(let e=0;e<t[s].length;e++)new Date(t[s][e])>=o&&(h.open.push(t.open[e]),h.high.push(t.high[e]),h.low.push(t.low[e]),h.close.push(t.close[e]),h.volume.push(t.volume[e]),h[s].push(t[s][e]));return h})(o,s,i),r=((t,e=5)=>{const{open:s,high:i,low:o,close:h,volume:r}=t,n=Math.min(...o),l=(Math.max(...i)-n)/e,c={upVolume:0,downVolume:0,grossVolume:0},a=Array.from({length:e},((t,e)=>({price:n+l*e,upVolume:0,downVolume:0,grossVolume:0}))),u=1/l;for(let t=0;t<h.length;t++){const l=h[t],c=s[t],p=i[t],g=o[t],v=r[t],f=l>=c?v:0,d=l<c?v:0,m=Math.max(0,Math.floor((g-n)*u)),w=Math.min(e,Math.ceil((p-n)*u));for(let t=m;t<w;t++)a[t].upVolume+=f,a[t].downVolume+=d,a[t].grossVolume+=f+d}for(const{upVolume:t,downVolume:e,grossVolume:s}of a)c.upVolume+=t,c.downVolume+=e,c.grossVolume+=s;return{bins:a,nodes:D(a)}})(h,e),n=r.nodes.high.price,l=r.nodes.low.price;t.addColumn("volume_profile_high",[n]),t.addColumn("volume_profile_low",[l])})(this,t,e,s),this}}})(),OHLCV_INDICATORS=e})();
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e.open<t.close&&e.close>t.open&&e.low<t.low&&e.high>t.high},score:2},{name:"Kicker",condition:function(t,e){return e.open<t.open&&e.close>e.open&&t.close<t.open},score:2},{name:"Morning Star",condition:function(t,e){return e.close>t.close&&e.open<t.open&&t.close<t.open},score:2},{name:"Piercing Line",condition:function(t,e){return e.close>t.close&&e.open<t.open&&e.close>(t.open+t.close)/2},score:1},{name:"Belt Hold",condition:function(t,e){return e.open>t.open&&l(e.close,e.high)&&l(t.close,t.low)},score:1},{name:"Harami",condition:function(t,e){return e.open>t.close&&e.close<t.open&&e.open<t.open&&e.close>t.close},score:1},{name:"Doji",condition:function(t,e){return l(e.close,e.open)&&e.high-e.low>Math.abs(e.close-e.open)},score:0}],bearish:[{name:"Marubozu",condition:function(t,e){return l(e.open,e.high)&&l(e.close,e.low)},score:-2},{name:"Engulfing",condition:function(t,e){return e.open>t.close&&e.close<t.open&&e.high>t.high&&e.low<t.low},score:-2},{name:"Kicker",condition:function(t,e){return e.open>t.open&&e.close<e.open&&t.close>t.open},score:-2},{name:"Evening Star",condition:function(t,e){return e.close<t.close&&e.open>t.open&&t.close<t.open},score:-2},{name:"Dark Cloud Cover",condition:function(t,e){return e.close<t.close&&e.open>t.open&&e.close<(t.open+t.close)/2},score:-1},{name:"Belt Hold",condition:function(t,e){return e.open<t.open&&l(e.close,e.low)&&l(t.close,t.high)},score:-1},{name:"Harami",condition:function(t,e){return e.open<t.close&&e.close>t.open&&e.open>t.open&&e.close<t.close},score:-1},{name:"Doji",condition:function(t,e){return l(e.close,e.open)&&e.high-e.low>Math.abs(e.close-e.open)},score:0}]},u=function(t,e,r){var n,o=function(t,e){var r="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!r){if(Array.isArray(t)||(r=function(t,e){if(t){if("string"==typeof t)return qt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?qt(t,e):void 0}}(t))||e&&t&&"number"==typeof t.length){r&&(t=r);var n=0,o=function(){};return{s:o,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:o}}throw new TypeError("Invalid attempt to iterate non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}var i,l=!0,c=!1;return{s:function(){r=r.call(t)},n:function(){var t=r.next();return l=t.done,t},e:function(t){c=!0,i=t},f:function(){try{l||null==r.return||r.return()}finally{if(c)throw i}}}}(r);try{for(o.s();!