ohlcv-indicators 1.3.4 → 1.3.6

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.
@@ -1,2 +1 @@
1
- /*! For license information please see ohlcv-indicators.min.js.LICENSE.txt */
2
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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:"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,Gt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var o=Math.min.apply(Math,Gt(this.ohlcv.close.slice(0,e))),i=Math.min.apply(Math,Gt(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,Gt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Gt(this.ohlcv.close.slice(e)));if(r<=0||n<=0)return!1;var o=Math.max.apply(Math,Gt(this.ohlcv.close.slice(0,e))),i=Math.max.apply(Math,Gt(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,Gt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Gt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=(r-Math.min.apply(Math,Gt(this.ohlcv.close.slice(0,e))))/r,l=(n-Math.min.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))))/n,c=(o-Math.min.apply(Math,Gt(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,Gt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Gt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=(Math.max.apply(Math,Gt(this.ohlcv.close.slice(0,e)))-r)/r,l=(Math.max.apply(Math,Gt(this.ohlcv.close.slice(e,2*e)))-n)/n,c=(Math.max.apply(Math,Gt(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,Gt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Gt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.min.apply(Math,Gt(this.ohlcv.close.slice(0,e))),l=Math.min.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Gt(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,Gt(this.ohlcv.close.slice(0,e))),n=Math.min.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),o=Math.min.apply(Math,Gt(this.ohlcv.close.slice(2*e)));if(r<=0||n<=0||o<=0)return!1;var i=Math.max.apply(Math,Gt(this.ohlcv.close.slice(0,e))),l=Math.max.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),c=Math.max.apply(Math,Gt(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,Gt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Gt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Gt(this.ohlcv.close.slice(0,e))),l=Math.min.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Gt(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,Gt(this.ohlcv.close.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),o=Math.max.apply(Math,Gt(this.ohlcv.close.slice(2*e))),i=Math.min.apply(Math,Gt(this.ohlcv.close.slice(0,e))),l=Math.min.apply(Math,Gt(this.ohlcv.close.slice(e,2*e))),c=Math.min.apply(Math,Gt(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,Gt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.high.slice(e))),o=Math.min.apply(Math,Gt(this.ohlcv.low.slice(0,e))),i=Math.min.apply(Math,Gt(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,Gt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.high.slice(e)));return Math.min.apply(Math,Gt(this.ohlcv.low.slice(0,e)))<Math.min.apply(Math,Gt(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,Gt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.high.slice(e,2*e))),o=Math.max.apply(Math,Gt(this.ohlcv.high.slice(2*e))),i=Math.min.apply(Math,Gt(this.ohlcv.low.slice(0,e))),l=Math.min.apply(Math,Gt(this.ohlcv.low.slice(e,2*e))),c=Math.min.apply(Math,Gt(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,Gt(this.ohlcv.high.slice(0,e))),n=Math.max.apply(Math,Gt(this.ohlcv.high.slice(e,2*e))),o=Math.max.apply(Math,Gt(this.ohlcv.high.slice(2*e))),i=Math.min.apply(Math,Gt(this.ohlcv.low.slice(0,e))),l=Math.min.apply(Math,Gt(this.ohlcv.low.slice(e,2*e))),c=Math.min.apply(Math,Gt(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}}])&&$t(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}(),Jt=["open","high","low","close","volume"];function Qt(t){return Qt="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},Qt(t)}function Xt(t){return function(t){if(Array.isArray(t))return te(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||Zt(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Yt(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,l,c=[],u=!0,a=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;u=!1}else for(;!(u=(n=i.call(r)).done)&&(c.push(n.value),c.length!