ohlcv-indicators 1.9.1 → 1.9.3

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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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.len).fill(null),i&&(t.verticalOhlcv.bollinger_bands_range=new Array(t.len).fill(null),t.verticalOhlcv.bollinger_bands_height=new Array(t.len).fill(null)));var a,l=t.instances.bollinger_bands,c=l.instance,u=l.heightInstance;c.update(o);try{a=c.getResult()}catch(t){a={upper:null,middle:null,lower:null}}var s=a,f=s.upper,h=s.middle,v=s.lower;if(t.verticalOhlcv.bollinger_bands_upper[e]=f,t.verticalOhlcv.bollinger_bands_middle[e]=h,t.verticalOhlcv.bollinger_bands_lower[e]=v,!i)return!0;var p,y=null,d=null;if(null!==f&&null!==v){y=(o-v)/(f-v),d=f-v,u.update(d);try{p=u.getResult()}catch(t){p=null}}return t.verticalOhlcv.bollinger_bands_range[e]=y,t.verticalOhlcv.bollinger_bands_height[e]=Ct(d,p,1.5),!0},volumeOscillator:function(t,e){var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:5,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:10,i=t.verticalOhlcv.volume[e];t.instances.hasOwnProperty("volume_oscillator")||(t.instances.volume_oscillator={fastEMA:new 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n)if(!Nt.hasOwnProperty(o))throw new Error("Key ".concat(o," not found in defaultStudyOptions. Available options: ").concat(Object.keys(Nt).join(", ")));var a=n.midPriceOpenClose,l=n.midPriceHighLow,c=n.sessionIndex,u=n.sessionIntradayIndex,s=n.dayOfTheWeek,f=n.dayOfTheMonth,h=n.weekOfTheMonth,v=["open","high","low","close","volume"];a&&v.push("mid_price_open_close"),l&&v.push("mid_price_high_low");for(var p=new Set(v),y=0,d=v;y<d.length;y++){var b=d[y];e.verticalOhlcv[b]=new Array(r)}for(var m,g=[],w=0,_=Object.keys(t[0]);w<_.length;w++){var O=_[w];p.has(O)||(e.verticalOhlcv[O]=new Array(r),g.push(O))}var P,S=0,j=0,A=(P=t)[0].hasOwnProperty("date")&&"string"==typeof P[0].date&&/^\d{4}-\d{2}-\d{2}/.test(P[0].date);A&&(c&&(e.verticalOhlcv.session_index=new Array(r)),u&&(e.verticalOhlcv.session_intraday_index=new Array(r)),s&&(e.verticalOhlcv.day_of_the_week=new Array(r)),f&&(e.verticalOhlcv.day_of_the_month=new Array(r)),h&&(e.verticalOhlcv.week_of_the_month=new Array(r)),m=t[0].date.slice(0,10));for(var E=0;E<r;E++){var R=t[E];e.verticalOhlcv.open[E]=R.open,e.verticalOhlcv.high[E]=R.high,e.verticalOhlcv.low[E]=R.low,e.verticalOhlcv.close[E]=R.close,e.verticalOhlcv.volume[E]=R.volume;for(var k=0,I=Object.entries(i);k<I.length;k++){var M=Bt(I[k],2),T=M[0],C=M[1];if(!["crossPairs"].includes(T)&&Array.isArray(C))for(var D=0;D<C.length;D++){var x=C[D];Array.isArray(x)&&(x.length>0?Ft[T].apply(Ft,[e,E].concat(xt(x))):Ft[T](e,E))}}a&&(e.verticalOhlcv.mid_price_open_close[E]=(R.open+R.close)/2),l&&(e.verticalOhlcv.mid_price_high_low[E]=(R.high+R.low)/2);var B,L=Dt(g);try{for(L.s();!(B=L.n()).done;){var z=B.value;e.verticalOhlcv[z][E]=R[z]}}catch(t){L.e(t)}finally{L.f()}if(A){var F=R.date.slice(0,10);F!==m&&(m=F,S++,j=0);var N=Vt(F),V=N.day_of_the_week,H=N.day_of_the_month,q=N.week_of_the_month;s&&(e.verticalOhlcv.day_of_the_week[E]=V),f&&(e.verticalOhlcv.day_of_the_month[E]=H),h&&(e.verticalOhlcv.week_of_the_month[E]=q),c&&(e.verticalOhlcv.session_index[E]=S),u&&(e.verticalOhlcv.session_intraday_index[E]=j),j++}}}(this.input,this),this}},{key:"crossPairs",value:function(t){var e,n;this.compute();var i=[].concat(Yt(this.autoCrossPairsList),Yt(t));null!==(n=(e=this.inputParams).crossPairs)&&void 0!==n||(e.crossPairs=[]),this.inputParams.crossPairs.push([i]);var o=function(t,e){var n,i=t.verticalOhlcv,o=t.len,l={},c={},u={},s=function(t,e){var n="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!n){if(Array.isArray(t)||(n=function(t,e){if(t){if("string"==typeof t)return r(t,e);var n={}.toString.call(t).slice(8,-1);return"Object"===n&&t.constructor&&(n=t.constructor.name),"Map"===n||"Set"===n?Array.from(t):"Arguments"===n||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(n)?r(t,e):void 0}}(t))||e&&t&&"number"==typeof t.length){n&&(t=n);var i=0,o=function(){};return{s:o,n:function(){return i>=t.length?{done:!0}:{done:!1,value:t[i++]}},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 a,l=!0,c=!1;return{s:function(){n=n.call(t)},n:function(){var t=n.next();return l=t.done,t},e:function(t){c=!0,a=t},f:function(){try{l||null==n.return||n.return()}finally{if(c)throw a}}}}(e);try{var f=function(){var t=n.value,e=t.fast,r=t.slow,s=t.count;if(!e||!r)return 1;"number"!=typeof r||l[r]||(l[r]=Array(o).fill(r));var f="".concat(e,"_x_").concat(r),h="".concat(e,"_c_").concat(r),v=function(t){return void 0!