ohlcv-indicators 1.7.6 → 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.
@@ -1 +1 @@
1
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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 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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 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Jt="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},Jt(t)}function Kt(t,e,r){return(e=Zt(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}function Yt(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,u,l=[],a=!0,c=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;a=!1}else for(;!(a=(n=i.call(r)).done)&&(l.push(n.value),l.length!==e);a=!0);}catch(t){c=!0,o=t}finally{try{if(!a&&null!=r.return&&(u=r.return(),Object(u)!==u))return}finally{if(c)throw o}}return l}}(t,e)||function(t,e){if(t){if("string"==typeof t)return Qt(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)?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": "1.7.6",
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
  import {FasterSMA} from 'trading-signals';
2
2
 
3
- export const candlesStudies = (main, period) => {
3
+ export const candlesStudies = (main, period, classify) => {
4
4
 
5
5
  const {inputOhlcv, len} = main
6
6
 
7
- const cols = getCandlesStudies(inputOhlcv, period, len)
7
+ const cols = getCandlesStudies(inputOhlcv, period, len, classify)
8
8
  return cols
9
9
  }
10
10
 
11
- const getCandlesStudies = (inputOhlcv, period = 20, len) => {
11
+ const getCandlesStudies = (inputOhlcv, period = 20, len, classify = true) => {
12
12
 
13
13
  //close > open
14
14
  let candle_body_size = new Array(len).fill(null) //scaled candle direction close - open
@@ -20,12 +20,22 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
20
20
 
21
21
 
22
22
  //instances
23
- let topInstance = new FasterSMA(period)
24
- let bottomInstance = new FasterSMA(period)
25
- let gapInstance = new FasterSMA(period)
26
- let bodySizeInstance = new FasterSMA(period)
27
- let shadowSizeInstance = new FasterSMA(period)
28
- let positionInstance = new FasterSMA(period)
23
+ let topInstance
24
+ let bottomInstance
25
+ let gapInstance
26
+ let bodySizeInstance
27
+ let shadowSizeInstance
28
+ let positionInstance
29
+
30
+ if(classify)
31
+ {
32
+ topInstance = new FasterSMA(period)
33
+ bottomInstance = new FasterSMA(period)
34
+ gapInstance = new FasterSMA(period)
35
+ bodySizeInstance = new FasterSMA(period)
36
+ shadowSizeInstance = new FasterSMA(period)
37
+ positionInstance = new FasterSMA(period)
38
+ }
29
39
 
30
40
  for(let x = 0; x < len; x++)
31
41
  {
@@ -58,45 +68,59 @@ const getCandlesStudies = (inputOhlcv, period = 20, len) => {
58
68
  const gapSize = curr.open - prev.close
59
69
  const position = curr.close - prev.close
60
70
 
61
-
62
- //instances
63
- topInstance.update(Math.abs(topSize))
64
- bottomInstance.update(Math.abs(bottomSize))
65
- shadowSizeInstance.update(Math.abs(shadowSize))
66
-
67
- gapInstance.update(gapSize)
68
- bodySizeInstance.update(candleBodySize)
69
- positionInstance.update(position)
70
-
71
-
72
- try
71
+ if(classify)
73
72
  {
74
- topSizeMean = topInstance.getResult()
75
- bottomSizeMean = bottomInstance.getResult()
76
- gapMean = gapInstance.getResult()
77
- bodySizeMean = bodySizeInstance.getResult()
78
- shadowSizeMean = shadowSizeInstance.getResult()
79
- positionMean = positionInstance.getResult()
73
+ //instances
74
+ topInstance.update(Math.abs(topSize))
75
+ bottomInstance.update(Math.abs(bottomSize))
76
+ shadowSizeInstance.update(Math.abs(shadowSize))
77
+
78
+ gapInstance.update(gapSize)
79
+ bodySizeInstance.update(candleBodySize)
80
+ positionInstance.update(position)
81
+
82
+
83
+ try
84
+ {
85
+ topSizeMean = topInstance.getResult()
86
+ bottomSizeMean = bottomInstance.getResult()
87
+ gapMean = gapInstance.getResult()
88
+ bodySizeMean = bodySizeInstance.getResult()
89
+ shadowSizeMean = shadowSizeInstance.getResult()
90
+ positionMean = positionInstance.getResult()
91
+ }
92
+ catch(err)
93
+ {
94
+ bodySizeMean = null
95
+ gapMean = null
96
+ topSizeMean = null
97
+ bottomSizeMean = null
98
+ shadowSizeMean = null
99
+ positionMean = null
100
+ }
101
+
102
+ //negatives and positives
103
+ candle_body_size[x] = classifyChange(candleBodySize, bodySizeMean, 0.5)
104
+ candle_gap_size[x] = classifyChange(gapSize, gapMean, 0.5)
105
+ candle_position[x] = classifyChange(position, positionMean, 0.5)
106
+
107
+ //positives only
108
+ candle_top_size[x] = classifySize(topSize, topSizeMean, 0.5)
109
+ candle_bottom_size[x] = classifySize(bottomSize, bottomSizeMean, 0.5)
110
+ candle_shadow_size[x] = classifySize(shadowSize, shadowSizeMean, 0.5)
80
111
  }
81
- catch(err)
82
- {
83
- bodySizeMean = null
84
- gapMean = null
85
- topSizeMean = null
86
- bottomSizeMean = null
87
- shadowSizeMean = null
88
- positionMean = null
112
+ else{
113
+ //negatives and positives
114
+ candle_body_size[x] = candleBodySize
115
+ candle_gap_size[x] = gapSize
116
+ candle_position[x] = position
117
+
118
+ //positives only
119
+ candle_top_size[x] = topSize
120
+ candle_bottom_size[x] = bottomSize
121
+ candle_shadow_size[x] = shadowSize
89
122
  }
90
123
 
91
- //negatives and positives
92
- candle_body_size[x] = classifyChange(candleBodySize, bodySizeMean, 0.5)
93
- candle_gap_size[x] = classifyChange(gapSize, gapMean, 0.5)
94
- candle_position[x] = classifyChange(position, positionMean, 0.5)
95
-
96
- //positives only
97
- candle_top_size[x] = classifySize(topSize, topSizeMean, 0.5)
98
- candle_bottom_size[x] = classifySize(bottomSize, bottomSizeMean, 0.5)
99
- candle_shadow_size[x] = classifySize(shadowSize, shadowSizeMean, 0.5)
100
124
  }
101
125
 
102
126
  return {