ohlcv-indicators 1.7.7 → 1.7.9

package/dist/ohlcv-indicators.min.js

@@ -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,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 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r="".concat(e[i],"_lag_").concat(l),u=n[e[i]].slice(0,-l);Object.assign(t.indicators,Qt({},r,u)),Yt(o).find((function(t){return r.startsWith(t)}))&&t.priceBased.add(r)},l=1;l<=r;l++)u();return this.compute(),this}},{key:"relativeVolume",value:function(t){var e=function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:10,r=function(t,e){for(var r=new N(e),n=new Array(t.length).fill(null),o=new Array(t.length).fill(null),i=0;i<t.length;i++){var u=null;r.update(t[i]);try{u=r.getResult()}catch(t){u=null}n[i]=u,"number"==typeof n[i-1]&&(o[i]=t[i]/n[i-1])}return o}(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.priceBased.add("ema_".concat(t)),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.priceBased.add("sma_".concat(t)),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:Ct({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=new N(o),v=null,p=null,y=new tt(o,i),b=0;b<u;b++){var d={};y.update(t[b]);var g=!1,m=void 0;try{d=y.getResult()}catch(t){g=!0,d={upper:null,middle:null,lower:null}}if(l[b]=d.upper,a[b]=d.middle,c[b]=d.lower,g)s[b]=null,f[b]=null;else{var w=(e=t[b],r=d.upper,{range:(e-(n=d.lower))/(r-n),height:r-n});v=w.range,p=w.height,h.update(p);try{m=h.getResult()}catch(t){m=null}}s[b]=v,f[b]=Ft(p,m,1.5)}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.priceBased.add("bollinger_bands_middle"),this.priceBased.add("bollinger_bands_upper"),this.priceBased.add("bollinger_bands_lower"),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),Gt(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.priceBased.add("orb_high"),this.priceBased.add("orb_low"),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.priceBased.add("donchian_channel_upper"),this.priceBased.add("donchian_channel_lower"),this.priceBased.add("donchian_channel_basis"),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]=Nt(R,E,.5),v[b]=Nt(C,j,.5),y[b]=Nt(D,k,.5),f[b]=Ft(M,P,.5),h[b]=Ft(x,S,.5),p[b]=Ft(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=Bt(this,r);Object.assign(this.indicators,Qt({},"".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=Lt(this,r);Object.assign(this.indicators,Qt({},"".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,Qt({},"".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,Qt({},"".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&&ee(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -19,6 +19,7 @@ export default class OHLCV_INDICATORS {
         if(input.length === 0) throw Error('input ohlcv must not be empty: ' + ticker)
         if(!input[0].hasOwnProperty('close')) throw Error('input ohlcv array objects require at least close property: ' + ticker)
 
+        this.priceBased = new Set(['open', 'high', 'low', 'close', 'mid_price_open_close', 'mid_price_high_low'])
         this.len = input.length
         this.crossPairsArr = []
         this.inputOhlcv = input
@@ -50,6 +51,7 @@ export default class OHLCV_INDICATORS {
             // Loop over keys to fill row data
             for (let x = 0; x < keysLength; x++) {
                 const header = keys[x];
+
                 const value = verticalOhlcv[header][i];
     
                 // If value is null, mark the row to be skipped and break
@@ -58,7 +60,7 @@ export default class OHLCV_INDICATORS {
                     break;
                 }
     
-                row[header] = value
+                row[header] =  value
             }
     
             // If no null values were found, add row to result
@@ -72,21 +74,7 @@ export default class OHLCV_INDICATORS {
     
     
     getLastValues(){
-
-        this.compute()
-        const {verticalOhlcv, len} = this
-        const output = {}
-
-        for (const [k, arr] of Object.entries(verticalOhlcv)) {
-            let value = arr[len - 1]
-
-            output[k] = value
-            
-        }
-
-        Object.assign(output, this.studies)
-
-        return output
+        return this.getData()[this.getData().length -1]
     }
 
     compute() {
@@ -142,7 +130,7 @@ export default class OHLCV_INDICATORS {
 
     lag(colKeys = ['close'], lags = 1) {
         this.compute();
-        const {verticalOhlcv} = this;
+        const {verticalOhlcv, priceBased} = this;
     
         for (let x = 0; x < colKeys.length; x++) {
             for (let lag = 1; lag <= lags; lag++) {
@@ -151,8 +139,14 @@ export default class OHLCV_INDICATORS {
                 const values = verticalOhlcv[colKeys[x]].slice(0, -(lag));
     
