ohlcv-indicators 1.4.4 → 1.4.5

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=He(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==He(e)?e:e+""}var Le=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);var l=function(t){return r.precision?new p(t):t};return this.precision=o,this.big=l,this.crossPairsArr=[],this.inputOhlcv=n,this.verticalOhlcv=function(t,e){for(var r=["open","high","low","close","volume"],n={},i=0,o=r;i<o.length;i++){var u=o[i];n[u]=new Array(t.length)}for(var s=0,l=Object.keys(t[0]);s<l.length;s++){var c=l[s];r.includes(c)||(n[c]=new Array(t.length))}return t.forEach((function(t,r){var i=t.open,o=t.high,u=t.low,s=t.close,l=t.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}(t,Ie);for(var a in n.open[r]=e(i),n.high[r]=e(o),n.low[r]=e(u),n.close[r]=e(s),n.volume[r]=e(l),c)n[a][r]=c[a]})),n}(n,l),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 l=r[s],c=t[l][o];u[l]=e&&c instanceof p?c.toNumber():c}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=xe(i[n],2),u=o[0],s=o[1],l=s[s.length-1];r[u]=e&&l instanceof p?l.toNumber():l}return r}},{key:"computeIndicators",value:function(){if(!0===this.isComputed)return!1;this.isComputed;for(var t=this.indicators,e=this.addColumn.bind(this),r=0,n=Object.entries(t);r<n.length;r++){var i=xe(n[r],2);e(i[0],i[1])}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");if(e.length<r){var n=r-e.length;e=new Array(n).fill(null).concat(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=t.big,u={},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 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(l.s();!(r=l.n()).done;){var c=r.value,a=c.fast,f=c.slow;if(a&&f){"number"!=typeof f||u[f]||(u[f]=Array(n.close.length).fill(o(f)));var h="".concat(a,"_x_").concat(f);if(n[a]&&n[f]){var p=le(n[a],n[f],i);s[h]=p}else if(n[a]&&u[f]){var v=le(n[a],u[f],i);s[h]=v}else console.log("Missing ohlcv properties for ".concat(a," or ").concat(f))}}}catch(t){l.e(t)}finally{l.f()}return s}(this,t);return Object.assign(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 Object.assign(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 Object.assign(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){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=t.length,u=new Array(o).fill(null),s=new Array(o).fill(null),l=new Array(o).fill(null),c=i?new Gt({indicator:It,shortInterval:e,longInterval:r,signalInterval:n}):new qt(new Ht(e),new Ht(r),new Ht(n)),a=0;a<o;a++){var f={};c.update(t[a]);try{f=c.getResult()}catch(t){f={macd:null,signal:null,histogram:null}}u[a]=f.macd,s[a]=f.signal,l[a]=f.histogram}return{macd_diff:u,macd_dea:s,macd_histogram:l,macd_diff_x_macd_dea:le(u,s,i)}}(i.close,e,r,n,o)}(this,t,e,r);return Object.assign(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,r,n=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,i=arguments.length>2&&void 0!==arguments[2]?arguments[2]:2,o=arguments.length>3?arguments[3]:void 0,u=t.length,s=Array(u).fill(null),l=Array(u).fill(null),c=Array(u).fill(null),a=Array(u).fill(null);o?(r=new St(n,i),e=function(t,e,r){return t.minus(r).div(e.minus(r)).times(100)}):(r=new Ot(n,i),e=function(t,e,r){return(t-r)/(e-r)*100});for(var f=0;f<u;f++){var h={};r.update(t[f]);var p=!1;try{h=r.getResult()}catch(t){p=!0,h={upper:null,middle:null,lower:null}}s[f]=h.upper,l[f]=h.middle,c[f]=h.lower,a[f]=p?null:e(t[f],h.upper,h.lower)}return{bollinger_bands_upper:s,bollinger_bands_middle:l,bollinger_bands_lower:c,bollinger_bands_range:a}}(n.close,e,r,i)}(this,t,e);return Object.assign(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),he(u,e,r,n,o)}(this,t,e,r);return Object.assign(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],l="Neutral",c="None",a=0,f=me(we);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)l=1===y?"Bullish":"Bearish",c=v,a=y;else{if(a!==y){l="Neutral",c="None",a=0;break}c+=",".concat(v)}}}catch(t){f.e(t)}finally{f.f()}e.push(l),r.push(c),n.push(a)}return{candle_pattern:e,candle_name:r,candle_score:n}}(this.inputOhlcv);return Object.assign(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,ve(i)),l=(Math.max.apply(Math,ve(n))-s)/e,c={upVolume:0,downVolume:0,grossVolume:0},a=Array.from({length:e},(function(t,e){return{price:s+l*e,upVolume:0,downVolume:0,grossVolume:0}})),f=1/l,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)),S=Math.min(e,Math.ceil((y-s)*f)),O=w;O<S;O++)a[O].upVolume+=m,a[O].downVolume+=g,a[O].grossVolume+=m+g;for(var j=0,P=a;j<P.length;j++){var _=P[j],E=_.upVolume,R=_.downVolume,k=_.grossVolume;c.upVolume+=E,c.downVolume+=R,c.grossVolume+=k}return{bins:a,nodes:de(a)}}(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.verticalOhlcv,t,e,r);return Object.assign(this.indicators,n),this}}],e&&Fe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -7,7 +7,7 @@ import { volumeProfile } from './src/studies/volumeProfile.js'
 import {crossPairs} from './src/studies/findCrosses.js'
 import { candles } from './src/studies/candles.js'
 import {Big} from 'trading-signals';
-
+import { parseOhlcvToVertical } from './src/utilities/parsing-utilities.js'
 
