ohlcv-indicators 1.4.6 → 1.4.7

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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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/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "ohlcv-indicators",
3
- "version": "1.4.6",
3
+ "version": "1.4.7",
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",