ohlcv-indicators 1.4.0 → 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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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 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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
@@ -8,8 +8,15 @@ import {crossPairs} from './src/studies/findCrosses.js'
8
8
  import { candles } from './src/studies/candles.js'
9
9
  import {Big} from 'trading-signals';
10
10
 
11
+
11
12
  export default class OHLCV_INDICATORS {
12
- constructor({input, precision = true}) {
13
+ constructor({input, precision = true, ticker = 'undefined'}) {
14
+
15
+
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)
19
+
13
20
  this.precision = precision
14
21
  this.big = num => (this.precision) ? new Big(num) : num
15
22
  this.crossPairsArr = []
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "ohlcv-indicators",
3
- "version": "1.4.0",
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",