ohlcv-indicators 1.6.2 → 1.6.4

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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 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attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Qt(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 Wt(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,Xt(n.key),n)}}function Xt(t){var r=function(t,r){if("object"!=Jt(t)||!t)return t;var e=t[Symbol.toPrimitive];if(void 0!==e){var n=e.call(t,"string");if("object"!=Jt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Jt(r)?r:r+""}var Zt=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),o.day_of_the_week=new Array(r),o.day_of_the_month=new Array(r),o.week_of_the_month=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=qt(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);var j=Ht(O),_=j.day_of_the_week,S=j.day_of_the_month,P=j.week_of_the_month;o.day_of_the_week[b]=_,o.day_of_the_month[b]=S,o.week_of_the_month[b]=P,o.session_index[b]=v,o.session_intraday_index[b]=p,p++}}return o}(e,this.len),this.indicators={},this.studies={},this.utilities={correlation:$t},this},r=[{key:"getData",value:function(){this.compute();for(var t=this.verticalOhlcv,r=Object.keys(t),e=t[r[0]].length,n=r.length,o=[],i=0;i<e;i++){for(var u={},l=!1,a=0;a<n;a++){var c=r[a],s=t[c][i];if(null==s){l=!0;break}u[c]=s}l||o.push(u)}return o}},{key:"getLastValues",value:function(){this.compute();for(var t=this.verticalOhlcv,r=this.len,e={},n=0,o=Object.entries(t);n<o.length;n++){var i=Kt(o[n],2),u=i[0],l=i[1][r-1];e[u]=l}return Object.assign(e,this.studies),e}},{key:"compute",value:function(){for(var t=this.indicators,r=this.addColumn.bind(this),e=0,n=Object.entries(t);e<n.length;e++){var o=Kt(n[e],2),i=o[0],u=o[1];this.verticalOhlcv.hasOwnProperty(i)?delete this.indicators[i]:r(i,u)}return this}},{key:"addColumn",value:function(t,r){var e=this.len;if(t=t.toLowerCase(),r.length>e)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");if(r.length<e){var n=e-r.length;r=new Array(n).fill(null).concat(r)}this.verticalOhlcv[t]=r}},{key:"crossPairs",value:function(t){this.compute();var r=function(t,r){var e,n=t.verticalOhlcv,o=t.len,i={},u={},l={},a=function(t,r){var e="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!e){if(Array.isArray(t)||(e=function(t,r){if(t){if("string"==typeof t)return Rt(t,r);var e={}.toString.call(t).slice(8,-1);return"Object"===e&&t.constructor&&(e=t.constructor.name),"Map"===e||"Set"===e?Array.from(t):"Arguments"===e||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.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=xt({fast:n[r],slow:n[a]});u[s]=p,void 0!==c&&(l[f]=h(p))}else if(n[r]&&i[a]){var y=xt({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,Yt({},i,u))}return this.compute(),this}},{key:"relativeVolume",value:function(t){var r=function(t,r){var e=function(t){for(var r=new N(arguments.length>1&&void 0!==arguments[1]?arguments[1]:10),e=new Array(t.length).fill(null),n=new Array(t.length).fill(null),o=0;o<t.length;o++){var i=null;r.update(t[o]);try{i=r.getResult()}catch(t){i=null}e[o]=i,"number"==typeof e[o-1]&&(n[o]=t[o]/e[o-1])}return console.log(n),n}(t.verticalOhlcv.volume,r);return function(t,r,e){return(r=function(t){var r=function(t,r){if("object"!=St(t)||!t)return t;var e=t[Symbol.toPrimitive];if(void 0!==e){var n=e.call(t,"string");if("object"!=St(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==St(r)?r:r+""}(r))in t?Object.defineProperty(t,r,{value:e,enumerable:!0,configurable:!0,writable:!0}):t[r]=e,t}({},"relative_volume_".concat(r),e)}(this,t);return Object.assign(this.indicators,r),this}},{key:"ema",value:function(t){var r=function(t,r){var e=t.verticalOhlcv.close,n=Et(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=kt(e,r);return function(t,r,e){return(r=function(t){var r=function(t,r){if("object"!=At(t)||!t)return t;var e=t[Symbol.toPrimitive];if(void 0!==e){var n=e.call(t,"string");if("object"!=At(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==At(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:xt({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),Nt(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 N(r),s=new N(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]?zt(t[f],t[f-1]):null,m=null,g=null,w=n(v,b),O=void 0,j=void 0,_=b>v?1:0;1===_?(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]=_,i[f]=Vt(w,m,.25),u[f]=Vt(O,m,.25),l[f]=Vt(j,m,.25),a[f]=Vt(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=Lt(this,e);Object.assign(this.indicators,Yt({},"".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=It(this,e);Object.assign(this.indicators,Yt({},"".concat(e,"_linear_direction"),n))}return this.compute(),this}},{key:"change",value:function(t){this.compute();var r=this.verticalOhlcv;if(!r.hasOwnProperty(t)){var e='key "'.concat(t,'" not found in verticalOhlcv. change method');throw Error(e)}return Object.assign(this.indicators,Yt({},"".concat(t,"_change"),function(t){if(!Array.isArray(t))throw Error("data param in arrayGt function must be array");for(var r=Array(t.length).fill(0),e=1;e<r.length;e++)if(null===t[e]||null===t[e-1])r[e];else{var n=t[e],o=t[e-1];r[e]=(n-o)/o}return r}(r[t]))),this.compute(),this}},{key:"gt",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:"close",r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:"open";this.compute();var e,n=this.verticalOhlcv;if(!n.hasOwnProperty(t)){var o='key "'.concat(t,'" not found in verticalOhlcv. gt method');throw Error(o)}if("string"==typeof r){if(!n.hasOwnProperty(r)){var i='key "'.concat(r,'" not found in verticalOhlcv. gt method');throw Error(i)}e=n[r]}else"number"==typeof r&&(e=new Array(n[t].length).fill(r));return Object.assign(this.indicators,Yt({},"".concat(t,"_gt_").concat(r),function(t,r){if(!Array.isArray(t)||!Array.isArray(r))throw Error("a and b params in arrayGt function must be arrays");if(t.length!==r.length)throw Error("array a and b must be the same length in arrayGt function");if(t.length<2)throw Error("arrays in arrayGt function must have at least 2 numeric items");for(var e=Array(t.length).fill(.5),n=1;n<e.length;n++)null!==t[n]&&null!==r[n]||(e[n]=null),t[n]>r[n]?e[n]=1:t[n]<r[n]&&(e[n]=0);return e}(n[t],e))),this.compute(),this}}],r&&Wt(t.prototype,r),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,r}()})(),OHLCV_INDICATORS=r})();