                 Object.assign(this.indicators, {[key]: values})
+
+                if([...priceBased].find(v => key.startsWith(v)))
+                {
+                    this.priceBased.add(key)
+                }
             }
         }
+
     
         this.compute();
         return this;
@@ -160,9 +154,9 @@ export default class OHLCV_INDICATORS {
     
     relativeVolume(size) {
 
-
         const result = relativeVolume(this, size)
         Object.assign(this.indicators, result)
+
  
         return this
     }
@@ -173,6 +167,8 @@ export default class OHLCV_INDICATORS {
        const result = ema(this, size)
        Object.assign(this.indicators, result)
 
+       this.priceBased.add(`ema_${size}`)
+
         return this
     }
     sma(size) {
@@ -180,6 +176,8 @@ export default class OHLCV_INDICATORS {
         const result = sma(this, size)
         Object.assign(this.indicators, result)
 
+        this.priceBased.add(`sma_${size}`)
+
         return this 
     }
     macd(fastLine, slowLine, signalLine) {
@@ -196,6 +194,10 @@ export default class OHLCV_INDICATORS {
         const result = bollingerBands(this, size, times)
         Object.assign(this.indicators, result)
 
+        this.priceBased.add('bollinger_bands_middle')
+        this.priceBased.add('bollinger_bands_upper')
+        this.priceBased.add('bollinger_bands_lower')
+
         return this
     }
     rsi(period, movingAverage, movingAveragePeriod)
@@ -211,6 +213,9 @@ export default class OHLCV_INDICATORS {
         const result = orb(this)
         Object.assign(this.indicators, result)
 
+        this.priceBased.add('orb_high')
+        this.priceBased.add('orb_low')
+
         return this       
     }
     donchianChannels(period, offset)
@@ -218,6 +223,11 @@ export default class OHLCV_INDICATORS {
         const result = donchianChannels(this, period, offset)
         Object.assign(this.indicators, result)
 
+
+        this.priceBased.add('donchian_channel_upper')
+        this.priceBased.add('donchian_channel_lower')
+        this.priceBased.add('donchian_channel_basis')
+
         return this       
     }
     candlesStudies(period, classify)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.7.7",
+  "version": "1.7.9",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",
@@ -13,7 +13,6 @@
   "author": "https://jaimelias.com/",
   "license": "ISC",
   "dependencies": {
-    "ml-knn": "^3.0.0",
     "trading-signals": "^5.0.4"
   },
   "devDependencies": {

package/src/moving-averages/bollingerBands.js

@@ -1,5 +1,6 @@
 
-import {BollingerBands, FasterBollingerBands, Big} from 'trading-signals';
+import {FasterBollingerBands, FasterSMA} from 'trading-signals';
+import { classifySize } from '../utilities/classification.js';
 
 export const bollingerBands = (main, size, times) => {
 
@@ -18,13 +19,18 @@ export const getBollingerBands = (data, size = 20, times = 2) => {
   const bollinger_bands_lower =  Array(dataLength).fill(null)
   const bollinger_bands_range =  Array(dataLength).fill(null)
   const bollinger_bands_height =  Array(dataLength).fill(null)
+
+
+  const heightInstance = new FasterSMA(size)
+
   let range = null
   let height = null
 
   let getRange = (value, upper, lower) => ({
-    range: ((value - lower) / (upper - lower)) * 100,
-    height: ((upper-lower)/lower) * 100
+    range: ((value - lower) / (upper - lower)),
+    height: upper-lower
   })
+
   let instance = new FasterBollingerBands(size, times)
 
