ohlcv-indicators 1.3.1 → 1.3.3

package/dist/ohlcv-indicators.min.js

@@ -1 +1,2 @@
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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 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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,Zt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Zt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var 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i=(r-Math.min.apply(Math,Zt(this.ohlcv.close.slice(0,e))))/r,a=(n-Math.min.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))))/n,c=(o-Math.min.apply(Math,Zt(this.ohlcv.close.slice(2*e))))/o;return!(i<.1||a<.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,Zt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Zt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=(Math.max.apply(Math,Zt(this.ohlcv.close.slice(0,e)))-r)/r,a=(Math.max.apply(Math,Zt(this.ohlcv.close.slice(e,2*e)))-n)/n,c=(Math.max.apply(Math,Zt(this.ohlcv.close.slice(2*e)))-o)/o;return!(i<.1||a<.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,Zt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Zt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.min.apply(Math,Zt(this.ohlcv.close.slice(0,e))),a=Math.min.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Zt(this.ohlcv.close.slice(2*e))),l=(n-a)/n,u=(Math.max(i,c)-Math.min(i,c))/Math.min(i,c);return l>.15&&u<.03}},{key:"isInverseHeadAndShoulders",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.min.apply(Math,Zt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Zt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.max.apply(Math,Zt(this.ohlcv.close.slice(0,e))),a=Math.max.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),c=Math.max.apply(Math,Zt(this.ohlcv.close.slice(2*e))),l=(a-n)/n,u=(Math.min(i,c)-Math.max(i,c))/Math.max(i,c);return l>.15&&u<.03}},{key:"isRisingWedge",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Zt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Zt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Zt(this.ohlcv.close.slice(0,e))),a=Math.min.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Zt(this.ohlcv.close.slice(2*e)));return r<n&&n<o&&i<a&&a<c}},{key:"isFallingWedge",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Zt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Zt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Zt(this.ohlcv.close.slice(0,e))),a=Math.min.apply(Math,Zt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Zt(this.ohlcv.close.slice(2*e)));return r>n&&n>o&&i>a&&a>c}},{key:"isBullishTriangle",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/2),r=Math.max.apply(Math,Zt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Zt(this.ohlcv.high.slice(e))),o=Math.min.apply(Math,Zt(this.ohlcv.low.slice(0,e))),i=Math.min.apply(Math,Zt(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,Zt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Zt(this.ohlcv.high.slice(e)));return 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ne(t).init()}},e=[{key:"init",value:function(t){return this.promises=[],this.crossPairsArr=[],this.ohlcv=t.reduce((function(t,e){var r=e.open,n=e.high,o=e.low,i=e.close,a=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,oe);t.open.push(new p(r)),t.high.push(new p(n)),t.low.push(new p(o)),t.close.push(new p(i)),t.volume.push(new p(a));for(var l=0,u=Object.keys(c);l<u.length;l++){var s=u[l];t[s]||(t[s]=[]),t[s].push(c[s])}return t}),{open:[],high:[],low:[],close:[],volume:[]}),this}},{key:"computePromises",value:(o=fe(ce().mark((function t(){var e,r=this;return ce().wrap((function(t){for(;;)switch(t.prev=t.next){case 0:return e=function(){var t=fe(ce().mark((function t(e,n){return ce().wrap((function(t){for(;;)switch(t.prev=t.next){case 0:Promise.all(e[n]).then((function(t){if(Array.isArray(t))for(var e=0;e<t.length;e++)for(var n=0,o=Object.entries(t[e]);n<o.length;n++){var i=le(o[n],2),a=i[0],c=i[1];r.addColumn("".concat(a).toLowerCase(),c)}}));case 1:case"end":return t.stop()}}),t)})));return function(e,r){return t.apply(this,arguments)}}(),t.next=3,e(this,"promises");case 3:return t.next=5,Vt(this,this.crossPairsArr);case 5:return t.abrupt("return",this.ohlcv);case 6:case"end":return