ohlcv-indicators 1.9.1 → 1.9.2

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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),a=new vt(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: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,a=Array(l).fill(null),c=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 g={};b.update(t[d]);var m=!1,w=void 0;try{g=b.getResult()}catch(t){m=!0,g={upper:null,middle:null,lower:null}}if(a[d]=g.upper,c[d]=g.middle,s[d]=g.lower,!1!==u){if(m)e[d]=null,r[d]=null;else{var 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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"!=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+""}(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,n),this}},{key:"ema",value:function(t){var e,r;null!==(r=(e=this.inputParams).ema)&&void 0!==r||(e.ema=[]),this.inputParams.ema.push([t]);var n=function(t,e){var r=t.verticalOhlcv.close,n=At(r,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}({},"ema_".concat(e),n)}(this,t);return Object.assign(this.indicators,n),this.priceBased.push("ema_".concat(t)),this}},{key:"sma",value:function(t){var e,r;null!==(r=(e=this.inputParams).sma)&&void 0!==r||(e.sma=[]),this.inputParams.sma.push([t]);var n=function(t,e){var r=t.verticalOhlcv.close,n=Rt(r,e);return function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=Et(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Et(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Et(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,n),this.priceBased.push("sma_".concat(t)),this}},{key:"macd",value:function(t,e,r){var n,o;null!==(o=(n=this.inputParams).macd)&&void 0!==o||(n.macd=[]),this.inputParams.macd.push([t,e,r]);var i=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 vt(new st(e),new st(r),new st(n)),s=0;s<o;s++){var c={};a.update(t[s]);try{c=a.getResult()}catch(t){c={macd:null,signal:null,histogram:null}}i[s]=c.macd,u[s]=c.signal,l[s]=c.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,i),this}},{key:"bollingerBands",value:function(t,e,r){var n,o;null!==(o=(n=this.inputParams).bollingerBands)&&void 0!==o||(n.bollingerBands=[]),this.inputParams.bollingerBands.push([t,e,r]);var i=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,a=Array(l).fill(null),s=Array(l).fill(null),c=Array(l).fill(null),f=null,h=null;u&&(e=Array(l).fill(null),r=Array(l).fill(null),n=new V(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(a[d]=m.upper,s[d]=m.middle,c[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]=Bt(h,w,1.5)}}var _={bollinger_bands_upper:a,bollinger_bands_middle:s,bollinger_bands_lower:c};return u&&(_=Vt(Vt({},_),{},{bollinger_bands_range:e,bollinger_bands_height:r})),_}(t.verticalOhlcv.close,e,r,n)}(this,t,e,r);return Object.assign(this.indicators,i),this.priceBased.push("bollinger_bands_middle","bollinger_bands_upper","bollinger_bands_lower"),this}},{key:"rsi",value:function(t,e,r){var n,o;null!==(o=(n=this.inputParams).rsi)&&void 0!==o||(n.rsi=[]),this.inputParams.rsi.push([t,e,r]);var i=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,i),this}},{key:"orb",value:function(){var t,e;null!==(e=(t=this.inputParams).orb)&&void 0!==e||(t.orb=[]),this.inputParams.orb.push([]);var r=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 s=t[a];if(0===a&&!s.hasOwnProperty("date"))throw Error("input ohlcv array must have a date property available in candle datapoint");var c=s.date.split(" ")[0];c!==i&&(i=c,u=s.high,l=s.low),r[o]=u,n[o]=l,o++}return{orb_high:r,orb_low:n}}(this.inputOhlcv,this.len);return Object.assign(this.indicators,r),this.priceBased.push("orb_high","orb_low"),this}},{key:"donchianChannels",value:function(t,e){var r,n;null!==(n=(r=this.inputParams).donchianChannels)&&void 0!==n||(r.donchianChannels=[]),this.inputParams.donchianChannels.push([t,e]);var o=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=[],s=[],c=0;c<o;c++){for(;a.length&&a[0]<=c-r;)a.shift();for(;a.length&&t[a[a.length-1]]<=t[c];)a.pop();for(a.push(c);s.length&&s[0]<=c-r;)s.shift();for(;s.length&&e[s[s.length-1]]>=e[c];)s.pop();if(s.push(c),c>=r-1){var f=t[a[0]],h=e[s[0]],p=(f+h)/2,v=c+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,o),this.priceBased.push("donchian_channel_upper","donchian_channel_lower","donchian_channel_basis"),this}},{key:"candlesStudies",value:function(t,e,r){var n,o;null!==(o=(n=this.inputParams).candlesStudies)&&void 0!==o||(n.candlesStudies=[]),this.inputParams.candlesStudies.push([t,e,r]);var i=function(t,e,r,n){return function(t){var e,r,n,o,i,u,l,a,s,c=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,m=new Array(f).fill(null),g=new Array(f).fill(null),w=new Array(f).fill(null),O=new Array(f).fill(null),_=new Array(f).fill(null),P=new Array(f).fill(null),j=new Array(f).fill(null),S=new Array(f).fill(null),A=new Array(f).fill(null);h&&(e=new V(c),r=new V(c),n=new V(c),o=new V(c),i=new V(c),u=new V(c),l=new V(c),a=new V(c),s=new V(c));for(var E=0;E<f;E++){var R=t[E],k=t[E-1];if(void 0!==k){var T=R.open,M=R.high,x=R.low,C=R.close,D=null,I=null,B=null,L=null,F=null,N=null,H=null,q=null,z=null,G=C>T,U=Math.abs(C-T),$=Math.abs(R.high-R.low),W=M-Math.max(T,C),J=Math.min(T,C)-x,K=Math.abs(k.close-R.open),Y=Math.abs(R.close-k.close),Q=Math.abs(R.high-k.high),X=Math.abs(R.low-k.low),Z=Math.abs(R.open-k.open);if(h){e.update(Math.abs(W)),r.update(Math.abs(J)),i.update(Math.abs($)),n.update(K),o.update(U),u.update(Y),l.update(Q),a.update(X),s.update(Z);try{B=e.getResult(),I=r.getResult(),D=n.getResult(),L=o.getResult(),F=i.getResult(),N=u.getResult(),H=l.getResult(),q=a.getResult(),z=s.getResult()}catch(t){L=null,D=null,B=null,I=null,F=null,N=null,H=null,q=null,z=null}m[E]=G?Bt(U,L,2,y):-Math.abs(Bt(U,L,2,y))||0,O[E]=G?Bt(K,D,2,y):-Math.abs(Bt(K,D,2,y))||0,P[E]=G?Bt(Y,N,2,y):-Math.abs(Bt(Y,N,2,y))||0,j[E]=G?Bt(Q,H,2,y):-Math.abs(Bt(Q,H,2,y))||0,S[E]=G?Bt(X,q,2,y):-Math.abs(Bt(X,q,2,y))||0,A[E]=G?Bt(Z,z,2,y):-Math.abs(Bt(Z,z,2,y))||0,g[E]=Bt(W,B,.5,d),w[E]=Bt(J,I,.5,d),_[E]=Bt($,F,.5,d)}else m[E]=U,O[E]=K,P[E]=Y,j[E]=Q,S[E]=X,g[E]=W,w[E]=J,_[E]=$}}return{candle_gap_size:O,candle_body_size:m,candle_top_size:g,candle_bottom_size:w,candle_shadow_size:_,candle_close_direction:P,candle_high_direction:j,candle_low_direction:S,candle_open_direction:A}}(t.inputOhlcv,e,t.len,r,n)}(this,t,e,r);return Object.assign(this.indicators,i),this}},{key:"volumeOscillator",value:function(t,e){var r,n;null!==(n=(r=this.inputParams).volumeOscillator)&&void 0!==n||(r.volumeOscillator=[]),this.inputParams.volumeOscillator.push([t,e]);var o=function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:5,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:10;return function(t,e,r){for(var n=new st(e),o=new st(r),i=new Array(t.length).fill(null),u=0;u<t.length;u++){n.update(t[u]),o.update(t[u]);var l=null,a=null;try{l=n.getResult()}catch(t){l=null}try{a=o.getResult()}catch(t){a=null}"number"==typeof l&&"number"==typeof a&&0!==a&&(i[u]=100*(l-a)/a)}return{volume_oscillator:i,volume_oscillator_x_0:Ct({fast:i,slow:new Array(t.length).fill(0)})}}(t.verticalOhlcv.volume,e,r)}(this,t,e);return Object.assign(this.indicators,o),this}}],e&&oe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -11,6 +11,7 @@ import { parseOhlcvToVertical, defaultStudyOptions } from './src/utilities/parsi
 import { candlesStudies } from './src/studies/candleStudies.js'
 import { correlation } from './src/studies/correlation.js'
 import { volumeOscillator } from './src/oscillators/volumeOscillator.js'
+import { setIndicatorsFromInputParams } from './src/utilities/setIndicatorsFromInputParams.js'
 
