ohlcv-indicators 1.5.5 → 1.5.7

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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}}])&&Oe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -9,6 +9,7 @@ import { donchianChannels } from './src/moving-averages/donchianChannel.js'
 import {Big} from 'trading-signals';
 import { parseOhlcvToVertical } from './src/utilities/parsing-utilities.js'
 import { candlesStudies } from './src/studies/candleStudies.js'
+import { correlation } from './src/studies/correlation.js'
 
 export default class OHLCV_INDICATORS {
     constructor({input, precision = false, ticker = 'undefined'}) {
@@ -17,6 +18,7 @@ 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.len = input.length
@@ -27,13 +29,16 @@ export default class OHLCV_INDICATORS {
         this.verticalOhlcv = parseOhlcvToVertical(input, this.len, big)
         this.indicators = {}
         this.studies = {}
-        this.isComputed = false       
+        this.isComputed = false     
+        this.utilities = {
+            correlation
+        }
         return this 
     }
 
     getData() {
 
-        this.computeIndicators()
+        this.compute()
         const {verticalOhlcv, precision} = this
         const keys = Object.keys(verticalOhlcv)
         const keysLength = keys.length
@@ -62,7 +67,7 @@ export default class OHLCV_INDICATORS {
     }
     getLastValues(){
 
-        this.computeIndicators()
+        this.compute()
         const {verticalOhlcv, precision, len} = this
         const output = {}
 
@@ -85,7 +90,7 @@ export default class OHLCV_INDICATORS {
         return output
     }
 
-    computeIndicators() {
+    compute() {
 
         if(this.isComputed === true){
             return false
@@ -108,7 +113,7 @@ export default class OHLCV_INDICATORS {
             }
         }
 
-        return true
+        return this
     }
 
     addColumn(key, arr) {
@@ -131,13 +136,13 @@ export default class OHLCV_INDICATORS {
     crossPairs(arr)
     {
         
-        this.computeIndicators()
+        this.compute()
 
         const {x, c} = crossPairs(this, arr)
         Object.assign(this.indicators, x)
         Object.assign(this.studies, c)
 
-        this.computeIndicators()   
+        this.compute()   
 
         return this
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.5.5",
+  "version": "1.5.7",
   "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",