(n=o.n()).done;){var i=n.value,l=i.name,c=i.condition,u=i.score;if(c(t,e))return{name:l,score:u}}}catch(t){o.e(t)}finally{o.f()}return null},a=["Neutral"],s=["No Pattern"],h=[0],f=1;f<i;f++){var p={open:e[f-1],high:r[f-1],low:n[f-1],close:o[f-1]},v={open:e[f],high:r[f],low:n[f],close:o[f]},y=u(p,v,c.bullish)||u(p,v,c.bearish);y?(a.push(y.score>0?"Bullish":"Bearish"),s.push(y.name),h.push(y.score)):(a.push("Neutral"),s.push("No Pattern"),h.push(0))}return{pattern:a,name:s,score:h}};function Ut(t){return Ut="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},Ut(t)}function Wt(t){return function(t){if(Array.isArray(t))return $t(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||function(t,e){if(t){if("string"==typeof t)return $t(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?$t(t,e):void 0}}(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function $t(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}function zt(t,e){for(var r=0;r<e.length;r++){var n=e[r];n.enumerable=n.enumerable||!1,n.configurable=!0,"value"in n&&(n.writable=!0),Object.defineProperty(t,Kt(n.key),n)}}function Kt(t){var e=function(t,e){if("object"!=Ut(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Ut(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Ut(e)?e:e+""}var Jt=function(){return t=function t(e){var r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:100;!function(t,e){if(!(t instanceof e))throw new TypeError("Cannot call a class as a function")}(this,t);var n=["open","high","low","close"];this.ohlcv={};for(var o=0,i=Object.keys(e);o<i.length;o++){var l=i[o];n.includes(l)&&(this.ohlcv[l]=e[l].slice(-r))}},(e=[{key:"init",value:function(){if(this.ohlcv.close.length<50)return console.log("PatternRecognizer requires at least 50 datapoints"),{chart_pattern:"Neutral",chart_score:0};for(var t=0,e=[{name:"Bullish Flag",condition:this.isBullishFlag.bind(this),score:2},{name:"Bearish Flag",condition:this.isBearishFlag.bind(this),score:-2},{name:"Bullish Pennant",condition:this.isBullishPennant.bind(this),score:2},{name:"Bearish Pennant",condition:this.isBearishPennant.bind(this),score:-2},{name:"Bearish Double Top",condition:this.isDoubleTop.bind(this),score:-1},{name:"Bullish Double Bottom",condition:this.isDoubleBottom.bind(this),score:1},{name:"Bearish Triple Top",condition:this.isTripleTop.bind(this),score:-1},{name:"Bullish Triple Bottom",condition:this.isTripleBottom.bind(this),score:1},{name:"Bearish Head And Shoulders",condition:this.isHeadAndShoulders.bind(this),score:-1},{name:"Bullish 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o=t-e;o<t-1;o++)if(this.ohlcv.high[o]>this.ohlcv.high[o+1]||this.ohlcv.low[o]>this.ohlcv.low[o+1])return!1;return!0}},{key:"isBearishFlag",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=(Math.floor(e/2),this.ohlcv.close[t-2*e]);if((r-this.ohlcv.close[t-e])/r<.15)return!1;var n=this.ohlcv.close[t-e];if((this.ohlcv.close[t-1]-n)/n>.05)return!1;for(var o=t-e;o<t-1;o++)if(this.ohlcv.high[o]<this.ohlcv.high[o+1]||this.ohlcv.low[o]<this.ohlcv.low[o+1])return!1;return!0}},{key:"isBullishPennant",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.floor(e/2),n=this.ohlcv.close[t-2*e];if((this.ohlcv.close[t-e]-n)/n<.15)return!1;var o=this.ohlcv.close[t-e];if((o-this.ohlcv.close[t-1])/o>.05)return!1;for(var i=t-r;i<t-1;i++)if(this.ohlcv.high[i]<this.ohlcv.high[i+1]&&this.ohlcv.low[i]<this.ohlcv.low[i+1]||this.ohlcv.high[i]>this.ohlcv.high[i+1]&&this.ohlcv.low[i]>this.ohlcv.low[i+1])return!1;return!0}},{key:"isBearishPennant",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.floor(e/2),n=this.ohlcv.close[t-2*e];if((n-this.ohlcv.close[t-e])/n<.15)return!1;var