ohlcv-indicators 1.3.9 → 1.4.0

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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i=t-r;i<t-1;i++)if(this.ohlcv.high[i]>this.ohlcv.high[i+1]&&this.ohlcv.low[i]>this.ohlcv.low[i+1]||this.ohlcv.high[i]<this.ohlcv.high[i+1]&&this.ohlcv.low[i]<this.ohlcv.low[i+1])return!1;return!0}},{key:"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 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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 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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,Xe(n.key),n)}}function Xe(t){var e=function(t,e){if("object"!=Ge(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Ge(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Ge(e)?e:e+""}var Ye=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 Le(t).init()}},e=[{key:"init",value:function(t){var e=this,r=!(arguments.length>1&&void 0!==arguments[1])||arguments[1];return this.precision=r,this.big=function(t){return e.precision?new p(t):t},this.crossPairsArr=[],this.inputOhlcv=t,this.ohlcv=t.reduce((function(t,r){var n=r.open,i=r.high,o=r.low,s=r.close,l=r.volume,u=function(t,e){if(null==t)return{};var r,n,i=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 o=Object.getOwnPropertySymbols(t);for(n=0;n<o.length;n++)r=o[n],e.includes(r)||{}.propertyIsEnumerable.call(t,r)&&(i[r]=t[r])}return i}(r,Ne);t.open.push(e.big(n)),t.high.push(e.big(i)),t.low.push(e.big(o)),t.close.push(e.big(s)),t.volume.push(e.big(l));for(var a=0,c=Object.keys(u);a<c.length;a++){var h=c[a];t[h]||(t[h]=[]),t[h].push(u[h])}return t}),{open:[],high:[],low:[],close:[],volume:[]}),this.indicators={},this.isComputed=!1,this}},{key:"getData",value:function(){this.computeIndicators();var t=this.ohlcv,e=Object.keys(t),r=e.length;return t.open.map((function(n,i){for(var o={},s=0;s<r;s++){var l=e[s],u=t[l][i];o[l]=u instanceof p?u.toNumber():u}return o}))}},{key:"getLastValues",value:function(){this.computeIndicators();for(var t={},e=0,r=Object.entries(this.ohlcv);e<r.length;e++){var n=Ke(r[e],2),i=n[0],o=n[1],s=o[o.length-1];t[i]=s instanceof p?s.toNumber():s}return t}},{key:"computeIndicators",value:function(){if(!0===this.isComputed)return!1;this.isComputed;for(var t=0,e=Object.entries(this.indicators);t<e.length;t++){var r=Ke(e[t],2),n=r[0],i=r[1];this.addColumn(n,i)}return!0}},{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($e(n),$e(e)),this.ohlcv[t]=e}},{key:"crossPairs",value:function(t){this.computeIndicators();var e=function(t,e){var r,n=t.ohlcv,i=t.precision,o={},s={},l=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 le(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)?le(t,e):void 0}}(t))||e&&t&&"number"==typeof t.length){r&&(t=r);var n=0,i=function(){};return{s:i,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:i}}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 o,s=!0,l=!1;return{s:function(){r=r.call(t)},n:function(){var t=r.next();return s=t.done,t},e:function(t){l=!0,o=t},f:function(){try{s||null==r.return||r.return()}finally{if(l)throw o}}}}(e);try{for(l.s();!(r=l.n()).done;){var u=r.value,a=u.fast,c=u.slow;if(a&&c){"number"!=typeof c||o[c]||(o[c]=Array(n.close.length).fill(new p(c)));var h="".concat(a,"_x_").concat(c);if(n[a]&&n[c]){var f=ue(n[a],n[c],i);s[h]=f}else if(n[a]&&o[c]){var v=ue(n[a],o[c],i);s[h]=v}else console.log("Missing ohlcv properties for ".concat(a," or ").concat(c))}}}catch(t){l.e(t)}finally{l.f()}return s}(this,t);return this.indicators=Ue(Ue({},this.indicators),e),this}},{key:"ema",value:function(t){var e=function(t,e){var r=t.ohlcv,n=t.precision,i=r.close,o=ie(i,e,n);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=ne(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=ne(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==ne(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),o)}(this,t);return this.indicators=Ue(Ue({},this.indicators),e),this}},{key:"sma",value:function(t){var e=function(t,e){var