ohlcv-indicators 1.8.0 → 1.8.2

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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 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s={};c.update(t[a]);try{s=c.getResult()}catch(t){s={macd:null,signal:null,histogram:null}}i[a]=s.macd,u[a]=s.signal,l[a]=s.histogram}return{macd_diff:i,macd_dea:u,macd_histogram:l,macd_diff_x_macd_dea: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),c=Array(u).fill(null),a=Array(u).fill(null),s=Array(u).fill(null),f=Array(u).fill(null),h=new N(o),p=null,v=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,c[b]=d.middle,a[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});p=w.range,v=w.height,h.update(v);try{m=h.getResult()}catch(t){m=null}}s[b]=p,f[b]=It(v,m,1.5)}return{bollinger_bands_upper:l,bollinger_bands_middle:c,bollinger_bands_lower:a,bollinger_bands_range:s,bollinger_bands_height:f}}(t.verticalOhlcv.close,e,r)}(this,t,e);return Object.assign(this.indicators,r),this.priceBased.push("bollinger_bands_middle","bollinger_bands_upper","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),Ht(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,c=0;c<e;c++){var a=t[c];if(0===c&&!a.hasOwnProperty("date"))throw Error("input ohlcv array must have a date property available in candle datapoint");var s=a.date.split(" ")[0];s!==i&&(i=s,u=a.high,l=a.low),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.push("orb_high","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),c=[],a=[],s=0;s<o;s++){for(;c.length&&c[0]<=s-r;)c.shift();for(;c.length&&t[c[c.length-1]]<=t[s];)c.pop();for(c.push(s);a.length&&a[0]<=s-r;)a.shift();for(;a.length&&e[a[a.length-1]]>=e[s];)a.pop();if(a.push(s),s>=r-1){var f=t[c[0]],h=e[a[0]],p=(f+h)/2,v=s+n;v>=0&&v<o&&(i[v]=f,u[v]=h,l[v]=p)}}return{donchian_channel_upper:i,donchian_channel_lower:u,donchian_channel_basis:l}}(n.high,n.low,e,r,o)}(this,t,e);return Object.assign(this.indicators,r),this.priceBased.push("donchian_channel_upper","donchian_channel_lower","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,c=arguments.length>2?arguments[2]:void 0,a=!(arguments.length>3&&void 0!==arguments[3])||arguments[3],s=new Array(c).fill(null),f=new Array(c).fill(null),h=new Array(c).fill(null),p=new Array(c).fill(null),v=new Array(c).fill(null),y=new Array(c).fill(null);a&&(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<c;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,R=null,k=_-m,T=d.high-d.low,M=k>0?w-_:w-m,x=k>0?m-O:_-O,C=g.close-d.open,D=d.close-g.close;if(a){e.update(Math.abs(M)),r.update(Math.abs(x)),i.update(Math.abs(T)),n.update(C),o.update(k),u.update(D);try{P=e.getResult(),S=r.getResult(),j=n.getResult(),E=o.getResult(),A=i.getResult(),R=u.getResult()}catch(t){E=null,j=null,P=null,S=null,A=null,R=null}s[b]=Lt(k,E,.5),p[b]=Lt(C,j,.5),y[b]=Lt(D,R,.5),f[b]=It(M,P,.5),h[b]=It(x,S,.5),v[b]=It(T,A,.5)}else s[b]=k,p[b]=C,y[b]=D,f[b]=M,h[b]=x,v[b]=T}}return{candle_gap_size:p,candle_body_size:s,candle_top_size:f,candle_bottom_size:h,candle_shadow_size:v,candle_position:y}}(t.inputOhlcv,e,t.len,r)}(this,t,e);return Object.assign(this.indicators,r),this}}],e&&Yt(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -4,13 +4,12 @@ import {sma} from './src/moving-averages/sma.js'
 import {macd} from './src/moving-averages/macd.js'
 import {bollingerBands} from './src/moving-averages/bollingerBands.js'
 import { rsi } from './src/oscillators/rsi.js'
-import {crossPairs, findDirectionCross, findLinearDirection} from './src/studies/findCrosses.js'
+import {crossPairs} from './src/studies/findCrosses.js'
 import { orb } from './src/oscillators/orb.js'
 import { donchianChannels } from './src/moving-averages/donchianChannel.js'
 import { parseOhlcvToVertical, defaultStudyOptions } from './src/utilities/parsing-utilities.js'
 import { candlesStudies } from './src/studies/candleStudies.js'
 import { correlation } from './src/studies/correlation.js'
-import { arrayChange, arrayGt } from './src/utilities/math-array.js'
 
 export default class OHLCV_INDICATORS {
     constructor({input, ticker = null, studyOptions = null}) {
@@ -74,6 +73,12 @@ export default class OHLCV_INDICATORS {
     
     
     getLastValues(){
+
+        if(Object.keys(this.indicators).length > 0)
+        {
+            this.compute()
+        }
+
         return this.getData()[this.getData().length -1]
     }
 
@@ -232,90 +237,4 @@ export default class OHLCV_INDICATORS {
         return this       
     }
 
