ohlcv-indicators 1.5.6 → 1.5.9

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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e=t.open,n=t.high,o=t.low,i=t.close,u=r.high,l=r.low,a=[n,u],c=[o,l];i>e?(a.push(i),c.push(e)):(a.push(e),c.push(i));var s=Math.max(n,u)-Math.min(o,l)-(Math.abs(u-l)+Math.abs(n-o));return s>0?s:.01},Vt=function(t,r){for(var e=t.length,n=new z(r),o=new Array(e),i=0,u=0,l=0,a=0;a<e;a++)if(n.update(t[a]),n.isStable){var c=n.getResult();o[a]=c,i+=c,u+=c*c,l++}else o[a]=null;var s=i/l,f=u/l-s*s,h=Math.sqrt(f);return o.map((function(t){return null!==t?(t-s)/h:null}))},Gt=function(t,r){var e=arguments.length>2&&void 0!==arguments[2]?arguments[2]:5;if(t.length!==r.length)throw new Error("Both arrays must have the same length");for(var n=Vt(t,e),o=Vt(r,e),i=t.length,u=[],l=0,a=0,c=0,s=0,f=0,h=0,v=-1,p=0;p<i;p++){if(null!==n[p]&&null!==o[p]){v=p;break}u.push(0)}if(-1===v)return new Array(i).fill(0);for(var y=v;y<i;y++){var b=n[y],d=o[y];if(null!==b&&null!==d)if(l+=b,a+=d,c+=b*d,s+=b*b,f+=d*d,++h<2)u.push(0);else{var m=h*c-l*a,g=Math.sqrt((h*s-l*l)*(h*f-a*a)),w=0===g?0:m/g;u.push(w)}else 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objects must have a [Symbol.iterator]() method.")}()}function Kt(t){return function(t){if(Array.isArray(t))return Xt(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||Wt(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Qt(t,r){var e="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!e){if(Array.isArray(t)||(e=Wt(t))||r&&t&&"number"==typeof t.length){e&&(t=e);var n=0,o=function(){};return{s:o,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:o}}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 i,u=!0,l=!1;return{s:function(){e=e.call(t)},n:function(){var t=e.next();return u=t.done,t},e:function(t){l=!0,i=t},f:function(){try{u||null==e.return||e.return()}finally{if(l)throw i}}}}function Wt(t,r){if(t){if("string"==typeof t)return Xt(t,r);var e={}.toString.call(t).slice(8,-1);return"Object"===e&&t.constructor&&(e=t.constructor.name),"Map"===e||"Set"===e?Array.from(t):"Arguments"===e||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(e)?Xt(t,r):void 0}}function Xt(t,r){(null==r||r>t.length)&&(r=t.length);for(var e=0,n=Array(r);e<r;e++)n[e]=t[e];return n}function Yt(t,r){for(var e=0;e<r.length;e++){var n=r[e];n.enumerable=n.enumerable||!1,n.configurable=!0,"value"in n&&(n.writable=!0),Object.defineProperty(t,Zt(n.key),n)}}function Zt(t){var r=function(t,r){if("object"!=Ut(t)||!t)return t;var e=t[Symbol.toPrimitive];if(void 0!==e){var n=e.call(t,"string");if("object"!=Ut(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Ut(r)?r:r+""}var tr=function(){return t=function t(r){var e=r.input,n=r.ticker,o=void 0===n?"undefined":n;if(function(t,r){if(!(t instanceof r))throw new TypeError("Cannot call a class as a function")}(this,t),!Array.isArray(e))throw Error("input ohlcv must be an array: "+o);if(0===e.length)throw Error("input ohlcv must not be empty: "+o);if(!e[0].hasOwnProperty("close"))throw Error("input ohlcv array objects require at least close property: "+o);return this.len=e.length,this.crossPairsArr=[],this.inputOhlcv=e,this.verticalOhlcv=function(t,r){for(var e=["open","high","low","close","volume"],n=new Set(e),o={},i=0,u=e;i<u.length;i++)o[u[i]]=new Array(r);for(var l,a=[],c=0,s=Object.keys(t[0]);c<s.length;c++){var f=s[c];n.has(f)||(o[f]=new Array(r),a.push(f))}var h,v=0,p=0,y=(h=t)[0].hasOwnProperty("date")&&"string"==typeof h[0].date&&/^\d{4}-\d{2}-\d{2}/.test(h[0].date);y&&(o.session_index=new Array(r),o.session_intraday_index=new Array(r),l=t[0].date.slice(0,10));for(var b=0;b<r;b++){var d=t[b];o.open[b]=d.open,o.high[b]=d.high,o.low[b]=d.low,o.close[b]=d.close,o.volume[b]=d.volume;var m,g=Nt(a);try{for(g.s();!(m=g.n()).done;){var w=m.value;o[w][b]=d[w]}}catch(t){g.e(t)}finally{g.f()}if(y){var O=d.date.slice(0,10);O!==l&&(l=O,v++,p=0),o.session_index[b]=v,o.session_intraday_index[b]=p,p++}}return o}(e,this.len),this.indicators={},this.studies={},this.utilities={correlation:Gt},this},r=[{key:"getNormalizedData",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["open"];this.compute();var r,e=this.verticalOhlcv,n={},o={},i=1/0,u={},l=Object.entries(e).filter((function(r){return t.includes(r[0])})),a=Qt(l);try{for(a.s();!