==s?t.slice(-s).filter((function(t){return 1===t||-1===t})).length:0};if(i[f]){var p=i[f];c[f]=p,void 0!==s&&(u[h]=v(p))}else if((i[e]||"price"===e)&&i[r]){var y=a("price"===e?{fast:i.close,high:i.high,low:i.low,slow:i[r]}:{fast:i[e],slow:i[r]});c[f]=y,void 0!==s&&(u[h]=v(y))}else{if(!i[e]||!l[r])throw Error("Missing ohlcv properties for ".concat(e," or ").concat(r));var d=a({fast:i[e],slow:l[r]});c[f]=d,void 0!==s&&(u[h]=v(d))}};for(s.s();!(n=s.n()).done;)f()}catch(t){s.e(t)}finally{s.f()}return{x:c,c:u}}(this,i),l=o.x,c=o.c;return Object.assign(this.verticalOhlcv,l),Object.assign(this.studies,c),this}},{key:"lag",value:function(){var t,e,r=this,n=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],i=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;null!==(e=(t=this.inputParams).lag)&&void 0!==e||(t.lag=[]),this.inputParams.lag.push([n,i]);for(var o=function(){var t=n[a];r.priceBased.find((function(e){return t.startsWith(e)}))&&r.priceBased.push(t)},a=0;a<n.length;a++)o();return this}},{key:"relativeVolume",value:function(t){var e,r;return null!==(r=(e=this.inputParams).relativeVolume)&&void 0!==r||(e.relativeVolume=[]),this.inputParams.relativeVolume.push([t]),this}},{key:"ema",value:function(t){var e,r;return null!==(r=(e=this.inputParams).ema)&&void 0!==r||(e.ema=[]),this.inputParams.ema.push([t]),this.priceBased.push("ema_".concat(t)),this}},{key:"sma",value:function(t){var e,r;return null!==(r=(e=this.inputParams).sma)&&void 0!==r||(e.sma=[]),this.inputParams.sma.push([t]),this.priceBased.push("sma_".concat(t)),this}},{key:"macd",value:function(t,e,r){var n,i;return null!==(i=(n=this.inputParams).macd)&&void 0!==i||(n.macd=[]),this.inputParams.macd.push([t,e,r]),this}},{key:"bollingerBands",value:function(){var t,e,r=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,n=arguments.length>1&&void 0!==arguments[1]?arguments[1]:2,i=arguments.length>2?arguments[2]:void 0;if("number"!=typeof r||r<=0)throw new Error('Invalid parameter: "size" must be a positive number.');if("number"!=typeof n||n<=0)throw new Error('Invalid parameter: "times" must be a positive number.');return null!==(e=(t=this.inputParams).bollingerBands)&&void 0!==e||(t.bollingerBands=[]),this.inputParams.bollingerBands.push([r,n,i]),this.priceBased.push("bollinger_bands_middle","bollinger_bands_upper","bollinger_bands_lower"),this}},{key:"rsi",value:function(t){var e,r;return null!==(r=(e=this.inputParams).rsi)&&void 0!==r||(e.rsi=[]),this.inputParams.rsi.push([t]),this}},{key:"donchianChannels",value:function(){var t,e,r=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,n=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;if("number"!=typeof r||r<=0)throw new Error('The "period" must be a positive number.');if("number"!=typeof n||n<=0)throw new Error('The "offset" must be a positive number.');return null!==(e=(t=this.inputParams).donchianChannels)&&void 0!==e||(t.donchianChannels=[]),this.inputParams.donchianChannels.push([r,n]),this.priceBased.push("donchian_channel_upper","donchian_channel_lower","donchian_channel_basis"),this}},{key:"candlesStudies",value:function(t,e,r){var n,i;return null!==(i=(n=this.inputParams).candlesStudies)&&void 0!==i||(n.candlesStudies=[]),this.inputParams.candlesStudies.push([t,e,r]),this}},{key:"volumeOscillator",value:function(t,e){var r,n;return null!==(n=(r=this.inputParams).volumeOscillator)&&void 0!==n||(r.volumeOscillator=[]),this.inputParams.volumeOscillator.push([t,e]),this}}],e&&Xt(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
package/index.js CHANGED
@@ -1,16 +1,7 @@
1
- import { relativeVolume } from './src/moving-averages/relativeVolume.js'
2
- import {ema} from './src/moving-averages/ema.js'
3
- import {sma} from './src/moving-averages/sma.js'
4
- import {macd} from './src/moving-averages/macd.js'
5
- import {bollingerBands} from './src/moving-averages/bollingerBands.js'
6
- import { rsi } from './src/oscillators/rsi.js'
7
1
  import {crossPairs} from './src/studies/findCrosses.js'
8
- import { orb } from './src/oscillators/orb.js'
9
- import { donchianChannels } from './src/moving-averages/donchianChannel.js'
10
2
  import { parseOhlcvToVertical, defaultStudyOptions } from './src/utilities/parsing-utilities.js'
11
- import { candlesStudies } from './src/studies/candleStudies.js'
12
3
  import { correlation } from './src/studies/correlation.js'
13
- import { volumeOscillator } from './src/oscillators/volumeOscillator.js'
4
+ import { setIndicatorsFromInputParams } from './src/utilities/setIndicatorsFromInputParams.js'
14
5
 