r=t.ohlcv,n=t.precision,i=r.close,o=se(i,e,n);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=oe(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=oe(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==oe(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),o)}(this,t);return this.indicators=Ue(Ue({},this.indicators),e),this}},{key:"macd",value:function(t,e,r){var n=function(t,e,r,n){var i=t.ohlcv,o=t.precision,s=i.close,l=Math.max(e,r,n);return function(t){for(var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:12,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:26,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:9,i=arguments.length>4?arguments[4]:void 0,o=[],s=[],l=[],u=i?new Gt({indicator:Ct,shortInterval:e,longInterval:r,signalInterval:n}):new qt(new It(e),new It(r),new It(n)),a=t.length,c=0;c<a;c++){var h={};u.update(t[c]);try{h=u.getResult()}catch(t){h={macd:null,signal:null,histogram:null}}o.push(h.macd),s.push(h.signal),l.push(h.histogram)}return{macd_diff:o,macd_dea:s,macd_histogram:l,macd_diff_x_macd_dea:ue(o,s,i)}}(s.slice(-3*l),e,r,n,o)}(this,t,e,r);return this.indicators=Ue(Ue({},this.indicators),n),this}},{key:"bollingerBands",value:function(t,e){var r=function(t,e,r){var n=t.ohlcv,i=t.precision;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=arguments.length>3?arguments[3]:void 0,i=t.length,o={bollinger_bands_upper:[],bollinger_bands_middle:[],bollinger_bands_lower:[]},s=n?new Mt(e,r):new St(e,r),l=0;l<i;l++){var u={};s.update(t[l]);try{u=s.getResult()}catch(t){u={upper:null,middle:null,lower:null}}o.bollinger_bands_upper.push(u.upper),o.bollinger_bands_middle.push(u.middle),o.bollinger_bands_lower.push(u.lower)}var a=o.bollinger_bands_upper,c=o.bollinger_bands_middle,h=o.bollinger_bands_lower;return{bollinger_bands_upper:a,bollinger_bands_middle:c,bollinger_bands_lower:h,bollinger_bands_range:ce(t,{bollinger_bands_upper:a,bollinger_bands_lower:h},n)}}(n.close.slice(-3*e),e,r,i)}(this,t,e);return this.indicators=Ue(Ue({},this.indicators),r),this}},{key:"rsi",value:function(t,e,r){var n=function(t,e,r,n){var i=t.ohlcv,o=t.precision,s=i.close.slice(-3*e);return"number"==typeof e&&void 0===n&&(n=e),pe(s,e,r,n,o)}(this,t,e,r);return this.indicators=Ue(Ue({},this.indicators),n),this}},{key:"candles",value:function(){var t=function(t){t=t.slice(-2);for(var e=[],r=[],n=[],i=1;i<2;i++){var o,s=t[i],l=t[i-1],u="Neutral",a="None",c=0,h=ge(Me);try{for(h.s();!(o=h.n()).done;){var f=o.value,p=f.isSingleCandle,v=f.candle_name,y=f.candle_score;if(p?Ce[v](s):Ce[v](l,s))if(0===c)u=1===y?"Bullish":"Bearish",a=v,c=y;else{if(c!==y){u="Neutral",a="None",c=0;break}a+=",".concat(v)}}}catch(t){h.e(t)}finally{h.f()}e.push(u),r.push(a),n.push(c)}return{candle_pattern:e,candle_name:r,candle_score:n}}(this.inputOhlcv);return this.indicators=Ue(Ue({},this.indicators),t),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,i=t.low,o=t.close,s=t.volume,l=Math.min.apply(Math,ye(i)),u=(Math.max.apply(Math,ye(n))-l)/e,a={upVolume:0,downVolume:0,grossVolume:0},c=Array.from({length:e},(function(t,e){return{price:l+u*e,upVolume:0,downVolume:0,grossVolume:0}})),h=1/u,f=0;f<o.length;f++)for(var p=o[f],v=r[f],y=n[f],d=i[f],m=s[f],b=p>=v?m:0,g=p<v?m:0,w=Math.max(0,Math.floor((d-l)*h)),M=Math.min(e,Math.ceil((y-l)*h)),S=w;S<M;S++)c[S].upVolume+=b,c[S].downVolume+=g,c[S].grossVolume+=b+g;for(var O=0,j=c;O<j.length;O++){var P=j[O],_=P.upVolume,E=P.downVolume,R=P.grossVolume;a.upVolume+=_,a.downVolume+=E,a.grossVolume+=R}return{bins:c,nodes:me(c)}}(be(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 this.indicators=Ue(Ue({},this.indicators),n),this}}],e&&Qe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -6,52 +6,57 @@ import { rsi } from './src/oscillators/rsi.js'
 import { volumeProfile } from './src/studies/volumeProfile.js'
 import {crossPairs} from './src/studies/findCrosses.js'
 import { candles } from './src/studies/candles.js'
-import ChartPatterns from './src/studies/chart.js'
 import {Big} from 'trading-signals';
 
