ohlcv-indicators 1.5.9 → 1.6.1

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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e=0,n=Array(r);e<r;e++)n[e]=t[e];return n}function Qt(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,Wt(n.key),n)}}function Wt(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 Xt=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,c=[],a=0,s=Object.keys(t[0]);a<s.length;a++){var f=s[a];n.has(f)||(o[f]=new Array(r),c.push(f))}var h,p=0,v=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 g,m=Nt(c);try{for(m.s();!(g=m.n()).done;){var w=g.value;o[w][b]=d[w]}}catch(t){m.e(t)}finally{m.f()}if(y){var O=d.date.slice(0,10);O!==l&&(l=O,p++,v=0),o.session_index[b]=p,o.session_intraday_index[b]=v,v++}}return o}(e,this.len),this.indicators={},this.studies={},this.utilities={correlation:zt},this},r=[{key:"getData",value:function(){this.compute();for(var t=this.verticalOhlcv,r=Object.keys(t),e=t[r[0]].length,n=r.length,o=[],i=0;i<e;i++){for(var u={},l=!1,c=0;c<n;c++){var a=r[c],s=t[a][i];if(null==s){l=!0;break}u[a]=s}l||o.push(u)}return o}},{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={},c=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$/.test(e)?Rt(t,r):void 0}}(t))||r&&t&&"number"==typeof t.length){e&&(t=e);var n=0,o=function(){};return{s:o,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:o}}throw new TypeError("Invalid attempt to iterate non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}var i,u=!0,l=!1;return{s:function(){e=e.call(t)},n:function(){var t=e.next();return u=t.done,t},e:function(t){l=!0,i=t},f:function(){try{u||null==e.return||e.return()}finally{if(l)throw i}}}}(r);try{var a=function(){var t=e.value,r=t.fast,c=t.slow,a=t.count;if(!r||!c)return 1;"number"!=typeof c||i[c]||(i[c]=Array(o).fill(c));var s="".concat(r,"_x_").concat(c),f="".concat(r,"_c_").concat(c),h=function(t){return void 0!==a?t.slice(-a).filter((function(t){return 1===t||-1===t})).length:0};if(n[s]){var p=n[s];u[s]=p,void 0!==a&&(l[f]=h(p))}else if(n[r]&&n[c]){var v=Mt({fast:n[r],slow:n[c]});u[s]=v,void 0!==a&&(l[f]=h(v))}else if(n[r]&&i[c]){var y=Mt({fast:n[r],slow:i[c]});u[s]=y,void 0!==a&&(l[f]=h(y))}else console.log("Missing ohlcv properties for ".concat(r," or ").concat(c))};for(c.s();!(e=c.n()).done;)a()}catch(t){c.e(t)}finally{c.f()}return{x:u,c:l}}(this,t),e=r.x,n=r.c;return Object.assign(this.indicators,e),Object.assign(this.studies,n),this.compute(),this}},{key:"lag",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;this.compute();for(var e=this.verticalOhlcv,n=0;n<t.length;n++)for(var o=1;o<=r;o++){var i="".concat(t[n],"_lag_").concat(o),u=e[t[n]].slice(0,-o);Object.assign(this.indicators,$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),c=new vt(new at(r),new at(e),new at(n)),a=0;a<o;a++){var s={};c.update(t[a]);try{s=c.getResult()}catch(t){s={macd:null,signal:null,histogram:null}}i[a]=s.macd,u[a]=s.signal,l[a]=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),c=Array(u).fill(null),a=Array(u).fill(null),s=Array(u).fill(null),f=Array(u).fill(null),h=null,p=null,v=new tt(o,i),y=0;y<u;y++){var b={};v.update(t[y]);var d=!1;try{b=v.getResult()}catch(t){d=!0,b={upper:null,middle:null,lower:null}}if(l[y]=b.upper,c[y]=b.middle,a[y]=b.lower,d)s[y]=null,f[y]=null;else{var g=(r=t[y],e=b.upper,{range:(r-(n=b.lower))/(e-n)*100,height:(e-n)/n*100});h=g.range,p=g.height}s[y]=h,f[y]=p}return{bollinger_bands_upper:l,bollinger_bands_middle:c,bollinger_bands_lower:a,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),Ft(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,c=0;c<r;c++){var a=t[c];if(0===c&&!a.hasOwnProperty("date"))throw Error("input ohlcv array must have a date property available in candle datapoint");var s=a.date.split(" ")[0];s!==i&&(i=s,u=a.high,l=a.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),c=[],a=[],s=0;s<o;s++){for(;c.length&&c[0]<=s-e;)c.shift();for(;c.length&&t[c[c.length-1]]<=t[s];)c.pop();for(c.push(s);a.length&&a[0]<=s-e;)a.shift();for(;a.length&&r[a[a.length-1]]>=r[s];)a.pop();if(a.push(s),s>=e-1){var f=t[c[0]],h=r[a[0]],p=(f+h)/2,v=s+n;v>=0&&v<o&&(i[v]=f,u[v]=h,l[v]=p)}}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),c=new Array(e).fill(null),a=new N(r),s=new N(parseInt(r/2)),f=0;f<e;f++){var h=t[f],p=h.open,v=h.high,y=h.low,b=h.close,d=void 0!==t[f-1]?Vt(t[f],t[f-1]):null,g=null,m=null,w=n(p,b),O=void 0,j=void 0,S=b>p?1:0;1===S?(O=n(v,b),j=n(p,y)):(O=n(v,p),j=n(b,y)),a.update(w),d&&s.update(d);try{g=a.getResult(),m=s.getResult()}catch(t){g=null,m=null}o[f]=S,i[f]=Ht(w,g,.25),u[f]=Ht(O,g,.25),l[f]=Ht(j,g,.25),c[f]=Ht(d,m,.25)}return{candle_direction:o,candle_gap_size:c,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=It(this,e);Object.assign(this.indicators,$t({},"".concat(e,"_direction_cross"),n))}return this.compute(),this}},{key:"findLinearDirection",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close","low"];this.compute();for(var r=0;r<t.length;r++){var e=t[r],n=Dt(this,e);Object.assign(this.indicators,$t({},"".concat(e,"_linear_direction"),n))}return this.compute(),this}},{key:"gt",value:function(){var t=this,r=arguments.length>0&&void 0!==arguments[0]?arguments[0]:[{a:"high",b:"low"}];this.compute();for(var e=this.verticalOhlcv,n=function(){var n,i=r[o],u=i.a,l=i.b;"string"==typeof l?n=e[l]:"number"==typeof l&&(n=new Array(e[u].length).fill(l));var c=e[u].map((function(t,r){return t>n[r]?1:0}));Object.assign(t.indicators,$t({},"".concat(u,"_gt_").concat(l),c))},o=0;o<r.length;o++)n();return this.compute(),this}}],r&&Qt(t.prototype,r),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,r}()})(),OHLCV_INDICATORS=r})();

