ohlcv-indicators 1.3.9 → 1.4.1

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 +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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Math.abs(t.open-t.close)},je=function(t){return t.high-Math.max(t.open,t.close)},Pe=function(t){return Math.min(t.open,t.close)-t.low},_e=function(t){return t.open<=t.close?{bottom:t.open,top:t.close}:{bottom:t.close,top:t.open}},Ee=function(t){return t.open<t.close},Re=function(t){return t.open>t.close},ke=function(t,e){return _e(t).top<=_e(e).top&&_e(t).bottom>=_e(e).bottom},Ce=function(t,e){return _e(t).top<_e(e).bottom},Ae=function(t){return Pe(t)>2*Se(t)&&je(t)<Se(t)},Me=function(t){return je(t)>2*Se(t)&&Pe(t)<Se(t)},Te=function(t){return Re(t)&&Ae(t)},Ie=function(t){return Re(t)&&Me(t)},Be={isHammer:Ae,isInvertedHammer:Me,isBullishHammer:function(t){return Ee(t)&&Ae(t)},isBearishHammer:Te,isBullishInvertedHammer:function(t){return Ee(t)&&Me(t)},isBearishInvertedHammer:Ie,isHangingMan:function(t,e){return Ee(t)&&Te(e)&&Ce(t,e)},isShootingStar:function(t,e){return Ee(t)&&Ie(e)&&Ce(t,e)},isBullishEngulfing:function(t,e){return Re(t)&&Ee(e)&&ke(t,e)},isBearishEngulfing:function(t,e){return Ee(t)&&Re(e)&&ke(t,e)},isBullishHarami:function(t,e){return Re(t)&&Ee(e)&&ke(e,t)},isBearishHarami:function(t,e){return Ee(t)&&Re(e)&&ke(e,t)},isBullishKicker:function(t,e){return Re(t)&&Ee(e)&&Ce(t,e)&&!(Ae(e)||Me(e))},isBearishKicker:function(t,e){return Ee(t)&&Re(e)&&function(t,e){return _e(t).bottom>_e(e).top}(t,e)&&!(Ae(e)||Me(e))}},He=["open","high","low","close","volume"];function xe(t){return xe="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},xe(t)}function Ve(t,e){var r=Object.keys(t);if(Object.getOwnPropertySymbols){var n=Object.getOwnPropertySymbols(t);e&&(n=n.filter((function(e){return Object.getOwnPropertyDescriptor(t,e).enumerable}))),r.push.apply(r,n)}return r}function De(t){for(var e=1;e<arguments.length;e++){var r=null!=arguments[e]?arguments[e]:{};e%2?Ve(Object(r),!0).forEach((function(e){Fe(t,e,r[e])})):Object.getOwnPropertyDescriptors?Object.defineProperties(t,Object.getOwnPropertyDescriptors(r)):Ve(Object(r)).forEach((function(e){Object.defineProperty(t,e,Object.getOwnPropertyDescriptor(r,e))}))}return t}function Fe(t,e,r){return(e=$e(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}function Le(t){return function(t){if(Array.isArray(t))return qe(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||Ge(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Ne(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,i,o,u,s=[],c=!0,l=!1;try{if(o=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;c=!1}else for(;!(c=(n=o.call(r)).done)&&(s.push(n.value),s.length!==e);c=!0);}catch(t){l=!0,i=t}finally{try{if(!c&&null!=r.return&&(u=r.return(),Object(u)!==u))return}finally{if(l)throw i}}return s}}(t,e)||Ge(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Ge(t,e){if(t){if("string"==typeof t)return qe(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?qe(t,e):void 0}}function qe(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 Ue(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,$e(n.key),n)}}function $e(t){var e=function(t,e){if("object"!