ohlcv-indicators 1.5.3 → 1.5.5

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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0!==f?t.slice(-f).filter((function(t){return 1===t||-1===t})).length:0};if(n[h]){var y=n[h];l[h]=y,void 0!==f&&(c[v]=p(y))}else if(n[e]&&n[a]){var d=le({fast:n[e],slow:n[a],precision:i});l[h]=d,void 0!==f&&(c[v]=p(d))}else if(n[e]&&s[a]){var b=le({fast:n[e],slow:s[a],precision:i});l[h]=b,void 0!==f&&(c[v]=p(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 qt({indicator:It,shortInterval:e,longInterval:r,signalInterval:n}):new Vt(new Ft(e),new Ft(r),new Ft(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),f=Array(u).fill(null),h=null,v=null;o?(r=new Ot(n,i),e=function(t,e,r){return{range:t.minus(r).div(e.minus(r)).times(100),height:e.minus(r).div(r).times(100)}}):(r=new jt(n,i),e=function(t,e,r){return{range:(t-r)/(e-r)*100,height:(e-r)/r*100}});for(var p=0;p<u;p++){var y={};r.update(t[p]);var d=!1;try{y=r.getResult()}catch(t){d=!0,y={upper:null,middle:null,lower:null}}if(s[p]=y.upper,l[p]=y.middle,c[p]=y.lower,d)a[p]=null,f[p]=null;else{var b=e(t[p],y.upper,y.lower);h=b.range,v=b.height}a[p]=h,f[p]=v}return{bollinger_bands_upper:s,bollinger_bands_middle:l,bollinger_bands_lower:c,bollinger_bands_range:a,bollinger_bands_height:f}}(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:"orb",value:function(){var t,e,r,n=(e=(t=this).inputOhlcv,r=t.len,t.precision,t.verticalOhlcv.close,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}}(e,0,r));return Object.assign(this.indicators,n),this}},{key:"donchianChannels",value:function(t,e){var r=function(t,e,r){var n=t.verticalOhlcv,i=t.precision,o=t.len;return function(t,e,r,n,i,o){for(var u=new Array(o).fill(null),s=new Array(o).fill(null),l=new Array(o).fill(null),c=[],a=[],f=i?function(t,e){return t.plus(e).div(2)}:function(t,e){return(t+e)/2},h=0;h<o;h++){for(;c.length&&c[0]<=h-r;)c.shift();for(;c.length&&t[c[c.length-1]]<=t[h];)c.pop();for(c.push(h);a.length&&a[0]<=h-r;)a.shift();for(;a.length&&e[a[a.length-1]]>=e[h];)a.pop();if(a.push(h),h>=r-1){var v=t[c[0]],p=e[a[0]],y=f(v,p),d=h+n;d>=0&&d<o&&(u[d]=v,s[d]=p,l[d]=y)}}return{donchian_channel_upper:u,donchian_channel_lower:s,donchian_channel_basis:l}}(n.high,n.low,e,r,i,o)}(this,t,e);return Object.assign(this.indicators,r),this}},{key:"candlesStudies",value:function(t){var e=function(t,e){return function(t){for(var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,r=arguments.length>2?arguments[2]:void 0,n=function(t,e){return Math.abs(t-e)},i=new Array(r).fill(null),o=new Array(r).fill(null),u=new Array(r).fill(null),s=new Array(r).fill(null),l=new Array(r).fill(null),c=new Z(e),a=0;a<r;a++){var f=t[a-1],h=t[a],v=h.open,p=h.high,y=h.low,d=h.close,b=void 0!==f?Math.abs(f.close-v):null,g=null,m=n(v,d),w=void 0,O=void 0,j=d>v?1:0;1===j?(w=n(p,d),O=n(v,y)):(w=n(p,v),O=n(d,y)),c.update(m);try{g=c.getResult()}catch(t){g=null}i[a]=j,o[a]=ye(m,g),u[a]=ye(w,g),s[a]=ye(O,g),l[a]=ye(b,g)}return{candle_direction:i,candle_gap_size:l,candle_body_size:o,candle_top_size:u,candle_bottom_size:s}}(t.inputOhlcv,e,t.len)}(this,t);return Object.assign(this.indicators,e),this}}])&&me(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -3,9 +3,7 @@ import {sma} from './src/moving-averages/sma.js'
 import {macd} from './src/moving-averages/macd.js'
 import {bollingerBands} from './src/moving-averages/bollingerBands.js'
 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 { donchianChannels } from './src/moving-averages/donchianChannel.js'
 import {Big} from 'trading-signals';
@@ -183,23 +181,6 @@ export default class OHLCV_INDICATORS {
 