   
@@ -32,6 +38,8 @@ export const getBollingerBands = (data, size = 20, times = 2) => {
     let obj = {};
     instance.update(data[x])
     let hasNull = false
+    let heightMean
+
 
     try {
       obj = instance.getResult()
@@ -54,11 +62,23 @@ export const getBollingerBands = (data, size = 20, times = 2) => {
       const extraProps = getRange(data[x], obj.upper, obj.lower)
       range = extraProps.range
       height = extraProps.height
+
+      heightInstance.update(height)
+
+      try{
+        heightMean = heightInstance.getResult()
+      }
+      catch(err)
+      {
+        heightMean = null
+      }
+
     }
 
     bollinger_bands_range[x] = range
-    bollinger_bands_height[x] = height
+    bollinger_bands_height[x] = classifySize(height, heightMean, 1.5)
   }
 
   return { bollinger_bands_upper, bollinger_bands_middle, bollinger_bands_lower, bollinger_bands_range, bollinger_bands_height }
-}
+}
+

package/src/moving-averages/relativeVolume.js

@@ -1,6 +1,6 @@
 import {FasterSMA} from 'trading-signals'
 
-export const relativeVolume = (main, size) => {
+export const relativeVolume = (main, size = 10) => {
     const {verticalOhlcv} = main
     const {volume} = verticalOhlcv
     const col = getRelativeVolume(volume, size)
@@ -10,7 +10,7 @@ export const relativeVolume = (main, size) => {
     }
 }
 
-export const getRelativeVolume = (volume, size = 10) => {
+export const getRelativeVolume = (volume, size) => {
     
     const instance = new FasterSMA(size)
     const sma = new Array(volume.length).fill(null)
@@ -38,8 +38,6 @@ export const getRelativeVolume = (volume, size = 10) => {
             output[x] = volume[x] / sma[x-1]
         }
     }
-
-    console.log(output)
-
+    
     return output
 }

package/src/studies/candleStudies.js

@@ -1,4 +1,5 @@
-import {FasterSMA} from 'trading-signals';
+import {FasterSMA} from 'trading-signals'
+import { classifyChange, classifySize } from '../utilities/classification.js'
 
 export const candlesStudies = (main, period, classify) => {
 
@@ -65,7 +66,7 @@ const getCandlesStudies = (inputOhlcv, period = 20, len, classify = true) => {
         //sizes
         const topSize = (candleBodySize > 0) ? high -  close : high - open
         const bottomSize = (candleBodySize > 0) ? open - low : close - low
-        const gapSize = curr.open -  prev.close
+        const gapSize = prev.close - curr.open
         const position = curr.close - prev.close
 
         if(classify)
@@ -131,54 +132,4 @@ const getCandlesStudies = (inputOhlcv, period = 20, len, classify = true) => {
         candle_shadow_size,
         candle_position
     }
-}
-
-const classifyChange = (value, mean, standardDeviation = 0.5) => {
-    if (value === null || mean === null || standardDeviation === null) return null;
-
-    const largePositiveThreshold = mean + (2 * standardDeviation); // Large positive
-    const mediumPositiveThreshold = mean + (1.5 * standardDeviation); // Medium positive (1.5σ)
-    const smallPositiveThreshold = mean + (0.5 * standardDeviation); // Small positive (0.5σ)
-    const smallNegativeThreshold = mean - (0.5 * standardDeviation); // Small negative (-0.5σ)
-    const mediumNegativeThreshold = mean - (1.5 * standardDeviation); // Medium negative (-1.5σ)
-    const largeNegativeThreshold = mean - (2 * standardDeviation); // Large negative
-
-    if (value >= largePositiveThreshold) {
-        return 1;    // Large positive
-    } else if (value >= mediumPositiveThreshold) {
-        return 0.875; // Medium positive
-    } else if (value >= smallPositiveThreshold) {
-        return 0.625; // Small positive
-    } else if (value <= largeNegativeThreshold) {
-        return 0;   // Large negative
-    } else if (value <= mediumNegativeThreshold) {
-        return 0.125; // Medium negative
-    } else if (value <= smallNegativeThreshold) {
-        return 0.375; // Small negative
-    } else {
-        return 0.5; // No significant change
-    }
-};
-
-
-
-const classifySize = (value, mean, standardDeviation = 1.5) => {
-    if (value === null || mean === null || standardDeviation === null) return null;
-
-    const largeThreshold = mean + (2 * standardDeviation); // Large (2σ above mean)
-    const mediumThreshold = mean + (1 * standardDeviation); // Medium (1σ above mean)
-    const smallThreshold = mean - (1 * standardDeviation); // Small (1σ below mean)
-    const verySmallThreshold = mean - (1.5 * standardDeviation); // Very small (1.5σ below mean)
-
-    if (value > largeThreshold) {
-        return 1;        // Large
-    } else if (value > mediumThreshold) {
-        return 0.875;    // Medium
-    } else if (value > smallThreshold) {
-        return 0.625;    // Small
-    } else if (value > verySmallThreshold) {
-        return 0.375;    // Very small
-    } else {
-        return 0.125;    // Insignificant
-    }
-};
+}

