ohlcv-indicators 1.4.9 → 1.5.0

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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l=0,c=Object.keys(t[0]);l<c.length;l++){var a=c[l];n.includes(a)||(i[a]=new Array(e))}return t.forEach((function(t,e){var n=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 i.open[e]=r(n),i.high[e]=r(o),i.low[e]=r(u),i.close[e]=r(s),i.volume[e]=r(l),c)i[a][e]=c[a]})),i}(n,this.len,l),this.indicators={},this.studies={},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=this.len,n={},i=0,o=Object.entries(t);i<o.length;i++){var u=He(o[i],2),s=u[0],l=u[1][r-1];n[s]=e&&l instanceof p?l.toNumber():l}return Object.assign(n,this.studies),n}},{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=He(n[r],2),o=i[0],u=i[1];this.verticalOhlcv.hasOwnProperty(o)?delete this.indicators[o]:e(o,u)}return!0}},{key:"addColumn",value:function(t,e){var r=this.len;if(t=t.toLowerCase(),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=t.len,s={},l={},c={},a=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{var f=function(){var t=r.value,e=t.fast,a=t.slow,f=t.count;if(!e||!a)return 1;"number"!=typeof a||s[a]||(s[a]=Array(u).fill(o(a)));var h="".concat(e,"_x_").concat(a),p="".concat(e,"_c_").concat(a),v=function(t){return void 0!==f?t.slice(-f).filter((function(t){return 1===t||-1===t})).length:0};if(n[h]){var y=n[h];c[p]=v(y),l[h]=y}else if(n[e]&&n[a]){var d=le({fast:n[e],slow:n[a],precision:i});c[p]=v(d),l[h]=d}else if(n[e]&&s[a]){var b=le({fast:n[e],slow:s[a],precision:i});c[p]=v(b),l[h]=b}else console.log("Missing ohlcv properties for ".concat(e," or ").concat(a))};for(a.s();!(r=a.n()).done;)f()}catch(t){a.e(t)}finally{a.f()}return{x:l,c}}(this,t),r=e.x,n=e.c;return Object.assign(this.indicators,r),Object.assign(this.studies,n),this.computeIndicators(),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 xt(e),new xt(r),new xt(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({fast:u,slow:s,precision: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 Ot(n,i),e=function(t,e,r){return t.minus(r).div(e.minus(r)).times(100)}):(r=new St(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)),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;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}},{key:"orb",value:function(){var t,e,r,n,i=(e=(t=this).inputOhlcv,r=t.len,n=t.precision,function(t,e,r,n){for(var i=new Array(r).fill(0),o=new Array(r).fill(0),u=0,s=null,l=0,c=0,a=0;a<r;a++){var f=t[a];if(0===a&&!f.hasOwnProperty("date"))throw Error("input ohlcv array must have a date property available in candle datapoint");var h=f.date.split(" ")[0];h!==s&&(s=h,l=f.high,c=f.low),i[u]=l,o[u]=c,u++}return{orb_high:i,orb_low:o,close_x_orb_high:le({fast:e,slow:i,precision:n}),close_x_orb_low:le({fast:e,slow:o,precision:n})}}(e,t.verticalOhlcv.close,r,n));return Object.assign(this.indicators,i),this}}],e&&Fe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -6,6 +6,7 @@ import { rsi } from './src/oscillators/rsi.js'
 import { volumeProfile } from './src/studies/volumeProfile.js'
 import {crossPairs} from './src/studies/findCrosses.js'
 import { candles } from './src/studies/candles.js'
+import { orb } from './src/studies/orb.js'
 import {Big} from 'trading-signals';
 import { parseOhlcvToVertical } from './src/utilities/parsing-utilities.js'
 
@@ -18,11 +19,12 @@ export default class OHLCV_INDICATORS {
 
         const big = num => (this.precision) ? new Big(num) : num
 
+        this.len = input.length
         this.precision = precision
         this.big = big
         this.crossPairsArr = []
         this.inputOhlcv = input
-        this.verticalOhlcv = parseOhlcvToVertical(input, big)
+        this.verticalOhlcv = parseOhlcvToVertical(input, this.len, big)
         this.indicators = {}
         this.studies = {}
         this.isComputed = false       
@@ -61,11 +63,11 @@ export default class OHLCV_INDICATORS {
     getLastValues(){
 
         this.computeIndicators()
-        const {verticalOhlcv, precision} = this
+        const {verticalOhlcv, precision, len} = this
         const output = {}
 
         for (const [k, arr] of Object.entries(verticalOhlcv)) {
-            let value = arr[arr.length - 1]
+            let value = arr[len - 1]
 
             if(precision)
             {
@@ -110,15 +112,15 @@ export default class OHLCV_INDICATORS {
     }
 
     addColumn(key, arr) {
+        const {len} = this
         key = key.toLowerCase();
-        const ohlcvLength = this.verticalOhlcv.open.length;
     