o=this.ohlcv.close[t-e];if((this.ohlcv.close[t-1]-o)/o>.05)return!1;for(var i=t-r;i<t-1;i++)if(this.ohlcv.high[i]>this.ohlcv.high[i+1]&&this.ohlcv.low[i]>this.ohlcv.low[i+1]||this.ohlcv.high[i]<this.ohlcv.high[i+1]&&this.ohlcv.low[i]<this.ohlcv.low[i+1])return!1;return!0}},{key:"isDoubleTop",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/2),r=Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var o=Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))),i=Math.min.apply(Math,Wt(this.ohlcv.close.slice(e)));return!((r-o)/r<.1||(n-i)/n<.1)&&Math.abs(r-n)/r<.03}},{key:"isDoubleBottom",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/2),r=Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Wt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var o=Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e))),i=Math.max.apply(Math,Wt(this.ohlcv.close.slice(e)));return!((o-r)/r<.1||(i-n)/n<.1)&&Math.abs(r-n)/r<.03}},{key:"isTripleTop",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Wt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=(r-Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))))/r,l=(n-Math.min.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))))/n,c=(o-Math.min.apply(Math,Wt(this.ohlcv.close.slice(2*e))))/o;return!(i<.1||l<.1||c<.1)&&Math.abs(r-n)/r<.03&&Math.abs(r-o)/r<.03}},{key:"isTripleBottom",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Wt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=(Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e)))-r)/r,l=(Math.max.apply(Math,Wt(this.ohlcv.close.slice(e,2*e)))-n)/n,c=(Math.max.apply(Math,Wt(this.ohlcv.close.slice(2*e)))-o)/o;return!(i<.1||l<.1||c<.1)&&Math.abs(r-n)/r<.03&&Math.abs(r-o)/r<.03}},{key:"isHeadAndShoulders",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Wt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))),l=Math.min.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Wt(this.ohlcv.close.slice(2*e))),u=(n-l)/n,a=(Math.max(i,c)-Math.min(i,c))/Math.min(i,c);return u>.15&&a<.03}},{key:"isInverseHeadAndShoulders",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Wt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e))),l=Math.max.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),c=Math.max.apply(Math,Wt(this.ohlcv.close.slice(2*e))),u=(l-n)/n,a=(Math.min(i,c)-Math.max(i,c))/Math.max(i,c);return u>.15&&a<.03}},{key:"isRisingWedge",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Wt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))),l=Math.min.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Wt(this.ohlcv.close.slice(2*e)));return r<n&&n<o&&i<l&&l<c}},{key:"isFallingWedge",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Wt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Wt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Wt(this.ohlcv.close.slice(0,e))),l=Math.min.apply(Math,Wt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Wt(this.ohlcv.close.slice(2*e)));return r>n&&n>o&&i>l&&l>c}},{key:"isBullishTriangle",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/2),r=Math.max.apply(Math,Wt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.high.slice(e))),o=Math.min.apply(Math,Wt(this.ohlcv.low.slice(0,e))),i=Math.min.apply(Math,Wt(this.ohlcv.low.slice(e)));return