         return this
     }
-    candles()
-    {
-        const result = candles(this)
-        Object.assign(this.indicators, result)
-
-        return this
-    }
-    volumeProfile(numBins, daysBack, targetDateKey)
-    {
-
-        const {verticalOhlcv} = this
-
-        const result = volumeProfile(verticalOhlcv, numBins, daysBack, targetDateKey)
-        Object.assign(this.indicators, result)
-
-        return this
-    }
     orb()
     {
         const result = orb(this)

package/package.json

@@ -1,11 +1,12 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.5.3",
+  "version": "1.5.5",
   "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",
   "scripts": {
     "test": "node test/test.js",
+    "study": "node test/study.js",
     "build": "npx webpack"
   },
   "author": "https://jaimelias.com/",

package/src/studies/candleStudies.js

@@ -1,4 +1,4 @@
-import {SMA, FasterSMA} from 'trading-signals';
+import {FasterSMA} from 'trading-signals';
 
 export const candlesStudies = (main, period) => {
 
@@ -16,38 +16,31 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
 
     //body
     let candle_body_size = new Array(len).fill(null)
-    let candle_body_size_mean = new Array(len).fill(null)
-    let candle_body_size_label = new Array(len).fill(null)
 
     //top
-    let candle_top_size_mean = new Array(len).fill(null)
     let candle_top_size = new Array(len).fill(null)
-    let candle_top_size_label = new Array(len).fill(null)
 
     //bottom
-    let candle_bottom_size_mean = new Array(len).fill(null)
     let candle_bottom_size = new Array(len).fill(null)
-    let candle_bottom_size_label = new Array(len).fill(null)
 
+    //gap between the current open and previous close
+    let candle_gap_size = new Array(len).fill(null)
 
     //instances
     let bodyInstance = new FasterSMA(period)
-    let topInstance = new FasterSMA(period)
-    let bottomInstance = new FasterSMA(period)
-
 
     for(let x = 0; x < len; x++)
     {
+        const prev = inputOhlcv[x-1]
         const {open, high, low, close} = inputOhlcv[x]
+        const gapSize = (typeof prev !== 'undefined') ? Math.abs(prev.close - open) : null
         let bodySizeMean = null
-        let topSizeMean = null
-        let bottomSizeMean = null
         const bodySize = getSize(open, close)
         let topSize
         let bottomSize
-        let candleDirection = (close > open) ? 'up' : 'down'
+        let candleDirection = (close > open) ? 1 : 0 // 1 for bullish and 0 for bearish
 
-        if(candleDirection === 'up')
+        if(candleDirection === 1)
         {
             topSize = getSize(high, close)
             bottomSize = getSize(open, low)
@@ -59,14 +52,10 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
         }
 
         bodyInstance.update(bodySize)
-        topInstance.update(topSize)
-        bottomInstance.update(bottomSize)
 
         try
         {
             bodySizeMean = bodyInstance.getResult()
-            topSizeMean = topInstance.getResult()
-            bottomSizeMean = bottomInstance.getResult()
         }
         catch(err)
         {
@@ -76,41 +65,33 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
         candle_direction[x] = candleDirection
 
         //body
-        candle_body_size[x] = bodySize
-        candle_body_size_mean[x] = bodySizeMean
-        candle_body_size_label[x] = labelSize(bodySize, bodySizeMean)
+        candle_body_size[x] = classifySize(bodySize, bodySizeMean)
         
         //top
-        candle_top_size[x] = topSize
-        candle_top_size_mean[x] = topSizeMean
-        candle_top_size_label[x] = labelSize(topSize, topSizeMean)
+        candle_top_size[x] = classifySize(topSize, bodySizeMean)
         