==e);u=!0);}catch(t){a=!0,o=t}finally{try{if(!u&&null!=r.return&&(l=r.return(),Object(l)!==l))return}finally{if(a)throw o}}return c}}(t,e)||Zt(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Zt(t,e){if(t){if("string"==typeof t)return te(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?te(t,e):void 0}}function te(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 ee(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,re(n.key),n)}}function re(t){var e=function(t,e){if("object"!=Qt(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Qt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Qt(e)?e:e+""}var ne=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 Kt(t).init()}},e=[{key:"init",value:function(t){return this.crossPairsArr=[],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,Jt);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(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:"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=Yt(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:"addObjectColumns",value:function(t){for(var e=0,r=Object.entries(t);e<r.length;e++){var n=Yt(r[e],2),o=n[0],i=n[1];this.addColumn(o,i)}}},{key:"addColumn",value:function(t,e){t=t.toLowerCase();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(Xt(n),Xt(e)),this.ohlcv[t]=e}},{key:"crossPairs",value:function(t){return function(t,e){var r,n=t.ohlcv,o={},i=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 Rt(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)?Rt(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}}}}(e);try{for(i.s();!(r=i.n()).done;){var l=r.value,c=l.fast,u=l.slow;if(c&&u){"number"!=typeof u||o[u]||(o[u]=Array(n.close.length).fill(new p(u)));var a="".concat(c,"_x_").concat(u);if(n[c]&&n[u]){var s=Tt(n[c],n[u]);t.addColumn(a,s)}else if(n[c]&&o[u]){var h=Tt(n[c],o[u]);t.addColumn(a,h)}else console.log("Missing ohlcv properties for ".concat(c," or ").concat(u))}}}catch(t){i.e(t)}finally{i.f()}}(this,t),this}},{key:"ema",value:function(t){var e=this.ohlcv.close;return this.addObjectColumns(function(t,e){var r=_t(t,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),r)}(e,t)),this}},{key:"sma",value:function(t){var e=this.ohlcv.close;return this.addObjectColumns(function(t,e){var r=kt(t,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),r)}(e,t)),this}},{key:"macd",value:function(t,e,r){var n=this.ohlcv.close;return this.addObjectColumns(function(t,e,r,n){var o=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,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:Tt(e,r)}}(t.slice(-3*o),e,r,n)}(n,t,e,r)),this}},{key:"bollingerBands",value:function(t,e){var r=this.ohlcv.close;return this.addObjectColumns(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),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.bollinger_bands_upper.push(c.upper),o.bollinger_bands_middle.push(c.middle),o.bollinger_bands_lower.push(c.lower)}var u=o.bollinger_bands_upper,a=o.bollinger_bands_middle,s=o.bollinger_bands_lower;return{bollinger_bands_upper:u,bollinger_bands_middle:a,bollinger_bands_lower:s,bollinger_bands_range:xt(t,{bollinger_bands_upper:u,bollinger_bands_lower:s})}}(t.slice(-3*e),e,r)}(r,t,e)),this}},{key:"rsi",value:function(t,e,r){var n=this.ohlcv.close;return this.addObjectColumns(function(t,e,r,n){var o=t.slice(-3*e);return"number"==typeof e&&void 0===n&&(n=e),It(o,e,r,n)}(n,t,e,r)),this}},{key:"candles",value:function(){var t=this.ohlcv;return this.addObjectColumns(function(t){return qt(t)}(t)),this}},{key:"volumeProfile",value:function(t,e,r){var n=this.ohlcv;return this.addObjectColumns(function(t,e){var r=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,Vt(o)),u=(Math.max.apply(Math,Vt(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],b=o[f],m=l[f],d=p>=v?m:0,g=p<v?m:0,w=Math.max(0,Math.floor((b-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,k=P.grossVolume;a.upVolume+=_,a.downVolume+=E,a.grossVolume+=k}return{bins:s,nodes:Nt(s)}}(Ht(t,arguments.length>2&&void 0!==arguments[2]?arguments[2]:1,arguments.length>3?arguments[3]:void 0),e);return{volume_profile_high:[r.nodes.high.price],volume_profile_low:[r.nodes.low.price]}}(n,t,e,r)),this}}],e&&ee(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
package/index.js CHANGED
@@ -16,7 +16,6 @@ export default class OHLCV_INDICATORS {
16
16
 