=xe(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=xe(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==xe(e)?e:e+""}var Ke=function(){return t=function t(e){var r=this,n=e.input,i=e.precision,o=void 0===i||i;return function(t,e){if(!(t instanceof e))throw new TypeError("Cannot call a class as a function")}(this,t),this.precision=o,this.big=function(t){return r.precision?new p(t):t},this.crossPairsArr=[],this.inputOhlcv=n,this.verticalOhlcv=n.reduce((function(t,e){var n=e.open,i=e.high,o=e.low,u=e.close,s=e.volume,c=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}(e,He);t.open.push(r.big(n)),t.high.push(r.big(i)),t.low.push(r.big(o)),t.close.push(r.big(u)),t.volume.push(r.big(s));for(var l=0,a=Object.keys(c);l<a.length;l++){var f=a[l];t[f]||(t[f]=[]),t[f].push(c[f])}return t}),{open:[],high:[],low:[],close:[],volume:[]}),this.indicators={},this.isComputed=!1,this},e=[{key:"getData",value:function(){this.computeIndicators();var t=this.verticalOhlcv,e=this.precision,r=Object.keys(t),n=r.length;return t.open.map((function(i,o){for(var u={},s=0;s<n;s++){var c=r[s],l=t[c][o];u[c]=e&&l instanceof p?l.toNumber():l}return u}))}},{key:"getLastValues",value:function(){this.computeIndicators();for(var t=this.verticalOhlcv,e=this.precision,r={},n=0,i=Object.entries(t);n<i.length;n++){var o=Ne(i[n],2),u=o[0],s=o[1],c=s[s.length-1];r[u]=e&&c instanceof p?c.toNumber():c}return r}},{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=Ne(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.verticalOhlcv.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(Le(n),Le(e)),this.verticalOhlcv[t]=e}},{key:"crossPairs",value:function(t){this.computeIndicators();var e=function(t,e){var r,n=t.verticalOhlcv,i=t.precision,o={},u={},s=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 se(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)?se(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,u=!0,s=!1;return{s:function(){r=r.call(t)},n:function(){var t=r.next();return u=t.done,t},e:function(t){s=!0,o=t},f:function(){try{u||null==r.return||r.return()}finally{if(s)throw o}}}}(e);try{for(s.s();!(r=s.n()).done;){var c=r.value,l=c.fast,a=c.slow;if(l&&a){"number"!=typeof a||o[a]||(o[a]=Array(n.close.length).fill(new p(a)));var f="".concat(l,"_x_").concat(a);if(n[l]&&n[a]){var h=ce(n[l],n[a],i);u[f]=h}else if(n[l]&&o[a]){var v=ce(n[l],o[a],i);u[f]=v}else console.log("Missing ohlcv properties for ".concat(l," or ").concat(a))}}}catch(t){s.e(t)}finally{s.f()}return u}(this,t);return this.indicators=De(De({},this.indicators),e),this}},{key:"ema",value:function(t){var e=function(t,e){var r=t.verticalOhlcv,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=De(De({},this.indicators),e),this}},{key:"sma",value:function(t){var e=function(t,e){var r=t.verticalOhlcv,n=t.precision,i=r.close,o=ue(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=De(De({},this.indicators),e),this}},{key:"macd",value:function(t,e,r){var n=function(t,e,r,n){var i=t.verticalOhlcv,o=t.precision,u=i.close,s=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=[],u=[],s=[],c=i?new