(r=a.n()).done;){var c=Jt(r.value,2),s=c[0],f=c[1].filter((function(t){return null!==t}));f.length<i&&(i=f.length);var h=Ft(f);n[s]=h.min,o[s]=h.max,u[s]=h.normalizedDataset}}catch(t){a.e(t)}finally{a.f()}var v,p=Qt(l);try{for(p.s();!(v=p.n()).done;){var y=Jt(v.value,2),b=y[0];y[1],u[b]=u[b].slice(-i)}}catch(t){p.e(t)}finally{p.f()}return{normalizedMin:n,normalizedMax:o,normalizedCols:Kt(new Set([].concat(Kt(Object.keys(n)),Kt(Object.keys(o))))),normalizedDataset:this.getData(u).map((function(t){return Object.values(t)}))}}},{key:"getData",value:function(t){this.compute();for(var r=this.len,e=t||this.verticalOhlcv,n=Object.keys(e),o=n.length,i=[],u=0;u<r;u++){for(var l={},a=!1,c=0;c<o;c++){var s=n[c],f=e[s][u];if(null===f){a=!0;break}l[s]=f}a||i.push(l)}return i}},{key:"getLastValues",value:function(){this.compute();for(var t=this.verticalOhlcv,r=this.len,e={},n=0,o=Object.entries(t);n<o.length;n++){var i=Jt(o[n],2),u=i[0],l=i[1][r-1];e[u]=l}return Object.assign(e,this.studies),e}},{key:"compute",value:function(){for(var t=this.indicators,r=this.addColumn.bind(this),e=0,n=Object.entries(t);e<n.length;e++){var o=Jt(n[e],2),i=o[0],u=o[1];this.verticalOhlcv.hasOwnProperty(i)?delete this.indicators[i]:r(i,u)}return this}},{key:"addColumn",value:function(t,r){var e=this.len;if(t=t.toLowerCase(),r.length>e)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");if(r.length<e){var n=e-r.length;r=new Array(n).fill(null).concat(r)}this.verticalOhlcv[t]=r}},{key:"crossPairs",value:function(t){this.compute();var r=function(t,r){var e,n=t.verticalOhlcv,o=t.len,i={},u={},l={},a=function(t,r){var e="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!e){if(Array.isArray(t)||(e=function(t,r){if(t){if("string"==typeof t)return Rt(t,r);var e={}.toString.call(t).slice(8,-1);return"Object"===e&&t.constructor&&(e=t.constructor.name),"Map"===e||"Set"===e?Array.from(t):"Arguments"===e||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(e)?Rt(t,r):void 0}}(t))||r&&t&&"number"==typeof t.length){e&&(t=e);var n=0,o=function(){};return{s:o,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:o}}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 i,u=!0,l=!1;return{s:function(){e=e.call(t)},n:function(){var t=e.next();return u=t.done,t},e:function(t){l=!0,i=t},f:function(){try{u||null==e.return||e.return()}finally{if(l)throw i}}}}(r);try{var c=function(){var t=e.value,r=t.fast,a=t.slow,c=t.count;if(!r||!a)return 1;"number"!=typeof a||i[a]||(i[a]=Array(o).fill(a));var s="".concat(r,"_x_").concat(a),f="".concat(r,"_c_").concat(a),h=function(t){return void 0!==c?t.slice(-c).filter((function(t){return 1===t||-1===t})).length:0};if(n[s]){var v=n[s];u[s]=v,void 0!==c&&(l[f]=h(v))}else if(n[r]&&n[a]){var p=Mt({fast:n[r],slow:n[a]});u[s]=p,void 0!==c&&(l[f]=h(p))}else if(n[r]&&i[a]){var y=Mt({fast:n[r],slow:i[a]});u[s]=y,void 0!==c&&(l[f]=h(y))}else console.log("Missing ohlcv properties for ".concat(r," or ").concat(a))};for(a.s();!(e=a.n()).done;)c()}catch(t){a.e(t)}finally{a.f()}return{x:u,c:l}}(this,t),e=r.x,n=r.c;return Object.assign(this.indicators,e),Object.assign(this.studies,n),this.compute(),this}},{key:"lag",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;this.compute();for(var e=this.verticalOhlcv,n=0;n<t.length;n++)for(var o=1;o<=r;o++){var i="".concat(t[n],"_lag_").concat(o),u=e[t[n]].slice(0,-o);Object.assign(this.indicators,$t({},i,u))}return this.compute(),this}},{key:"ema",value:function(t){var r=function(t,r){var e=t.verticalOhlcv.close,n=_t(e,r);return function(t,r,e){return(r=function(t){var r=function(t,r){if("object"!=Pt(t)||!t)return t;var e=t[Symbol.toPrimitive];if(void 0!==e){var n=e.call(t,"string");if("object"!=Pt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Pt(r)?r:r+""}(r))in t?Object.defineProperty(t,r,{value:e,enumerable:!0,configurable:!0,writable:!0}):t[r]=e,t}({},"ema_".concat(r),n)}(this,t);return Object.assign(this.indicators,r),this}},{key:"sma",value:function(t){var r=function(t,r){var e=t.verticalOhlcv.close,n=At(e,r);return function(t,r,e){return(r=function(t){var r=function(t,r){if("object"!=Et(t)||!t)return t;var e=t[Symbol.toPrimitive];if(void 0!==e){var n=e.call(t,"string");if("object"!