ohlcv-indicators 1.3.3 → 1.3.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/ohlcv-indicators.min.js +1 -1
- package/index.js +6 -3
- package/package.json +1 -1
- package/src/studies/findCrosses.js +3 -20
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@@ -1,2 +1,2 @@
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1
1
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/*! For license information please see ohlcv-indicators.min.js.LICENSE.txt */
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t=this.ohlcv.close.length,e=Math.floor(t/3),r=(Math.floor(e/2),this.ohlcv.close[t-2*e]);if((this.ohlcv.close[t-e]-r)/r<.15)return!1;var n=this.ohlcv.close[t-e];if((n-this.ohlcv.close[t-1])/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:"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,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 o=Math.min.apply(Math,Zt(this.ohlcv.close.slice(0,e))),i=Math.min.apply(Math,Zt(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,Zt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Zt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var o=Math.max.apply(Math,Zt(this.ohlcv.close.slice(0,e))),i=Math.max.apply(Math,Zt(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,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 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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 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2
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t=this.ohlcv.close.length,e=Math.floor(t/3),r=(Math.floor(e/2),this.ohlcv.close[t-2*e]);if((this.ohlcv.close[t-e]-r)/r<.15)return!1;var n=this.ohlcv.close[t-e];if((n-this.ohlcv.close[t-1])/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:"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,Jt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var o=Math.min.apply(Math,Jt(this.ohlcv.close.slice(0,e))),i=Math.min.apply(Math,Jt(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,Jt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Jt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var o=Math.max.apply(Math,Jt(this.ohlcv.close.slice(0,e))),i=Math.max.apply(Math,Jt(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,Jt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Jt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=(r-Math.min.apply(Math,Jt(this.ohlcv.close.slice(0,e))))/r,a=(n-Math.min.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))))/n,c=(o-Math.min.apply(Math,Jt(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,Jt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Jt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=(Math.max.apply(Math,Jt(this.ohlcv.close.slice(0,e)))-r)/r,a=(Math.max.apply(Math,Jt(this.ohlcv.close.slice(e,2*e)))-n)/n,c=(Math.max.apply(Math,Jt(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,Jt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Jt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.min.apply(Math,Jt(this.ohlcv.close.slice(0,e))),a=Math.min.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Jt(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,Jt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Jt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.max.apply(Math,Jt(this.ohlcv.close.slice(0,e))),a=Math.max.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),c=Math.max.apply(Math,Jt(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,Jt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Jt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Jt(this.ohlcv.close.slice(0,e))),a=Math.min.