Gt({indicator:Bt,shortInterval:e,longInterval:r,signalInterval:n}):new qt(new Ht(e),new Ht(r),new Ht(n)),l=t.length,a=0;a<l;a++){var f={};c.update(t[a]);try{f=c.getResult()}catch(t){f={macd:null,signal:null,histogram:null}}o.push(f.macd),u.push(f.signal),s.push(f.histogram)}return{macd_diff:o,macd_dea:u,macd_histogram:s,macd_diff_x_macd_dea:ce(o,u,i)}}(u.slice(-3*s),e,r,n,o)}(this,t,e,r);return this.indicators=De(De({},this.indicators),n),this}},{key:"bollingerBands",value:function(t,e){var r=function(t,e,r){var n=t.verticalOhlcv,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:[]},u=n?new Ot(e,r):new St(e,r),s=0;s<i;s++){var c={};u.update(t[s]);try{c=u.getResult()}catch(t){c={upper:null,middle:null,lower:null}}o.bollinger_bands_upper.push(c.upper),o.bollinger_bands_middle.push(c.middle),o.bollinger_bands_lower.push(c.lower)}var l=o.bollinger_bands_upper,a=o.bollinger_bands_middle,f=o.bollinger_bands_lower;return{bollinger_bands_upper:l,bollinger_bands_middle:a,bollinger_bands_lower:f,bollinger_bands_range:ae(t,{bollinger_bands_upper:l,bollinger_bands_lower:f},n)}}(n.close.slice(-3*e),e,r,i)}(this,t,e);return this.indicators=De(De({},this.indicators),r),this}},{key:"rsi",value:function(t,e,r){var n=function(t,e,r,n){var i=t.verticalOhlcv,o=t.precision,u=i.close.slice(-3*e);return"number"==typeof e&&void 0===n&&(n=e),pe(u,e,r,n,o)}(this,t,e,r);return this.indicators=De(De({},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,u=t[i],s=t[i-1],c="Neutral",l="None",a=0,f=ge(Oe);try{for(f.s();!(o=f.n()).done;){var h=o.value,p=h.isSingleCandle,v=h.candle_name,y=h.candle_score;if(p?Be[v](u):Be[v](s,u))if(0===a)c=1===y?"Bullish":"Bearish",l=v,a=y;else{if(a!==y){c="Neutral",l="None",a=0;break}l+=",".concat(v)}}}catch(t){f.e(t)}finally{f.f()}e.push(c),r.push(l),n.push(a)}return{candle_pattern:e,candle_name:r,candle_score:n}}(this.inputOhlcv);return this.indicators=De(De({},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,u=t.volume,s=Math.min.apply(Math,ye(i)),c=(Math.max.apply(Math,ye(n))-s)/e,l={upVolume:0,downVolume:0,grossVolume:0},a=Array.from({length:e},(function(t,e){return{price:s+c*e,upVolume:0,downVolume:0,grossVolume:0}})),f=1/c,h=0;h<o.length;h++)for(var p=o[h],v=r[h],y=n[h],d=i[h],b=u[h],m=p>=v?b:0,g=p<v?b:0,w=Math.max(0,Math.floor((d-s)*f)),O=Math.min(e,Math.ceil((y-s)*f)),S=w;S<O;S++)a[S].upVolume+=m,a[S].downVolume+=g,a[S].grossVolume+=m+g;for(var j=0,P=a;j<P.length;j++){var _=P[j],E=_.upVolume,R=_.downVolume,k=_.grossVolume;l.upVolume+=E,l.downVolume+=R,l.grossVolume+=k}return{bins:a,nodes:be(a)}}(me(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.verticalOhlcv,t,e,r);return this.indicators=De(De({},this.indicators),n),this}}],e&&Ue(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
package/index.js CHANGED
@@ -6,52 +6,64 @@ import { rsi } from './src/oscillators/rsi.js'
6
6
  import { volumeProfile } from './src/studies/volumeProfile.js'
7
7
  import {crossPairs} from './src/studies/findCrosses.js'
8
8
  import { candles } from './src/studies/candles.js'
9
- import ChartPatterns from './src/studies/chart.js'
10
9
  import {Big} from 'trading-signals';
11
10
 