 export default class OHLCV_INDICATORS {
     constructor({input, precision = false, ticker = 'undefined'}) {
@@ -16,24 +16,13 @@ export default class OHLCV_INDICATORS {
         if(input.length === 0) throw Error('input ohlcv must not be empty: ' + ticker)
         if(!input[0].hasOwnProperty('close')) throw Error('input ohlcv array objects require at least close property: ' + ticker)
 
+        const big = num => (this.precision) ? new Big(num) : num
+
         this.precision = precision
-        this.big = num => (this.precision) ? new Big(num) : num
+        this.big = big
         this.crossPairsArr = []
         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: [] })
-
+        this.verticalOhlcv = parseOhlcvToVertical(input, big)
         this.indicators = {}
         this.isComputed = false       
         return this 
@@ -96,34 +85,36 @@ export default class OHLCV_INDICATORS {
         if(this.isComputed === true){
             return false
         }
-        else
-        {
-            this.isComputed === true
-        }
 
-        for(const [key, arr] of Object.entries(this.indicators))
+        this.isComputed === true
+
+        const indicators = this.indicators
+        const addColumn = this.addColumn.bind(this)
+
+        for(const [key, arr] of Object.entries(indicators))
         {
-            this.addColumn(key, arr)
+            addColumn(key, arr)
         }
 
         return true
     }
 
     addColumn(key, arr) {
-
-        key = key.toLowerCase()
+        key = key.toLowerCase();
         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`);
         }
-        
-        // Use Array.prototype.unshift to add null elements efficiently
-        const nanArray = new Array(ohlcvLength - arr.length).fill(null)
-        arr = [...nanArray, ...arr]
-
+    
+        if (arr.length < ohlcvLength) {
+            const nanCount = ohlcvLength - arr.length
+            arr = new Array(nanCount).fill(null).concat(arr)
+        }
+    
         this.verticalOhlcv[key] = arr
     }
+    
 
     crossPairs(arr)
     {
@@ -131,7 +122,7 @@ export default class OHLCV_INDICATORS {
         this.computeIndicators()
 
         const result = crossPairs(this, arr)
-        this.indicators = {...this.indicators, ...result}
+        Object.assign(this.indicators, result)
 
         return this
     }
@@ -140,21 +131,21 @@ export default class OHLCV_INDICATORS {
 
 
        const result = ema(this, size)
-       this.indicators = {...this.indicators, ...result}
+       Object.assign(this.indicators, result)
 
         return this
     }
     sma(size) {
 
         const result = sma(this, size)
-        this.indicators = {...this.indicators, ...result}
+        Object.assign(this.indicators, result)
 
         return this 
     }
     macd(fastLine, slowLine, signalLine) {
 
         const result = macd(this, fastLine, slowLine, signalLine)
-        this.indicators = {...this.indicators, ...result}
+        Object.assign(this.indicators, result)
         