=Et(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Et(r)?r:r+""}(r))in t?Object.defineProperty(t,r,{value:e,enumerable:!0,configurable:!0,writable:!0}):t[r]=e,t}({},"sma_".concat(r),n)}(this,t);return Object.assign(this.indicators,r),this}},{key:"macd",value:function(t,r,e){var n=function(t,r,e,n){return function(t){for(var r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:12,e=arguments.length>2&&void 0!==arguments[2]?arguments[2]:26,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:9,o=t.length,i=new Array(o).fill(null),u=new Array(o).fill(null),l=new Array(o).fill(null),a=new pt(new ct(r),new ct(e),new ct(n)),c=0;c<o;c++){var s={};a.update(t[c]);try{s=a.getResult()}catch(t){s={macd:null,signal:null,histogram:null}}i[c]=s.macd,u[c]=s.signal,l[c]=s.histogram}return{macd_diff:i,macd_dea:u,macd_histogram:l,macd_diff_x_macd_dea:Mt({fast:i,slow:u})}}(t.verticalOhlcv.close,r,e,n)}(this,t,r,e);return Object.assign(this.indicators,n),this}},{key:"bollingerBands",value:function(t,r){var e=function(t,r,e){return function(t){for(var r,e,n,o=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,i=arguments.length>2&&void 0!==arguments[2]?arguments[2]:2,u=t.length,l=Array(u).fill(null),a=Array(u).fill(null),c=Array(u).fill(null),s=Array(u).fill(null),f=Array(u).fill(null),h=null,v=null,p=new tt(o,i),y=0;y<u;y++){var b={};p.update(t[y]);var d=!1;try{b=p.getResult()}catch(t){d=!0,b={upper:null,middle:null,lower:null}}if(l[y]=b.upper,a[y]=b.middle,c[y]=b.lower,d)s[y]=null,f[y]=null;else{var m=(r=t[y],e=b.upper,{range:(r-(n=b.lower))/(e-n)*100,height:(e-n)/n*100});h=m.range,v=m.height}s[y]=h,f[y]=v}return{bollinger_bands_upper:l,bollinger_bands_middle:a,bollinger_bands_lower:c,bollinger_bands_range:s,bollinger_bands_height:f}}(t.verticalOhlcv.close,r,e)}(this,t,r);return Object.assign(this.indicators,e),this}},{key:"rsi",value:function(t,r,e){var n=function(t,r,e,n){var o=t.verticalOhlcv.close;return"number"==typeof r&&void 0===n&&(n=r),Lt(o,r,e,n)}(this,t,r,e);return Object.assign(this.indicators,n),this}},{key:"orb",value:function(){var t=function(t,r){for(var e=new Array(r).fill(0),n=new Array(r).fill(0),o=0,i=null,u=0,l=0,a=0;a<r;a++){var c=t[a];if(0===a&&!c.hasOwnProperty("date"))throw Error("input ohlcv array must have a date property available in candle datapoint");var s=c.date.split(" ")[0];s!==i&&(i=s,u=c.high,l=c.low),e[o]=u,n[o]=l,o++}return{orb_high:e,orb_low:n}}(this.inputOhlcv,this.len);return Object.assign(this.indicators,t),this}},{key:"donchianChannels",value:function(t,r){var e=function(t,r,e){var n=t.verticalOhlcv,o=t.len;return function(t,r,e,n,o){for(var i=new Array(o).fill(null),u=new Array(o).fill(null),l=new Array(o).fill(null),a=[],c=[],s=0;s<o;s++){for(;a.length&&a[0]<=s-e;)a.shift();for(;a.length&&t[a[a.length-1]]<=t[s];)a.pop();for(a.push(s);c.length&&c[0]<=s-e;)c.shift();for(;c.length&&r[c[c.length-1]]>=r[s];)c.pop();if(c.push(s),s>=e-1){var f=t[a[0]],h=r[c[0]],v=(f+h)/2,p=s+n;p>=0&&p<o&&(i[p]=f,u[p]=h,l[p]=v)}}return{donchian_channel_upper:i,donchian_channel_lower:u,donchian_channel_basis:l}}(n.high,n.low,r,e,o)}(this,t,r);return Object.assign(this.indicators,e),this}},{key:"candlesStudies",value:function(t){var r=function(t,r){return function(t){for(var r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,e=arguments.length>2?arguments[2]:void 0,n=function(t,r){return Math.abs(t-r)},o=new Array(e).fill(null),i=new Array(e).fill(null),u=new Array(e).fill(null),l=new Array(e).fill(null),a=new Array(e).fill(null),c=new z(r),s=new z(parseInt(r/2)),f=0;f<e;f++){var h=t[f],v=h.open,p=h.high,y=h.low,b=h.close,d=void 0!==t[f-1]?Ht(t[f],t[f-1]):null,m=null,g=null,w=n(v,b),O=void 0,j=void 0,S=b>v?1:0;1===S?(O=n(p,b),j=n(v,y)):(O=n(p,v),j=n(b,y)),c.update(w),d&&s.update(d);try{m=c.getResult(),g=s.getResult()}catch(t){m=null,g=null}o[f]=S,i[f]=qt(w,m,.25),u[f]=qt(O,m,.25),l[f]=qt(j,m,.25),a[f]=qt(d,g,.25)}return{candle_direction:o,candle_gap_size:a,candle_body_size:i,candle_top_size:u,candle_bottom_size:l}}(t.inputOhlcv,r,t.len)}(this,t);return Object.assign(this.indicators,r),this}},{key:"findDirectionCross",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close","low"];this.compute();for(var r=0;r<t.length;r++){var e=t[r],n=Dt(this,e);Object.assign(this.indicators,$t({},"".concat(e,"_linear_direction"),n))}return this.compute(),this}}],r&&Yt(t.prototype,r),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,r}()})(),OHLCV_INDICATORS=r})();

