ohlcv-indicators 1.7.5 → 1.7.7
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/ohlcv-indicators.min.js +1 -1
- package/index.js +2 -2
- package/package.json +1 -1
- package/src/studies/candleStudies.js +79 -55
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r=e.input,n=e.ticker,o=void 0===n?null:n,i=e.studyOptions,u=void 0===i?null:i;if(function(t,e){if(!(t instanceof e))throw new TypeError("Cannot call a class as a function")}(this,t),!Array.isArray(r))throw Error("input ohlcv must be an array: "+o);if(0===r.length)throw Error("input ohlcv must not be empty: "+o);if(!r[0].hasOwnProperty("close"))throw Error("input ohlcv array objects require at least close property: "+o);return this.len=r.length,this.crossPairsArr=[],this.inputOhlcv=r,this.studyOptions=null===u?Gt:u,this.verticalOhlcv=function(t,e,r){if(Boolean(r))for(var n in r)if(!Gt.hasOwnProperty(n))throw new Error("Key ".concat(n," not found in defaultStudyOptions. 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E=t[P];v.open[P]=E.open,v.high[P]=E.high,v.low[P]=E.low,v.close[P]=E.close,v.volume[P]=E.volume,o&&(v.mid_price_open_close[P]=(E.open+E.close)/2),i&&(v.mid_price_high_low[P]=(E.high+E.low)/2);var A,k=Ht(d);try{for(k.s();!(A=k.n()).done;){var R=A.value;v[R][P]=E[R]}}catch(t){k.e(t)}finally{k.f()}if(S){var T=E.date.slice(0,10);T!==b&&(b=T,_++,j=0);var M=Vt(T),x=M.day_of_the_week,C=M.day_of_the_month,D=M.week_of_the_month;a&&(v.day_of_the_week[P]=x),c&&(v.day_of_the_month[P]=C),s&&(v.week_of_the_month[P]=D),u&&(v.session_index[P]=_),l&&(v.session_intraday_index[P]=j),j++}}return v}(r,this.len,this.studyOptions),this.indicators={},this.studies={},this.utilities={correlation:Wt},this},e=[{key:"getData",value:function(){this.compute();for(var t=this.verticalOhlcv,e=Object.keys(t),r=t[e[0]].length,n=e.length,o=[],i=0;i<r;i++){for(var u={},l=!1,a=0;a<n;a++){var c=e[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,e=this.len,r={},n=0,o=Object.entries(t);n<o.length;n++){var i=Yt(o[n],2),u=i[0],l=i[1][e-1];r[u]=l}return Object.assign(r,this.studies),r}},{key:"compute",value:function(){for(var t=this.indicators,e=this.addColumn.bind(this),r=0,n=Object.entries(t);r<n.length;r++){var o=Yt(n[r],2),i=o[0],u=o[1];this.verticalOhlcv.hasOwnProperty(i)?delete this.indicators[i]:e(i,u)}return this}},{key:"addColumn",value:function(t,e){var r=this.len;if(t=t.toLowerCase(),e.length>r)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");if(e.length<r){var n=r-e.length;e=new Array(n).fill(null).concat(e)}this.verticalOhlcv[t]=e}},{key:"crossPairs",value:function(t){this.compute();var e=function(t,e){var r,n=t.verticalOhlcv,o=t.len,i={},u={},l={},a=function(t,e){var r="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!r){if(Array.isArray(t)||(r=function(t,e){if(t){if("string"==typeof t)return Rt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Rt(t,e):void 0}}(t))||e&&t&&"number"==typeof t.length){r&&(t=r);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(){r=r.call(t)},n:function(){var t=r.next();return u=t.done,t},e:function(t){l=!0,i=t},f:function(){try{u||null==r.return||r.return()}finally{if(l)throw i}}}}(e);try{var c=function(){var t=r.value,e=t.fast,a=t.slow,c=t.count;if(!e||!a)return 1;"number"!=typeof a||i[a]||(i[a]=Array(o).fill(a));var s="".concat(e,"_x_").concat(a),f="".concat(e,"_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[e]&&n[a]){var p=xt({fast:n[e],slow:n[a]});u[s]=p,void 0!==c&&(l[f]=h(p))}else if(n[e]&&i[a]){var y=xt({fast:n[e],slow:i[a]});u[s]=y,void 0!==c&&(l[f]=h(y))}else console.log("Missing ohlcv properties for ".concat(e," or ").concat(a))};for(a.s();!