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Jt(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,Jt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Jt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Jt(this.ohlcv.close.slice(0,e))),a=Math.min.apply(Math,Jt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Jt(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,Jt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.high.slice(e))),o=Math.min.apply(Math,Jt(this.ohlcv.low.slice(0,e))),i=Math.min.apply(Math,Jt(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,Jt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.high.slice(e)));return Math.min.apply(Math,Jt(this.ohlcv.low.slice(0,e)))<Math.min.apply(Math,Jt(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,Jt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.high.slice(e,2*e))),o=Math.max.apply(Math,Jt(this.ohlcv.high.slice(2*e))),i=Math.min.apply(Math,Jt(this.ohlcv.low.slice(0,e))),a=Math.min.apply(Math,Jt(this.ohlcv.low.slice(e,2*e))),c=Math.min.apply(Math,Jt(this.ohlcv.low.slice(2*e))),l=Math.abs(r-n)/r<.03&&Math.abs(n-o)/n<.03,u=Math.abs(i-a)/i<.03&&Math.abs(a-c)/a<.03;return l&&u}},{key:"isBearishRectangle",value:function(){var t=this.ohlcv.close.length,e=Math.floor(t/3),r=Math.max.apply(Math,Jt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Jt(this.ohlcv.high.slice(e,2*e))),o=Math.max.apply(Math,Jt(this.ohlcv.high.slice(2*e))),i=Math.min.apply(Math,Jt(this.ohlcv.low.slice(0,e))),a=Math.min.apply(Math,Jt(this.ohlcv.low.slice(e,2*e))),c=Math.min.apply(Math,Jt(this.ohlcv.low.slice(2*e))),l=Math.abs(r-n)/r<.03&&Math.abs(n-o)/n<.03,u=Math.abs(i-a)/i<.03&&Math.abs(a-c)/a<.03;return l&&u}}])&&Xt(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}(),ee=["open","high","low","close","volume"];function re(t){return re="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},re(t)}function ne(t){return function(t){if(Array.isArray(t))return ce(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return 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i=o;break}}i&&("break"===t||"continue"===t)&&i.tryLoc<=e&&e<=i.finallyLoc&&(i=null);var a=i?i.completion:{};return a.type=t,a.arg=e,i?(this.method="next",this.next=i.finallyLoc,m):this.complete(a)},complete:function(t,e){if("throw"===t.type)throw t.arg;return"break"===t.type||"continue"===t.type?this.next=t.arg:"return"===t.type?(this.rval=this.arg=t.arg,this.method="return",this.next="end"):"normal"===t.type&&e&&(this.next=e),m},finish:function(t){for(var e=this.tryEntries.length-1;e>=0;--e){var r=this.tryEntries[e];if(r.finallyLoc===t)return this.complete(r.completion,r.afterLoc),k(r),m}},catch:function(t){for(var e=this.tryEntries.length-1;e>=0;--e){var r=this.tryEntries[e];if(r.tryLoc===t){var n=r.completion;if("throw"===n.type){var o=n.arg;k(r)}return o}}throw Error("illegal catch attempt")},delegateYield:function(e,r,n){return this.delegate={iterator:A(e),resultName:r,nextLoc:n},"next"===this.method&&(this.arg=t),m}},e}function ie(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,a,c=[],l=!0,u=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;l=!1}else for(;!(l=(n=i.call(r)).done)&&(c.push(n.value),c.length!==e);l=!0);}catch(t){u=!0,o=t}finally{try{if(!l&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(u)throw o}}return c}}(t,e)||ae(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function ae(t,e){if(t){if("string"==typeof t)return ce(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)?ce(t,e):void 0}}function ce(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 le(t,e,r,n,o,i,a){try{var c=t[i](a),l=c.value}catch(t){return void r(t)}c.done?e(l):Promise.resolve(l).then(n,o)}function ue(t){return function(){var e=this,r=arguments;return new Promise((function(n,o){var i=t.apply(e,r);function a(t){le(i,n,o,a,c,"next",t)}function c(t){le(i,n,o,a,c,"throw",t)}a(void 0)}))}}function se(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,he(n.key),n)}}function he(t){var e=function(t,e){if("object"!=re(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=re(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==re(e)?e:e+""}var fe=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 te(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,ee);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=ue(oe().mark((function t(){var e,r=this;return oe().wrap((function(t){for(;;)switch(t.prev=t.next){case 0:return e=function(){var t=ue(oe().mark((function t(e,n){return oe().wrap((function(t){for(;;)switch(t.prev=t.next){case 0:return t.abrupt("return",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=ie(o[n],2),a=i[0],c=i[1];r.addColumn("".concat(a).toLowerCase(),c)}return!0})));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,Ct(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=ue(oe().mark((function t(){var e,r,n;return oe().