package/src/studies/findCrosses.js

@@ -1,10 +1,10 @@
-const eq = (a, b) => a === b
-const gt = (a, b) => a > b
-const lt = (a, b) => a < b
+const eq = (f, s) => f === s
+const gt = (f, s) => f > s
+const lt = (f, s) => f < s
 
 
 // Function to find crosses between two arrays: fast and slow
-export const findCrosses = ({fast, slow}) => {
+export const findCrosses = ({fast, high, low, slow}) => {
     // Map states based on comparison of fast and slow arrays
 
     const dataLength = fast.length
@@ -14,32 +14,60 @@ export const findCrosses = ({fast, slow}) => {
         throw Error('fast and slow do not have the same length')
     }
 
-    const state = new Array(dataLength).fill(null)
+    const state = new Array(dataLength).fill(0.5)
 
     for(let x = 0; x < dataLength; x++)
     {
+        const prevState = state?.[x-1] || 0.5
         const f = fast[x]
         const s = slow[x]
+        const hi = high?.[x]
+        const lo = low?.[x]
+
+        if(high || low)
+        {
+            if(typeof hi === 'undefined' || typeof lo === 'undefined') continue
+        }
+
+        const prevS = slow[x - 1]
+        const prevHi = high?.[x-1]
+        const prevLo = low?.[x-1]
+
+        if(high || low)
+        {
+            if(typeof prevHi === 'undefined' || typeof prevLo === 'undefined' || typeof prevS === 'undefined') continue
+        }
+        
         let value
 
-        if(f === null || s === null) value = 'neutral'
-        else if(eq(f, s)){
-            if(gt(fast[x-1], slow[x-1]))
+        if(f === null || s === null) value = 0.5
+
+        else if(eq(f, s)) {
+            value = prevState
+        }
+        else if(gt(f, s)) {
+
+            if(lt(lo, s) && gt(prevLo, prevS))
             {
-                value = 1 //up
+                value = 0
             }
-            else if(lt(fast[x-1], slow[x-1]))
+            else
+            {
+                value = 1
+            }
+        }
+        else if(lt(f, s)) {
+
+            if(gt(hi, s) && lt(prevHi, prevS))
             {
-                value = 0 //down
+                value = 1
             }
             else
             {
-                value = 0.5 //neutral
+                value = 0
             }
         }
-        else if(gt(f, s)) value = 1
-        else if(lt(f, s)) value = 0
-
+        
         state[x] = value
     }
 
@@ -110,6 +138,8 @@ export const groupConsecutiveValues = arr => {
 
 export const crossPairs = (main, arr) => {
 
+
+
     const {verticalOhlcv, len} = main
     const slowNumArrCache = {};
     const x = {}
@@ -143,9 +173,17 @@ export const crossPairs = (main, arr) => {
             
         }
         //cross created from 2 columns
-        else if (verticalOhlcv[fast] && verticalOhlcv[slow]) {
+        else if ((verticalOhlcv[fast] || fast === 'price') && verticalOhlcv[slow]) {
+
+            const cross = (fast === 'price') 
+            ? findCrosses({
+                fast: verticalOhlcv.close, 
+                high: verticalOhlcv.high, 
+                low: verticalOhlcv.low, 
+                slow: verticalOhlcv[slow]}
+            ) 
+            : findCrosses({fast: verticalOhlcv[fast], slow: verticalOhlcv[slow]})
 