-
         //bottom
-        candle_bottom_size[x] = bottomSize
-        candle_bottom_size_mean[x] = bottomSizeMean
-        candle_bottom_size_label[x] = labelSize(bottomSize, bottomSizeMean)
-        
+        candle_bottom_size[x] = classifySize(bottomSize, bodySizeMean)
+
+        //gap
+        candle_gap_size[x] = classifySize(gapSize, bodySizeMean)
     }
 
     return {
         candle_direction,
-        candle_body_size_mean,
+        candle_gap_size,
         candle_body_size,
-        candle_body_size_label,
-        candle_top_size_mean,
         candle_top_size,
-        candle_top_size_label,
-        candle_bottom_size_mean,
-        candle_bottom_size,
-        candle_bottom_size_label
+        candle_bottom_size
     }
 }
 
-const labelSize = (value, mean) => {
+
+// 1 for large, 0.5 for medium and 0 for small
+const classifySize = (value, mean) => {
 
     if(value === null || mean === null) return null
-    if(value > mean * 1.25) return 'large'
-    else if(value < mean * 0.75) return 'small'
-    else return 'medium'
+    if(value > mean * 1.25) return 1
+    else if(value < mean * 0.75) return 0
+    else return 0.5
 }

package/src/studies/correlation.js

@@ -0,0 +1,98 @@
+import { FasterSMA } from "trading-signals";
+
+// Normalize the array (z-score normalization)
+const smoothNormalize = (arr, smoothing) => {
+    const len = arr.length;
+    const instance = new FasterSMA(smoothing);
+    const smoothedArr = new Array(len);
+    let sum = 0;
+    let sumSq = 0;
+    let count = 0;
+
+    for (let x = 0; x < len; x++) {
+        instance.update(arr[x]);
+
+        if (instance.isStable) {
+            const value = instance.getResult();
+            smoothedArr[x] = value;
+            sum += value;
+            sumSq += value * value;
+            count++;
+        } else {
+            smoothedArr[x] = null;
+        }
+    }
+
+    const meanValue = sum / count;
+    const variance = (sumSq / count) - (meanValue * meanValue);
+    const stdDev = Math.sqrt(variance);
+
+    return smoothedArr.map(val => (val !== null ? (val - meanValue) / stdDev : null));
+}
+
+// Calculate Pearson Correlation
+export const correlation = (x, y, smoothing = 5) => {
+    if (x.length !== y.length) {
+        throw new Error('Both arrays must have the same length');
+    }
+
+    const normX = smoothNormalize(x, smoothing);
+    const normY = smoothNormalize(y, smoothing);
+    const n = x.length;
+    const result = [];
+
+    let sumX = 0, sumY = 0, sumXY = 0;
+    let sumXSquare = 0, sumYSquare = 0;
+    let count = 0;
+
+    // Find the first index where both normX and normY have valid values
+    let firstValidIndex = -1;
+    for (let i = 0; i < n; i++) {
+        if (normX[i] !== null && normY[i] !== null) {
+            firstValidIndex = i;
+            break;
+        } else {
+            result.push(0); // Fill initial invalid indices with 0
+        }
+    }
+
+    if (firstValidIndex === -1) {
+        // No valid data points
+        return new Array(n).fill(0);
+    }
+
+    for (let i = firstValidIndex; i < n; i++) {
+        const xVal = normX[i];
+        const yVal = normY[i];
+
+        if (xVal === null || yVal === null) {
+            // Reset sums and counts when encountering null values
+            sumX = sumY = sumXY = sumXSquare = sumYSquare = count = 0;
+            result.push(0);
+            continue;
+        }
+
+        sumX += xVal;
+        sumY += yVal;
+        sumXY += xVal * yVal;
+        sumXSquare += xVal * xVal;
+        sumYSquare += yVal * yVal;
+        count++;
+
+        if (count < 2) {
+            result.push(0); // Not enough data points to calculate correlation
+            continue;
+        }
+
+        const numerator = (count * sumXY) - (sumX * sumY);
+        const denominator = Math.sqrt(
+            (count * sumXSquare - sumX * sumX) *
+            (count * sumYSquare - sumY * sumY)
+        );
+
+        const correlation = denominator === 0 ? 0 : numerator / denominator;
+        result.push(correlation);
+    }
+
+    return result;
+}

package/src/utilities/parsing-utilities.js

@@ -1,31 +1,74 @@
-export const parseOhlcvToVertical = (input, len, big) => {
+//true if first row date starts with yyyy-mm-dd date
+const validateFirstDate = arr => arr[0].hasOwnProperty('date') && typeof arr[0].date === 'string' && /^\d{4}-\d{2}-\d{2}/.test(arr[0].date)
 