(r=a.n()).done;)c()}catch(t){a.e(t)}finally{a.f()}return{x:u,c:l}}(this,t),r=e.x,n=e.c;return Object.assign(this.indicators,r),Object.assign(this.studies,n),this.compute(),this}},{key:"lag",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;this.compute();for(var r=this.verticalOhlcv,n=0;n<t.length;n++)for(var o=1;o<=e;o++){var i="".concat(t[n],"_lag_").concat(o),u=r[t[n]].slice(0,-o);Object.assign(this.indicators,Kt({},i,u))}return this.compute(),this}},{key:"relativeVolume",value:function(t){var e=function(t,e){var r=function(t){for(var e=new N(arguments.length>1&&void 0!==arguments[1]?arguments[1]:10),r=new Array(t.length).fill(null),n=new Array(t.length).fill(null),o=0;o<t.length;o++){var i=null;e.update(t[o]);try{i=e.getResult()}catch(t){i=null}r[o]=i,"number"==typeof r[o-1]&&(n[o]=t[o]/r[o-1])}return console.log(n),n}(t.verticalOhlcv.volume,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=St(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.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(e)?e:e+""}(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}({},"relative_volume_".concat(e),r)}(this,t);return Object.assign(this.indicators,e),this}},{key:"ema",value:function(t){var e=function(t,e){var r=t.verticalOhlcv.close,n=Et(r,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=Pt(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.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(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),n)}(this,t);return Object.assign(this.indicators,e),this}},{key:"sma",value:function(t){var e=function(t,e){var r=t.verticalOhlcv.close,n=kt(r,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=At(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.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(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),n)}(this,t);return Object.assign(this.indicators,e),this}},{key:"macd",value:function(t,e,r){var n=function(t,e,r,n){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,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(e),new ct(r),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,e,r,n)}(this,t,e,r);return Object.assign(this.indicators,n),this}},{key:"bollingerBands",value:function(t,e){var r=function(t,e,r){return function(t){for(var e,r,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 g=(e=t[y],r=b.upper,{range:(e-(n=b.lower))/(r-n)*100,height:(r-n)/n*100});h=g.range,v=g.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,e,r)}(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 o=t.verticalOhlcv.close;return"number"==typeof e&&void 0===n&&(n=e),Nt(o,e,r,n)}(this,t,e,r);return Object.assign(this.indicators,n),this}},{key:"orb",value:function(){var t=function(t,e){for(var r=new Array(e).fill(0),n=new Array(e).fill(0),o=0,i=null,u=0,l=0,a=0;a<e;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),r[o]=u,n[o]=l,o++}return{orb_high:r,orb_low:n}}(this.inputOhlcv,this.len);return Object.assign(this.indicators,t),this}},{key:"donchianChannels",value:function(t,e){var r=function(t,e,r){var n=t.verticalOhlcv,o=t.len;return function(t,e,r,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-r;)a.shift();for(;a.length&&t[a[a.length-1]]<=t[s];)a.pop();for(a.push(s);c.length&&c[0]<=s-r;)c.shift();for(;c.length&&e[c[c.length-1]]>=e[s];)c.pop();if(c.push(s),s>=r-1){var f=t[a[0]],h=e[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,e,r,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=new Array(r).fill(null),o=new Array(r).fill(null),i=new Array(r).fill(null),u=new Array(r).fill(null),l=new Array(r).fill(null),a=new Array(r).fill(null),c=new N(e),s=new N(e),f=new N(e),h=new N(e),v=new N(e),p=new N(e),y=0;y<r;y++){var b=t[y],d=t[y-1];if(void 0!