-            const cross = findCrosses({fast: verticalOhlcv[fast], slow: verticalOhlcv[slow]});
             x[crossName] = cross
 
             if(typeof count !== 'undefined')

package/src/utilities/classification.js

@@ -0,0 +1,49 @@
+
+export const classifySize = (value, mean, standardDeviation = 1.5) => {
+    if (value === null || mean === null || standardDeviation === null) return null;
+  
+    const largeThreshold = mean + (2 * standardDeviation); // Large (2σ above mean)
+    const mediumThreshold = mean + (1 * standardDeviation); // Medium (1σ above mean)
+    const smallThreshold = mean - (1 * standardDeviation); // Small (1σ below mean)
+    const verySmallThreshold = mean - (1.5 * standardDeviation); // Very small (1.5σ below mean)
+  
+    if (value > largeThreshold) {
+        return 1;        // Large
+    } else if (value > mediumThreshold) {
+        return 0.75;    // Medium
+    } else if (value > smallThreshold) {
+        return 0.5;    // Small
+    } else if (value > verySmallThreshold) {
+        return 0.25;    // Very small
+    } else {
+        return 0;    // Insignificant
+    }
+  };
+  
+
+  export const classifyChange = (value, mean, standardDeviation = 0.5) => {
+    if (value === null || mean === null || standardDeviation === null) return null;
+
+    const largePositiveThreshold = mean + (2 * standardDeviation); // Large positive
+    const mediumPositiveThreshold = mean + (1.5 * standardDeviation); // Medium positive (1.5σ)
+    const smallPositiveThreshold = mean + (0.5 * standardDeviation); // Small positive (0.5σ)
+    const smallNegativeThreshold = mean - (0.5 * standardDeviation); // Small negative (-0.5σ)
+    const mediumNegativeThreshold = mean - (1.5 * standardDeviation); // Medium negative (-1.5σ)
+    const largeNegativeThreshold = mean - (2 * standardDeviation); // Large negative
+
+    if (value >= largePositiveThreshold) {
+        return 1;    // Large positive
+    } else if (value >= mediumPositiveThreshold) {
+        return 0.5; // Medium positive
+    } else if (value >= smallPositiveThreshold) {
+        return 0.25; // Small positive
+    } else if (value <= largeNegativeThreshold) {
+        return -1;   // Large negative
+    } else if (value <= mediumNegativeThreshold) {
+        return -0.5; // Medium negative
+    } else if (value <= smallNegativeThreshold) {
+        return -0.25; // Small negative
+    } else {
+        return 0; // No significant change
+    }
+};

package/src/utilities/parsing-utilities.js

@@ -1,6 +1,12 @@
+
+
+
 //true if first row date starts with yyyy-mm-dd date
 const validateFirstDate = arr => arr[0].hasOwnProperty('date') && typeof arr[0].date === 'string' && /^\d{4}-\d{2}-\d{2}/.test(arr[0].date)
 
+
+
+
 export const defaultStudyOptions = {
     midPriceOpenClose: false,
     midPriceHighLow: false,
@@ -35,6 +41,12 @@ export const parseOhlcvToVertical = (input, len, studyOptions) => {
         weekOfTheMonth
     } = studyOptions
 
+    let highMax
+    let lowMin
+    let volMax
+    let volMin
+
+
     const numberColsKeys = ['open', 'high', 'low', 'close', 'volume']
 
     if(midPriceOpenClose)
@@ -105,6 +117,7 @@ export const parseOhlcvToVertical = (input, len, studyOptions) => {
     for (let x = 0; x < len; x++) {
         const current = input[x]
 
+
         verticalOhlcv.open[x] = current.open
         verticalOhlcv.high[x] = current.high
         verticalOhlcv.low[x] = current.low
@@ -194,4 +207,13 @@ const getDateInfo = dateString => {
         day_of_the_month,
         week_of_the_month
     };
+  }
+
+
+  const normalizeArray = (array, min, max, range = [0, 1]) => {
+    const [rangeMin, rangeMax] = range;
+    const normalized = array.map(value => 
+      ((value - min) / (max - min)) * (rangeMax - rangeMin) + rangeMin
+    );
+    return normalized;
   }