t.stop()}}),t,this)}))),function(){return o.apply(this,arguments)})},{key:"getData",value:(n=fe(ce().mark((function t(){var e,r,n;return ce().wrap((function(t){for(;;)switch(t.prev=t.next){case 0:return t.next=2,this.computePromises();case 2:return e=this.ohlcv,r=Object.keys(e),n=r.length,t.abrupt("return",e.open.map((function(t,o){for(var i={},a=0;a<n;a++){var c=r[a],l=e[c][o];i[c]=l instanceof p?l.toNumber():l}return i})));case 6:case"end":return t.stop()}}),t,this)}))),function(){return n.apply(this,arguments)})},{key:"getLastValues",value:(r=fe(ce().mark((function t(){var e,r,n,o,i,a,c;return ce().wrap((function(t){for(;;)switch(t.prev=t.next){case 0:return t.next=2,this.computePromises();case 2:for(e={},r=0,n=Object.entries(this.ohlcv);r<n.length;r++)o=le(n[r],2),i=o[0],a=o[1],c=a[a.length-1],e[i]=c instanceof p?c.toNumber():c;return t.abrupt("return",e);case 5:case"end":return t.stop()}}),t,this)}))),function(){return r.apply(this,arguments)})},{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(ae(n),ae(e)),this.ohlcv[t]=e}},{key:"crossPairs",value:function(t){return this.crossPairsArr=t,this}},{key:"ema",value:function(t){return this.promises.push(Promise.resolve(function(t,e){var r=t.ohlcv.close,n=_t(r,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=Pt(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Pt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Pt(e)?e:e+""}(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}({},"ema_".concat(e),n)}(this,t))),this}},{key:"sma",value:function(t){return this.promises.push(Promise.resolve(function(t,e){var r=t.ohlcv.close,n=xt(r,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=Et(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Et(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Et(e)?e:e+""}(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}({},"sma_".concat(e),n)}(this,t))),this}},{key:"macd",value:function(t,e,r){return this.promises.push(Promise.resolve(function(t,e,r,n){var o=t.ohlcv.close,i=Math.max(e,r,n);return 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,a=0;a<i;a++){var c={};o.update(t[a]);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:Ft(e,r)}}(o.slice(-3*i),e,r,n)}(this,t,e,r))),this}},{key:"bollingerBands",value:function(t,e,r){return this.promises.push(Promise.resolve(function(t,e,r){return 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={bollinger_bands_upper:[],bollinger_bands_middle:[],bollinger_bands_lower:[]},i=new et(e,r),a=0;a<n;a++){var c={};i.update(t[a]);try{c=i.getResult()}catch(t){c={upper:null,middle:null,lower:null}}o.bollinger_bands_upper.push(c.upper),o.bollinger_bands_middle.push(c.middle),o.bollinger_bands_lower.push(c.lower)}var l=o.bollinger_bands_upper,u=o.bollinger_bands_middle,s=o.bollinger_bands_lower;return{bollinger_bands_upper:l,bollinger_bands_middle:u,bollinger_bands_lower:s,bollinger_bands_range:Gt(t,{bollinger_bands_upper:l,bollinger_bands_lower:s})}}(t.ohlcv.close.slice(-3*e),e,r)}(this,t,e))),this}},{key:"rsi",value:function(t,e,r){return this.promises.push(Promise.resolve(function(t,e,r,n){var o=t.ohlcv.close.slice(-3*e);return"number"==typeof e&&void 0===n&&(n=e),Ut(o,e,r,n)}(this,t,e,r))),this}},{key:"candles",value:function(){var t;return this.promises.push(Promise.resolve((t=this.ohlcv,Qt(t)))),this}},{key:"volumeProfile",value:function(t,e,r){return this.promises.push(Promise.resolve(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,a=t.volume,c=Math.min.apply(Math,$t(o)),l=(Math.max.apply(Math,$t(n))-c)/e,u={upVolume:0,downVolume:0,grossVolume:0},s=Array.from({length:e},(function(t,e){return{price:c+l*e,upVolume:0,downVolume:0,grossVolume:0}})),h=1/l,f=0;f<i.length;f++)for(var p=i[f],v=r[f],y=n[f],m=o[f],b=a[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)),S=w;S<M;S++)s[S].upVolume+=d,s[S].downVolume+=g,s[S].grossVolume+=d+g;for(var j=0,O=s;j<O.length;j++){var P=O[j],_=P.upVolume,E=P.downVolume,x=P.grossVolume;u.upVolume+=_,u.downVolume+=E,u.grossVolume+=x}return{bins:s,nodes:zt(s)}}(Kt(o,r,n),e);return{volume_profile_high:[i.nodes.high.price],volume_profile_low:[i.nodes.low.price]}}(this,t,e,r))),this}}],e&&pe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e,r,n,o}()})(),OHLCV_INDICATORS=e})();