         return this
 
@@ -163,7 +154,7 @@ export default class OHLCV_INDICATORS {
     {
 
         const result = bollingerBands(this, size, times)
-        this.indicators = {...this.indicators, ...result}
+        Object.assign(this.indicators, result)
 
         return this
     }
@@ -171,14 +162,14 @@ export default class OHLCV_INDICATORS {
     {
 
         const result = rsi(this, period, movingAverage, movingAveragePeriod)
-        this.indicators = {...this.indicators, ...result}
+        Object.assign(this.indicators, result)
 
         return this
     }
     candles()
     {
         const result = candles(this)
-        this.indicators = {...this.indicators, ...result}
+        Object.assign(this.indicators, result)
 
         return this
     }
@@ -188,7 +179,7 @@ export default class OHLCV_INDICATORS {
         const {verticalOhlcv} = this
 
         const result = volumeProfile(verticalOhlcv, numBins, daysBack, targetDateKey)
-        this.indicators = {...this.indicators, ...result}
+        Object.assign(this.indicators, result)
 
         return this
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.4.4",
+  "version": "1.4.5",
   "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

@@ -1,7 +1,6 @@
 
 import {BollingerBands, FasterBollingerBands, Big} from 'trading-signals';
 
-
 export const bollingerBands = (main, size, times) => {
 
   const {verticalOhlcv, precision} = main
@@ -13,62 +12,40 @@ export const bollingerBands = (main, size, times) => {
 
 export const getBollingerBands = (data, size = 20, times = 2, precision) => {
   
-  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 < data.length; x++) {
-    let obj = {}
+  const dataLength = data.length
+  const bollinger_bands_upper =  Array(dataLength).fill(null)
+  const bollinger_bands_middle =  Array(dataLength).fill(null)
+  const bollinger_bands_lower =  Array(dataLength).fill(null)
+  const bollinger_bands_range =  Array(dataLength).fill(null)
+
+  let getRange
+  let instance
+
+  if (precision) {
+    instance = new BollingerBands(size, times)
+    getRange = (value, upper, lower) => ((value.minus(lower)).div((upper.minus(lower)))).times(100)
+  } else {
+    instance = new FasterBollingerBands(size, times)
+    getRange = (value, upper, lower) => ((value - lower) / (upper - lower)) * 100
+  }
+  
+  for (let x = 0; x < dataLength; x++) {
+    let obj = {};
     instance.update(data[x])
+    let hasNull = false
 
-    try
-    {
-        obj = instance.getResult()
-    }
-    catch(err)
-    {
-        obj = {upper: null, middle: null, lower: null}
+    try {
+      obj = instance.getResult()
+    } catch (err) {
+      hasNull = true
+      obj = { upper: null, middle: null, lower: null }
     }
 
-    output.bollinger_bands_upper.push(obj.upper)
-    output.bollinger_bands_middle.push(obj.middle)
-    output.bollinger_bands_lower.push(obj.lower)
-
+    bollinger_bands_upper[x] = obj.upper;
+    bollinger_bands_middle[x] = obj.middle;
+    bollinger_bands_lower[x] = obj.lower;
+    bollinger_bands_range[x] = (hasNull) ? null : getRange(data[x], obj.upper, obj.lower)
   }
 
-  const {bollinger_bands_upper, bollinger_bands_middle, bollinger_bands_lower} = output
-  const bollinger_bands_range = bollingerBandsRange(data, {bollinger_bands_upper, bollinger_bands_lower}, precision)
-
-  return {bollinger_bands_upper, bollinger_bands_middle, bollinger_bands_lower, bollinger_bands_range}
-}
-  
-
-
-const bollingerBandsRange = (data, bollingerBands, precision) => {
-  const { bollinger_bands_upper, bollinger_bands_lower } = bollingerBands;
-
-  const output = new Array(data.length);
-
-  for (let i = 0; i < data.length; i++) {
-    if (bollinger_bands_upper[i] != null && bollinger_bands_lower[i] != null && data[i] != null) {
-
-      if(precision)
-      {
-        const upperBig = new Big(bollinger_bands_upper[i])
-        const lowerBig = new Big(bollinger_bands_lower[i])
-        const dataBig = new Big(data[i])
-        const range = upperBig.minus(lowerBig);
-        output[i] = dataBig.minus(lowerBig).div(range).times(100)
-      }
-      else
-      {
-        const range = bollinger_bands_upper[i] - bollinger_bands_lower[i]
-        output[i] = ((data[i] - bollinger_bands_lower[i]) / range) * 100
-      }
-
-    } else {
-      output[i] = null;
-    }
-  }
-  
-  return output;
+  return { bollinger_bands_upper, bollinger_bands_middle, bollinger_bands_lower, bollinger_bands_range };
 }

package/src/moving-averages/ema.js

@@ -21,25 +21,30 @@ export const getEMA = (data, size, precision) => {
     throw Error('undefined param in getEMA')
   }
 