==d){var g=b.open,m=b.high,w=b.low,O=b.close,_=null,j=null,S=null,P=null,E=null,A=null,k=O-g,R=b.high-b.low,T=k>0?m-O:m-g,M=k>0?g-w:O-w,x=b.open-d.close,C=b.close-d.close;c.update(Math.abs(T)),s.update(Math.abs(M)),v.update(Math.abs(R)),f.update(x),h.update(k),p.update(C);try{S=c.getResult(),j=s.getResult(),_=f.getResult(),P=h.getResult(),E=v.getResult(),A=p.getResult()}catch(t){P=null,_=null,S=null,j=null,E=null,A=null}n[y]=zt(k,P,.5),u[y]=zt(x,_,.5),a[y]=zt(C,A,.5),o[y]=Ut(T,S,.5),i[y]=Ut(M,j,.5),l[y]=Ut(R,E,.5)}}return{candle_gap_size:u,candle_body_size:n,candle_top_size:o,candle_bottom_size:i,candle_shadow_size:l,candle_position:a}}(t.inputOhlcv,e,t.len)}(this,t);return Object.assign(this.indicators,e),this}},{key:"findDirectionCross",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close","low"];this.compute();for(var e=0;e<t.length;e++){var r=t[e],n=Lt(this,r);Object.assign(this.indicators,Kt({},"".concat(r,"_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 e=0;e<t.length;e++){var r=t[e],n=It(this,r);Object.assign(this.indicators,Kt({},"".concat(r,"_linear_direction"),n))}return this.compute(),this}},{key:"change",value:function(t){this.compute();var e=this.verticalOhlcv;if(!e.hasOwnProperty(t)){var r='key "'.concat(t,'" not found in verticalOhlcv. change method');throw Error(r)}return Object.assign(this.indicators,Kt({},"".concat(t,"_change"),function(t){if(!Array.isArray(t))throw Error("data param in arrayGt function must be array");for(var e=Array(t.length).fill(0),r=1;r<e.length;r++)if(null===t[r]||null===t[r-1])e[r];else{var n=t[r],o=t[r-1];e[r]=(n-o)/o*100}return e}(e[t]))),this.compute(),this}},{key:"gt",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:"close",e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:"open";this.compute();var r,n=this.verticalOhlcv;if(!n.hasOwnProperty(t)){var o='key "'.concat(t,'" not found in verticalOhlcv. gt method');throw Error(o)}if("string"==typeof e){if(!n.hasOwnProperty(e)){var i='key "'.concat(e,'" not found in verticalOhlcv. gt method');throw Error(i)}r=n[e]}else"number"==typeof e&&(r=new Array(n[t].length).fill(e));return Object.assign(this.indicators,Kt({},"".concat(t,"_gt_").concat(e),function(t,e){if(!Array.isArray(t)||!Array.isArray(e))throw Error("a and b params in arrayGt function must be arrays");if(t.length!==e.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 r=Array(t.length).fill(.5),n=1;n<r.length;n++)null!==t[n]&&null!==e[n]||(r[n]=null),t[n]>e[n]?r[n]=1:t[n]<e[n]&&(r[n]=0);return r}(n[t],r))),this.compute(),this}}],e&&Xt(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
|
|
1
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r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Qt(t,e):void 0}}(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Qt(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}function Xt(t,e){for(var r=0;r<e.length;r++){var n=e[r];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 e=function(t,e){if("object"!=Jt(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.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(e)?e:e+""}var te=function(){return t=function t(e){var r=e.input,n=e.ticker,o=void 0===n?null:n,i=e.studyOptions,u=void 0===i?null:i;if(function(t,e){if(!