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

@@ -1,14 +1 @@
-/*! *****************************************************************************
-    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.
-    ***************************************************************************** */
+/*! regenerator-runtime -- Copyright (c) 2014-present, Facebook, Inc. -- license (MIT): https://github.com/facebook/regenerator/blob/main/LICENSE */

package/index.js

@@ -4,7 +4,7 @@ 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'
+import {crossPairs} from './src/studies/findCrosses.js'
 import { candles } from './src/studies/candles.js'
 import ChartPatterns from './src/studies/chart.js'
 import {Big} from 'trading-signals';
@@ -16,6 +16,8 @@ export default class OHLCV_INDICATORS {
 
     init(ohlcv) {
 
+        this.promises = []
+        this.crossPairsArr = []
         this.ohlcv = ohlcv.reduce((acc, { open, high, low, close, volume, ...rest }) => {
             acc.open.push(new Big(open))
             acc.high.push(new Big(high))
@@ -32,12 +34,35 @@ export default class OHLCV_INDICATORS {
         
         return this
     }
-    
-    getHeaders(){
-        return Object.keys(this.ohlcv)
+
+    async computePromises()
+    {
+        const resolvePromises = async (main, promiseName) => {
+
+            Promise.all(main[promiseName]).then(thisPromise => {
+
+                if(Array.isArray(thisPromise))
+                {
+                    for(let x = 0; x < thisPromise.length; x++)
+                    {                    
+                        for(const [key, arr] of Object.entries(thisPromise[x]))
+                        {
+                            this.addColumn(`${key}`.toLowerCase(), arr)
+                        }
+                    }
+                }
+            })
+        }
+
+        await resolvePromises(this, 'promises')
+        await crossPairs(this, this.crossPairsArr)
+
+        return this.ohlcv
     }
 
-    getData() {
+    async getData() {
+
+        await this.computePromises()
         const {ohlcv} = this
         const keys = Object.keys(ohlcv)
         const keysLength = keys.length
@@ -58,7 +83,8 @@ export default class OHLCV_INDICATORS {
             return row
         })
     }
-    getLastValues(){
+    async getLastValues(){
+        await this.computePromises()
         const output = {}
 
         for (const [k, arr] of Object.entries(this.ohlcv)) {
@@ -70,6 +96,7 @@ export default class OHLCV_INDICATORS {
     }
 
     addColumn(key, arr) {
+
         const ohlcvLength = this.ohlcv.open.length;
 
         if (arr.length > ohlcvLength) {
@@ -85,79 +112,68 @@ export default class OHLCV_INDICATORS {
 
     crossPairs(arr)
     {
-        const ohlcv = this.ohlcv;
-        const slowNumArrCache = {};
-        
-        // Helper function to create column if it doesn't exist
-        const createColumnIfNeeded = (v) => {
+        this.crossPairsArr = arr
 
-            if (!ohlcv.hasOwnProperty(v) && typeof v === 'string') {
-
-                const [funcName, ...params] = v.split('_');
-
-                if (this[funcName] && params.length > 0) {
-                    this[funcName](...params);
-                }
-            }
-        };
-        
-        for (const { fast, slow } of arr) {
-            // Validate parameters
-            if (!fast || !slow) continue;
-        
-            // Create columns if needed
-            createColumnIfNeeded(fast);
-            createColumnIfNeeded(slow);
-        
-            // Prepare slowNumArr if 'slow' is a number
-            if (typeof slow === 'number' && !slowNumArrCache[slow]) {
-                slowNumArrCache[slow] = ohlcv.close.map(() => new Big(slow));
-            }
-        
-            // Find and add crosses
-            if (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(ohlcv[fast], slowNumArrCache[slow]);
-                this.addColumn(`${fast}_x_${slow}`, cross);
-            } else {
-                console.error(`Missing ohlcv properties for ${fast} or ${slow}`);
-            }
-        }
-           
+        return this
     }
 
     ema(size) {
-        ema(this, size)
+
+        this.promises.push(
+            Promise.resolve(ema(this, size))
+        )
+
         return this
     }
     sma(size) {
-        sma(this, size)
+
+        this.promises.push(
+            Promise.resolve(sma(this, size))
+        )
+        
         return this
     }
     macd(fastLine, slowLine, signalLine) {
-        macd(this, fastLine, slowLine, signalLine)
+
+        this.promises.push(
+            Promise.resolve(macd(this, fastLine, slowLine, signalLine))
+        )
+        
         return this
     }
     bollingerBands(data, size, times)
     {
-        bollingerBands(this, data, size, times)
+
+        this.promises.push(
+            Promise.resolve(bollingerBands(this, data, size, times))
+        )
+
+        
         return this
     }
     rsi(period, movingAverage, movingAveragePeriod)
     {
-        rsi(this, period, movingAverage, movingAveragePeriod)
+        this.promises.push(Promise.resolve(rsi(this, period, movingAverage, movingAveragePeriod)))
+        
         return this
     }
     candles()
     {
-        candles(this)
+
+        this.promises.push(
+            Promise.resolve(candles(this))
+        )
+
+        
         return this
     }
     volumeProfile(numBins, daysBack, targetDateKey)
     {
-        volumeProfile(this, numBins, daysBack, targetDateKey)
+
+        this.promises.push(
+            Promise.resolve(volumeProfile(this, numBins, daysBack, targetDateKey))
+        )
+
         return this
     }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.3.1",
+  "version": "1.3.3",
   "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",