package/index.js

@@ -1,3 +1,4 @@
+import { relativeVolume } from './src/moving-averages/relativeVolume.js'
 import {ema} from './src/moving-averages/ema.js'
 import {sma} from './src/moving-averages/sma.js'
 import {macd} from './src/moving-averages/macd.js'
@@ -9,6 +10,7 @@ import { donchianChannels } from './src/moving-averages/donchianChannel.js'
 import { parseOhlcvToVertical } from './src/utilities/parsing-utilities.js'
 import { candlesStudies } from './src/studies/candleStudies.js'
 import { correlation } from './src/studies/correlation.js'
+import { arrayChange, arrayGt } from './src/utilities/math-array.js'
 
 export default class OHLCV_INDICATORS {
     constructor({input, ticker = 'undefined'}) {
@@ -155,6 +157,14 @@ export default class OHLCV_INDICATORS {
         return this;
     }
     
+    relativeVolume(size) {
+
+
+        const result = relativeVolume(this, size)
+        Object.assign(this.indicators, result)
+ 
+        return this
+    }
 
     ema(size) {
 
@@ -246,29 +256,58 @@ export default class OHLCV_INDICATORS {
         this.compute()
         return this
     }
-    gt(arr = [{a: 'high', b: 'low'}])
+
+    change(key)
+    {
+        this.compute()
+        const {verticalOhlcv} = this
+
+        if(!verticalOhlcv.hasOwnProperty(key))
+        {
+            const err = `key "${key}" not found in verticalOhlcv. change method`
+            throw Error(err)
+        }
+
+        Object.assign(this.indicators, {
+            [`${key}_change`]: arrayChange(verticalOhlcv[key])
+        })
+        
+        this.compute()
+
+        return this
+
+    }
+
+    gt(a = 'close', b = 'open')
     {
         this.compute()
 
         const {verticalOhlcv} = this
 
-        for(let x = 0; x < arr.length; x++)
+        if(!verticalOhlcv.hasOwnProperty(a))
         {
-            const {a, b} = arr[x]
-            let bArr
+            const errA = `key "${a}" not found in verticalOhlcv. gt method`
+            throw Error(errA)
+        }
+
+        let bArr
             