package/index.js

@@ -3,85 +3,120 @@ 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 {crossPairs} from './src/studies/findCrosses.js'
-import { orb } from './src/studies/orb.js'
+import {crossPairs, findDirectionCross, findLinearDirection} from './src/studies/findCrosses.js'
+import { orb } from './src/oscillators/orb.js'
 import { donchianChannels } from './src/moving-averages/donchianChannel.js'
-import {Big} from 'trading-signals';
-import { parseOhlcvToVertical } from './src/utilities/parsing-utilities.js'
+import { normalize, 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'}) {
+    constructor({input, ticker = 'undefined'}) {
 
         if(!Array.isArray(input)) throw Error('input ohlcv must be an array: ' + ticker)
         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
-        this.precision = precision
-        this.big = big
         this.crossPairsArr = []
         this.inputOhlcv = input
-        this.verticalOhlcv = parseOhlcvToVertical(input, this.len, big)
+        this.verticalOhlcv = parseOhlcvToVertical(input, this.len)
         this.indicators = {}
         this.studies = {}
-        this.isComputed = false     
-        this.studies = {
+        this.utilities = {
             correlation
-        }  
+        }
         return this 
     }
 
-    getData() {
+    getNormalizedData(colKeys = ['open']) {
+        this.compute();
+        const { verticalOhlcv } = this;
+        const min = {};
+        const max = {};
+        let minLen = Infinity
+        const normalizedDataset = {};
+        const entries = Object.entries(verticalOhlcv)
+            .filter(o => colKeys.includes(o[0]))
+    
+        for (const [key, values] of entries) {
 
-        this.computeIndicators()
-        const {verticalOhlcv, precision} = this
-        const keys = Object.keys(verticalOhlcv)
-        const keysLength = keys.length
+            const filteredValues = values.filter(o => o !== null)
 
-        return verticalOhlcv.open.map((_, i) => {
+            if(filteredValues.length < minLen)
+            {
+                minLen = filteredValues.length
+            }
 
-            const row = {}
+            const normalized = normalize(filteredValues)
+            min[key] = normalized.min
+            max[key] = normalized.max
+            normalizedDataset[key] = normalized.normalizedDataset
+        }
 
-            for(let x = 0; x < keysLength; x++)
-            {
-                const header = keys[x]
-                const value = verticalOhlcv[header][i]
+        for (const [key, _] of entries)
+        {
+            normalizedDataset[key] = normalizedDataset[key].slice(-minLen)
+        }
 
-                if(precision)
-                {
-                    row[header] = (value instanceof Big) ? value.toNumber() : value
-                }
-                else
-                {
-                    row[header] = value
+        return { 
+            normalizedMin: min, 
+            normalizedMax: max, 
+            normalizedCols: [...new Set([...Object.keys(min), ...Object.keys(max)])],
+            normalizedDataset: (this.getData(normalizedDataset)).map(o => Object.values(o))
+        }
+    }
+    
+
+    getData(verticalOhlcvArg) {
+        this.compute();
+        const verticalOhlcv = verticalOhlcvArg || this.verticalOhlcv;
+        const keys = Object.keys(verticalOhlcv);
+        const len = verticalOhlcv[keys[0]].length;
+        const keysLength = keys.length;
+    
+        // Pre-allocate array to improve memory efficiency
+        const result = [];
+    
+        // Iterate over the rows
+        for (let i = 0; i < len; i++) {
+            const row = {};
+            let hasNull = false;  // Flag to track if any null value is found
+    
+            // Loop over keys to fill row data
+            for (let x = 0; x < keysLength; x++) {
+                const header = keys[x];
+                const value = verticalOhlcv[header][i];
+    
+                // If value is null, mark the row to be skipped and break
+                if (value === null) {
+                    hasNull = true;
+                    break;
                 }
+    
+                row[header] = value
             }
-
-            return row
-        })
+    
+            // If no null values were found, add row to result
+            if (!hasNull) {
+                result.push(row);
+            }
+        }
+    
+        return result;
     }
+    
+    
     getLastValues(){
 
-        this.computeIndicators()
-        const {verticalOhlcv, precision, len} = this
+        this.compute()
+        const {verticalOhlcv, len} = this
         const output = {}
 
         for (const [k, arr] of Object.entries(verticalOhlcv)) {
             let value = arr[len - 1]
 
-            if(precision)
-            {
-                output[k] = (value instanceof Big) ? value.toNumber(): value
-            }
-            else
-            {
-                output[k] = value
-            }
+            output[k] = value
             
         }
 
@@ -90,13 +125,7 @@ export default class OHLCV_INDICATORS {
         return output
     }
 
-    computeIndicators() {
-
-        if(this.isComputed === true){
-            return false
-        }
-
-        this.isComputed === true
+    compute() {
 
         const indicators = this.indicators
         const addColumn = this.addColumn.bind(this)
@@ -113,7 +142,7 @@ export default class OHLCV_INDICATORS {
             }
         }
 
-        return true
+        return this
     }
 
     addColumn(key, arr) {
@@ -136,17 +165,36 @@ 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
     }
 
+    lag(colKeys = ['close'], lags = 1) {
+        this.compute();
+        const {verticalOhlcv} = this;
+    
+        for (let x = 0; x < colKeys.length; x++) {
+            for (let lag = 1; lag <= lags; lag++) {
+                // Create lagged column name and slice the array with the correct lag
+                const key = `${colKeys[x]}_lag_${lag}`;
+                const values = verticalOhlcv[colKeys[x]].slice(0, -(lag));
+    
+                Object.assign(this.indicators, {[key]: values})
+            }
+        }
+    
+        this.compute();
+        return this;
+    }
+    
+
     ema(size) {
 