-  const output = []
-  const instance = (precision) ? new EMA(size) : new FasterEMA(size)
   const dataLength = data.length
+  const output = new Array(dataLength).fill(null)
+  const instance = (precision) ? new EMA(size) : new FasterEMA(size)
 
   for(let x = 0; x < dataLength; x++)
   {
+      
       let value = null
-      instance.update(data[x])
-    
-      try
-      {
-        value = instance.getResult()
-      }
-      catch(err)
+
+      if(data[x] !== null)
       {
-        value = null
+        instance.update(data[x])
+      
+        try
+        {
+          value = instance.getResult()
+        }
+        catch(err)
+        {
+          value = null
+        }
       }
-
-      output.push(value)
+      
+      output[x] = value
   }
 
 

package/src/moving-averages/macd.js

@@ -13,9 +13,10 @@ export const macd = (main, fastLine, slowLine, signalLine) => {
 
 export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9, precision) => {
 
-    const diff = []
-    const dea = []
-    const histogram = []
+    const dataLength = data.length
+    const diff = new Array(dataLength).fill(null)
+    const dea = new Array(dataLength).fill(null)
+    const histogram = new Array(dataLength).fill(null)
 
     const instance = (precision) ? new MACD({
         indicator: EMA,
@@ -24,8 +25,6 @@ export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9, prec
         signalInterval: signalLine
     }) : new FasterMACD(new FasterEMA(fastLine), new FasterEMA(slowLine), new FasterEMA(signalLine))
 
-    const dataLength = data.length
-
     for(let x = 0; x < dataLength; x++)
     {
         let obj = {}
@@ -40,9 +39,9 @@ export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9, prec
             obj = {macd: null, signal: null, histogram: null}
         }
     
-        diff.push(obj.macd)
-        dea.push(obj.signal)
-        histogram.push(obj.histogram)
+        diff[x] = obj.macd
+        dea[x] = obj.signal
+        histogram[x] = obj.histogram
     }
 
     const x = findCrosses(diff, dea, precision)

package/src/moving-averages/sma.js

@@ -20,25 +20,30 @@ export const getSMA = (data, size, precision) => {
     throw Error('undefined param in getSMA')
   }
 
-  const output = []
-  const instance = (precision) ? new SMA(size) : new FasterSMA(size)
   const dataLength = data.length
+  const output = new Array(dataLength).fill(null)
+  const instance = (precision) ? new SMA(size) : new FasterSMA(size)
+  
 
   for(let x = 0; x < dataLength; x++)
   {
       let value = null
-      instance.update(data[x])
-    
-      try
-      {
-        value = instance.getResult()
-      }
-      catch(err)
+
+      if(data[x] !== null)
       {
-        value = null
+        instance.update(data[x])
+      
+        try
+        {
+          value = instance.getResult()
+        }
+        catch(err)
+        {
+          value = null
+        }
       }
 
-      output.push(value)
+      output[x] = value
   }
 
   return output

package/src/oscillators/rsi.js

@@ -22,35 +22,36 @@ export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
 
 export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14, precision) => {
 
-    if (data.length < period) {
+    const dataLength = data.length
+
+    if (dataLength < period) {
         return [];
     }
 
-    let rsi = []
-    period = parseInt(period)
-    movingAveragePeriod = parseInt(movingAveragePeriod)
+    let rsi = new Array(dataLength).fill(null)
     const instance = (precision) ? new RSI(period) : new FasterRSI(period)
-    const dataLength = data.length
 
     for(let x = 0; x < dataLength; x++)
     {
         let value = null
-        instance.update(data[x])
-        
-        try
-        {
-            value = instance.getResult()
-        }
-        catch(err)
+
+        if(data[x] !== null)
         {
-            value = null
+            instance.update(data[x])
+            
+            try
+            {
+                value = instance.getResult()
+            }
+            catch(err)
+            {
+                value = null
+            }
         }
     
