ohlcv-indicators 1.8.9 → 1.9.1

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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r,u,c,a="".concat(e[i],"_lag_").concat(l),s=n[e[i]].slice(0,-l);Object.assign(t.indicators,(r={},c=s,(u=ee(u=a))in r?Object.defineProperty(r,u,{value:c,enumerable:!0,configurable:!0,writable:!0}):r[u]=c,r)),o.find((function(t){return a.startsWith(t)}))&&t.priceBased.push(a)},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.push("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.push("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),c=new vt(new at(e),new at(r),new at(n)),a=0;a<o;a++){var 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:Dt({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,r){var n=function(t,e,r,n){return function(t){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=arguments.length>3&&void 0!==arguments[3]&&arguments[3],l=t.length,c=Array(l).fill(null),a=Array(l).fill(null),s=Array(l).fill(null),f=null,h=null;u&&(e=Array(l).fill(null),r=Array(l).fill(null),n=new N(o));for(var p,v,y,b=new tt(o,i),d=0;d<l;d++){var m={};b.update(t[d]);var g=!1,w=void 0;try{m=b.getResult()}catch(t){g=!0,m={upper:null,middle:null,lower:null}}if(c[d]=m.upper,a[d]=m.middle,s[d]=m.lower,!1!==u){if(g)e[d]=null,r[d]=null;else{var O=(p=t[d],v=m.upper,{range:(p-(y=m.lower))/(v-y),height:v-y});f=O.range,h=O.height,n.update(h);try{w=n.getResult()}catch(t){w=null}}e[d]=f,r[d]=It(h,w,1.5)}}var _={bollinger_bands_upper:c,bollinger_bands_middle:a,bollinger_bands_lower:s};return u&&(_=Ht(Ht({},_),{},{bollinger_bands_range:e,bollinger_bands_height:r})),_}(t.verticalOhlcv.close,e,r,n)}(this,t,e,r);return Object.assign(this.indicators,n),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),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,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 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O=(p=t[d],v=g.upper,{range:(p-(y=g.lower))/(v-y),height:v-y});f=O.range,h=O.height,n.update(h);try{w=n.getResult()}catch(t){w=null}}e[d]=f,r[d]=It(h,w,1.5)}}var _={bollinger_bands_upper:a,bollinger_bands_middle:c,bollinger_bands_lower:s};return u&&(_=Nt(Nt({},_),{},{bollinger_bands_range:e,bollinger_bands_height:r})),_}(t.verticalOhlcv.close,e,r,n)}(this,t,e,r);return Object.assign(this.indicators,n),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),zt(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.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),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]],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,r){var n=function(t,e,r,n){return function(t){var e,r,n,o,i,u,l,a,c,s=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,f=arguments.length>2?arguments[2]:void 0,h=!(arguments.length>3&&void 0!==arguments[3])||arguments[3],p=arguments.length>4&&void 0!==arguments[4]?arguments[4]:{},v=p.changeLevel,y=void 0===v?7:v,b=p.sizeLevel,d=void 0===b?5:b,g=new Array(f).fill(null),m=new Array(f).fill(null),w=new Array(f).fill(null),O=new Array(f).fill(null),_=new Array(f).fill(null),j=new Array(f).fill(null),S=new Array(f).fill(null),P=new Array(f).fill(null),E=new Array(f).fill(null);h&&(e=new N(s),r=new N(s),n=new N(s),o=new N(s),i=new N(s),u=new N(s),l=new N(s),a=new N(s),c=new N(s));for(var A=0;A<f;A++){var k=t[A],R=t[A-1];if(void 0!==R){var M=k.open,T=k.high,x=k.low,D=k.close,C=null,B=null,I=null,L=null,F=null,H=null,q=null,V=null,z=null,G=D>M,U=Math.abs(D-M),$=Math.abs(k.high-k.low),W=T-Math.max(M,D),J=Math.min(M,D)-x,K=Math.abs(R.close-k.open),Y=Math.abs(k.close-R.close),Q=Math.abs(k.high-R.high),X=Math.abs(k.low-R.low),Z=Math.abs(k.open-R.open);if(h){e.update(Math.abs(W)),r.update(Math.abs(J)),i.update(Math.abs($)),n.update(K),o.update(U),u.update(Y),l.update(Q),a.update(X),c.update(Z);try{I=e.getResult(),B=r.getResult(),C=n.getResult(),L=o.getResult(),F=i.getResult(),H=u.getResult(),q=l.getResult(),V=a.getResult(),z=c.getResult()}catch(t){L=null,C=null,I=null,B=null,F=null,H=null,q=null,V=null,z=null}g[A]=G?It(U,L,2,y):-Math.abs(It(U,L,2,y))||0,O[A]=G?It(K,C,2,y):-Math.abs(It(K,C,2,y))||0,j[A]=G?It(Y,H,2,y):-Math.abs(It(Y,H,2,y))||0,S[A]=G?It(Q,q,2,y):-Math.abs(It(Q,q,2,y))||0,P[A]=G?It(X,V,2,y):-Math.abs(It(X,V,2,y))||0,E[A]=G?It(Z,z,2,y):-Math.abs(It(Z,z,2,y))||0,m[A]=It(W,I,.5,d),w[A]=It(J,B,.5,d),_[A]=It($,F,.5,d)}else g[A]=U,O[A]=K,j[A]=Y,S[A]=Q,P[A]=X,m[A]=W,w[A]=J,_[A]=$}}return{candle_gap_size:O,candle_body_size:g,candle_top_size:m,candle_bottom_size:w,candle_shadow_size:_,candle_close_direction:j,candle_high_direction:S,candle_low_direction:P,candle_open_direction:E}}(t.inputOhlcv,e,t.len,r,n)}(this,t,e,r);return Object.assign(this.indicators,n),this}},{key:"map",value:function(t){this.compute();for(var e=Object.keys(this.verticalOhlcv),r={},n=0;n<this.len;n++){for(var o={},i=0;i<e.length;i++)Object.assign(o,Qt({},e[i],this.verticalOhlcv[e[i]][n]));for(var u=0,l=Object.entries(t(o));u<l.length;u++){var a=Xt(l[u],2),c=a[0],s=a[1];0===n&&(r[c]=new Array(this.len).fill(null)),r[c][n]=s}}return Object.assign(this.indicators,r),this}}],e&&te(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -10,6 +10,7 @@ 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 { volumeOscillator } from './src/oscillators/volumeOscillator.js'
 