package/src/moving-averages/bollingerBands.js

@@ -5,23 +5,17 @@ import {BollingerBands, Big} from 'trading-signals';
 export const bollingerBands = (main, size, times) => {
   const {ohlcv} = main
   const data = ohlcv['close'];
-  const col = getBollingerBands(data, size, times)
-
-  for(let k in col)
-  {
-    main.addColumn(`bollinger_bands_${k}`, col[k])
-  }
+  const sliceData = data.slice(-(size*3))
+  const col = getBollingerBands(sliceData, size, times)
+  return col
 }
 
-
-
 export const getBollingerBands = (data, size = 20, times = 2) => {
 
   const dataLength = data.length
-  const output = {upper: [], middle: [], lower: []}
+  const output = {bollinger_bands_upper: [], bollinger_bands_middle: [], bollinger_bands_lower: []}
   const instance = new BollingerBands(size, times)
 
-
   for(let x = 0; x < dataLength; x++) {
     let obj = {}
     instance.update(data[x])
@@ -35,27 +29,28 @@ export const getBollingerBands = (data, size = 20, times = 2) => {
         obj = {upper: null, middle: null, lower: null}
     }
 
-    output.upper.push(obj.upper)
-    output.middle.push(obj.middle)
-    output.lower.push(obj.lower)
+    output.bollinger_bands_upper.push(obj.upper)
+    output.bollinger_bands_middle.push(obj.middle)
+    output.bollinger_bands_lower.push(obj.lower)
 
   }
 
-  const range = bollingerBandsRange(data, {upper: output.upper, lower: output.lower})
+  const {bollinger_bands_upper, bollinger_bands_middle, bollinger_bands_lower} = output
+  const bollinger_bands_range = bollingerBandsRange(data, {bollinger_bands_upper, bollinger_bands_lower})
 
-  return {...output, range}
+  return {bollinger_bands_upper, bollinger_bands_middle, bollinger_bands_lower, bollinger_bands_range}
 }
   
 
 
 const bollingerBandsRange = (data, bollingerBands) => {
-  const { upper, lower } = bollingerBands;
+  const { bollinger_bands_upper, bollinger_bands_lower } = bollingerBands;
   const output = new Array(data.length);
 
   for (let i = 0; i < data.length; i++) {
-    if (upper[i] != null && lower[i] != null && data[i] != null) {
-      const upperBig = new Big(upper[i]);
-      const lowerBig = new Big(lower[i]);
+    if (bollinger_bands_upper[i] != null && bollinger_bands_lower[i] != null && data[i] != null) {
+      const upperBig = new Big(bollinger_bands_upper[i]);
+      const lowerBig = new Big(bollinger_bands_lower[i]);
       const dataBig = new Big(data[i]);
 
       const range = upperBig.minus(lowerBig);

package/src/moving-averages/ema.js

@@ -1,12 +1,14 @@
 
-import {EMA} from 'trading-signals';
-
+import {EMA} from 'trading-signals'
 
 export const ema = (main, size) => {
   const {ohlcv} = main
   const data = ohlcv['close']
   const col = getEMA(data, size)
-  main.addColumn(`ema_${size}`, col)
+
+  return {
+    [`ema_${size}`]: col
+  }
 }
 
 export const getEMA = (data, size) => {

package/src/moving-averages/macd.js

@@ -1,16 +1,15 @@
-import { findCrosses } from "../utilities.js";
+import { findCrosses } from "../studies/findCrosses.js";
 import {EMA, MACD} from 'trading-signals';
 
 
-export const macd = (main, fastLine = 12, slowLine = 26, signalLine = 9) => {
+export const macd = (main, fastLine, slowLine, signalLine) => {
     const {ohlcv} = main
     const data = ohlcv['close']
-    const col = getMACD(data, fastLine, slowLine, signalLine)
+    const maxSize = Math.max(fastLine, slowLine, signalLine)
+    const sliceData = data.slice(-(maxSize*3))
+    const col = getMACD(sliceData, fastLine, slowLine, signalLine)
 