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=ue(oe().mark((function t(){var e,r,n,o,i,a,c;return oe().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=ie(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(ne(n),ne(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:It(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:Ft(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),Gt(o,e,r,n)}(this,t,e,r))),this}},{key:"candles",value:function(){var t;return this.promises.push(Promise.resolve((t=this.ohlcv,Yt(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,qt(o)),l=(Math.max.apply(Math,qt(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:Wt(s)}}($t(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&&se(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e,r,n,o}()})(),OHLCV_INDICATORS=e})();
|
package/index.js
CHANGED
|
@@ -39,7 +39,7 @@ export default class OHLCV_INDICATORS {
|
|
|
39
39
|
{
|
|
40
40
|
const resolvePromises = async (main, promiseName) => {
|
|
41
41
|
|
|
42
|
-
Promise.all(main[promiseName]).then(thisPromise => {
|
|
42
|
+
return Promise.all(main[promiseName]).then(thisPromise => {
|
|
43
43
|
|
|
44
44
|
if(Array.isArray(thisPromise))
|
|
45
45
|
{
|
|
@@ -51,11 +51,14 @@ export default class OHLCV_INDICATORS {
|
|
|
51
51
|
}
|
|
52
52
|
}
|
|
53
53
|
}
|
|
54
|
+
|
|
55
|
+
return true
|
|
54
56
|
})
|
|
55
57
|
}
|
|
56
58
|
|
|
57
|
-
await resolvePromises(this, 'promises')
|
|
58
|
-
|
|
59
|
+
const promises = await resolvePromises(this, 'promises')
|
|
60
|
+
|
|
61
|
+
if(promises) await crossPairs(this, this.crossPairsArr)
|
|
59
62
|
|
|
60
63
|
return this.ohlcv
|
|
61
64
|
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "ohlcv-indicators",
|
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3
|
-
"version": "1.3.
|
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3
|
+
"version": "1.3.4",
|
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4
4
|
"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.",
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5
5
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"main": "index.js",
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|
6
6
|
"type": "module",
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@@ -80,31 +80,14 @@ export const crossPairs = async (main, arr) => {
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80
80
|
const {ohlcv} = main;
|
|
81
81
|
const slowNumArrCache = {};
|
|
82
82
|
const promises = []
|
|
83
|
-
|
|
84
|
-
// Helper function to create column if it doesn't exist
|
|
85
|
-
const createColumnIfNeeded = v => {
|
|
86
|
-
|
|
87
|
-
if (!ohlcv.hasOwnProperty(v) && typeof v === 'string') {
|
|
88
|
-
|
|
89
|
-
const [funcName, ...params] = v.split('_');
|
|
90
|
-
|
|
91
|
-
if (main[funcName] && params.length > 0) {
|
|
92
|
-
main[funcName](...params);
|
|
93
|
-
}
|
|
94
|
-
}
|
|
95
|
-
}
|
|
96
83
|
|
|
97
84
|
for (const { fast, slow } of arr) {
|
|
98
85
|
// Validate parameters
|
|
99
86
|
if (!fast || !slow) continue;
|
|
100
87
|
|
|
101
|
-
// Create columns if needed
|
|
102
|
-
createColumnIfNeeded(fast);
|
|
103
|
-
createColumnIfNeeded(slow);
|
|
104
|
-
|
|
105
88
|
// Prepare slowNumArr if 'slow' is a number
|
|
106
89
|
if (typeof slow === 'number' && !slowNumArrCache[slow]) {
|
|
107
|
-
slowNumArrCache[slow] = ohlcv.close.
|
|
90
|
+
slowNumArrCache[slow] = Array(ohlcv.close.length).fill(new Big(slow))
|
|
108
91
|
}
|
|
109
92
|
|
|
110
93
|
// Find and add crosses
|
|
@@ -120,7 +103,7 @@ export const crossPairs = async (main, arr) => {
|
|
|
120
103
|
promises.push(Promise.resolve({[`${fast}_x_${slow}`]: cross}))
|
|
121
104
|
|
|
122
105
|
} else {
|
|
123
|
-
console.
|
|
106
|
+
console.log(`Missing ohlcv properties for ${fast} or ${slow}`);
|
|
124
107
|
}
|
|
125
108
|
}
|
|
126
109
|
|
|
@@ -132,5 +115,5 @@ export const crossPairs = async (main, arr) => {
|
|
|
132
115
|
main.addColumn(key, item[key]);
|
|
133
116
|
}
|
|
134
117
|
|
|
135
|
-
return
|
|
118
|
+
return true
|
|
136
119
|
}
|