-    const keysToTrack = ['open', 'high', 'low', 'close', 'volume']
+export const parseOhlcvToVertical = (input, len, big) => {
+    const numberColsKeys = ['open', 'high', 'low', 'close', 'volume']
+    const numberColsKeysSet = new Set(numberColsKeys)
     const verticalOhlcv = {}
-    
-    for (const key of keysToTrack) {
+
+    // Initialize arrays for numerical columns
+    for (const key of numberColsKeys) {
         verticalOhlcv[key] = new Array(len)
     }
-    
-    for (const key of Object.keys(input[0])) {
-        if (!keysToTrack.includes(key)) {
+
+    // Extract other keys and initialize their arrays
+    const inputKeys = Object.keys(input[0])
+    const otherKeys = []
+
+    for (const key of inputKeys) {
+        if (!numberColsKeysSet.has(key)) {
             verticalOhlcv[key] = new Array(len)
+            otherKeys.push(key)
         }
     }
 
-    for(let x = 0; x < len; x++)
+
+    let prevDateStr
+    let sessionIndex = 0
+    let sessionIntradayIndex = 0
+    const isValidDate = validateFirstDate(input)
+
+    if(isValidDate)
     {
-        const { open, high, low, close, volume, ...rest } = input[x]
-        verticalOhlcv.open[x] = big(open)
-        verticalOhlcv.high[x] = big(high)
-        verticalOhlcv.low[x] = big(low)
-        verticalOhlcv.close[x] = big(close)
-        verticalOhlcv.volume[x] = big(volume)
-    
-        for (const [key, value] of Object.entries(rest)) {
-            verticalOhlcv[key][x] = value
-        }      
+        verticalOhlcv['session_index'] = new Array(len)
+        verticalOhlcv['session_intraday_index'] = new Array(len)
+        prevDateStr = input[0].date.slice(0, 10)
     }
     
+    for (let x = 0; x < len; x++) {
+        const current = input[x]
+
+        // Process numerical columns with 'big' function
+        verticalOhlcv.open[x] = big(current.open)
+        verticalOhlcv.high[x] = big(current.high)
+        verticalOhlcv.low[x] = big(current.low)
+        verticalOhlcv.close[x] = big(current.close)
+        verticalOhlcv.volume[x] = big(current.volume)
+
+        // Process other keys
+        for (const key of otherKeys) {
+            verticalOhlcv[key][x] = current[key]
+        }
+
+        // Date processing for session indices
+        if (isValidDate) {
+            const thisDateStr = current.date.slice(0, 10)
+
+            if (thisDateStr !== prevDateStr) {
+                prevDateStr = thisDateStr
+                sessionIndex++
+                sessionIntradayIndex = 0
+            }
+
+            verticalOhlcv.session_index[x] = sessionIndex
+            verticalOhlcv.session_intraday_index[x] = sessionIntradayIndex
+            sessionIntradayIndex++
+        }
+    }
+
     return verticalOhlcv
-}  
+}
+
+
+
+