17
17
  init(ohlcv) {
18
18
 
19
- this.promises = []
20
19
  this.crossPairsArr = []
21
20
  this.ohlcv = ohlcv.reduce((acc, { open, high, low, close, volume, ...rest }) => {
22
21
  acc.open.push(new Big(open))
@@ -35,37 +34,9 @@ export default class OHLCV_INDICATORS {
35
34
  return this
36
35
  }
37
36
 
38
- async computePromises()
39
- {
40
- const resolvePromises = async (main, promiseName) => {
41
-
42
- return Promise.all(main[promiseName]).then(thisPromise => {
43
-
44
- if(Array.isArray(thisPromise))
45
- {
46
- for(let x = 0; x < thisPromise.length; x++)
47
- {
48
- for(const [key, arr] of Object.entries(thisPromise[x]))
49
- {
50
- this.addColumn(`${key}`.toLowerCase(), arr)
51
- }
52
- }
53
- }
54
-
55
- return true
56
- })
57
- }
37
+ getData() {
58
38
 
59
- const promises = await resolvePromises(this, 'promises')
60
39
 
61
- if(promises) await crossPairs(this, this.crossPairsArr)
62
-
63
- return this.ohlcv
64
- }
65
-
66
- async getData() {
67
-
68
- await this.computePromises()
69
40
  const {ohlcv} = this
70
41
  const keys = Object.keys(ohlcv)
71
42
  const keysLength = keys.length
@@ -86,8 +57,9 @@ export default class OHLCV_INDICATORS {
86
57
  return row
87
58
  })
88
59
  }
89
- async getLastValues(){
90
- await this.computePromises()
60
+ getLastValues(){
61
+
62
+
91
63
  const output = {}
92
64
 
93
65
  for (const [k, arr] of Object.entries(this.ohlcv)) {
@@ -98,8 +70,17 @@ export default class OHLCV_INDICATORS {
98
70
  return output
99
71
  }
100
72
 
73
+ addObjectColumns(obj) {
74
+
75
+ for(const [key, arr] of Object.entries(obj))
76
+ {
77
+ this.addColumn(key, arr)
78
+ }
79
+ }
80
+
101
81
  addColumn(key, arr) {
102
82
 
83
+ key = key.toLowerCase()
103
84
  const ohlcvLength = this.ohlcv.open.length;
104
85
 
105
86
  if (arr.length > ohlcvLength) {
@@ -115,67 +96,67 @@ export default class OHLCV_INDICATORS {
115
96
 
116
97
  crossPairs(arr)
117
98
  {
118
- this.crossPairsArr = arr
99
+ crossPairs(this, arr)
119
100
 
120
101
  return this
121
102
  }
122
103
 
123
104
  ema(size) {
124
105
 
125
- this.promises.push(
126
- Promise.resolve(ema(this, size))
127
- )
106
+ const {close} = this.ohlcv
107
+
108
+ this.addObjectColumns(ema(close, size))
128
109
 
129
110
  return this
130
111
  }
131
112
  sma(size) {
132
113
 
133
- this.promises.push(
134
- Promise.resolve(sma(this, size))
135
- )
114
+ const {close} = this.ohlcv
115
+
116
+ this.addObjectColumns(sma(close, size))
136
117
 
137
118
  return this
138
119
  }
139
120
  macd(fastLine, slowLine, signalLine) {
140
121
 
141
- this.promises.push(
142
- Promise.resolve(macd(this, fastLine, slowLine, signalLine))
143
- )
122
+ const {close} = this.ohlcv
123
+
124
+ this.addObjectColumns(macd(close, fastLine, slowLine, signalLine))
144
125
 
145
126
  return this
146
127
  }
147
- bollingerBands(data, size, times)
128
+ bollingerBands(size, times)
148
129
  {
149
130
 
150
- this.promises.push(
151
- Promise.resolve(bollingerBands(this, data, size, times))
152
- )
131
+ const {close} = this.ohlcv
132
+
133
+ this.addObjectColumns(bollingerBands(close, size, times))
153
134
 
