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.
- package/dist/ohlcv-indicators.min.js +1 -2
- package/index.js +68 -12
- package/package.json +1 -1
- package/src/moving-averages/bollingerBands.js +3 -4
- package/src/moving-averages/ema.js +3 -4
- package/src/moving-averages/macd.js +3 -4
- package/src/moving-averages/sma.js +3 -6
- package/src/oscillators/rsi.js +2 -4
- package/src/studies/candles.js +156 -144
- package/src/studies/findCrosses.js +5 -6
- package/src/studies/volumeProfile.js +1 -3
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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,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 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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 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|
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1
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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
|
-
|
|
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.
|
|
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.
|
|
113
|
-
|
|
114
|
-
|
|
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
|
-
|
|
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(
|
|
150
|
+
bollingerBands(size, times)
|
|
123
151
|
{
|
|
124
|
-
|
|
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
|
-
|
|
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
|
|
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
|
-
|
|
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.
|
|
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 = (
|
|
6
|
-
|
|
7
|
-
const
|
|
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 = (
|
|
5
|
-
|
|
6
|
-
const
|
|
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 = (
|
|
6
|
-
|
|
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 =
|
|
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 = (
|
|
5
|
-
|
|
6
|
-
const
|
|
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
|
package/src/oscillators/rsi.js
CHANGED
|
@@ -5,11 +5,9 @@ import {RSI} from 'trading-signals';
|
|
|
5
5
|
|
|
6
6
|
const ma = {getSMA, getEMA}
|
|
7
7
|
|
|
8
|
-
export const rsi = (
|
|
8
|
+
export const rsi = (close, period, movingAverage, movingAveragePeriod) => {
|
|
9
9
|
|
|
10
|
-
const
|
|
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
|
{
|
package/src/studies/candles.js
CHANGED
|
@@ -1,159 +1,171 @@
|
|
|
1
|
-
export const candles =
|
|
1
|
+
export const candles = ohlcv => {
|
|
2
2
|
|
|
3
|
-
const
|
|
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
|
-
|
|
12
|
-
|
|
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
|
-
|
|
15
|
-
|
|
16
|
-
|
|
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
|
-
|
|
20
|
-
|
|
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
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
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),
|
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48
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score: 1
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49
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},
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50
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{
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51
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name: 'Belt Hold',
|
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52
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condition: (prev, curr) => curr.open > prev.open && isCloseTo(curr.close, curr.high) && isCloseTo(prev.close, prev.low),
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53
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score: 1
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54
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-
},
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55
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{
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56
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name: 'Harami',
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57
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condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.open < prev.open && curr.close > prev.close,
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58
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score: 1
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59
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},
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60
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{
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61
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name: 'Doji',
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62
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condition: (prev, curr) => isCloseTo(curr.close, curr.open) && (curr.high - curr.low) > Math.abs(curr.close - curr.open),
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63
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score: 0
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64
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}
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65
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],
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66
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bearish: [
|
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67
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{
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68
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name: 'Marubozu',
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69
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condition: (prev, curr) => isCloseTo(curr.open, curr.high) && isCloseTo(curr.close, curr.low),
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70
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score: -2
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71
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},
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72
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{
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name: 'Engulfing',
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74
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condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.high > prev.high && curr.low < prev.low,
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75
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score: -2
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76
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},
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77
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{
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78
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name: 'Kicker',
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79
|
-
condition: (prev, curr) => curr.open > prev.open && curr.close < curr.open && prev.close > prev.open,
|
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80
|
-
score: -2
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81
|
-
},
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82
|
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{
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83
|
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name: 'Evening Star',
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84
|
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condition: (prev, curr) => curr.close < prev.close && curr.open > prev.open && prev.close < prev.open,
|
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85
|
-
score: -2
|
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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
|
-
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
|
|
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
|
-
|
|
121
|
-
|
|
122
|
-
|
|
123
|
-
|
|
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
|
-
|
|
126
|
-
|
|
127
|
-
|
|
128
|
-
|
|
129
|
-
|
|
130
|
-
|
|
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
|
-
|
|
135
|
-
|
|
136
|
-
|
|
137
|
-
|
|
138
|
-
|
|
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
|
-
|
|
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
|
-
|
|
144
|
-
|
|
145
|
-
|
|
146
|
-
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
|
|
150
|
-
|
|
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
|
-
|
|
155
|
-
|
|
156
|
-
|
|
157
|
-
|
|
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 =
|
|
78
|
+
export const crossPairs = (ohlcv, arr) => {
|
|
79
79
|
|
|
80
|
-
const {ohlcv} = main;
|
|
81
80
|
const slowNumArrCache = {};
|
|
82
|
-
const
|
|
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
|
-
|
|
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
|
-
|
|
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
|
|
112
|
+
return output
|
|
114
113
|
}
|
|
@@ -1,6 +1,4 @@
|
|
|
1
|
-
export const volumeProfile = (
|
|
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)
|