package/index.js

@@ -6,7 +6,7 @@ import { rsi } from './src/oscillators/rsi.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 { normalize, parseOhlcvToVertical } from './src/utilities/parsing-utilities.js'
+import { parseOhlcvToVertical } from './src/utilities/parsing-utilities.js'
 import { candlesStudies } from './src/studies/candleStudies.js'
 import { correlation } from './src/studies/correlation.js'
 
@@ -28,49 +28,10 @@ export default class OHLCV_INDICATORS {
         }
         return this 
     }
-
-    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) {
-
-            const filteredValues = values.filter(o => o !== null)
-
-            if(filteredValues.length < minLen)
-            {
-                minLen = filteredValues.length
-            }
-
-            const normalized = normalize(filteredValues)
-            min[key] = normalized.min
-            max[key] = normalized.max
-            normalizedDataset[key] = normalized.normalizedDataset
-        }
-
-        for (const [key, _] of entries)
-        {
-            normalizedDataset[key] = normalizedDataset[key].slice(-minLen)
-        }
-
-        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) {
+    getData() {
         this.compute();
-        const verticalOhlcv = verticalOhlcvArg || this.verticalOhlcv;
+        const {verticalOhlcv} = this
         const keys = Object.keys(verticalOhlcv);
         const len = verticalOhlcv[keys[0]].length;
         const keysLength = keys.length;
@@ -81,7 +42,7 @@ export default class OHLCV_INDICATORS {
         // 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
+            let isInvalidValue = false;  // Flag to track if any null value is found
     
             // Loop over keys to fill row data
             for (let x = 0; x < keysLength; x++) {
@@ -89,8 +50,8 @@ export default class OHLCV_INDICATORS {
                 const value = verticalOhlcv[header][i];
     
                 // If value is null, mark the row to be skipped and break
-                if (value === null) {
-                    hasNull = true;
+                if (value === null || typeof value === 'undefined') {
+                    isInvalidValue = true;
                     break;
                 }
     
@@ -98,7 +59,7 @@ export default class OHLCV_INDICATORS {
             }
     
             // If no null values were found, add row to result
-            if (!hasNull) {
+            if (!isInvalidValue) {
                 result.push(row);
             }
         }
@@ -294,7 +255,18 @@ export default class OHLCV_INDICATORS {
         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)
+            let bArr
+            
+            if(typeof b === 'string')
+            {
+                bArr = verticalOhlcv[b]
+            }
+            else if(typeof b === 'number')
+            {
+                bArr = new Array(verticalOhlcv[a].length).fill(b)
+            }
+
+            const result = verticalOhlcv[a].map((v, i) => (v > bArr[i]) ? 1 : 0)
             Object.assign(this.indicators, {[`${a}_gt_${b}`]: result})
         }