 
@@ -206,5 +254,52 @@ export default class OHLCV_INDICATORS {
         Object.assign(this.indicators, result)
 
         return this       
-    }   
+    }
+
+    findDirectionCross(keyNames = ['close', 'low'])
+    {
+        this.compute()
+
+        for(let x = 0; x < keyNames.length; x++)
+        {
+            const keyName = keyNames[x]
+            const result = findDirectionCross(this, keyName)
+            Object.assign(this.indicators, {[`${keyName}_direction_cross`]: result})
+        }
+
+        this.compute()
+        return this
+    }
+
+    findLinearDirection(keyNames = ['close', 'low'])
+    {
+        this.compute()
+
+        for(let x = 0; x < keyNames.length; x++)
+        {
+            const keyName = keyNames[x]
+            const result = findLinearDirection(this, keyName)
+            Object.assign(this.indicators, {[`${keyName}_linear_direction`]: result})
+        }
+
+        this.compute()
+        return this
+    }
+    gt(arr = [{a: 'high', b: 'low'}])
+    {
+        this.compute()
+
+        const {verticalOhlcv} = this
+
+        for(let x = 0; x < arr.length; x++)
+        {
+            const {a, b} = arr[x]
+            const result = verticalOhlcv[a].map((v, i) => (v > verticalOhlcv[b][i]) ? 1 : 0)
+            Object.assign(this.indicators, {[`${a}_gt_${b}`]: result})
+        }
+
+        this.compute()
+
+        return this
+    }
 }

package/package.json

@@ -1,17 +1,19 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.5.6",
+  "version": "1.5.9",
   "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",
+    "knn": "node test/knn.js",
     "build": "npx webpack"
   },
   "author": "https://jaimelias.com/",
   "license": "ISC",
   "dependencies": {
+    "ml-knn": "^3.0.0",
     "trading-signals": "^5.0.4"
   },
   "devDependencies": {

package/src/moving-averages/bollingerBands.js

@@ -3,14 +3,14 @@ import {BollingerBands, FasterBollingerBands, Big} from 'trading-signals';
 
 export const bollingerBands = (main, size, times) => {
 
-  const {verticalOhlcv, precision} = main
+  const {verticalOhlcv} = main
   const {close} = verticalOhlcv
 
-  const col = getBollingerBands(close, size, times, precision)
+  const col = getBollingerBands(close, size, times)
   return col
 }
 
-export const getBollingerBands = (data, size = 20, times = 2, precision) => {
+export const getBollingerBands = (data, size = 20, times = 2) => {
   
   const dataLength = data.length
   const bollinger_bands_upper =  Array(dataLength).fill(null)
@@ -21,22 +21,12 @@ export const getBollingerBands = (data, size = 20, times = 2, precision) => {
   let range = null
   let height = null
 
-  let getRange
-  let instance
+  let getRange = (value, upper, lower) => ({
+    range: ((value - lower) / (upper - lower)) * 100,
+    height: ((upper-lower)/lower) * 100
+  })
+  let instance = new FasterBollingerBands(size, times)
 
-  if (precision) {
-    instance = new BollingerBands(size, times)
-    getRange = (value, upper, lower) => ({
-      range: ((value.minus(lower)).div((upper.minus(lower)))).times(100),
-      height: ((upper.minus(lower)).div(lower)).times(100)
-    })
-  } else {
-    instance = new FasterBollingerBands(size, times)
-    getRange = (value, upper, lower) => ({
-      range: ((value - lower) / (upper - lower)) * 100,
-      height: ((upper-lower)/lower) * 100
-    })
-  }
   
   for (let x = 0; x < dataLength; x++) {
     let obj = {};

package/src/moving-averages/donchianChannel.js

@@ -1,12 +1,12 @@
 export const donchianChannels = (main, period, offset) => {
 
-    const {verticalOhlcv, precision, len} = main
+    const {verticalOhlcv, len} = main
     const {high, low} = verticalOhlcv
 
-    return getDonchianChannels(high, low, period, offset, precision, len)
+    return getDonchianChannels(high, low, period, offset, len)
 }
 
-export const getDonchianChannels = (high, low, period, offset, precision, len) => {
+export const getDonchianChannels = (high, low, period, offset, len) => {
     const donchian_channel_upper = new Array(len).fill(null)
     const donchian_channel_lower = new Array(len).fill(null)
     const donchian_channel_basis = new Array(len).fill(null)
@@ -14,10 +14,8 @@ export const getDonchianChannels = (high, low, period, offset, precision, len) =
     const maxQueue = []
     const minQueue = []
 
-    const avg = (precision) 
-        ? ((h, l) => (h.plus(l)).div(2))
-        : ((h, l) => (h + l) / 2)
-
+    const avg = ((h, l) => (h + l) / 2)
+    
     for (let i = 0; i < len; i++) {
 
         while (maxQueue.length && maxQueue[0] <= i - period) {

package/src/moving-averages/ema.js

@@ -3,27 +3,27 @@ import {EMA, FasterEMA} from 'trading-signals'
 
 export const ema = (main, size) => {
 
-  const {verticalOhlcv, precision} = main
+  const {verticalOhlcv} = main
   const {close} = verticalOhlcv
 
-  const col = getEMA(close, size, precision)
+  const col = getEMA(close, size)
 
   return {
     [`ema_${size}`]: col
   }
 }
 
-export const getEMA = (data, size, precision) => {
+export const getEMA = (data, size) => {
   