-    for(let k in col)
-    {
-        main.addColumn(k, col[k]);
-    }
+    return col
 }
 
 export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9) => {

package/src/moving-averages/sma.js

@@ -1,11 +1,14 @@
 
-import {SMA, Big} from 'trading-signals';
+import {SMA} from 'trading-signals';
 
 export const sma = (main, size) => {
   const {ohlcv} = main
   const data = ohlcv['close']
   const col = getSMA(data, size)
-  main.addColumn(`sma_${size}`, col)
+ 
+  return {
+    [`sma_${size}`]: col
+  }
 }
 
 export const getSMA = (data, size) => {

package/src/oscillators/rsi.js

@@ -1,6 +1,6 @@
 import { getSMA } from "../moving-averages/sma.js";
 import { getEMA } from "../moving-averages/ema.js";
-import { findCrosses } from "../utilities.js";
+import { findCrosses } from "../studies/findCrosses.js";
 import {RSI} from 'trading-signals';
 
 const ma = {getSMA, getEMA}
@@ -9,18 +9,23 @@ export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
 
     const {ohlcv} = main
     const data = ohlcv['close']
+    const sliceData = data.slice(-(period*3))
 
     if(typeof period === 'number' && typeof movingAveragePeriod === 'undefined')
     {
         movingAveragePeriod = period
     }
 
-    const col = getRSI(data, period, movingAverage, movingAveragePeriod)
+    const col = getRSI(sliceData, period, movingAverage, movingAveragePeriod)
+
+    return col
 
     for(let k in col)
     {
         main.addColumn(`${k}`.toLowerCase(), col[k])
     }
+
+   
 }
 
 export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14) => {

package/src/studies/candles.js

@@ -4,11 +4,7 @@ export const candles = main => {
     
     const cols = getCandlestickPattern(ohlcv)
 
-    for(let k in cols)
-    {
-        main.addColumn(`candle_${k}`.toLowerCase(), cols[k])
-    }
-
+    return cols
 }
 
 export const getCandlestickPattern = ohlcv => {
@@ -156,8 +152,8 @@ export const getCandlestickPattern = ohlcv => {
   }
 
   return {
-      pattern: patternArray,
-      name: nameArray,
-      score: scoreArray
-  };
-};
+      candle_pattern: patternArray,
+      candle_name: nameArray,
+      candle_score: scoreArray
+  }
+}

package/src/{utilities.js → studies/findCrosses.js}

@@ -72,3 +72,65 @@ const groupConsecutiveValues = arr => {
         return acc
     }, [])
 }
+
+
+
+export const crossPairs = async (main, arr) => {
+
+    const {ohlcv} = main;
+    const slowNumArrCache = {};
+    const promises = []
+    
+    // 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 (main[funcName] && params.length > 0) {
+                main[funcName](...params);
+            }
+        }
+    }
+
+    for (const { fast, slow } of arr) {
+        // Validate parameters
+        if (!fast || !slow) continue;
+    
+        // Create columns if needed
+        createColumnIfNeeded(fast);
+        createColumnIfNeeded(slow);
+    
+        // Prepare slowNumArr if 'slow' is a number
+        if (typeof slow === 'number' && !slowNumArrCache[slow]) {
+            slowNumArrCache[slow] = ohlcv.close.map(() => new Big(slow));
+        }
+    
+        // Find and add crosses
+        if (ohlcv[fast] && ohlcv[slow]) {
+
+            const cross = findCrosses(ohlcv[fast], ohlcv[slow]);
+
+            promises.push(Promise.resolve({[`${fast}_x_${slow}`]: cross}))
+
+        } else if (ohlcv[fast] && slowNumArrCache[slow]) {
+            const cross = findCrosses(ohlcv[fast], slowNumArrCache[slow])
+            
+            promises.push(Promise.resolve({[`${fast}_x_${slow}`]: cross}))
+
+        } else {
+            console.error(`Missing ohlcv properties for ${fast} or ${slow}`);
+        }
+    }
+
+    const resolvedPromises = await Promise.all(promises)
+    
+    for (let i = 0; i < resolvedPromises.length; i++) {
+        const item = resolvedPromises[i];
+        const key = Object.keys(item)[0];
+        main.addColumn(key, item[key]);
+    }
+
+    return resolvedPromises
+}

package/src/studies/volumeProfile.js

@@ -7,8 +7,10 @@ export const volumeProfile = (main, numBins, daysBack = 1, targetDateKey) => {
   const vp_high = vP.nodes.high.price
   const vp_low = vP.nodes.low.price
 
-  main.addColumn(`volume_profile_high`, [vp_high])
-  main.addColumn(`volume_profile_low`, [vp_low])
+  return {
+    volume_profile_high: [vp_high],
+    volume_profile_low: [vp_low]
+  }
 }