(t instanceof e))throw new TypeError("Cannot call a class as a function")}(this,t),!Array.isArray(r))throw Error("input ohlcv must be an array: "+o);if(0===r.length)throw Error("input ohlcv must not be empty: "+o);if(!r[0].hasOwnProperty("close"))throw Error("input ohlcv array objects require at least close property: "+o);return this.len=r.length,this.crossPairsArr=[],this.inputOhlcv=r,this.studyOptions=null===u?Gt:u,this.verticalOhlcv=function(t,e,r){if(Boolean(r))for(var n in r)if(!Gt.hasOwnProperty(n))throw new Error("Key ".concat(n," not found in defaultStudyOptions. Available options: ").concat(Object.keys(Gt).join(", ")));var o=r.midPriceOpenClose,i=r.midPriceHighLow,u=r.sessionIndex,l=r.sessionIntradayIndex,a=r.dayOfTheWeek,c=r.dayOfTheMonth,s=r.weekOfTheMonth,f=["open","high","low","close","volume"];o&&f.push("mid_price_open_close"),i&&f.push("mid_price_high_low");for(var h=new Set(f),v={},p=0,y=f;p<y.length;p++)v[y[p]]=new Array(e);for(var b,d=[],g=0,m=Object.keys(t[0]);g<m.length;g++){var w=m[g];h.has(w)||(v[w]=new Array(e),d.push(w))}var O,_=0,j=0,S=(O=t)[0].hasOwnProperty("date")&&"string"==typeof O[0].date&&/^\d{4}-\d{2}-\d{2}/.test(O[0].date);S&&(u&&(v.session_index=new Array(e)),l&&(v.session_intraday_index=new Array(e)),a&&(v.day_of_the_week=new Array(e)),c&&(v.day_of_the_month=new Array(e)),s&&(v.week_of_the_month=new Array(e)),b=t[0].date.slice(0,10));for(var P=0;P<e;P++){var E=t[P];v.open[P]=E.open,v.high[P]=E.high,v.low[P]=E.low,v.close[P]=E.close,v.volume[P]=E.volume,o&&(v.mid_price_open_close[P]=(E.open+E.close)/2),i&&(v.mid_price_high_low[P]=(E.high+E.low)/2);var A,k=Ht(d);try{for(k.s();!(A=k.n()).done;){var R=A.value;v[R][P]=E[R]}}catch(t){k.e(t)}finally{k.f()}if(S){var T=E.date.slice(0,10);T!==b&&(b=T,_++,j=0);var M=Vt(T),x=M.day_of_the_week,C=M.day_of_the_month,D=M.week_of_the_month;a&&(v.day_of_the_week[P]=x),c&&(v.day_of_the_month[P]=C),s&&(v.week_of_the_month[P]=D),u&&(v.session_index[P]=_),l&&(v.session_intraday_index[P]=j),j++}}return v}(r,this.len,this.studyOptions),this.indicators={},this.studies={},this.utilities={correlation:Wt},this},e=[{key:"getData",value:function(){this.compute();for(var t=this.verticalOhlcv,e=Object.keys(t),r=t[e[0]].length,n=e.length,o=[],i=0;i<r;i++){for(var u={},l=!1,a=0;a<n;a++){var c=e[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,e=this.len,r={},n=0,o=Object.entries(t);n<o.length;n++){var i=Yt(o[n],2),u=i[0],l=i[1][e-1];r[u]=l}return Object.assign(r,this.studies),r}},{key:"compute",value:function(){for(var t=this.indicators,e=this.addColumn.bind(this),r=0,n=Object.entries(t);r<n.length;r++){var o=Yt(n[r],2),i=o[0],u=o[1];this.verticalOhlcv.hasOwnProperty(i)?delete this.indicators[i]:e(i,u)}return this}},{key:"addColumn",value:function(t,e){var r=this.len;if(t=t.toLowerCase(),e.length>r)throw new Error("Invalid column data: The length of the new column exceeds the length of the OHLCV data");if(e.length<r){var n=r-e.length;e=new Array(n).fill(null).concat(e)}this.verticalOhlcv[t]=e}},{key:"crossPairs",value:function(t){this.compute();var e=function(t,e){var r,n=t.verticalOhlcv,o=t.len,i={},u={},l={},a=function(t,e){var r="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!r){if(Array.isArray(t)||(r=function(t,e){if(t){if("string"==typeof t)return Rt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Rt(t,e):void 0}}(t))||e&&t&&"number"==typeof t.length){r&&(t=r);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(){r=r.call(t)},n:function(){var t=r.next();return u=t.done,t},e:function(t){l=!0,i=t},f:function(){try{u||null==r.return||r.return()}finally{if(l)throw i}}}}(e);try{var c=function(){var t=r.value,e=t.fast,a=t.slow,c=t.count;if(!e||!a)return 1;"number"!=typeof a||i[a]||(i[a]=Array(o).fill(a));var s="".concat(e,"_x_").concat(a),f="".concat(e,"_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[e]&&n[a]){var p=xt({fast:n[e],slow:n[a]});u[s]=p,void 0!==c&&(l[f]=h(p))}else if(n[e]&&i[a]){var y=xt({fast:n[e],slow:i[a]});u[s]=y,void 0!