-        rsi.push(value)
+        rsi[x] = value
     }
 
-    rsi = rsi.filter(v => v)
-
     let output = {[`rsi_${period}`]: rsi}
 
     if(typeof movingAverage === 'string' && typeof movingAveragePeriod === 'number')

package/src/studies/findCrosses.js

@@ -4,6 +4,13 @@ import {Big} from 'trading-signals';
 export const findCrosses = (fast, slow, precision) => {
     // Map states based on comparison of fast and slow arrays
 
+    const dataLength = fast.length
+
+    if(dataLength ==! slow.length)
+    {
+        throw Error('fast and slow do not have the same length')
+    }
+
     let eq
     let gt
     let lt
@@ -13,62 +20,55 @@ export const findCrosses = (fast, slow, precision) => {
         eq = (a, b) => a.eq(b)
         gt = (a, b) => a.gt(b)
         lt = (a, b) => a.lt(b)
-
-        fast = fast.filter(o => o instanceof Big)
-        slow = slow.filter(o => o instanceof Big)
     }
     else
     {
         eq = (a, b) => a === b
         gt = (a, b) => a > b
-        lt = (a, b) => a < b
-        fast = fast.filter(o => typeof o === 'number')
-        slow = slow.filter(o => typeof o === 'number')        
+        lt = (a, b) => a < b     
     }
 
-    
-    const min = Math.min(fast.length, slow.length)
-
-    fast = fast.slice(-min)
-    slow = slow.slice(-min)
 
-    let state = fast.map((f, i) => {
+    const state = new Array(dataLength).fill(null)
 
+    for(let x = 0; x < dataLength; x++)
+    {
+        const f = fast[x]
+        const s = slow[x]
+        let value
 
-        if(eq(f, slow[i])) return 'neutral'
-        else if(gt(f, slow[i])) return 'up'
-        else if(lt(f, slow[i])) return 'down'
+        if(f === null || s === null) value = 'neutral'
+        else if(eq(f, s)) value = 'neutral'
+        else if(gt(f, s)) value = 'up'
+        else if(lt(f, s)) value = 'down'
 
-        throw Error('undefined error in findCrosses')
-    })
+        state[x] = value
+    }
 
     const groups = groupConsecutiveValues(state)
     const groupLengths = groups.map(g => g.length)
 
     //console.log(groups)
 
-    return groups.map((group, gIndex) => {
-        let initialValue = groupLengths[gIndex]
-
+    return groups.flatMap((group, gIndex) => {
+        const initialValue = groupLengths[gIndex];
+        
         return group.map((s, i) => {
-            let v = initialValue - i
-
-            if(s === 'neutral')
-            {
-                v = 0
-            }
-            if(s === 'up')
-            {
-                v = v * 1
-            }
-            if(s === 'down')
-            {
-                v = v * -1
+            const v = initialValue - i;
+            
+            switch (s) {
+                case 'neutral':
+                    return 0;
+                case 'up':
+                    return v;
+                case 'down':
+                    return -v;
+                default:
+                    return v;  // Assuming 'v' is returned if none of the cases match
             }
-
-            return v
-        }).reverse()
-    }).flat()
+        }).reverse();
+    });
+    
 
 }
 

package/src/utilities/parsing-utilities.js

@@ -0,0 +1,29 @@
+export const parseOhlcvToVertical = (input, big) => {
+
+    const keysToTrack = ['open', 'high', 'low', 'close', 'volume']
+    const verticalOhlcv = {}
+    
+    for (const key of keysToTrack) {
+        verticalOhlcv[key] = new Array(input.length)
+    }
+    
+    for (const key of Object.keys(input[0])) {
+        if (!keysToTrack.includes(key)) {
+            verticalOhlcv[key] = new Array(input.length)
+        }
+    }
+    
+    input.forEach(({ open, high, low, close, volume, ...rest }, index) => {
+        verticalOhlcv.open[index] = big(open)
+        verticalOhlcv.high[index] = big(high)
+        verticalOhlcv.low[index] = big(low)
+        verticalOhlcv.close[index] = big(close)
+        verticalOhlcv.volume[index] = big(volume)
+    
+        for (const key in rest) {
+            verticalOhlcv[key][index] = rest[key];
+        }
+    })
+    
+    return verticalOhlcv
+}