r>n&&o<i}},{key:"isBearishTriangle",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/2),r=Math.max.apply(Math,Wt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.high.slice(e)));return Math.min.apply(Math,Wt(this.ohlcv.low.slice(0,e)))<Math.min.apply(Math,Wt(this.ohlcv.low.slice(e)))&&r>n}},{key:"isBullishRectangle",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Wt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.high.slice(e,2*e))),o=Math.max.apply(Math,Wt(this.ohlcv.high.slice(2*e))),i=Math.min.apply(Math,Wt(this.ohlcv.low.slice(0,e))),l=Math.min.apply(Math,Wt(this.ohlcv.low.slice(e,2*e))),c=Math.min.apply(Math,Wt(this.ohlcv.low.slice(2*e))),u=Math.abs(r-n)/r<.03&&Math.abs(n-o)/n<.03,a=Math.abs(i-l)/i<.03&&Math.abs(l-c)/l<.03;return u&&a}},{key:"isBearishRectangle",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Wt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Wt(this.ohlcv.high.slice(e,2*e))),o=Math.max.apply(Math,Wt(this.ohlcv.high.slice(2*e))),i=Math.min.apply(Math,Wt(this.ohlcv.low.slice(0,e))),l=Math.min.apply(Math,Wt(this.ohlcv.low.slice(e,2*e))),c=Math.min.apply(Math,Wt(this.ohlcv.low.slice(2*e))),u=Math.abs(r-n)/r<.03&&Math.abs(n-o)/n<.03,a=Math.abs(i-l)/i<.03&&Math.abs(l-c)/l<.03;return u&&a}}])&&zt(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}(),Qt=["open","high","low","close","volume"];function Xt(t){return Xt="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},Xt(t)}function Yt(t){return function(t){if(Array.isArray(t))return ne(t)}(t)||Zt(t)||re(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Zt(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}function te(t,e){return oe(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,l,c=[],u=!0,a=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;u=!1}else 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e=function(t,e){if("object"!=Xt(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Xt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Xt(e)?e:e+""}var ce=function(){return t=function t(){!function(t,e){if(!(t instanceof e))throw new TypeError("Cannot call a class as a function")}(this,t),this.ChartPatterns=function(t){return new Jt(t).init()}},e=[{key:"init",value:function(t){return this.ohlcv=t.reduce((function(t,e){var r=e.open,n=e.high,o=e.low,i=e.close,l=e.volume,c=function(t,e){if(null==t)return{};var r,n,o=function(t,e){if(null==t)return{};var r={};for(var n in t)if({}.hasOwnProperty.call(t,n)){if(e.includes(n))continue;r[n]=t[n]}return r}(t,e);if(Object.getOwnPropertySymbols){var i=Object.getOwnPropertySymbols(t);for(n=0;n<i.length;n++)r=i[n],e.includes(r)||{}.propertyIsEnumerable.call(t,r)&&(o[r]=t[r])}return o}(e,Qt);t.open.push(r),t.high.push(n),t.low.push(o),t.close.push(i),t.volume.push(l);for(var u=0,a=Object.keys(c);u<a.length;u++){var s=a[u];t[s]||(t[s]=[]),t[s].push(c[s])}return t}),{open:[],high:[],low:[],close:[],volume:[]}),this}},{key:"getHeaders",value:function(){return Object.keys(this.ohlcv)}},{key:"getData",value:function(){var t=this.ohlcv,e=Object.keys(t),r=e.length;return t.open.map((function(n,o){for(var i={},l=0;l<r;l++){var c=e[l],u=t[c][o];i[c]=u instanceof p?u.toNumber():u}return i}))}},{key:"getLastValues",value:function(){for(var t={},e=0,r=Object.entries(this.ohlcv);e<r.length;e++){var n=te(r[e],2),o=n[0],i=n[1],l=i[i.length-1];t[o]=l instanceof p?l.toNumber():l}return t}},{key:"addColumn",value:function(t,e){var r=this.ohlcv.open.length;if(e.length>r)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");var