154
-
155
135
  return this
156
136
  }
157
137
  rsi(period, movingAverage, movingAveragePeriod)
158
138
  {
159
- this.promises.push(Promise.resolve(rsi(this, period, movingAverage, movingAveragePeriod)))
139
+ const {close} = this.ohlcv
140
+
141
+ this.addObjectColumns(rsi(close, period, movingAverage, movingAveragePeriod))
160
142
 
161
143
  return this
162
144
  }
163
145
  candles()
164
146
  {
165
147
 
166
- this.promises.push(
167
- Promise.resolve(candles(this))
168
- )
148
+ const {ohlcv} = this
169
149
 
170
-
150
+ this.addObjectColumns(candles(ohlcv))
151
+
171
152
  return this
172
153
  }
173
154
  volumeProfile(numBins, daysBack, targetDateKey)
174
155
  {
175
156
 
176
- this.promises.push(
177
- Promise.resolve(volumeProfile(this, numBins, daysBack, targetDateKey))
178
- )
157
+ const {ohlcv} = this
158
+
159
+ this.addObjectColumns(volumeProfile(ohlcv, numBins, daysBack, targetDateKey))
179
160
 
180
161
  return this
181
162
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "ohlcv-indicators",
3
- "version": "1.3.4",
3
+ "version": "1.3.6",
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.",
5
5
  "main": "index.js",
6
6
  "type": "module",
@@ -2,10 +2,9 @@
2
2
  import {BollingerBands, Big} from 'trading-signals';
3
3
 
4
4
 
5
- export const bollingerBands = (main, size, times) => {
6
- const {ohlcv} = main
7
- const data = ohlcv['close'];
8
- const sliceData = data.slice(-(size*3))
5
+ export const bollingerBands = (close, size, times) => {
6
+
7
+ const sliceData = close.slice(-(size*3))
9
8
  const col = getBollingerBands(sliceData, size, times)
10
9
  return col
11
10
  }
@@ -1,10 +1,9 @@
1
1
 
2
2
  import {EMA} from 'trading-signals'
3
3
 
4
- export const ema = (main, size) => {
5
- const {ohlcv} = main
6
- const data = ohlcv['close']
7
- const col = getEMA(data, size)
4
+ export const ema = (close, size) => {
5
+
6
+ const col = getEMA(close, size)
8
7
 
9
8
  return {
10
9
  [`ema_${size}`]: col
@@ -2,11 +2,10 @@ import { findCrosses } from "../studies/findCrosses.js";
2
2
  import {EMA, MACD} from 'trading-signals';
3
3
 
4
4
 
5
- export const macd = (main, fastLine, slowLine, signalLine) => {
6
- const {ohlcv} = main
7
- const data = ohlcv['close']
5
+ export const macd = (close, fastLine, slowLine, signalLine) => {
6
+
8
7
  const maxSize = Math.max(fastLine, slowLine, signalLine)
9
- const sliceData = data.slice(-(maxSize*3))
8
+ const sliceData = close.slice(-(maxSize*3))
10
9
  const col = getMACD(sliceData, fastLine, slowLine, signalLine)
11
10
 
12
11
  return col
@@ -1,10 +1,9 @@
1
1
 
2
2
  import {SMA} from 'trading-signals';
3
3
 
4
- export const sma = (main, size) => {
5
- const {ohlcv} = main
6
- const data = ohlcv['close']
7
- const col = getSMA(data, size)
4
+ export const sma = (close, size) => {
5
+
6
+ const col = getSMA(close, size)
8
7
 
9
8
  return {
10
9
  [`sma_${size}`]: col
@@ -17,8 +16,6 @@ export const getSMA = (data, size) => {
17
16
  const instance = new SMA(size)
18
17
  const dataLength = data.length
19
18
 
20
-
21
-
22
19
  for(let x = 0; x < dataLength; x++)
23
20
  {
24
21
  let value = null
@@ -5,11 +5,9 @@ import {RSI} from 'trading-signals';
5
5
 