-            if(typeof b === 'string')
-            {
-                bArr = verticalOhlcv[b]
-            }
-            else if(typeof b === 'number')
+        if(typeof b === 'string')
+        {
+            if(!verticalOhlcv.hasOwnProperty(b))
             {
-                bArr = new Array(verticalOhlcv[a].length).fill(b)
+                const errB = `key "${b}" not found in verticalOhlcv. gt method`
+                throw Error(errB)
             }
 
-            const result = verticalOhlcv[a].map((v, i) => (v > bArr[i]) ? 1 : 0)
-            Object.assign(this.indicators, {[`${a}_gt_${b}`]: result})
+            bArr = verticalOhlcv[b]
         }
+        else if(typeof b === 'number')
+        {
+            bArr = new Array(verticalOhlcv[a].length).fill(b)
+        }
+
+        Object.assign(this.indicators, {[`${a}_gt_${b}`]: arrayGt(verticalOhlcv[a], bArr)})
 
         this.compute()
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.6.2",
+  "version": "1.6.4",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",

package/src/moving-averages/relativeVolume.js

@@ -1,18 +1,45 @@
-import { getSMA } from './sma.js'
+import {FasterSMA} from 'trading-signals'
 
-export const RelativeVolume = (main, size) => {
+export const relativeVolume = (main, size) => {
     const {verticalOhlcv} = main
-    const data = verticalOhlcv['volume']
-    const relVolume = getRelativeVolume(main.BigNumber, data, size)
-    main.addColumn(`relative_volume_${size}`, relVolume)
+    const {volume} = verticalOhlcv
+    const col = getRelativeVolume(volume, size)
+
+    return {
+        [`relative_volume_${size}`]: col
+    }
 }
 
-export const getRelativeVolume = (BigNumber, data, size = 10) => {
-    const sma = getSMA(BigNumber, data, size)
+export const getRelativeVolume = (volume, size = 10) => {
+    
+    const instance = new FasterSMA(size)
+    const sma = new Array(volume.length).fill(null)
+    const output = new Array(volume.length).fill(null)
+
+    for(let x = 0; x < volume.length; x++)
+    {
+        let value = null
+
+        instance.update(volume[x])
+
+        try
+        {
+          value = instance.getResult()
+        }
+        catch(err)
+        {
+          value = null
+        }
+
+        sma[x] = value
+
+        if(typeof sma[x-1] === 'number')
+        {
+            output[x] = volume[x] / sma[x-1]
+        }
+    }
+
+    console.log(output)
 
-    return data.map((v, i) => {
-        const prevSma = sma[i - 1]
-        if (i === 0 || !prevSma || prevSma.isZero()) return null
-        return v.dividedBy(prevSma)
-    }).filter(v => !Number.isNaN(v))
+    return output
 }

package/src/moving-averages/sma.js

@@ -1,5 +1,5 @@
 
-import {SMA, FasterSMA} from 'trading-signals';
+import {FasterSMA} from 'trading-signals';
 
 export const sma = (main, size) => {
 

package/src/utilities/math-array.js

@@ -0,0 +1,64 @@
+//change between current and prev
+export const arrayChange = data => {
+
+    if(!Array.isArray(data))
+    {
+        throw Error('data param in arrayGt function must be array')
+    }
+
+    const output = Array(data.length).fill(0)
+
+    for (let x = 1; x < output.length; x++) {
+
+        if(data[x] === null || data[x - 1] === null)
+        {
+            output[x] === null
+        }
+        else
+        {
+            const curr = data[x]
+            const prev = data[x - 1]
+            output[x] = (curr - prev) / prev
+        }
+    }
+
+    return output
+}
+
+//tells if array a is greater than array b
+
+export const arrayGt = (a, b) => {
+
+    if(!Array.isArray(a) || !Array.isArray(b))
+    {
+        throw Error('a and b params in arrayGt function must be arrays')
+    }
+    if(a.length !== b.length)
+    {
+        throw Error('array a and b must be the same length in arrayGt function')
+    }
+    if(a.length < 2)
+    {
+        throw Error('arrays in arrayGt function must have at least 2 numeric items')
+    }
+
+    const output = Array(a.length).fill(0.5)
+
+    for (let x = 1; x < output.length; x++) {
+
+        if(a[x] === null || b[x] === null)
+        {
+            output[x] = null
+        }
+        if(a[x] > b[x])
+        {
+            output[x] = 1
+        }
+        else if(a[x] < b[x])
+        {
+            output[x] = 0
+        }
+    }
+
+    return output
+}