15
6
  export default class OHLCV_INDICATORS {
16
7
  constructor({input, ticker = null, studyOptions = null}) {
@@ -19,22 +10,44 @@ export default class OHLCV_INDICATORS {
19
10
  if(input.length === 0) throw Error('input ohlcv must not be empty: ' + ticker)
20
11
  if(!input[0].hasOwnProperty('close')) throw Error('input ohlcv array objects require at least close property: ' + ticker)
21
12
 
13
+ this.input = input
22
14
  this.priceBased = ['open', 'high', 'low', 'close', 'mid_price_open_close', 'mid_price_high_low']
23
15
  this.len = input.length
24
- this.crossPairsArr = []
25
- this.inputOhlcv = input
26
16
  this.studyOptions = (studyOptions === null) ? defaultStudyOptions : studyOptions
27
- this.verticalOhlcv = parseOhlcvToVertical(input, this.len, this.studyOptions)
28
- this.indicators = {}
17
+ this.instances = {}
18
+ this.autoCrossPairsList = []
19
+ this.verticalOhlcv = {}
20
+
21
+ this.inputParams = {
22
+ crossPairs: null,
23
+ lag: null,
24
+ relativeVolume: null,
25
+ ema: null,
26
+ sma: null,
27
+ macd: null,
28
+ bollingerBands: null,
29
+ rsi: null,
30
+ donchianChannels: null,
31
+ candlesStudies: null,
32
+ volumeOscillator: null,
33
+ }
34
+
35
+
29
36
  this.studies = {}
30
37
  this.utilities = {
31
38
  correlation
32
39
  }
40
+
41
+
42
+ this.setIndicatorsFromInputParams = setIndicatorsFromInputParams
43
+
33
44
  return this
34
45
  }
35
46
 
36
47
  getData() {
37
- this.compute();
48
+
49
+ this.compute()
50
+
38
51
  const {verticalOhlcv} = this
39
52
  const keys = Object.keys(verticalOhlcv);
40
53
  const len = verticalOhlcv[keys[0]].length;
@@ -81,200 +94,142 @@ export default class OHLCV_INDICATORS {
81
94
 
82
95
  compute() {
83
96
 
84
-
85
- if(Object.keys(this.indicators).length === 0) return this
86
-
87
-
88
- const addColumn = this.addColumn.bind(this)
89
-
90
- for(const [key, arr] of Object.entries( this.indicators))
91
- {
92
- if(!this.verticalOhlcv.hasOwnProperty(key))
93
- {
94
- addColumn(key, arr)
95
- }
96
- else
97
- {
98
- delete this.indicators[key]
99
- }
100
- }
97
+ parseOhlcvToVertical(this.input, this)
101
98
 