6
6
  const ma = {getSMA, getEMA}
7
7
 
8
- export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
8
+ export const rsi = (close, period, movingAverage, movingAveragePeriod) => {
9
9
 
10
- const {ohlcv} = main
11
- const data = ohlcv['close']
12
- const sliceData = data.slice(-(period*3))
10
+ const sliceData = close.slice(-(period*3))
13
11
 
14
12
  if(typeof period === 'number' && typeof movingAveragePeriod === 'undefined')
15
13
  {
@@ -18,14 +16,7 @@ export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
18
16
 
19
17
  const col = getRSI(sliceData, period, movingAverage, movingAveragePeriod)
20
18
 
21
- return col
22
-
23
- for(let k in col)
24
- {
25
- main.addColumn(`${k}`.toLowerCase(), col[k])
26
- }
27
-
28
-
19
+ return col
29
20
  }
30
21
 
31
22
  export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14) => {
@@ -1,159 +1,171 @@
1
- export const candles = main => {
1
+ export const candles = ohlcv => {
2
2
 
3
- const {ohlcv} = main
4
-
5
- const cols = getCandlestickPattern(ohlcv)
6
-
7
- return cols
3
+ const cols = getCandlestickPattern(ohlcv);
4
+ return cols;
8
5
  }
9
6
 
10
7
  export const getCandlestickPattern = ohlcv => {
11
- const { open, high, low, close } = ohlcv;
12
- const length = open.length;
8
+ const { open, high, low, close } = ohlcv;
9
+ const length = open.length;
10
+
11
+ // Ensure input arrays are valid and of equal length
12
+ if (![open, high, low, close].every(o => Array.isArray(o) && o.length > 1 && o.length === length)) {
13
+ return { pattern: Array(length).fill('Neutral'), name: Array(length).fill('No Pattern'), score: Array(length).fill(0) };
14
+ }
13
15
 
14
- // Ensure input arrays are valid and of equal length
15
- if (![open, high, low, close].every(o => Array.isArray(o) && o.length > 1 && o.length === length)) {
16
- return { pattern: Array(length).fill('Neutral'), name: Array(length).fill('No Pattern'), score: Array(length).fill(0) };
17
- }
16
+ // Helper function to check if two numbers are close
17
+ const isCloseTo = (a, b, epsilon = 0.0001) => Math.abs(a - b) < epsilon;
18
+ const isUp = o => o.close > o.open
19
+ const isDown = o => o.close < o.open
20
+ const isDouble = (large, small) => large > (small * 2)
18
21
 