 export default class OHLCV_INDICATORS {
     constructor({input, ticker = null, studyOptions = null}) {
@@ -30,6 +31,23 @@ export default class OHLCV_INDICATORS {
         this.utilities = {
             correlation
         }
+        this.inputParams = {
+            crossPairs: null,
+            lag: null,
+            relativeVolume: null,
+            ema: null,
+            sma: null,
+            macd: null,
+            orb: null,
+            bollingerBands: null,
+            rsi: null,
+            donchianChannels: null,
+            candlesStudies: null,
+            volumeOscillator: null,
+        }
+
+        this.setIndicatorsFromInputParams = setIndicatorsFromInputParams
+    
         return this 
     }
     
@@ -121,6 +139,9 @@ export default class OHLCV_INDICATORS {
 
     crossPairs(arr)
     {
+
+        this.inputParams.crossPairs ??= []
+        this.inputParams.crossPairs.push([arr])
         
         this.compute()
 
@@ -134,6 +155,11 @@ export default class OHLCV_INDICATORS {
     }
 
     lag(colKeys = ['close'], lags = 1) {
+
+
+        this.inputParams.lag ??= []
+        this.inputParams.lag.push([colKeys, lags])
+
         this.compute();
         const {verticalOhlcv, priceBased} = this;
     
