ohlcv-indicators 1.4.1 → 1.4.2

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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,u=e.ticker,s=void 0===u?"undefined":u;if(function(t,e){if(!(t instanceof e))throw new TypeError("Cannot call a class as a function")}(this,t),!Array.isArray(n))throw Error("input ohlcv must be an array: "+s);if(0===n.length)throw Error("input ohlcv must not be empty: "+s);if(!n[0].hasOwnProperty("close"))throw Error("input ohlcv array objects require at least close property: "+s);return 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;return function(t){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=Math.max(e,r,n);t=t.slice(-4*o);for(var u=[],s=[],c=[],l=i?new Gt({indicator:Bt,shortInterval:e,longInterval:r,signalInterval:n}):new qt(new Ht(e),new Ht(r),new Ht(n)),a=t.length,f=0;f<a;f++){var h={};l.update(t[f]);try{h=l.getResult()}catch(t){h={macd:null,signal:null,histogram:null}}u.push(h.macd),s.push(h.signal),c.push(h.histogram)}return{macd_diff:u,macd_dea:s,macd_histogram:c,macd_diff_x_macd_dea:ce(u,s,i)}}(i.close,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){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;t=t.slice(-4*e);for(var i={bollinger_bands_upper:[],bollinger_bands_middle:[],bollinger_bands_lower:[]},o=n?new Ot(e,r):new St(e,r),u=0;u<t.length;u++){var s={};o.update(t[u]);try{s=o.getResult()}catch(t){s={upper:null,middle:null,lower:null}}i.bollinger_bands_upper.push(s.upper),i.bollinger_bands_middle.push(s.middle),i.bollinger_bands_lower.push(s.lower)}var c=i.bollinger_bands_upper,l=i.bollinger_bands_middle,a=i.bollinger_bands_lower;return{bollinger_bands_upper:c,bollinger_bands_middle:l,bollinger_bands_lower:a,bollinger_bands_range:ae(t,{bollinger_bands_upper:c,bollinger_bands_lower:a},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;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

@@ -10,8 +10,7 @@ import {Big} from 'trading-signals';
 
 
 export default class OHLCV_INDICATORS {
-    constructor({input, precision = true, ticker = 'undefined'}) {
-
+    constructor({input, precision = false, ticker = 'undefined'}) {
 
         if(!Array.isArray(input)) throw Error('input ohlcv must be an array: ' + ticker)
         if(input.length === 0) throw Error('input ohlcv must not be empty: ' + ticker)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.4.1",
+  "version": "1.4.2",
   "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",

package/src/moving-averages/bollingerBands.js

@@ -14,11 +14,12 @@ export const bollingerBands = (main, size, times) => {
 
 export const getBollingerBands = (data, size = 20, times = 2, precision) => {
 
-  const dataLength = data.length
+  data = data.slice(-(size*4))
+  
   const output = {bollinger_bands_upper: [], bollinger_bands_middle: [], bollinger_bands_lower: []}
   const instance = (precision) ? new BollingerBands(size, times) : new FasterBollingerBands(size, times)
 
-  for(let x = 0; x < dataLength; x++) {
+  for(let x = 0; x < data.length; x++) {
     let obj = {}
     instance.update(data[x])
 

package/src/moving-averages/macd.js

@@ -6,15 +6,16 @@ export const macd = (main, fastLine, slowLine, signalLine) => {
 
     const {verticalOhlcv, precision} = main
     const {close} = verticalOhlcv
-    const maxSize = Math.max(fastLine, slowLine, signalLine)
-    const sliceData = close.slice(-(maxSize*3))
-    const col = getMACD(sliceData, fastLine, slowLine, signalLine, precision)
+    const col = getMACD(close, fastLine, slowLine, signalLine, precision)
 
     return col
 }
 
 export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9, precision) => {
 
+    const maxSize = Math.max(fastLine, slowLine, signalLine)
+    data = data.slice(-(maxSize*4))
+
     const diff = []
     const dea = []
     const histogram = []

package/src/oscillators/rsi.js

@@ -10,20 +10,19 @@ export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
     const {verticalOhlcv, precision} = main
     const {close} = verticalOhlcv
 
-    const sliceData = close.slice(-(period*3))
-
     if(typeof period === 'number' && typeof movingAveragePeriod === 'undefined')
     {
         movingAveragePeriod = period
     }
 
-    const col = getRSI(sliceData, period, movingAverage, movingAveragePeriod, precision)
+    const col = getRSI(close, period, movingAverage, movingAveragePeriod, precision)
 
     return col   
 }
 
 export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14, precision) => {
 
+    data = data.slice(-(period*4))
 
     if (data.length < period) {
         return [];

package/src/studies/findCrosses.js

@@ -32,6 +32,8 @@ export const findCrosses = (fast, slow, precision) => {
     const groups = groupConsecutiveValues(state)
     const groupLengths = groups.map(g => g.length)
 
+    //console.log(groups)
+
     return groups.map((group, gIndex) => {
         let initialValue = groupLengths[gIndex]