-    findDirectionCross(keyNames = ['close', 'low'])
-    {
-        this.compute()
-
-        for(let x = 0; x < keyNames.length; x++)
-        {
-            const keyName = keyNames[x]
-            const result = findDirectionCross(this, keyName)
-            Object.assign(this.indicators, {[`${keyName}_direction_cross`]: result})
-        }
-
-        this.compute()
-        return this
-    }
-
-    findLinearDirection(keyNames = ['close', 'low'])
-    {
-        this.compute()
-
-        for(let x = 0; x < keyNames.length; x++)
-        {
-            const keyName = keyNames[x]
-            const result = findLinearDirection(this, keyName)
-            Object.assign(this.indicators, {[`${keyName}_linear_direction`]: result})
-        }
-
-        this.compute()
-        return this
-    }
-
-    change(key)
-    {
-        this.compute()
-        const {verticalOhlcv} = this
-
-        if(!verticalOhlcv.hasOwnProperty(key))
-        {
-            const err = `key "${key}" not found in verticalOhlcv. change method`
-            throw Error(err)
-        }
-
-        Object.assign(this.indicators, {
-            [`${key}_change`]: arrayChange(verticalOhlcv[key])
-        })
-        
-        this.compute()
-
-        return this
-
-    }
-
-    gt(a = 'close', b = 'open')
-    {
-        this.compute()
-
-        const {verticalOhlcv} = this
-
-        if(!verticalOhlcv.hasOwnProperty(a))
-        {
-            const errA = `key "${a}" not found in verticalOhlcv. gt method`
-            throw Error(errA)
-        }
-
-        let bArr
-            
-        if(typeof b === 'string')
-        {
-            if(!verticalOhlcv.hasOwnProperty(b))
-            {
-                const errB = `key "${b}" not found in verticalOhlcv. gt method`
-                throw Error(errB)
-            }
-
-            bArr = verticalOhlcv[b]
-        }
-        else if(typeof b === 'number')
-        {
-            bArr = new Array(verticalOhlcv[a].length).fill(b)
-        }
-
-        Object.assign(this.indicators, {[`${a}_gt_${b}`]: arrayGt(verticalOhlcv[a], bArr)})
-
-        this.compute()
-
-        return this
-    }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.8.0",
+  "version": "1.8.2",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",

package/src/studies/findCrosses.js

@@ -207,54 +207,4 @@ export const crossPairs = (main, arr) => {
     }
 
     return {x, c}
-}
-
-
-export const findLinearDirection = (main, keyName) => {
- 
-    const {verticalOhlcv} = main
-
-    if(!verticalOhlcv.hasOwnProperty(keyName)) throw Error(`property ${keyName} not found in verticalOhlcv. Invoked by findDirectionCross.`)
-
-    const arr = verticalOhlcv[keyName]
-    const len = arr.length
-    const state = new Array(len).fill(null)
-
-   
-    for(let x = 0; x < len; x++)
-    {
-        if(x > 0 && arr[x] !== null)
-        {
-            let curr = arr[x]
-            let prev = arr[x-1]
-
-            if(gt(curr, prev))
-            {
-                state[x] = 1 //up
-            }
-            else if(lt(curr, prev))
-            {
-                state[x] = 0 //down
-            }
-            else
-            {
-                state[x] = 0.5 //neutral
-            }
-        }
-    }
-
-    return state
-}
-
-export const findDirectionCross = (main, keyName) => {
-
-
-    const {verticalOhlcv} = main
-
-    if(!verticalOhlcv.hasOwnProperty(keyName)) throw Error(`property ${keyName} not found in verticalOhlcv. Invoked by findDirectionCross.`)
-
-    const state = findLinearDirection(main, keyName)
-    const groups = groupConsecutiveValues(state)
-
-    return flatGroupsToNumArr(groups)
 }

package/src/utilities/math-array.js

@@ -1,64 +0,0 @@
-//change between current and prev
-export const arrayChange = data => {
-
-    if(!Array.isArray(data))
-    {
-        throw Error('data param in arrayGt function must be array')
-    }
-
-    const output = Array(data.length).fill(0)
-
-    for (let x = 1; x < output.length; x++) {
-
-        if(data[x] === null || data[x - 1] === null)
-        {
-            output[x] === null
-        }
-        else
-        {
-            const curr = data[x]
-            const prev = data[x - 1]
-            output[x] = ((curr - prev) / prev) * 100
-        }
-    }
-
-    return output
-}
-
-//tells if array a is greater than array b
-
-export const arrayGt = (a, b) => {
-
-    if(!Array.isArray(a) || !Array.isArray(b))
-    {
-        throw Error('a and b params in arrayGt function must be arrays')
-    }
-    if(a.length !== b.length)
-    {
-        throw Error('array a and b must be the same length in arrayGt function')
-    }
-    if(a.length < 2)
-    {
-        throw Error('arrays in arrayGt function must have at least 2 numeric items')
-    }
-
-    const output = Array(a.length).fill(0.5)
-
-    for (let x = 1; x < output.length; x++) {
-
-        if(a[x] === null || b[x] === null)
-        {
-            output[x] = null
-        }
-        if(a[x] > b[x])
-        {
-            output[x] = 1
-        }
-        else if(a[x] < b[x])
-        {
-            output[x] = 0
-        }
-    }
-
-    return output
-}