19
- // Helper function to check if two numbers are close
20
- const isCloseTo = (a, b, epsilon = 0.0001) => Math.abs(a - b) < epsilon;
22
+ // Conditions for bullish and bearish patterns
23
+ const conditions = {
24
+ bullish: [
25
+ {
26
+ name: 'Marubozu',
27
+ condition: (prev2, prev, curr) => isDown(prev2) && isDown(prev) && isUp(curr) && isDouble(curr, prev),
28
+ score: 2
29
+ },
30
+ {
31
+ name: 'Engulfing',
32
+ condition: (prev, curr) => curr.open < prev.close && curr.close > prev.open && curr.low < prev.low && curr.high > prev.high,
33
+ score: 2
34
+ },
35
+ {
36
+ name: 'Kicker',
37
+ condition: (prev, curr) => curr.open < prev.open && curr.close > curr.open && prev.close < prev.open,
38
+ score: 2
39
+ },
40
+ {
41
+ name: 'Morning Star',
42
+ condition: (prev2, prev, curr) => prev2.close > prev2.open && prev.close < prev.open && curr.close > prev.open,
43
+ score: 3
44
+ },
45
+ {
46
+ name: 'Piercing Line',
47
+ condition: (prev, curr) => curr.close > prev.close && curr.open < prev.open && curr.close > ((prev.open + prev.close) / 2),
48
+ score: 1
49
+ },
50
+ {
51
+ name: 'Belt Hold',
52
+ condition: (prev, curr) => curr.open > prev.open && isCloseTo(curr.close, curr.high) && isCloseTo(prev.close, prev.low),
53
+ score: 1
54
+ },
55
+ {
56
+ name: 'Harami',
57
+ condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.open < prev.open && curr.close > prev.close,
58
+ score: 1
59
+ },
60
+ {
61
+ name: 'Doji',
62
+ condition: (prev, curr) => isCloseTo(curr.close, curr.open) && (curr.high - curr.low) > Math.abs(curr.close - curr.open),
63
+ score: 0
64
+ }
65
+ ],
66
+ bearish: [
67
+ {
68
+ name: 'Marubozu',
69
+ condition: (prev, curr) => isCloseTo(curr.open, curr.high) && isCloseTo(curr.close, curr.low),
70
+ score: -2
71
+ },
72
+ {
73
+ name: 'Engulfing',
74
+ condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.high > prev.high && curr.low < prev.low,
75
+ score: -2
76
+ },
77
+ {
78
+ name: 'Kicker',
79
+ condition: (prev, curr) => curr.open > prev.open && curr.close < curr.open && prev.close > prev.open,
80
+ score: -2
81
+ },
82
+ {
83
+ name: 'Evening Star',
84
+ condition: (prev2, prev, curr) => prev2.close < prev2.open && prev.close > prev.open && curr.close < prev.open,
85
+ score: -3
86
+ },
87
+ {
88
+ name: 'Dark Cloud Cover',
89
+ condition: (prev, curr) => curr.close < prev.close && curr.open > prev.open && curr.close < ((prev.open + prev.close) / 2),
90
+ score: -1
91
+ },
92
+ {
93
+ name: 'Belt Hold',
94
+ condition: (prev, curr) => curr.open < prev.open && isCloseTo(curr.close, curr.low) && isCloseTo(prev.close, prev.high),
95
+ score: -1
96
+ },
97
+ {
98
+ name: 'Harami',
99
+ condition: (prev, curr) => curr.open < prev.close && curr.close > prev.open && curr.open > prev.open && curr.close < prev.close,
100
+ score: -1
101
+ },
102
+ {
103
+ name: 'Doji',
104
+ condition: (prev, curr) => isCloseTo(curr.close, curr.open) && (curr.high - curr.low) > Math.abs(curr.close - curr.open),
105
+ score: 0
106
+ }
107
+ ]
108
+ };
21
109
 