package/src/studies/candles.js

@@ -1,267 +0,0 @@
-export const candles = main => {
-
-    const {inputOhlcv, len} = main
-    const cols = getCandlestickPattern(inputOhlcv, len);
-    return cols;
-}
-
-export const getCandlestickPattern = (inputOhlcv, len) => {
-
-
-    const candle_pattern = [];
-    const candle_name = [];
-    const candle_score = [];
-
-    for (let x = 1; x < len; x++) {
-        const curr = inputOhlcv[x];
-        const prev = inputOhlcv[x - 1];
-
-        let pattern = 'Neutral';
-        let name = 'None';
-        let score = 0;
-
-        for (const patternObj of candlePatterns) {
-            const { isSingleCandle, candle_name: patternName, candle_score: patternScore } = patternObj;
-            const isMatch = isSingleCandle 
-                ? candleFunctions[patternName](curr) 
-                : candleFunctions[patternName](prev, curr);
-
-            if (isMatch) {
-                if (score === 0) {
-                    pattern = patternScore === 1 ? 'Bullish' : 'Bearish';
-                    name = patternName;
-                    score = patternScore;
-                } else if (score !== patternScore) {
-                    pattern = 'Neutral';
-                    name = 'None';
-                    score = 0;
-                    break;
-                } else {
-                    name += `,${patternName}`;
-                }
-            }
-        }
-
-        candle_pattern.push(pattern);
-        candle_name.push(name);
-        candle_score.push(score);
-    }
-
-    return {
-        candle_pattern,
-        candle_name,
-        candle_score
-    }
-}
-
-
-
-
-const candlePatterns = [
-    {
-        candle_name: "isHammer",
-        candle_score: 1,
-        isSingleCandle: true
-    },
-    {
-        candle_name: "isInvertedHammer",
-        candle_score: 1,
-        isSingleCandle: true
-    },
-    {
-        candle_name: "isBullishHammer",
-        candle_score: 1,
-        isSingleCandle: true
-    },
-    {
-        candle_name: "isBearishHammer",
-        candle_score: -1,
-        isSingleCandle: true
-    },
-    {
-        candle_name: "isBullishInvertedHammer",
-        candle_score: 1,
-        isSingleCandle: true
-    },
-    {
-        candle_name: "isBearishInvertedHammer",
-        candle_score: -1,
-        isSingleCandle: true
-    },
-    {
-        candle_name: "isHangingMan",
-        candle_score: -1,
-        isSingleCandle: false
-    },
-    {
-        candle_name: "isShootingStar",
-        candle_score: -1,
-        isSingleCandle: false
-    },
-    {
-        candle_name: "isBullishEngulfing",
-        candle_score: 1,
-        isSingleCandle: false
-    },
-    {
-        candle_name: "isBearishEngulfing",
-        candle_score: -1,
-        isSingleCandle: false
-    },
-    {
-        candle_name: "isBullishHarami",
-        candle_score: 1,
-        isSingleCandle: false
-    },
-    {
-        candle_name: "isBearishHarami",
-        candle_score: -1
-    },
-    {
-        candle_name: "isBullishKicker",
-        candle_score: 1,
-        isSingleCandle: false
-    },
-    {
-        candle_name: "isBearishKicker",
-        candle_score: -1,
-        isSingleCandle: false
-    }
-]
-
-
-const bodyLen = candlestick => Math.abs(candlestick.open - candlestick.close);
-
-const wickLen = candlestick => candlestick.high - Math.max(candlestick.open, candlestick.close);
-
-const tailLen = candlestick => Math.min(candlestick.open, candlestick.close) - candlestick.low;
-
-const bodyEnds = candlestick => candlestick.open <= candlestick.close ?
-  { bottom: candlestick.open, top: candlestick.close } :
-  { bottom: candlestick.close, top: candlestick.open };
-
-const isBullish = candlestick => candlestick.open < candlestick.close;
-
-const isBearish = candlestick => candlestick.open > candlestick.close;
-
-const isEngulfed = (previous, current) => 
-  bodyEnds(previous).top <= bodyEnds(current).top &&
-  bodyEnds(previous).bottom >= bodyEnds(current).bottom;