11
+
12
12
  export default class OHLCV_INDICATORS {
13
- constructor() {
14
- this.ChartPatterns = ohlcv => new ChartPatterns(ohlcv).init()
15
- }
13
+ constructor({input, precision = true, ticker = 'undefined'}) {
14
+
16
15
 
17
- init(ohlcv) {
16
+ if(!Array.isArray(input)) throw Error('input ohlcv must be an array: ' + ticker)
17
+ if(input.length === 0) throw Error('input ohlcv must not be empty: ' + ticker)
18
+ if(!input[0].hasOwnProperty('close')) throw Error('input ohlcv array objects require at least close property: ' + ticker)
18
19
 
20
+ this.precision = precision
21
+ this.big = num => (this.precision) ? new Big(num) : num
19
22
  this.crossPairsArr = []
20
- this.ohlcv = ohlcv.reduce((acc, { open, high, low, close, volume, ...rest }) => {
21
- acc.open.push(new Big(open))
22
- acc.high.push(new Big(high))
23
- acc.low.push(new Big(low))
24
- acc.close.push(new Big(close))
25
- acc.volume.push(new Big(volume))
23
+ this.inputOhlcv = input
24
+
25
+ this.verticalOhlcv = input.reduce((acc, { open, high, low, close, volume, ...rest }) => {
26
+ acc.open.push(this.big(open))
27
+ acc.high.push(this.big(high))
28
+ acc.low.push(this.big(low))
29
+ acc.close.push(this.big(close))
30
+ acc.volume.push(this.big(volume))
26
31
  for (const key of Object.keys(rest)) {
27
32
  if (!acc[key]) acc[key] = [];
28
33
  acc[key].push(rest[key]);
29
34
  }
30
35
  return acc;
31
36
  }, { open: [], high: [], low: [], close: [], volume: [] })
32
-
33
-
34
- return this
37
+
38
+ this.indicators = {}
39
+ this.isComputed = false
40
+ return this
35
41
  }
36
42
 
37
43
  getData() {
38
44
 
39
-
40
- const {ohlcv} = this
41
- const keys = Object.keys(ohlcv)
45
+ this.computeIndicators()
46
+ const {verticalOhlcv, precision} = this
47
+ const keys = Object.keys(verticalOhlcv)
42
48
  const keysLength = keys.length
43
49
 
44
- return ohlcv.open.map((_, i) => {
50
+ return verticalOhlcv.open.map((_, i) => {
45
51
 
46
52
  const row = {}
47
53
 
48
54
  for(let x = 0; x < keysLength; x++)
49
55
  {
50
56
  const header = keys[x]
51
- const value = ohlcv[header][i]
52
-
53
-
54
- row[header] = (value instanceof Big) ? value.toNumber() : value
57
+ const value = verticalOhlcv[header][i]
58
+
59
+ if(precision)
60
+ {
61
+ row[header] = (value instanceof Big) ? value.toNumber() : value
62
+ }
63
+ else
64
+ {
65
+ row[header] = value
66
+ }
55
67
  }
56
68
 
57
69
  return row
@@ -59,29 +71,49 @@ export default class OHLCV_INDICATORS {
59
71
  }
60
72
  getLastValues(){
61
73
 
62
-
74
+ this.computeIndicators()
75
+ const {verticalOhlcv, precision} = this
63
76
  const output = {}
64
77
 
65
- for (const [k, arr] of Object.entries(this.ohlcv)) {
78
+ for (const [k, arr] of Object.entries(verticalOhlcv)) {
66
79
  let value = arr[arr.length - 1]
67
- output[k] = (value instanceof Big) ? value.toNumber(): value;
80
+
81
+ if(precision)
82
+ {
83
+ output[k] = (value instanceof Big) ? value.toNumber(): value
84
+ }
85
+ else
86
+ {
87
+ output[k] = value
88
+ }
89
+
68
90
  }
69
91
 
70
92
  return output
71
93
  }
72
94
 
73
- addObjectColumns(obj) {
95
+ computeIndicators() {
96
+
97
+ if(this.isComputed === true){
98
+ return false
99
+ }
100
+ else
101
+ {
102
+ this.isComputed === true
103
+ }
74
104
 
75
- for(const [key, arr] of Object.entries(obj))
105
+ for(const [key, arr] of Object.entries(this.indicators))
76
106
  {
77
107
  this.addColumn(key, arr)
78
108
  }
109
+
110
+ return true
79
111
  }
80
112
 
81
113
  addColumn(key, arr) {
82
114
 
83
115
  key = key.toLowerCase()
84
- const ohlcvLength = this.ohlcv.open.length;
116
+ const ohlcvLength = this.verticalOhlcv.open.length;
85
117
 
86
118
  if (arr.length > ohlcvLength) {
87
119
  throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`);
@@ -91,58 +123,39 @@ export default class OHLCV_INDICATORS {
91
123
  const nanArray = new Array(ohlcvLength - arr.length).fill(null)
92
124
  arr = [...nanArray, ...arr]
93
125
 