 export default class OHLCV_INDICATORS {
-    constructor() {
-        this.ChartPatterns = ohlcv => new ChartPatterns(ohlcv).init()
-    }
-
-    init(ohlcv) {
-
+    constructor({input, precision = true}) {
+        this.precision = precision
+        this.big = num => (this.precision) ? new Big(num) : num
         this.crossPairsArr = []
-        this.ohlcv = ohlcv.reduce((acc, { open, high, low, close, volume, ...rest }) => {
-            acc.open.push(new Big(open))
-            acc.high.push(new Big(high))
-            acc.low.push(new Big(low))
-            acc.close.push(new Big(close))
-            acc.volume.push(new Big(volume))
+        this.inputOhlcv = input
+
+        this.verticalOhlcv = input.reduce((acc, { open, high, low, close, volume, ...rest }) => {
+            acc.open.push(this.big(open))
+            acc.high.push(this.big(high))
+            acc.low.push(this.big(low))
+            acc.close.push(this.big(close))
+            acc.volume.push(this.big(volume))
             for (const key of Object.keys(rest)) {
                 if (!acc[key]) acc[key] = [];
                 acc[key].push(rest[key]);
             }
             return acc;
         }, { open: [], high: [], low: [], close: [], volume: [] })
-        
-        
-        return this
+
+        this.indicators = {}
+        this.isComputed = false       
+        return this 
     }
 
     getData() {
 
-        
-        const {ohlcv} = this
-        const keys = Object.keys(ohlcv)
+        this.computeIndicators()
+        const {verticalOhlcv, precision} = this
+        const keys = Object.keys(verticalOhlcv)
         const keysLength = keys.length
 
-        return ohlcv.open.map((_, i) => {
+        return verticalOhlcv.open.map((_, i) => {
 
             const row = {}
 
             for(let x = 0; x < keysLength; x++)
             {
                 const header = keys[x]
-                const value = ohlcv[header][i]
-
-
-                row[header] = (value instanceof Big) ? value.toNumber() : value
+                const value = verticalOhlcv[header][i]
+
+                if(precision)
+                {
+                    row[header] = (value instanceof Big) ? value.toNumber() : value
+                }
+                else
+                {
+                    row[header] = value
+                }
             }
 
             return row
@@ -59,29 +64,49 @@ export default class OHLCV_INDICATORS {
     }
     getLastValues(){
 
-
+        this.computeIndicators()
+        const {verticalOhlcv, precision} = this
         const output = {}
 