-
-const hasGapUp = (previous, current) => 
-  bodyEnds(previous).top < bodyEnds(current).bottom;
-
-const hasGapDown = (previous, current) => 
-  bodyEnds(previous).bottom > bodyEnds(current).top;
-
-const isHammer = candlestick => 
-  tailLen(candlestick) > (bodyLen(candlestick) * 2) &&
-  wickLen(candlestick) < bodyLen(candlestick);
-
-const isInvertedHammer = candlestick => 
-  wickLen(candlestick) > (bodyLen(candlestick) * 2) &&
-  tailLen(candlestick) < bodyLen(candlestick);
-
-const isBullishHammer = candlestick => 
-  isBullish(candlestick) && isHammer(candlestick);
-
-const isBearishHammer = candlestick => 
-  isBearish(candlestick) && isHammer(candlestick);
-
-const isBullishInvertedHammer = candlestick => 
-  isBullish(candlestick) && isInvertedHammer(candlestick);
-
-const isBearishInvertedHammer = candlestick => 
-  isBearish(candlestick) && isInvertedHammer(candlestick);
-
-const isHangingMan = (previous, current) => 
-  isBullish(previous) && isBearishHammer(current) && hasGapUp(previous, current);
-
-const isShootingStar = (previous, current) => 
-  isBullish(previous) && isBearishInvertedHammer(current) && hasGapUp(previous, current);
-
-const isBullishEngulfing = (previous, current) => 
-  isBearish(previous) && isBullish(current) && isEngulfed(previous, current);
-
-const isBearishEngulfing = (previous, current) => 
-  isBullish(previous) && isBearish(current) && isEngulfed(previous, current);
-
-const isBullishHarami = (previous, current) => 
-  isBearish(previous) && isBullish(current) && isEngulfed(current, previous);
-
-const isBearishHarami = (previous, current) => 
-  isBullish(previous) && isBearish(current) && isEngulfed(current, previous);
-
-const isBullishKicker = (previous, current) => 
-  isBearish(previous) && isBullish(current) && hasGapUp(previous, current) && 
-  !(isHammer(current) || isInvertedHammer(current));
-
-const isBearishKicker = (previous, current) => 
-  isBullish(previous) && isBearish(current) && hasGapDown(previous, current) && 
-  !(isHammer(current) || isInvertedHammer(current));
-
-const findPattern = (dataArray, callback) => {
-  const paramCount = callback.length;
-  const upperBound = dataArray.length - paramCount;
-  const results = [];
-
-  for (let i = 0; i <= upperBound; i++) {
-    const values = [];
-
-    for (let j = 0; j < paramCount; j++) {
-      values.push(dataArray[i + j]);
-    }
-
-    if (callback(...values)) {
-      results.push(i);
-    }
-  }
-
-  return results;
-}
-
-const hammer = dataArray => findPattern(dataArray, isHammer);
-
-const invertedHammer = dataArray => findPattern(dataArray, isInvertedHammer);
-
-const bullishHammer = dataArray => findPattern(dataArray, isBullishHammer);
-
-const bearishHammer = dataArray => findPattern(dataArray, isBearishHammer);
-
-const bullishInvertedHammer = dataArray => findPattern(dataArray, isBullishInvertedHammer);
-
-const bearishInvertedHammer = dataArray => findPattern(dataArray, isBearishInvertedHammer);
-
-const hangingMan = dataArray => findPattern(dataArray, isHangingMan);
-
-const shootingStar = dataArray => findPattern(dataArray, isShootingStar);
-
-const bullishEngulfing = dataArray => findPattern(dataArray, isBullishEngulfing);
-
-const bearishEngulfing = dataArray => findPattern(dataArray, isBearishEngulfing);
-
-const bullishHarami = dataArray => findPattern(dataArray, isBullishHarami);
-
-const bearishHarami = dataArray => findPattern(dataArray, isBearishHarami);
-
-const bullishKicker = dataArray => findPattern(dataArray, isBullishKicker);
-
-const bearishKicker = dataArray => findPattern(dataArray, isBearishKicker)
-
-
-const candleFunctions = {
-    isHammer, 
-    isInvertedHammer, 
-    isBullishHammer, 
-    isBearishHammer, 
-    isBullishInvertedHammer, 
-    isBearishInvertedHammer,
-    isHangingMan,
-    isShootingStar,
-    isBullishEngulfing,
-    isBearishEngulfing,
-    isBullishHarami,
-    isBearishHarami,
-    isBullishKicker,
-    isBearishKicker
-}