94
- this.ohlcv[key] = arr
126
+ this.verticalOhlcv[key] = arr
95
127
  }
96
128
 
97
129
  crossPairs(arr)
98
130
  {
99
- const {ohlcv} = this
100
- const result = crossPairs(ohlcv, arr)
131
+
132
+ this.computeIndicators()
101
133
 
102
- if(result)
103
- {
104
- this.addObjectColumns(result)
105
- }
134
+ const result = crossPairs(this, arr)
135
+ this.indicators = {...this.indicators, ...result}
106
136
 
107
137
  return this
108
138
  }
109
139
 
110
140
  ema(size) {
111
141
 
112
- const {close} = this.ohlcv
113
142
 
114
- const result = ema(close, size)
115
-
116
- if(result)
117
- {
118
- this.addObjectColumns(result)
119
- }
143
+ const result = ema(this, size)
144
+ this.indicators = {...this.indicators, ...result}
120
145
 
121
146
  return this
122
147
  }
123
148
  sma(size) {
124
149
 
125
- const {close} = this.ohlcv
126
-
127
- const result = sma(close, size)
128
-
129
- if(result)
130
- {
131
- this.addObjectColumns(result)
132
- }
150
+ const result = sma(this, size)
151
+ this.indicators = {...this.indicators, ...result}
133
152
 
134
153
  return this
135
154
  }
136
155
  macd(fastLine, slowLine, signalLine) {
137
156
 
138
- const {close} = this.ohlcv
139
-
140
- const result = macd(close, fastLine, slowLine, signalLine)
141
-
142
- if(result)
143
- {
144
- this.addObjectColumns(result)
145
- }
157
+ const result = macd(this, fastLine, slowLine, signalLine)
158
+ this.indicators = {...this.indicators, ...result}
146
159
 
147
160
  return this
148
161
 
@@ -150,55 +163,33 @@ export default class OHLCV_INDICATORS {
150
163
  bollingerBands(size, times)
151
164
  {
152
165
 
153
- const {close} = this.ohlcv
154
-
155
- const result = bollingerBands(close, size, times)
156
-
157
- if(result)
158
- {
159
- this.addObjectColumns(result)
160
- }
166
+ const result = bollingerBands(this, size, times)
167
+ this.indicators = {...this.indicators, ...result}
161
168
 
162
169
  return this
163
170
  }
164
171
  rsi(period, movingAverage, movingAveragePeriod)
165
172
  {
166
- const {close} = this.ohlcv
167
173
 
168
- const result = rsi(close, period, movingAverage, movingAveragePeriod)
169
-
170
- if(result)
171
- {
172
- this.addObjectColumns(result)
173
- }
174
+ const result = rsi(this, period, movingAverage, movingAveragePeriod)
175
+ this.indicators = {...this.indicators, ...result}
174
176
 
175
177
  return this
176
178
  }
177
179
  candles()
178
180
  {
179
-
180
- const {ohlcv} = this
181
-
182
- const result = candles(ohlcv)
183
-
184
- if(result)
185
- {
186
- this.addObjectColumns(result)
187
- }
181
+ const result = candles(this)
182
+ this.indicators = {...this.indicators, ...result}
188
183
 
189
184
  return this
190
185
  }
191
186
  volumeProfile(numBins, daysBack, targetDateKey)
192
187
  {
193
188
 
194
- const {ohlcv} = this
195
-
196
- const result = volumeProfile(ohlcv, numBins, daysBack, targetDateKey)
189
+ const {verticalOhlcv} = this
197
190
 
198
- if(result)
199
- {
200
- this.addObjectColumns(result)
201
- }
191
+ const result = volumeProfile(verticalOhlcv, numBins, daysBack, targetDateKey)
192
+ this.indicators = {...this.indicators, ...result}
202
193
 
203
194
  return this
204
195
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "ohlcv-indicators",
3
- "version": "1.3.9",
3
+ "version": "1.4.1",
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",