n=new Array(r-e.length).fill(null);e=[].concat(Yt(n),Yt(e)),this.ohlcv[t]=e}},{key:"crossPairs",value:function(t){var e,r=this,n=this.ohlcv,o={},i=function(t){if(!n.hasOwnProperty(t)&&"string"==typeof t){var e=oe(l=t.split("_"))||Zt(l)||re(l)||ee(),o=e[0],i=e.slice(1);r[o]&&i.length>0&&r[o].apply(r,Yt(i))}var l},l=function(t,e){var r="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!r){if(Array.isArray(t)||(r=re(t))){r&&(t=r);var n=0,o=function(){};return{s:o,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:o}}throw new TypeError("Invalid attempt to iterate non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}var i,l=!0,c=!1;return{s:function(){r=r.call(t)},n:function(){var t=r.next();return l=t.done,t},e:function(t){c=!0,i=t},f:function(){try{l||null==r.return||r.return()}finally{if(c)throw i}}}}(t);try{var c=function(){var t=e.value,l=t.fast,c=t.slow;if(!l||!c)return 1;if(i(l),i(c),"number"!=typeof c||o[c]||(o[c]=n.close.map((function(){return new p(c)}))),n[l]&&n[c]){var u=_t(n[l],n[c]);r.addColumn("".concat(l,"_x_").concat(c),u)}else if(n[l]&&o[c]){var a=_t(n[l],o[c]);r.addColumn("".concat(l,"_x_").concat(c),a)}else console.error("Missing ohlcv properties for ".concat(l," or ").concat(c))};for(l.s();!(e=l.n()).done;)c()}catch(t){l.e(t)}finally{l.f()}}},{key:"ema",value:function(t){return function(t,e){var r=t.ohlcv.close,n=Pt(r,e);t.addColumn("ema_".concat(e),n)}(this,t),this}},{key:"sma",value:function(t){return function(t,e){var r=t.ohlcv.close,n=Et(r,e);t.addColumn("sma_".concat(e),n)}(this,t),this}},{key:"macd",value:function(t,e,r){return function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:12,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:26,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:9,o=function(t){for(var e=[],r=[],n=[],o=new yt({indicator:st,shortInterval:arguments.length>1&&void 0!==arguments[1]?arguments[1]:12,longInterval:arguments.length>2&&void 0!==arguments[2]?arguments[2]:26,signalInterval:arguments.length>3&&void 0!==arguments[3]?arguments[3]:9}),i=t.length,l=0;l<i;l++){var c={};o.update(t[l]);try{c=o.getResult()}catch(t){c={macd:null,signal:null,histogram:null}}e.push(c.macd),r.push(c.signal),n.push(c.histogram)}return{macd_diff:e,macd_dea:r,macd_histogram:n,macd_diff_x_macd_dea:_t(e,r)}}(t.ohlcv.close,e,r,n);for(var i in o)t.addColumn(i,o[i])}(this,t,e,r),this}},{key:"bollingerBands",value:function(t,e,r){return function(t,e,r){var n=function(t){for(var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:2,n=t.length,o={upper:[],middle:[],lower:[]},i=new et(e,r),l=0;l<n;l++){var c={};i.update(t[l]);try{c=i.getResult()}catch(t){c={upper:null,middle:null,lower:null}}o.upper.push(c.upper),o.middle.push(c.middle),o.lower.push(c.lower)}var u=At(t,{upper:o.upper,lower:o.lower});return xt(xt({},o),{},{range:u})}(t.ohlcv.close,e,r);for(var o in n)t.addColumn("bollinger_bands_".concat(o),n[o])}(this,t,e),this}},{key:"rsi",value:function(t,e,r){return function(t,e,r,n){var o=t.ohlcv.close;"number"==typeof e&&void 0===n&&(n=e);var i=It(o,e,r,n);for(var l in i)t.addColumn("".concat(l).toLowerCase(),i[l])}(this,t,e,r),this}},{key:"candles",value:function(){return function(t){var e=t.ohlcv,r=Gt(e);for(var n in r)t.addColumn("candle_".concat(n).toLowerCase(),r[n])}(this),this}},{key:"volumeProfile",value:function(t,e,r){return function(t,e){var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:1,n=arguments.length>3?arguments[3]:void 