==c&&(l[f]=h(y))}else console.log("Missing ohlcv properties for ".concat(e," or ").concat(a))};for(a.s();!(r=a.n()).done;)c()}catch(t){a.e(t)}finally{a.f()}return{x:u,c:l}}(this,t),r=e.x,n=e.c;return Object.assign(this.indicators,r),Object.assign(this.studies,n),this.compute(),this}},{key:"lag",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;this.compute();for(var r=this.verticalOhlcv,n=0;n<t.length;n++)for(var o=1;o<=e;o++){var i="".concat(t[n],"_lag_").concat(o),u=r[t[n]].slice(0,-o);Object.assign(this.indicators,Kt({},i,u))}return this.compute(),this}},{key:"relativeVolume",value:function(t){var e=function(t,e){var r=function(t){for(var e=new N(arguments.length>1&&void 0!==arguments[1]?arguments[1]:10),r=new Array(t.length).fill(null),n=new Array(t.length).fill(null),o=0;o<t.length;o++){var i=null;e.update(t[o]);try{i=e.getResult()}catch(t){i=null}r[o]=i,"number"==typeof r[o-1]&&(n[o]=t[o]/r[o-1])}return console.log(n),n}(t.verticalOhlcv.volume,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=St(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.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(e)?e:e+""}(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}({},"relative_volume_".concat(e),r)}(this,t);return Object.assign(this.indicators,e),this}},{key:"ema",value:function(t){var e=function(t,e){var r=t.verticalOhlcv.close,n=Et(r,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=Pt(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.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(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),n)}(this,t);return Object.assign(this.indicators,e),this}},{key:"sma",value:function(t){var e=function(t,e){var r=t.verticalOhlcv.close,n=kt(r,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=At(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.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(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),n)}(this,t);return Object.assign(this.indicators,e),this}},{key:"macd",value:function(t,e,r){var n=function(t,e,r,n){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,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(e),new ct(r),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,e,r,n)}(this,t,e,r);return Object.assign(this.indicators,n),this}},{key:"bollingerBands",value:function(t,e){var r=function(t,e,r){return function(t){for(var e,r,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 g=(e=t[y],r=b.upper,{range:(e-(n=b.lower))/(r-n)*100,height:(r-n)/n*100});h=g.range,v=g.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,e,r)}(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 o=t.verticalOhlcv.close;return"number"==typeof e&&void 0===n&&(n=e),Nt(o,e,r,n)}(this,t,e,r);return Object.assign(this.indicators,n),this}},{key:"orb",value:function(){var t=function(t,e){for(var r=new Array(e).fill(0),n=new Array(e).fill(0),o=0,i=null,u=0,l=0,a=0;a<e;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),r[o]=u,n[o]=l,o++}return{orb_high:r,orb_low:n}}(this.inputOhlcv,this.len);return Object.assign(this.indicators,t),this}},{key:"donchianChannels",value:function(t,e){var r=function(t,e,r){var n=t.verticalOhlcv,o=t.len;return function(t,e,r,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-r;)a.shift();for(;a.length&&t[a[a.length-1]]<=t[s];)a.pop();for(a.push(s);c.length&&c[0]<=s-r;)c.shift();for(;c.length&&e[c[c.length-1]]>=e[s];)c.pop();if(c.push(s),s>=r-1){var f=t[a[0]],h=e[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,e,r,o)}(this,t,e);return Object.assign(this.indicators,r),this}},{key:"candlesStudies",value:function(t,e){var r=function(t,e,r){return function(t){var e,r,n,o,i,u,l=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,a=arguments.length>2?arguments[2]:void 0,c=!