 
-  if(typeof precision === 'undefined' || typeof data === 'undefined' || typeof size === 'undefined')
+  if(typeof data === 'undefined' || typeof size === 'undefined')
   {
     throw Error('undefined param in getEMA')
   }
 
   const dataLength = data.length
   const output = new Array(dataLength).fill(null)
-  const instance = (precision) ? new EMA(size) : new FasterEMA(size)
+  const instance = new FasterEMA(size)
 
   for(let x = 0; x < dataLength; x++)
   {

package/src/moving-averages/macd.js

@@ -4,26 +4,21 @@ import {EMA, MACD, FasterEMA, FasterMACD} from 'trading-signals';
 
 export const macd = (main, fastLine, slowLine, signalLine) => {
 
-    const {verticalOhlcv, precision} = main
+    const {verticalOhlcv} = main
     const {close} = verticalOhlcv
-    const col = getMACD(close, fastLine, slowLine, signalLine, precision)
+    const col = getMACD(close, fastLine, slowLine, signalLine)
 
     return col
 }
 
-export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9, precision) => {
+export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9) => {
 
     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,
-        shortInterval: fastLine,
-        longInterval: slowLine,
-        signalInterval: signalLine
-    }) : new FasterMACD(new FasterEMA(fastLine), new FasterEMA(slowLine), new FasterEMA(signalLine))
+    const instance = new FasterMACD(new FasterEMA(fastLine), new FasterEMA(slowLine), new FasterEMA(signalLine))
 
     for(let x = 0; x < dataLength; x++)
     {
@@ -44,7 +39,7 @@ export const getMACD = (data, fastLine = 12, slowLine = 26, signalLine = 9, prec
         histogram[x] = obj.histogram
     }
 
-    const x = findCrosses({fast: diff, slow: dea, precision})
+    const x = findCrosses({fast: diff, slow: dea})
 
 	return {
 		macd_diff: diff, 

package/src/moving-averages/sma.js

@@ -3,27 +3,26 @@ import {SMA, FasterSMA} from 'trading-signals';
 
 export const sma = (main, size) => {
 
-  const {verticalOhlcv, precision} = main
+  const {verticalOhlcv} = main
   const {close} = verticalOhlcv
 
-  const col = getSMA(close, size, precision)
+  const col = getSMA(close, size)
  
   return {
     [`sma_${size}`]: col
   }
 }
 
-export const getSMA = (data, size, precision) => {
+export const getSMA = (data, size) => {
   
-  if(typeof precision === 'undefined' || typeof data === 'undefined' || typeof size === 'undefined')
+  if(typeof data === 'undefined' || typeof size === 'undefined')
   {
     throw Error('undefined param in getSMA')
   }
 
   const dataLength = data.length
   const output = new Array(dataLength).fill(null)
-  const instance = (precision) ? new SMA(size) : new FasterSMA(size)
-  
+  const instance = new FasterSMA(size)
 
   for(let x = 0; x < dataLength; x++)
   {

package/src/{studies → oscillators}/orb.js

@@ -1,13 +1,12 @@
-import { findCrosses } from "./findCrosses.js"
+import { findCrosses } from "../studies/findCrosses.js"
 
 export const orb = main => {
-    const {inputOhlcv, len, precision, verticalOhlcv} = main
-    const {close} = verticalOhlcv
-    const cols = getOrbOfTheFirstCandle(inputOhlcv, close, len, precision)
+    const {inputOhlcv, len} = main
+    const cols = getOrbOfTheFirstCandle(inputOhlcv, len)
     return cols
 }
 
-const getOrbOfTheFirstCandle = (inputOhlcv, close, len, precision) => {
+const getOrbOfTheFirstCandle = (inputOhlcv, len) => {
     const orb_high = new Array(len).fill(0)
     const orb_low = new Array(len).fill(0)
     let startIndex = 0

package/src/oscillators/rsi.js

@@ -7,7 +7,7 @@ const ma = {getSMA, getEMA}
 
 export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
 
-    const {verticalOhlcv, precision} = main
+    const {verticalOhlcv} = main
     const {close} = verticalOhlcv
 
     if(typeof period === 'number' && typeof movingAveragePeriod === 'undefined')
@@ -15,12 +15,12 @@ export const rsi = (main, period, movingAverage, movingAveragePeriod) => {
         movingAveragePeriod = period
     }
 
-    const col = getRSI(close, period, movingAverage, movingAveragePeriod, precision)
+    const col = getRSI(close, period, movingAverage, movingAveragePeriod)
 
     return col   
 }
 
-export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14, precision) => {
+export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePeriod = 14) => {
 
     const dataLength = data.length
 
@@ -29,7 +29,7 @@ export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePe
     }
 
     let rsi = new Array(dataLength).fill(null)
-    const instance = (precision) ? new RSI(period) : new FasterRSI(period)
+    const instance = new FasterRSI(period)
 
     for(let x = 0; x < dataLength; x++)
     {
@@ -58,9 +58,9 @@ export const getRSI = (data, period = 14, movingAverage = 'SMA', movingAveragePe
     {
         if(ma.hasOwnProperty(`get${movingAverage}`))
         {
-            const rsi_smoothed = ma[`get${movingAverage}`](rsi, movingAveragePeriod, precision)
+            const rsi_smoothed = ma[`get${movingAverage}`](rsi, movingAveragePeriod)
             output[`rsi_${movingAverage}_${movingAveragePeriod}`] = rsi_smoothed
-            output[`rsi_${period}_x_rsi_${movingAverage}_${movingAveragePeriod}`] = findCrosses({fast: rsi, slow: rsi_smoothed, precision})
+            output[`rsi_${period}_x_rsi_${movingAverage}_${movingAveragePeriod}`] = findCrosses({fast: rsi, slow: rsi_smoothed})
         }
     }
 

package/src/studies/candleStudies.js

@@ -28,13 +28,16 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
 
     //instances
     let bodyInstance = new FasterSMA(period)
+    let gapInstance = new FasterSMA(parseInt(period/2))
 