0,o=t.ohlcv,i=function(t){for(var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:5,r=t.open,n=t.high,o=t.low,i=t.close,l=t.volume,c=Math.min.apply(Math,Ft(o)),u=(Math.max.apply(Math,Ft(n))-c)/e,a={upVolume:0,downVolume:0,grossVolume:0},s=Array.from({length:e},(function(t,e){return{price:c+u*e,upVolume:0,downVolume:0,grossVolume:0}})),h=1/u,f=0;f<i.length;f++)for(var p=i[f],v=r[f],y=n[f],m=o[f],b=l[f],d=p>=v?b:0,g=p<v?b:0,w=Math.max(0,Math.floor((m-c)*h)),M=Math.min(e,Math.ceil((y-c)*h)),O=w;O<M;O++)s[O].upVolume+=d,s[O].downVolume+=g,s[O].grossVolume+=d+g;for(var S=0,j=s;S<j.length;S++){var P=j[S],E=P.upVolume,_=P.downVolume,k=P.grossVolume;a.upVolume+=E,a.downVolume+=_,a.grossVolume+=k}return{bins:s,nodes:Ht(s)}}(Lt(o,r,n),e),l=i.nodes.high.price,c=i.nodes.low.price;t.addColumn("volume_profile_high",[l]),t.addColumn("volume_profile_low",[c])}(this,t,e,r),this}}],e&&ie(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/package.json

@@ -1,12 +1,12 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.2.8",
+  "version": "1.3.0",
   "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": {
     "test": "node test/test.js",
-    "build": "webpack"
+    "build": "npx webpack"
   },
   "author": "https://jaimelias.com/",
   "license": "ISC",
@@ -14,8 +14,12 @@
     "trading-signals": "^5.0.4"
   },
   "devDependencies": {
+    "@babel/core": "^7.25.2",
+    "@babel/plugin-proposal-class-properties": "^7.18.6",
+    "@babel/preset-env": "^7.25.3",
+    "babel-loader": "^9.1.3",
     "dotenv": "^16.4.5",
-    "webpack": "^5.92.1",
+    "webpack": "^5.93.0",
     "webpack-cli": "^5.1.4"
   }
 }

package/src/moving-averages/bollingerBands.js

@@ -59,11 +59,11 @@ const bollingerBandsRange = (data, bollingerBands) => {
       const dataBig = new Big(data[i]);
 
       const range = upperBig.minus(lowerBig);
-      output[i] = dataBig.minus(lowerBig).div(range).times(100).toNumber();
+      output[i] = dataBig.minus(lowerBig).div(range).times(100)
     } else {
       output[i] = null;
     }
   }
-
+  
   return output;
 }

package/webpack.config.js

@@ -1,13 +1,43 @@
-import {resolve, dirname } from 'path'
-import { fileURLToPath } from 'url'
-const __dirname = dirname(fileURLToPath(import.meta.url))
+import { resolve, dirname } from 'path';
+import { fileURLToPath } from 'url';
+const __dirname = dirname(fileURLToPath(import.meta.url));
 
-
-const entry = './index.js'
+const entry = './index.js';
 const output = {
-    filename: 'ohlcv-indicators.min.js',
-    path: resolve(__dirname, './dist'),
-    library: 'OHLCV_INDICATORS'
-}
+  filename: 'ohlcv-indicators.min.js',
+  path: resolve(__dirname, './dist'),
+  library: 'OHLCV_INDICATORS'
+};
 
-export default {entry, output, mode: 'production', target: 'web'}
+export default {
+  entry,
+  output,
+  mode: 'production',
+  target: 'web',
+  module: {
+    rules: [
+      {
+        test: /\.js$/,
+        exclude: /node_modules/,
+        use: {
+          loader: 'babel-loader',
+          options: {
+            presets: ['@babel/preset-env'],
+            plugins: ['@babel/plugin-proposal-class-properties']
+          }
+        }
+      },
+      {
+        test: /\.js$/,
+        include: /node_modules\/trading-signals/,
+        use: {
+          loader: 'babel-loader',
+          options: {
+            presets: ['@babel/preset-env'],
+            plugins: ['@babel/plugin-proposal-class-properties']
+          }
+        }
+      }
+    ]
+  }
+};