(arguments.length>3&&void 0!==arguments[3])||arguments[3],s=new Array(a).fill(null),f=new Array(a).fill(null),h=new Array(a).fill(null),v=new Array(a).fill(null),p=new Array(a).fill(null),y=new Array(a).fill(null);c&&(e=new N(l),r=new N(l),n=new N(l),o=new N(l),i=new N(l),u=new N(l));for(var b=0;b<a;b++){var d=t[b],g=t[b-1];if(void 0!==g){var m=d.open,w=d.high,O=d.low,_=d.close,j=null,S=null,P=null,E=null,A=null,k=null,R=_-m,T=d.high-d.low,M=R>0?w-_:w-m,x=R>0?m-O:_-O,C=d.open-g.close,D=d.close-g.close;if(c){e.update(Math.abs(M)),r.update(Math.abs(x)),i.update(Math.abs(T)),n.update(C),o.update(R),u.update(D);try{P=e.getResult(),S=r.getResult(),j=n.getResult(),E=o.getResult(),A=i.getResult(),k=u.getResult()}catch(t){E=null,j=null,P=null,S=null,A=null,k=null}s[b]=zt(R,E,.5),v[b]=zt(C,j,.5),y[b]=zt(D,k,.5),f[b]=Ut(M,P,.5),h[b]=Ut(x,S,.5),p[b]=Ut(T,A,.5)}else s[b]=R,v[b]=C,y[b]=D,f[b]=M,h[b]=x,p[b]=T}}return{candle_gap_size:v,candle_body_size:s,candle_top_size:f,candle_bottom_size:h,candle_shadow_size:p,candle_position:y}}(t.inputOhlcv,e,t.len,r)}(this,t,e);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 e=0;e<t.length;e++){var r=t[e],n=Lt(this,r);Object.assign(this.indicators,Kt({},"".concat(r,"_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 e=0;e<t.length;e++){var r=t[e],n=It(this,r);Object.assign(this.indicators,Kt({},"".concat(r,"_linear_direction"),n))}return this.compute(),this}},{key:"change",value:function(t){this.compute();var e=this.verticalOhlcv;if(!e.hasOwnProperty(t)){var r='key "'.concat(t,'" not found in verticalOhlcv. change method');throw Error(r)}return Object.assign(this.indicators,Kt({},"".concat(t,"_change"),function(t){if(!Array.isArray(t))throw Error("data param in arrayGt function must be array");for(var e=Array(t.length).fill(0),r=1;r<e.length;r++)if(null===t[r]||null===t[r-1])e[r];else{var n=t[r],o=t[r-1];e[r]=(n-o)/o*100}return e}(e[t]))),this.compute(),this}},{key:"gt",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:"close",e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:"open";this.compute();var r,n=this.verticalOhlcv;if(!n.hasOwnProperty(t)){var o='key "'.concat(t,'" not found in verticalOhlcv. gt method');throw Error(o)}if("string"==typeof e){if(!n.hasOwnProperty(e)){var i='key "'.concat(e,'" not found in verticalOhlcv. gt method');throw Error(i)}r=n[e]}else"number"==typeof e&&(r=new Array(n[t].length).fill(e));return Object.assign(this.indicators,Kt({},"".concat(t,"_gt_").concat(e),function(t,e){if(!Array.isArray(t)||!Array.isArray(e))throw Error("a and b params in arrayGt function must be arrays");if(t.length!==e.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 r=Array(t.length).fill(.5),n=1;n<r.length;n++)null!==t[n]&&null!==e[n]||(r[n]=null),t[n]>e[n]?r[n]=1:t[n]<e[n]&&(r[n]=0);return r}(n[t],r))),this.compute(),this}}],e&&Xt(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
|
package/index.js
CHANGED
|
@@ -220,9 +220,9 @@ export default class OHLCV_INDICATORS {
|
|
|
220
220
|
|
|
221
221
|
return this
|
|
222
222
|
}
|
|
223
|
-
candlesStudies(period)
|
|
223
|
+
candlesStudies(period, classify)
|
|
224
224
|
{
|
|
225
|
-
const result = candlesStudies(this, period)
|
|
225
|
+
const result = candlesStudies(this, period, classify)
|
|
226
226
|
Object.assign(this.indicators, result)
|
|
227
227
|
|
|
228
228
|
return this
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "ohlcv-indicators",
|
|
3
|
-
"version": "1.7.