-        if (arr.length > ohlcvLength) {
+        if (arr.length > len) {
             throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`);
         }
     
-        if (arr.length < ohlcvLength) {
-            const nanCount = ohlcvLength - arr.length
+        if (arr.length < len) {
+            const nanCount = len - arr.length
             arr = new Array(nanCount).fill(null).concat(arr)
         }
     
@@ -196,4 +198,11 @@ export default class OHLCV_INDICATORS {
 
         return this
     }
+    orb()
+    {
+        const result = orb(this)
+        Object.assign(this.indicators, result)
+
+        return this       
+    }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.4.9",
+  "version": "1.5.0",
   "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/studies/findCrosses.js

@@ -104,7 +104,7 @@ const groupConsecutiveValues = arr => {
 
 export const crossPairs = (main, arr) => {
 
-    const {verticalOhlcv, precision, big} = main
+    const {verticalOhlcv, precision, big, len} = main
     const slowNumArrCache = {};
     const x = {}
     const c = {}
@@ -116,7 +116,7 @@ export const crossPairs = (main, arr) => {
         // Prepare slowNumArr if 'slow' is a number
         if (typeof slow === 'number' && !slowNumArrCache[slow]) {
 
-            slowNumArrCache[slow] = Array(verticalOhlcv.close.length).fill(big(slow))
+            slowNumArrCache[slow] = Array(len).fill(big(slow))
         }
     
         const crossName = `${fast}_x_${slow}`

package/src/studies/orb.js

@@ -0,0 +1,45 @@
+import { findCrosses } from "./findCrosses.js"
+
+export const orb = main => {
+    const {inputOhlcv, len, precision, verticalOhlcv} = main
+    const {close} = verticalOhlcv
+    const cols = getOrbOfTheFirstCandle(inputOhlcv, close, len, precision)
+    return cols
+}
+
+const getOrbOfTheFirstCandle = (inputOhlcv, close, len, precision) => {
+    const orb_high = new Array(len).fill(0)
+    const orb_low = new Array(len).fill(0)
+    let startIndex = 0
+    let currentDate = null
+    let firstCandleHigh = 0
+    let firstCandleLow = 0
+
+    for (let i = 0; i < len; i++) {
+        const current = inputOhlcv[i]
+
+        if(i === 0){
+            if(!current.hasOwnProperty('date'))
+            {
+                throw Error(`input ohlcv array must have a date property available in candle datapoint`)
+            }
+        }
+
+        const date = current.date.split(' ')[0]
+
+        if (date !== currentDate) {
+            currentDate = date;
+            firstCandleHigh = current.high
+            firstCandleLow = current.low
+        }
+
+        orb_high[startIndex] = firstCandleHigh
+        orb_low[startIndex] = firstCandleLow
+        startIndex++
+    }
+
+    const close_x_orb_high = findCrosses({fast: close, slow: orb_high, precision})
+    const close_x_orb_low = findCrosses({fast: close, slow: orb_low, precision})
+
+    return { orb_high, orb_low, close_x_orb_high, close_x_orb_low};
+}

package/src/utilities/parsing-utilities.js

@@ -1,15 +1,15 @@
-export const parseOhlcvToVertical = (input, big) => {
+export const parseOhlcvToVertical = (input, len, big) => {
 
     const keysToTrack = ['open', 'high', 'low', 'close', 'volume']
     const verticalOhlcv = {}
     
     for (const key of keysToTrack) {
-        verticalOhlcv[key] = new Array(input.length)
+        verticalOhlcv[key] = new Array(len)
     }
     
     for (const key of Object.keys(input[0])) {
         if (!keysToTrack.includes(key)) {
-            verticalOhlcv[key] = new Array(input.length)
+            verticalOhlcv[key] = new Array(len)
         }
     }