ohlcv-indicators 1.3.5 → 1.3.7

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){var e=function(t,e){var r,n={},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||n[u]||(n[u]=Array(t.close.length).fill(new p(u)));var a="".concat(c,"_x_").concat(u);if(t[c]&&t[u]){var s=Tt(t[c],t[u]);o[a]=s}else if(t[c]&&n[u]){var h=Tt(t[c],n[u]);o[a]=h}else console.log("Missing ohlcv properties for ".concat(c," or ").concat(u))}}}catch(t){i.e(t)}finally{i.f()}return o}(this.ohlcv,t);return e&&this.addObjectColumns(e),this}},{key:"ema",value:function(t){var e=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)}(this.ohlcv.close,t);return e&&this.addObjectColumns(e),this}},{key:"sma",value:function(t){var e=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)}(this.ohlcv.close,t);return e&&this.addObjectColumns(e),this}},{key:"macd",value:function(t,e,r){var n=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)}(this.ohlcv.close,t,e,r);return n&&this.addObjectColumns(n),this}},{key:"bollingerBands",value:function(t,e){var r=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)}(this.ohlcv.close,t,e);return r&&this.addObjectColumns(r),this}},{key:"rsi",value:function(t,e,r){var n=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)}(this.ohlcv.close,t,e,r);return n&&this.addObjectColumns(n),this}},{key:"candles",value:function(){var t,e=(t=this.ohlcv,qt(t));return e&&this.addObjectColumns(e),this}},{key:"volumeProfile",value:function(t,e,r){var n=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]}}(this.ohlcv,t,e,r);return n&&this.addObjectColumns(n),this}}],e&&ee(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
package/index.js CHANGED
@@ -96,53 +96,109 @@ export default class OHLCV_INDICATORS {
96
96
 
97
97
  crossPairs(arr)
98
98
  {
99
- crossPairs(this, arr)
99
+ const {ohlcv} = this
100
+ const result = crossPairs(ohlcv, arr)
101
+
102
+ if(result)
103
+ {
104
+ this.addObjectColumns(result)
105
+ }
100
106
 
101
107
  return this
102
108
  }
103
109
 
104
110
  ema(size) {
105
111
 
106
- this.addObjectColumns(ema(this, size))
112
+ const {close} = this.ohlcv
113
+
114
+ const result = ema(close, size)
115
+
116
+ if(result)
117
+ {
118
+ this.addObjectColumns(result)
119
+ }
107
120
 
108
121
  return this
109
122
  }
110
123
  sma(size) {
111
124
 
112
- this.addObjectColumns(sma(this, size))
113
-
114
- return this
125
+ const {close} = this.ohlcv
126
+
127
+ const result = sma(close, size)
128
+
129
+ if(result)
130
+ {
131
+ this.addObjectColumns(result)
132
+ }
133
+
134
+ return this
115
135
  }
116
136
  macd(fastLine, slowLine, signalLine) {
117
137
 
118
- this.addObjectColumns(macd(this, fastLine, slowLine, signalLine))
138
+ const {close} = this.ohlcv
139
+
140
+ const result = macd(close, fastLine, slowLine, signalLine)
141
+
142
+ if(result)
143
+ {
144
+ this.addObjectColumns(result)
145
+ }
119
146
 
120
147
  return this
148
+
121
149
  }
122
- bollingerBands(data, size, times)
150
+ bollingerBands(size, times)
123
151
  {
124
- this.addObjectColumns(bollingerBands(this, data, size, times))
152
+
153
+ const {close} = this.ohlcv
154
+
155
+ const result = bollingerBands(close, size, times)
156
+
157
+ if(result)
158
+ {
159
+ this.addObjectColumns(result)
160
+ }
125
161
 
126
162
  return this
127
163
  }
128
164
  rsi(period, movingAverage, movingAveragePeriod)
129
165
  {
166
+ const {close} = this.ohlcv
130
167
 
131
- this.addObjectColumns(rsi(this, period, movingAverage, movingAveragePeriod))
168
+ const result = rsi(close, period, movingAverage, movingAveragePeriod)
132
169
 
170
+ if(result)
171
+ {
172
+ this.addObjectColumns(result)
173
+ }
174
+
133
175
  return this
134
176
  }
135
177
  candles()
136
178
  {
137
179
 
138
- this.addObjectColumns(candles(this))
180
+ const {ohlcv} = this
181
+
182
+ const result = candles(ohlcv)
139
183
 
140
-
184
+ if(result)
185
+ {
186
+ this.addObjectColumns(result)
187
+ }
188
+
141
189
  return this
142
190
  }
143
191
  volumeProfile(numBins, daysBack, targetDateKey)
144
192
  {
145
- this.addObjectColumns(volumeProfile(this, numBins, daysBack, targetDateKey))
193
+
194
+ const {ohlcv} = this
195
+
196
+ const result = volumeProfile(ohlcv, numBins, daysBack, targetDateKey)
197
+
198
+ if(result)
199
+ {
200
+ this.addObjectColumns(result)
201
+ }
146
202
 
147
203
  return this
148
204
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "ohlcv-indicators",
3
- "version": "1.3.5",
3
+ "version": "1.3.7",
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
  {
@@ -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 = (ohlcv, arr) => {
79
79
 
80
- const {ohlcv} = main;
81
80
  const slowNumArrCache = {};
82
- const promises = []
81
+ const output = {}
83
82
 
84
83
  for (const { fast, slow } of arr) {
85
84
  // Validate parameters
@@ -97,18 +96,18 @@ export const crossPairs = async (main, arr) => {
97
96
 
98
97
  const cross = findCrosses(ohlcv[fast], ohlcv[slow]);
99
98
 
100
- main.addColumn(keyName, cross)
99
+ output[keyName] = cross
101
100
 
102
101
 
103
102
  } else if (ohlcv[fast] && slowNumArrCache[slow]) {
104
103
  const cross = findCrosses(ohlcv[fast], slowNumArrCache[slow])
105
104
 
106
- main.addColumn(keyName, cross)
105
+ output[keyName] = cross
107
106
 
108
107
  } else {
109
108
  console.log(`Missing ohlcv properties for ${fast} or ${slow}`);
110
109
  }
111
110
  }
112
111
 
113
- return true
112
+ return output
114
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)