     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
+        const gapSize = (typeof inputOhlcv[x-1] !== 'undefined') 
+            ? calculateHighLowEmptyGaps(inputOhlcv[x], inputOhlcv[x-1]) 
+            : null
         let bodySizeMean = null
+        let gapSizeMean = null
         const bodySize = getSize(open, close)
         let topSize
         let bottomSize
@@ -53,28 +56,36 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
 
         bodyInstance.update(bodySize)
 
+        if(gapSize)
+        {
+            gapInstance.update(gapSize)
+        }
+        
+
         try
         {
             bodySizeMean = bodyInstance.getResult()
+            gapSizeMean = gapInstance.getResult()
         }
         catch(err)
         {
             bodySizeMean = null
+            gapSizeMean = null
         }
 
         candle_direction[x] = candleDirection
 
         //body
-        candle_body_size[x] = classifySize(bodySize, bodySizeMean)
+        candle_body_size[x] = classifySize(bodySize, bodySizeMean, 0.25)
         
         //top
-        candle_top_size[x] = classifySize(topSize, bodySizeMean)
+        candle_top_size[x] = classifySize(topSize, bodySizeMean, 0.25)
         
         //bottom
-        candle_bottom_size[x] = classifySize(bottomSize, bodySizeMean)
+        candle_bottom_size[x] = classifySize(bottomSize, bodySizeMean, 0.25)
 
         //gap
-        candle_gap_size[x] = classifySize(gapSize, bodySizeMean)
+        candle_gap_size[x] = classifySize(gapSize, gapSizeMean, 0.25)
     }
 
     return {
@@ -88,10 +99,46 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
 
 
 // 1 for large, 0.5 for medium and 0 for small
-const classifySize = (value, mean) => {
+const classifySize = (value, mean, number = 0.25) => {
 
     if(value === null || mean === null) return null
-    if(value > mean * 1.25) return 1
-    else if(value < mean * 0.75) return 0
-    else return 0.5
+    if(value > mean * (number*5)) return 1
+    else if(value < mean * (number*3)) return 0
+    else return number * 2
+}
+
+const calculateHighLowEmptyGaps = (current, prev) => {
+    // This function calculates the empty gaps between the current high/low and the previous high/low.
+    // Gaps are zones where the highest highs and lowest lows of the previous and current candles do not touch.
+    // If any of the values overlap, the gapSize is 0.
+
+    if (!prev) return null; // No previous candle, so no gap
+
+    const {open, high, low, close } = current;
+    const { high: prevHigh, low: prevLow } = prev;
+
+    const highs = [high, prevHigh]
+    const lows = [low, prevLow]
+
+
+    if(close > open)
+    {
+        highs.push(close)
+        lows.push(open)
+    }
+    else
+    {
+        highs.push(open)
+        lows.push(close)        
+    }
+
+
+    const maxHigh = Math.max(high, prevHigh)
+    const minLow = Math.min(low, prevLow)
+    const fullSize = maxHigh - minLow
+    const prevSize = Math.abs(prevHigh - prevLow)
+    const currentSize = Math.abs(high-low)
+    const gapSize = fullSize - (prevSize+currentSize)
+
+    return (gapSize > 0) ? gapSize : 0.01
 }

package/src/studies/findCrosses.js

@@ -1,6 +1,10 @@
+const eq = (a, b) => a === b
+const gt = (a, b) => a > b
+const lt = (a, b) => a < b
+
 
 // Function to find crosses between two arrays: fast and slow
-export const findCrosses = ({fast, slow, precision}) => {
+export const findCrosses = ({fast, slow}) => {
     // Map states based on comparison of fast and slow arrays
 
     const dataLength = fast.length
@@ -10,23 +14,6 @@ export const findCrosses = ({fast, slow, precision}) => {
         throw Error('fast and slow do not have the same length')
     }
 
-    let eq
-    let gt
-    let lt
-
-    if(precision)
-    {
-        eq = (a, b) => a.eq(b)
-        gt = (a, b) => a.gt(b)
-        lt = (a, b) => a.lt(b)
-    }
-    else
-    {
-        eq = (a, b) => a === b
-        gt = (a, b) => a > b
-        lt = (a, b) => a < b     
-    }
-
     const state = new Array(dataLength).fill(null)
 
     for(let x = 0; x < dataLength; x++)
@@ -39,19 +26,19 @@ export const findCrosses = ({fast, slow, precision}) => {
         else if(eq(f, s)){
             if(gt(fast[x-1], slow[x-1]))
             {
-                value = 'up'
+                value = 1 //up
             }
             else if(lt(fast[x-1], slow[x-1]))
             {
-                value = 'down'
+                value = 0 //down
             }
             else
             {
-                value = 'neutral'
+                value = 0.5 //neutral
             }
         }
-        else if(gt(f, s)) value = 'up'
-        else if(lt(f, s)) value = 'down'
+        else if(gt(f, s)) value = 1
+        else if(lt(f, s)) value = 0
 
         state[x] = value
     }
@@ -59,9 +46,14 @@ export const findCrosses = ({fast, slow, precision}) => {
 
 
     const groups = groupConsecutiveValues(state)
-    const groupLengths = groups.map(g => g.length)
 
-    //console.log(JSON.stringify(groups))
+    return flatGroupsToNumArr(groups)
+}
+
+
+const flatGroupsToNumArr = groups => {
+
+    const groupLengths = groups.map(g => g.length)
 
     return groups.map((group, gIndex) => {
         let initialValue = groupLengths[gIndex]
@@ -69,15 +61,15 @@ export const findCrosses = ({fast, slow, precision}) => {
         return group.map((s, i) => {
             let v = initialValue - i
 