-        for (const [k, arr] of Object.entries(this.ohlcv)) {
+        for (const [k, arr] of Object.entries(verticalOhlcv)) {
             let value = arr[arr.length - 1]
-            output[k] = (value instanceof Big) ? value.toNumber(): value;
+
+            if(precision)
+            {
+                output[k] = (value instanceof Big) ? value.toNumber(): value
+            }
+            else
+            {
+                output[k] = value
+            }
+            
         }
 
         return output
     }
 
-    addObjectColumns(obj) {
+    computeIndicators() {
+
+        if(this.isComputed === true){
+            return false
+        }
+        else
+        {
+            this.isComputed === true
+        }
 
-        for(const [key, arr] of Object.entries(obj))
+        for(const [key, arr] of Object.entries(this.indicators))
         {
             this.addColumn(key, arr)
         }
+
+        return true
     }
 
     addColumn(key, arr) {
 
         key = key.toLowerCase()
-        const ohlcvLength = this.ohlcv.open.length;
+        const ohlcvLength = this.verticalOhlcv.open.length;
 
         if (arr.length > ohlcvLength) {
             throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`);
@@ -91,58 +116,39 @@ export default class OHLCV_INDICATORS {
         const nanArray = new Array(ohlcvLength - arr.length).fill(null)
         arr = [...nanArray, ...arr]
 
-        this.ohlcv[key] = arr
+        this.verticalOhlcv[key] = arr
     }
 
     crossPairs(arr)
     {
-        const {ohlcv} = this
-        const result = crossPairs(ohlcv, arr)
+        
+        this.computeIndicators()
 
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }    
+        const result = crossPairs(this, arr)
+        this.indicators = {...this.indicators, ...result}
 
         return this
     }
 
     ema(size) {
 
-        const {close} = this.ohlcv
 
-       const result = ema(close, size)
-
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }      
+       const result = ema(this, size)
+       this.indicators = {...this.indicators, ...result}
 
         return this
     }
     sma(size) {
 
-        const {close} = this.ohlcv
-
-        const result = sma(close, size)
-
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }
+        const result = sma(this, size)
+        this.indicators = {...this.indicators, ...result}
 
         return this 
     }
     macd(fastLine, slowLine, signalLine) {
 
-        const {close} = this.ohlcv
-
-        const result = macd(close, fastLine, slowLine, signalLine)
-
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }   
+        const result = macd(this, fastLine, slowLine, signalLine)
+        this.indicators = {...this.indicators, ...result}
         
         return this
 
@@ -150,55 +156,33 @@ export default class OHLCV_INDICATORS {
     bollingerBands(size, times)
     {
 
-        const {close} = this.ohlcv
-
-        const result = bollingerBands(close, size, times)
-
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }
+        const result = bollingerBands(this, size, times)
+        this.indicators = {...this.indicators, ...result}
 
         return this
     }
     rsi(period, movingAverage, movingAveragePeriod)
     {
-        const {close} = this.ohlcv
 
-        const result = rsi(close, period, movingAverage, movingAveragePeriod)
-        
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }
+        const result = rsi(this, period, movingAverage, movingAveragePeriod)
+        this.indicators = {...this.indicators, ...result}
 
         return this
     }
     candles()
     {
-
-        const {ohlcv} = this
-
-        const result = candles(ohlcv)
-                
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }
+        const result = candles(this)
+        this.indicators = {...this.indicators, ...result}
 
         return this
     }
     volumeProfile(numBins, daysBack, targetDateKey)
     {
 
-        const {ohlcv} = this
-
-        const result = volumeProfile(ohlcv, numBins, daysBack, targetDateKey)
+        const {verticalOhlcv} = this
 
-        if(result)
-        {
-            this.addObjectColumns(result)
-        }
+        const result = volumeProfile(verticalOhlcv, numBins, daysBack, targetDateKey)
+        this.indicators = {...this.indicators, ...result}
 
         return this
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.3.9",
+  "version": "1.4.0",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",