package/src/studies/volumeProfile.js

@@ -1,127 +0,0 @@
-export const volumeProfile = (verticalOhlcv, numBins, daysBack = 1, targetDateKey) => {
-
-  const filteredOhlcv = filterLastDays(verticalOhlcv, daysBack, targetDateKey)
-  const vP = calculateBins(filteredOhlcv, numBins)
-  const vp_high = vP.nodes.high.price
-  const vp_low = vP.nodes.low.price
-
-  return {
-    volume_profile_high: [vp_high],
-    volume_profile_low: [vp_low]
-  }
-}
-
-
-export const calculateBins = (verticalOhlcv, numBins = 5) => {
-  const { open, high, low, close, volume } = verticalOhlcv;
-
-  // Determine the range of prices
-  const lowPrice = Math.min(...low);
-  const highPrice = Math.max(...high);
-  const binSize = (highPrice - lowPrice) / numBins;
-  const zero = 0;
-
-  // Initialize totals
-  const totals = {
-    upVolume: zero,
-    downVolume: zero,
-    grossVolume: zero,
-  };
-
-  // Initialize bins
-  const bins = Array.from({ length: numBins }, (_, i) => ({
-    price: lowPrice + binSize * i,
-    upVolume: zero,
-    downVolume: zero,
-    grossVolume: zero,
-  }));
-
-  // Precompute binSize inversely to use multiplication instead of division in the loop
-  const inverseBinSize = 1 / binSize;
-
-  // Distribute volume into bins
-  for (let i = 0; i < close.length; i++) {
-    const currentClose = close[i];
-    const currentOpen = open[i];
-    const currentHigh = high[i];
-    const currentLow = low[i];
-    const currentVolume = volume[i];
-
-    const upVolume = currentClose >= currentOpen ? currentVolume : zero;
-    const downVolume = currentClose < currentOpen ? currentVolume : zero;
-
-    const lowIndex = Math.max(0, Math.floor((currentLow - lowPrice) * inverseBinSize));
-    const highIndex = Math.min(numBins, Math.ceil((currentHigh - lowPrice) * inverseBinSize));
-
-    for (let j = lowIndex; j < highIndex; j++) {
-      bins[j].upVolume += upVolume;
-      bins[j].downVolume += downVolume;
-      bins[j].grossVolume += (upVolume + downVolume);
-    }
-  }
-
-  // Sum totals outside the loop
-  for (const { upVolume, downVolume, grossVolume } of bins) {
-    totals.upVolume += upVolume;
-    totals.downVolume += downVolume;
-    totals.grossVolume += grossVolume;
-  }
-
-  const nodes = getPointsOfControl(bins);
-  return { bins, nodes };
-}
-
-const getPointsOfControl = bins => {
-  if (!bins || bins.length === 0) {
-    throw new Error('Bins array is empty or not provided');
-  }
-
-  let high = bins[0];
-  let low = bins[0];
-
-  bins.forEach(bin => {
-    if (bin.grossVolume > high.grossVolume) {
-      high = bin;
-    }
-
-    if (bin.grossVolume < low.grossVolume) {
-      low = bin;
-    }
-  });
-
-  return {high, low}
-}
-
-
-const filterLastDays = (data, daysBack, targetDateKey) => {
-  // Get the latest date and calculate the cutoff date
-  const latestDate = new Date(data[targetDateKey][data[targetDateKey].length - 1]);
-  const prevDays = new Date(latestDate);
-  prevDays.setDate(prevDays.getDate() - daysBack);
-  prevDays.setHours(0, 0, 0, 0);
-
-  // Initialize result object
-  const result = {
-    open: [],
-    high: [],
-    low: [],
-    close: [],
-    volume: [],
-    [targetDateKey]: [],
-  };
-
-  // Filter and transform data in a single pass
-  for (let i = 0; i < data[targetDateKey].length; i++) {
-    const currentDate = new Date(data[targetDateKey][i]);
-    if (currentDate >= prevDays) {
-      result.open.push(data.open[i]);
-      result.high.push(data.high[i]);
-      result.low.push(data.low[i]);
-      result.close.push(data.close[i]);
-      result.volume.push(data.volume[i]);
-      result[targetDateKey].push(data[targetDateKey][i]);
-    }
-  }
-
-  return result;
-};