102
99
  return this
103
100
  }
104
-
105
- addColumn(key, arr) {
106
- const {len} = this
107
- key = key.toLowerCase();
108
-
109
- if (arr.length > len) {
110
- throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`);
111
- }
112
-
113
- if (arr.length < len) {
114
- const nanCount = len - arr.length
115
- arr = new Array(nanCount).fill(null).concat(arr)
116
- }
117
-
118
- this.verticalOhlcv[key] = arr
119
- }
120
101
 
121
102
 
122
103
  crossPairs(arr)
123
104
  {
124
-
105
+
125
106
  this.compute()
126
107
 
127
- const {x, c} = crossPairs(this, arr)
128
- Object.assign(this.indicators, x)
129
- Object.assign(this.studies, c)
108
+ const crossList = [...this.autoCrossPairsList, ...arr]
109
+ this.inputParams.crossPairs ??= []
110
+ this.inputParams.crossPairs.push([crossList])
130
111
 
131
- this.compute()
112
+ const {x, c} = crossPairs(this, crossList)
113
+ Object.assign(this.verticalOhlcv, x)
114
+ Object.assign(this.studies, c)
132
115
 
133
116
  return this
134
117
  }
135
118
 
136
119
  lag(colKeys = ['close'], lags = 1) {
137
- this.compute();
138
- const {verticalOhlcv, priceBased} = this;
139
-
140
- for (let x = 0; x < colKeys.length; x++) {
141
- for (let lag = 1; lag <= lags; lag++) {
142
- // Create lagged column name and slice the array with the correct lag
143
- const key = `${colKeys[x]}_lag_${lag}`;
144
- const values = verticalOhlcv[colKeys[x]].slice(0, -(lag));
145
-
146
- Object.assign(this.indicators, {[key]: values})
147
120
 
148
- if(priceBased.find(v => key.startsWith(v)))
149
- {
150
- this.priceBased.push(key)
151
- }
121
+ this.inputParams.lag ??= []
122
+ this.inputParams.lag.push([colKeys, lags])
123
+
124
+ for(let x = 0; x < colKeys.length; x++)
125
+ {
126
+ const key = colKeys[x]
127
+
128
+ if(this.priceBased.find(v => key.startsWith(v)))
129
+ {
130
+ this.priceBased.push(key)
152
131
  }
153
132
  }
154
-
155
-
156
- this.compute();
133
+
157
134
  return this;
158
135
  }
159
136
 
160
137
  relativeVolume(size) {
161
138
 
162
- const result = relativeVolume(this, size)
163
- Object.assign(this.indicators, result)
164
-
139
+ this.inputParams.relativeVolume ??= []
140
+ this.inputParams.relativeVolume.push([size])
165
141
 
166
142
  return this
167
143
  }
168
144
 
169
145
  ema(size) {
170
146
 
171
-
172
- const result = ema(this, size)
173
- Object.assign(this.indicators, result)
174
-
175
- this.priceBased.push(`ema_${size}`)
147
+ this.inputParams.ema ??= []
148
+ this.inputParams.ema.push([size])
149
+ this.priceBased.push(`ema_${size}`)
176
150
 
177
151
  return this
178
152
  }
179
153
  sma(size) {
180
154
 
181
- const result = sma(this, size)
182
- Object.assign(this.indicators, result)
183
-
155
+ this.inputParams.sma ??= []
156
+ this.inputParams.sma.push([size])
184
157
  this.priceBased.push(`sma_${size}`)
185
158
 
186
159
  return this
187
160
  }
188
161
  macd(fastLine, slowLine, signalLine) {
189
162
 
190
- const result = macd(this, fastLine, slowLine, signalLine)
191
- Object.assign(this.indicators, result)
163
+ this.inputParams.macd ??= []
164
+ this.inputParams.macd.push([fastLine, slowLine, signalLine])
192
165
 