22
- // Conditions for bullish and bearish patterns
23
- const conditions = {
24
- bullish: [
25
- {
26
- name: 'Marubozu',
27
- condition: (prev, curr) => isCloseTo(curr.open, curr.low) && isCloseTo(curr.close, curr.high),
28
- score: 2
29
- },
30
- {
31
- name: 'Engulfing',
32
- condition: (prev, curr) => curr.open < prev.close && curr.close > prev.open && curr.low < prev.low && curr.high > prev.high,
33
- score: 2
34
- },
35
- {
36
- name: 'Kicker',
37
- condition: (prev, curr) => curr.open < prev.open && curr.close > curr.open && prev.close < prev.open,
38
- score: 2
39
- },
40
- {
41
- name: 'Morning Star',
42
- condition: (prev, curr) => curr.close > prev.close && curr.open < prev.open && prev.close < prev.open,
43
- score: 2
44
- },
45
- {
46
- name: 'Piercing Line',
47
- condition: (prev, curr) => curr.close > prev.close && curr.open < prev.open && curr.close > ((prev.open + prev.close) / 2),
48
- score: 1
49
- },
50
- {
51
- name: 'Belt Hold',
52
- condition: (prev, curr) => curr.open > prev.open && isCloseTo(curr.close, curr.high) && isCloseTo(prev.close, prev.low),
53
- score: 1
54
- },
55
- {
56
- name: 'Harami',
57
- condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.open < prev.open && curr.close > prev.close,
58
- score: 1
59
- },
60
- {
61
- name: 'Doji',
62
- condition: (prev, curr) => isCloseTo(curr.close, curr.open) && (curr.high - curr.low) > Math.abs(curr.close - curr.open),
63
- score: 0
64
- }
65
- ],
66
- bearish: [
67
- {
68
- name: 'Marubozu',
69
- condition: (prev, curr) => isCloseTo(curr.open, curr.high) && isCloseTo(curr.close, curr.low),
70
- score: -2
71
- },
72
- {
73
- name: 'Engulfing',
74
- condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.high > prev.high && curr.low < prev.low,
75
- score: -2
76
- },
77
- {
78
- name: 'Kicker',
79
- condition: (prev, curr) => curr.open > prev.open && curr.close < curr.open && prev.close > prev.open,
80
- score: -2
81
- },
82
- {
83
- name: 'Evening Star',
84
- condition: (prev, curr) => curr.close < prev.close && curr.open > prev.open && prev.close < prev.open,
85
- score: -2
86
- },
87
- {
88
- name: 'Dark Cloud Cover',
89
- condition: (prev, curr) => curr.close < prev.close && curr.open > prev.open && curr.close < ((prev.open + prev.close) / 2),
90
- score: -1
91
- },
92
- {
93
- name: 'Belt Hold',
94
- condition: (prev, curr) => curr.open < prev.open && isCloseTo(curr.close, curr.low) && isCloseTo(prev.close, prev.high),
95
- score: -1
96
- },
97
- {
98
- name: 'Harami',
99
- condition: (prev, curr) => curr.open < prev.close && curr.close > prev.open && curr.open > prev.open && curr.close < prev.close,
100
- score: -1
101
- },
102
- {
103
- name: 'Doji',
104
- condition: (prev, curr) => isCloseTo(curr.close, curr.open) && (curr.high - curr.low) > Math.abs(curr.close - curr.open),
105
- score: 0
106
- }
107
- ]
108
- };
110
+ // Helper function to check priority of patterns
111
+ const priorityCheck = (prev, curr, patterns, prev2 = null) => {
112
+ for (const { name, condition, score } of patterns) {
113
+ if (prev2) {
114
+ if (condition(prev2, prev, curr)) {
115
+ return { name, score };
116
+ }
117
+ } else if (condition(prev, curr)) {
118
+ return { name, score };
119
+ }
120
+ }
121
+ return null;
122
+ };
109
123
 
110
- // Helper function to check priority of patterns
111
- const priorityCheck = (prev, curr, patterns) => {
112
- for (const { name, condition, score } of patterns) {
113
- if (condition(prev, curr)) {
114
- return { name, score };
115
- }
116
- }
117
- return null;
118
- };
124
+ // Arrays to store pattern results
125
+ const patternArray = ['Neutral'];
126
+ const nameArray = ['No Pattern'];
127
+ const scoreArray = [0];
119
128
 
120
- // Arrays to store pattern results
121
- const patternArray = ['Neutral'];
122
- const nameArray = ['No Pattern'];
123
- const scoreArray = [0];
129
+ // Loop through each data point starting from the second one
130
+ for (let i = 2; i < length; i++) {
131
+ const prev = {
132
+ open: open[i - 1],
133
+ high: high[i - 1],
134
+ low: low[i - 1],
135
+ close: close[i - 1]
136
+ };
124
137
 
125
- // Loop through each data point starting from the second one
126
- for (let i = 1; i < length; i++) {
127
- const prev = {
128
- open: open[i - 1],
129
- high: high[i - 1],
130
- low: low[i - 1],
131
- close: close[i - 1]
132
- };
138
+ const curr = {
139
+ open: open[i],
140
+ high: high[i],
141
+ low: low[i],
142
+ close: close[i]
143
+ };
133
144
 
134
- const curr = {
135
- open: open[i],
136
- high: high[i],
137
- low: low[i],
138
- close: close[i]
139
- };
145
+ const prev2 = {
146
+ open: open[i - 2],
147
+ high: high[i - 2],
148
+ low: low[i - 2],
149
+ close: close[i - 2]
150
+ }
140
151
 