|
|
3
|
+
"version": "1.7.7",
|
|
4
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.",
|
|
5
5
|
"main": "index.js",
|
|
6
6
|
"type": "module",
|
|
@@ -1,14 +1,14 @@
|
|
|
1
1
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import {FasterSMA} from 'trading-signals';
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2
2
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3
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-
export const candlesStudies = (main, period) => {
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3
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+
export const candlesStudies = (main, period, classify) => {
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4
4
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5
5
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const {inputOhlcv, len} = main
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6
6
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7
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-
const cols = getCandlesStudies(inputOhlcv, period, len)
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7
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+
const cols = getCandlesStudies(inputOhlcv, period, len, classify)
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8
8
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return cols
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9
9
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}
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10
10
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11
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-
const getCandlesStudies = (inputOhlcv, period = 20, len) => {
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11
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+
const getCandlesStudies = (inputOhlcv, period = 20, len, classify = true) => {
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12
12
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13
13
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//close > open
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14
14
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let candle_body_size = new Array(len).fill(null) //scaled candle direction close - open
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@@ -20,12 +20,22 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
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20
20
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21
21
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22
22
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//instances
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23
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let topInstance
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24
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let bottomInstance
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25
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let gapInstance
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26
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-
let bodySizeInstance
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27
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-
let shadowSizeInstance
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28
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-
let positionInstance
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23
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+
let topInstance
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24
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+
let bottomInstance
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25
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+
let gapInstance
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26
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+
let bodySizeInstance
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27
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+
let shadowSizeInstance
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28
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+
let positionInstance
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29
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+
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30
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+
if(classify)
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31
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{
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32
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+
topInstance = new FasterSMA(period)
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33
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bottomInstance = new FasterSMA(period)
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34
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gapInstance = new FasterSMA(period)
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35
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bodySizeInstance = new FasterSMA(period)
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36
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+
shadowSizeInstance = new FasterSMA(period)
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37
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positionInstance = new FasterSMA(period)
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38
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+
}
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29
39
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30
40
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for(let x = 0; x < len; x++)
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31
41
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{
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@@ -58,45 +68,59 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
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58
68
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const gapSize = curr.open - prev.close
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59
69
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const position = curr.close - prev.close
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60
70
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61
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-
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62
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-
//instances
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63
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-
topInstance.update(Math.abs(topSize))
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64
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bottomInstance.update(Math.abs(bottomSize))
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65
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-
shadowSizeInstance.update(Math.abs(shadowSize))
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66
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-
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67
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-
gapInstance.update(gapSize)
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68
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-
bodySizeInstance.update(candleBodySize)
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69
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-
positionInstance.update(position)
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70
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-
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71
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-
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72
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-
try
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71
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+
if(classify)
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73
72
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{
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74
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-
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75
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-
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76
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-
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77
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-
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78
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-
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79
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-
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73
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+
//instances
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74
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+
topInstance.update(Math.abs(topSize))
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75
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+
bottomInstance.update(Math.abs(bottomSize))
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76
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+
shadowSizeInstance.update(Math.abs(shadowSize))
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77
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+
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78
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+
gapInstance.update(gapSize)
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79
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bodySizeInstance.update(candleBodySize)
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80
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positionInstance.update(position)
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81
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+
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82
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+
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83
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+
try
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84
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+
{
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85
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+
topSizeMean = topInstance.getResult()
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86
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bottomSizeMean = bottomInstance.getResult()
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87
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gapMean = gapInstance.getResult()
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88
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bodySizeMean = bodySizeInstance.getResult()
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89
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+
shadowSizeMean = shadowSizeInstance.getResult()
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90
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positionMean = positionInstance.getResult()
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91
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+
}
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92
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+
catch(err)
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93
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{
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94
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+
bodySizeMean = null
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95
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+
gapMean = null
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96
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topSizeMean = null
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97
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bottomSizeMean = null