193
166
  return this
194
167
 
195
168
  }
196
- bollingerBands(size, times, bollingerBandsStudies)
197
- {
198
-
199
- const result = bollingerBands(this, size, times, bollingerBandsStudies)
200
- Object.assign(this.indicators, result)
201
-
202
- this.priceBased.push('bollinger_bands_middle', 'bollinger_bands_upper', 'bollinger_bands_lower')
203
-
204
- return this
169
+ bollingerBands(size = 20, times = 2, bollingerBandsStudies) {
170
+ // Validate size and times
171
+ if (typeof size !== 'number' || size <= 0) {
172
+ throw new Error('Invalid parameter: "size" must be a positive number in bollingerBands.');
173
+ }
174
+ if (typeof times !== 'number' || times <= 0) {
175
+ throw new Error('Invalid parameter: "times" must be a positive number in bollingerBands.');
176
+ }
177
+
178
+ this.inputParams.bollingerBands ??= [];
179
+ this.inputParams.bollingerBands.push([size, times, bollingerBandsStudies]);
180
+ this.priceBased.push('bollinger_bands_middle', 'bollinger_bands_upper', 'bollinger_bands_lower');
181
+
182
+ return this;
205
183
  }
206
- rsi(period, movingAverage, movingAveragePeriod)
184
+
185
+ rsi(size)
207
186
  {
187
+ // Validate size and times
188
+ if (typeof size !== 'number' || size <= 0) {
189
+ throw new Error('Invalid parameter: "size" must be a positive number in rsi.');
190
+ }
208
191
 
209
- const result = rsi(this, period, movingAverage, movingAveragePeriod)
210
- Object.assign(this.indicators, result)
192
+ this.inputParams.rsi ??= []
193
+ this.inputParams.rsi.push([size])
211
194
 
212
195
  return this
213
196
  }
214
- orb()
197
+ donchianChannels(size = 20, offset = 0)
215
198
  {
216
- const result = orb(this)
217
- Object.assign(this.indicators, result)
199
+ if (typeof size !== 'number' || size <= 0) {
200
+ throw new Error('The "size" must be a positive number or 0 in donchianChannels.');
201
+ }
202
+
203
+ if (typeof offset !== 'number' || offset <= 0) {
204
+ throw new Error('The "offset" must be a positive number or 0 in donchianChannels.');
205
+ }
218
206
 
219
- this.priceBased.push('orb_high', 'orb_low')
207
+ this.inputParams.donchianChannels ??= []
208
+ this.inputParams.donchianChannels.push([size, offset])
209
+ this.priceBased.push('donchian_channel_upper', 'donchian_channel_lower', 'donchian_channel_basis')
220
210
 
221
211
  return this
222
212
  }
223
- donchianChannels(period, offset)
213
+ candlesStudies(size = 20, classify = true, classificationLevels)
224
214
  {
225
- const result = donchianChannels(this, period, offset)
226
- Object.assign(this.indicators, result)
227
215
 
228
- this.priceBased.push('donchian_channel_upper', 'donchian_channel_lower', 'donchian_channel_basis')
216
+ if (typeof size !== 'number' || size <= 0) {
217
+ throw new Error('The "size" must be a positive number or 0 in candlesStudies.');
218
+ }
229
219
 
230
- return this
231
- }
232
- candlesStudies(period, classify, classificationLevels)
233
- {
234
- const result = candlesStudies(this, period, classify, classificationLevels)
235
- Object.assign(this.indicators, result)
220
+ if (typeof classify !== 'boolean') {
221
+ throw new Error('The "classify" must be a true or false in candlesStudies.');
222
+ }
236
223
 
224
+ this.inputParams.candlesStudies ??= []
225
+ this.inputParams.candlesStudies.push([size, classify, classificationLevels])
237
226
  return this
238
227
  }
239
228
 
240
- volumeOscillator(fastPeriod, slowPeriod)
229
+ volumeOscillator(fastSize, slowSize)
241
230
  {
242
- const result = volumeOscillator(this, fastPeriod, slowPeriod)
243
- Object.assign(this.indicators, result)
244
-
231
+ this.inputParams.volumeOscillator ??= []
232
+ this.inputParams.volumeOscillator.push([fastSize, slowSize])
245
233
  return this
246
234
  }
247
-
248
- map(callback)
249
- {
250
- this.compute()
251
-
252
- const keyNames = Object.keys(this.verticalOhlcv)
253
- const result = {}
254
-
255
-
256
- for(let x = 0; x < this.len; x++)
257
- {
258
- let row = {}
259
-
260
- for(let k = 0; k < keyNames.length; k++)
261
- {
262
- Object.assign(row, {[keyNames[k]]: this.verticalOhlcv[keyNames[k]][x]})
263
- }
264
-
265
- for(const [k, value] of Object.entries(callback(row)))
266
- {
267
- if(x === 0)
268
- {
269
- result[k] = new Array(this.len).fill(null)
270
- }
271
-
272
- result[k][x] = value
273
- }
274
- }
275
-
276
- Object.assign(this.indicators, result)
277
-
278
- return this
279
- }
280
235
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "ohlcv-indicators",
3
- "version": "1.9.1",
3
+ "version": "1.9.3",
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",