@@ -159,6 +185,9 @@ export default class OHLCV_INDICATORS {
     
     relativeVolume(size) {
 
+        this.inputParams.relativeVolume ??= []
+        this.inputParams.relativeVolume.push([size])
+
         const result = relativeVolume(this, size)
         Object.assign(this.indicators, result)
 
@@ -168,16 +197,21 @@ export default class OHLCV_INDICATORS {
 
     ema(size) {
 
+        this.inputParams.ema ??= []
+        this.inputParams.ema.push([size])
 
-       const result = ema(this, size)
-       Object.assign(this.indicators, result)
+        const result = ema(this, size)
+        Object.assign(this.indicators, result)
 
-       this.priceBased.push(`ema_${size}`)
+        this.priceBased.push(`ema_${size}`)
 
         return this
     }
     sma(size) {
 
+        this.inputParams.sma ??= []
+        this.inputParams.sma.push([size])
+
         const result = sma(this, size)
         Object.assign(this.indicators, result)
 
@@ -187,6 +221,9 @@ export default class OHLCV_INDICATORS {
     }
     macd(fastLine, slowLine, signalLine) {
 
+        this.inputParams.macd ??= []
+        this.inputParams.macd.push([fastLine, slowLine, signalLine])
+
         const result = macd(this, fastLine, slowLine, signalLine)
         Object.assign(this.indicators, result)
         
@@ -196,6 +233,9 @@ export default class OHLCV_INDICATORS {
     bollingerBands(size, times, bollingerBandsStudies)
     {
 
+        this.inputParams.bollingerBands ??= []
+        this.inputParams.bollingerBands.push([size, times, bollingerBandsStudies])
+
         const result = bollingerBands(this, size, times, bollingerBandsStudies)
         Object.assign(this.indicators, result)
 
@@ -206,6 +246,9 @@ export default class OHLCV_INDICATORS {
     rsi(period, movingAverage, movingAveragePeriod)
     {
 
+        this.inputParams.rsi ??= []
+        this.inputParams.rsi.push([period, movingAverage, movingAveragePeriod])
+
         const result = rsi(this, period, movingAverage, movingAveragePeriod)
         Object.assign(this.indicators, result)
 
@@ -213,6 +256,10 @@ export default class OHLCV_INDICATORS {
     }
     orb()
     {
+
+        this.inputParams.orb ??= []
+        this.inputParams.orb.push([])
+
         const result = orb(this)
         Object.assign(this.indicators, result)
 
@@ -222,6 +269,10 @@ export default class OHLCV_INDICATORS {
     }
     donchianChannels(period, offset)
     {
+
+        this.inputParams.donchianChannels ??= []
+        this.inputParams.donchianChannels.push([period, offset])
+
         const result = donchianChannels(this, period, offset)
         Object.assign(this.indicators, result)
 
@@ -231,6 +282,10 @@ export default class OHLCV_INDICATORS {
     }
     candlesStudies(period, classify, classificationLevels)
     {
+
+        this.inputParams.candlesStudies ??= []
+        this.inputParams.candlesStudies.push([period, classify, classificationLevels])
+
         const result = candlesStudies(this, period, classify, classificationLevels)
         Object.assign(this.indicators, result)
 
@@ -239,42 +294,14 @@ export default class OHLCV_INDICATORS {
 
     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 = {}
 
+        this.inputParams.volumeOscillator ??= []
+        this.inputParams.volumeOscillator.push([fastPeriod, slowPeriod])
 
-        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
-            }
-        }       
-        
+        const result = volumeOscillator(this, fastPeriod, slowPeriod)
         Object.assign(this.indicators, result)
 
-        return this
+        return this           
     }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.9.1",
+  "version": "1.9.2",
   "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/utilities/setIndicatorsFromInputParams.js

@@ -0,0 +1,45 @@
+export const setIndicatorsFromInputParams = ({ input, inputParams, OHLCV_INDICATORS, studyOptions }) => {
+    const indicators = new OHLCV_INDICATORS({ input, studyOptions });
+
+    for (const [key, technical] of Object.entries(inputParams)) {
+
+        if(['crossPairs', 'lag'].includes(key)) continue
+
+        if (Array.isArray(technical)) {
+            for (let i = 0; i < technical.length; i++) {
+                const params = technical[i];
+
+                if (Array.isArray(params)) {
+                    if (params.length > 0) {
+                        indicators[key](...params);
+                    } else {
+                        indicators[key]();
+                    }
+                }
+            }
+        }
+    }
+
+    for (const [key, technical] of Object.entries(inputParams)) {
+
+        if(!['crossPairs', 'lag'].includes(key)) continue
+
+        if (Array.isArray(technical)) {
+            for (let i = 0; i < technical.length; i++) {
+                const params = technical[i];
+
+                if (Array.isArray(params)) {
+                    if (params.length > 0) {
+                        indicators[key](...params);
+                    } else {
+                        indicators[key]();
+                    }
+                }
+            }
+        }
+    }
+
+    console.log(indicators.getLastValues());
+
+    return indicators;
+};