141
- const result = priorityCheck(prev, curr, conditions.bullish) || priorityCheck(prev, curr, conditions.bearish);
152
+ const result = prev2 ? priorityCheck(prev, curr, conditions.bullish, prev2) || priorityCheck(prev, curr, conditions.bearish, prev2) :
153
+ priorityCheck(prev, curr, conditions.bullish) || priorityCheck(prev, curr, conditions.bearish);
142
154
 
143
- if (result) {
144
- patternArray.push(result.score > 0 ? 'Bullish' : 'Bearish');
145
- nameArray.push(result.name);
146
- scoreArray.push(result.score);
147
- } else {
148
- patternArray.push('Neutral');
149
- nameArray.push('No Pattern');
150
- scoreArray.push(0);
151
- }
152
- }
155
+ if (result) {
156
+ patternArray.push(result.score > 0 ? 'Bullish' : 'Bearish');
157
+ nameArray.push(result.name);
158
+ scoreArray.push(result.score);
159
+ } else {
160
+ patternArray.push('Neutral');
161
+ nameArray.push('No Pattern');
162
+ scoreArray.push(0);
163
+ }
164
+ }
153
165
 
154
- return {
155
- candle_pattern: patternArray,
156
- candle_name: nameArray,
157
- candle_score: scoreArray
158
- }
166
+ return {
167
+ candle_pattern: patternArray,
168
+ candle_name: nameArray,
169
+ candle_score: scoreArray
170
+ }
159
171
  }
@@ -75,11 +75,10 @@ const groupConsecutiveValues = arr => {
75
75
 
76
76
 
77
77
 
78
- export const crossPairs = async (main, arr) => {
78
+ export const crossPairs = (main, arr) => {
79
79
 
80
80
  const {ohlcv} = main;
81
81
  const slowNumArrCache = {};
82
- const promises = []
83
82
 
84
83
  for (const { fast, slow } of arr) {
85
84
  // Validate parameters
@@ -90,30 +89,25 @@ export const crossPairs = async (main, arr) => {
90
89
  slowNumArrCache[slow] = Array(ohlcv.close.length).fill(new Big(slow))
91
90
  }
92
91
 
92
+ const keyName = `${fast}_x_${slow}`
93
+
93
94
  // Find and add crosses
94
95
  if (ohlcv[fast] && ohlcv[slow]) {
95
96
 
96
97
  const cross = findCrosses(ohlcv[fast], ohlcv[slow]);
97
98
 
98
- promises.push(Promise.resolve({[`${fast}_x_${slow}`]: cross}))
99
+ main.addColumn(keyName, cross)
100
+
99
101
 
100
102
  } else if (ohlcv[fast] && slowNumArrCache[slow]) {
101
103
  const cross = findCrosses(ohlcv[fast], slowNumArrCache[slow])
102
104
 
103
- promises.push(Promise.resolve({[`${fast}_x_${slow}`]: cross}))
105
+ main.addColumn(keyName, cross)
104
106
 
105
107
  } else {
106
108
  console.log(`Missing ohlcv properties for ${fast} or ${slow}`);
107
109
  }
108
110
  }
109
111
 
110
- const resolvedPromises = await Promise.all(promises)
111
-
112
- for (let i = 0; i < resolvedPromises.length; i++) {
113
- const item = resolvedPromises[i];
114
- const key = Object.keys(item)[0];
115
- main.addColumn(key, item[key]);
116
- }
117
-
118
112
  return true
119
113
  }
@@ -1,6 +1,4 @@
1
- export const volumeProfile = (main, numBins, daysBack = 1, targetDateKey) => {
2
-
3
- let {ohlcv} = main
1
+ export const volumeProfile = (ohlcv, numBins, daysBack = 1, targetDateKey) => {
4
2
 
5
3
  const filteredOhlcv = filterLastDays(ohlcv, daysBack, targetDateKey)
6
4
  const vP = calculateBins(filteredOhlcv, numBins)