 export default class OHLCV_INDICATORS {
     constructor({input, ticker = null, studyOptions = null}) {
@@ -236,4 +237,44 @@ export default class OHLCV_INDICATORS {
         return this       
     }
 
+    volumeOscillator(fastPeriod, slowPeriod)
+    {
+        const result = volumeOscillator(this, fastPeriod, slowPeriod)
+        Object.assign(this.indicators, result)
+
+        return this           
+    }
+
+    map(callback)
+    {
+        this.compute()
+        
+        const keyNames = Object.keys(this.verticalOhlcv)
+        const result = {}
+
+
+        for(let x = 0; x < this.len; x++)
+        {
+            let row = {}
+            
+            for(let k = 0; k < keyNames.length; k++)
+            {   
+                Object.assign(row, {[keyNames[k]]: this.verticalOhlcv[keyNames[k]][x]})
+            }
+
+            for(const [k, value] of Object.entries(callback(row)))
+            {
+                if(x === 0)
+                {
+                    result[k] = new Array(this.len).fill(null)
+                }
+                
+                result[k][x] = value
+            }
+        }       
+        
+        Object.assign(this.indicators, result)
+
+        return this
+    }
 }

package/package.json

@@ -1,13 +1,13 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.8.9",
+  "version": "1.9.1",
   "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",
   "scripts": {
     "test": "node test/test.js",
     "study": "node test/study.js",
-    "knn": "node test/knn.js",
+    "count": "node test/countUps.js",
     "build": "npx webpack"
   },
   "author": "https://jaimelias.com/",

package/src/oscillators/rsi.js

@@ -1,7 +1,7 @@
 import { getSMA } from "../moving-averages/sma.js";
 import { getEMA } from "../moving-averages/ema.js";
 import { findCrosses } from "../studies/findCrosses.js";
-import {RSI, FasterRSI} from 'trading-signals';
+import {FasterRSI} from 'trading-signals';
 
 const ma = {getSMA, getEMA}
 

package/src/oscillators/volumeOscillator.js

@@ -0,0 +1,47 @@
+import { FasterEMA } from 'trading-signals'
+import { findCrosses } from "../studies/findCrosses.js";
+
+
+export const volumeOscillator = (main, fastPeriod = 5, slowPeriod = 10) => {
+    const { verticalOhlcv } = main;
+    const { volume } = verticalOhlcv;
+
+    return getVolumeOscillator(volume, fastPeriod, slowPeriod);
+
+}
+
+export const getVolumeOscillator = (volume, fastPeriod, slowPeriod) => {
+    const fastEMA = new FasterEMA(fastPeriod)
+    const slowEMA = new FasterEMA(slowPeriod)
+    const volume_oscillator = new Array(volume.length).fill(null)
+
+    for (let i = 0; i < volume.length; i++) {
+
+        fastEMA.update(volume[i])
+        slowEMA.update(volume[i])
+
+        let fastValue = null
+        let slowValue = null
+
+        try {
+            fastValue = fastEMA.getResult()
+        } catch (err) {
+            fastValue = null
+        }
+
+        try {
+            slowValue = slowEMA.getResult()
+        } catch (err) {
+            slowValue = null
+        }
+
+        if (typeof fastValue === 'number' && typeof slowValue === 'number' && slowValue !== 0) {
+
+            volume_oscillator[i] = 100 * (fastValue - slowValue) / slowValue
+        }
+    }
+
+    const volume_oscillator_x_0 = findCrosses({fast: volume_oscillator, slow: new Array(volume.length).fill(0)})
+
+    return {volume_oscillator, volume_oscillator_x_0}
+}

package/src/utilities/parsing-utilities.js

@@ -4,9 +4,6 @@
 //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,
@@ -207,13 +204,4 @@ 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;
   }

package/dist/ohlcv-indicators.min.js.LICENSE.txt

@@ -1 +0,0 @@
-/*! regenerator-runtime -- Copyright (c) 2014-present, Facebook, Inc. -- license (MIT): https://github.com/facebook/regenerator/blob/main/LICENSE */