-            if(s === 'neutral')
+            if(s === 0.5)
             {
                 v = 0
             }
-            if(s === 'up')
+            if(s === 1)
             {
                 v = v * 1
             }
-            if(s === 'down')
+            if(s === 0)
             {
                 v = v * -1
             }
@@ -85,11 +77,11 @@ export const findCrosses = ({fast, slow, precision}) => {
             return v
         }).reverse()
     }).flat()
-
 }
 
+
 // Helper function to group consecutive values
-const groupConsecutiveValues = arr => {
+export const groupConsecutiveValues = arr => {
     if (arr.length === 0) return []
 
     return arr.reduce((acc, currentValue, index, array) => {
@@ -118,7 +110,7 @@ const groupConsecutiveValues = arr => {
 
 export const crossPairs = (main, arr) => {
 
-    const {verticalOhlcv, precision, big, len} = main
+    const {verticalOhlcv, len} = main
     const slowNumArrCache = {};
     const x = {}
     const c = {}
@@ -130,7 +122,7 @@ export const crossPairs = (main, arr) => {
         // Prepare slowNumArr if 'slow' is a number
         if (typeof slow === 'number' && !slowNumArrCache[slow]) {
 
-            slowNumArrCache[slow] = Array(len).fill(big(slow))
+            slowNumArrCache[slow] = Array(len).fill(slow)
         }
     
         const crossName = `${fast}_x_${slow}`
@@ -153,7 +145,7 @@ export const crossPairs = (main, arr) => {
         //cross created from 2 columns
         else if (verticalOhlcv[fast] && verticalOhlcv[slow]) {
 
-            const cross = findCrosses({fast: verticalOhlcv[fast], slow: verticalOhlcv[slow], precision});
+            const cross = findCrosses({fast: verticalOhlcv[fast], slow: verticalOhlcv[slow]});
             x[crossName] = cross
 
             if(typeof count !== 'undefined')
@@ -164,7 +156,7 @@ export const crossPairs = (main, arr) => {
         }
         //cross created from 1 column and an number
         else if (verticalOhlcv[fast] && slowNumArrCache[slow]) {
-            const cross = findCrosses({fast: verticalOhlcv[fast], slow: slowNumArrCache[slow], precision})
+            const cross = findCrosses({fast: verticalOhlcv[fast], slow: slowNumArrCache[slow]})
             x[crossName] = cross
 
             if(typeof count !== 'undefined'){
@@ -177,4 +169,54 @@ export const crossPairs = (main, arr) => {
     }
 
     return {x, c}
+}
+
+
+export const findLinearDirection = (main, keyName) => {
+ 
+    const {verticalOhlcv} = main
+
+    if(!verticalOhlcv.hasOwnProperty(keyName)) throw Error(`property ${keyName} not found in verticalOhlcv. Invoked by findDirectionCross.`)
+
+    const arr = verticalOhlcv[keyName]
+    const len = arr.length
+    const state = new Array(len).fill(null)
+
+   
+    for(let x = 0; x < len; x++)
+    {
+        if(x > 0 && arr[x] !== null)
+        {
+            let curr = arr[x]
+            let prev = arr[x-1]
+
+            if(gt(curr, prev))
+            {
+                state[x] = 1 //up
+            }
+            else if(lt(curr, prev))
+            {
+                state[x] = 0 //down
+            }
+            else
+            {
+                state[x] = 0.5 //neutral
+            }
+        }
+    }
+
+    return state
+}
+
+export const findDirectionCross = (main, keyName) => {
+
+
+    const {verticalOhlcv} = main
+
+    if(!verticalOhlcv.hasOwnProperty(keyName)) throw Error(`property ${keyName} not found in verticalOhlcv. Invoked by findDirectionCross.`)
+
+    const state = findLinearDirection(main, keyName)
+    const groups = groupConsecutiveValues(state)
+
+    return flatGroupsToNumArr(groups)
 }

package/src/utilities/parsing-utilities.js

@@ -1,7 +1,7 @@
 //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)
 
-export const parseOhlcvToVertical = (input, len, big) => {
+export const parseOhlcvToVertical = (input, len) => {
     const numberColsKeys = ['open', 'high', 'low', 'close', 'volume']
     const numberColsKeysSet = new Set(numberColsKeys)
     const verticalOhlcv = {}
@@ -38,12 +38,11 @@ export const parseOhlcvToVertical = (input, len, big) => {
     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)
+        verticalOhlcv.open[x] = current.open
+        verticalOhlcv.high[x] = current.high
+        verticalOhlcv.low[x] = current.low
+        verticalOhlcv.close[x] = current.close
+        verticalOhlcv.volume[x] = current.volume
 
         // Process other keys
         for (const key of otherKeys) {
@@ -70,5 +69,30 @@ export const parseOhlcvToVertical = (input, len, big) => {
 }
 
 
+// Memory-efficient and fast normalize function with zero-division handling
+export const normalize = values => {
+    let min = Infinity;
+    let max = -Infinity;
+    
+    // Single pass to find min and max
+    for (let value of values) {
+        if (value < min) min = value;
+        if (value > max) max = value;
+    }
 
-
+    const range = max - min;
+    
+    // If range is 0, return an array of 0s (all values are the same)
+    return {
+        normalizedDataset: range === 0 ? values.map(() => 0) : values.map(value => (value - min) / range),
+        min,
+        max
+    };
+};
+
+// Memory-efficient and fast denormalize function
+export const denormalize = (normalizedDataset, min, max) => {
+    const range = max - min;
+    // If range is 0, return the original min value (all values were the same)
+    return range === 0 ? normalizedDataset.map(() => min) : normalizedDataset.map(value => value * range + min);
+};