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98
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shadowSizeMean = null
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99
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positionMean = null
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100
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+
}
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101
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+
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102
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+
//negatives and positives
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103
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candle_body_size[x] = classifyChange(candleBodySize, bodySizeMean, 0.5)
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104
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+
candle_gap_size[x] = classifyChange(gapSize, gapMean, 0.5)
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105
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candle_position[x] = classifyChange(position, positionMean, 0.5)
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106
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+
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107
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//positives only
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108
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+
candle_top_size[x] = classifySize(topSize, topSizeMean, 0.5)
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109
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+
candle_bottom_size[x] = classifySize(bottomSize, bottomSizeMean, 0.5)
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110
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candle_shadow_size[x] = classifySize(shadowSize, shadowSizeMean, 0.5)
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80
111
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}
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81
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-
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82
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-
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83
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-
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84
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-
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85
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-
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86
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-
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87
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-
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88
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-
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112
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+
else{
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113
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+
//negatives and positives
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114
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+
candle_body_size[x] = candleBodySize
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115
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+
candle_gap_size[x] = gapSize
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116
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+
candle_position[x] = position
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117
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+
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118
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+
//positives only
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119
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+
candle_top_size[x] = topSize
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120
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+
candle_bottom_size[x] = bottomSize
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121
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+
candle_shadow_size[x] = shadowSize
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89
122
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}
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90
123
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91
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-
//negatives and positives
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92
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-
candle_body_size[x] = classifyChange(candleBodySize, bodySizeMean, 0.5)
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93
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-
candle_gap_size[x] = classifyChange(gapSize, gapMean, 0.5)
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94
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-
candle_position[x] = classifyChange(position, positionMean, 0.5)
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95
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-
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96
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-
//positives only
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97
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-
candle_top_size[x] = classifySize(topSize, topSizeMean, 0.5)
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98
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-
candle_bottom_size[x] = classifySize(bottomSize, bottomSizeMean, 0.5)
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99
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-
candle_shadow_size[x] = classifySize(shadowSize, shadowSizeMean, 0.5)
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100
124
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}
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101
125
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102
126
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return {
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@@ -122,17 +146,17 @@ const classifyChange = (value, mean, standardDeviation = 0.5) => {
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122
146
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if (value >= largePositiveThreshold) {
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123
147
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return 1; // Large positive
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124
148
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} else if (value >= mediumPositiveThreshold) {
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125
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-
return 0.
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149
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+
return 0.875; // Medium positive
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126
150
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} else if (value >= smallPositiveThreshold) {
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127
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-
return 0.
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151
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+
return 0.625; // Small positive
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128
152
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} else if (value <= largeNegativeThreshold) {
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129
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-
return
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153
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+
return 0; // Large negative
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130
154
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} else if (value <= mediumNegativeThreshold) {
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131
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-
return
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155
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+
return 0.125; // Medium negative
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132
156
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} else if (value <= smallNegativeThreshold) {
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133
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-
return
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157
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+
return 0.375; // Small negative
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134
158
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} else {
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135
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-
return 0; // No significant change
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159
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+
return 0.5; // No significant change
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136
160
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}
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137
161
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};
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138
162
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@@ -147,14 +171,14 @@ const classifySize = (value, mean, standardDeviation = 1.5) => {
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147
171
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const verySmallThreshold = mean - (1.5 * standardDeviation); // Very small (1.5σ below mean)
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148
172
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149
173
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if (value > largeThreshold) {
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150
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-
return 1;
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174
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+
return 1; // Large
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151
175
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} else if (value > mediumThreshold) {
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152
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-
return 0.
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176
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+
return 0.875; // Medium
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153
177
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} else if (value > smallThreshold) {
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154
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-
return 0.
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178
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+
return 0.625; // Small
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155
179
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} else if (value > verySmallThreshold) {
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156
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-
return 0.
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180
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+
return 0.375; // Very small
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157
181
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} else {
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158
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-
return 0;
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182
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+
return 0.125; // Insignificant
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159
183
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}
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160
184
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};
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