ohlcv-indicators 1.9.2 → 1.9.4
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.
- package/dist/ohlcv-indicators.min.js +1 -1
- package/index.js +70 -142
- package/package.json +1 -1
- package/src/moving-averages/bollingerBands.js +49 -75
- package/src/moving-averages/donchianChannel.js +47 -56
- package/src/moving-averages/ema.js +15 -40
- package/src/moving-averages/macd.js +30 -37
- package/src/moving-averages/relativeVolume.js +31 -39
- package/src/moving-averages/sma.js +15 -35
- package/src/oscillators/rsi.js +38 -50
- package/src/oscillators/volumeOscillator.js +34 -34
- package/src/studies/candleStudies.js +140 -167
- package/src/studies/findCrosses.js +95 -117
- package/src/studies/lag.js +27 -0
- package/src/utilities/parsing-utilities.js +197 -144
- package/src/utilities/setIndicatorsFromInputParams.js +1 -3
- package/src/oscillators/orb.js +0 -41
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H=t.instances.candleStudies,q=H.topInstance,U=H.bottomInstance,G=H.gapInstance,W=H.bodySizeInstance,J=H.shadowSizeInstance,K=H.closeDirectionInstance,Y=H.highDirectionInstance,Q=H.lowDirectionInstance,X=H.openDirectionInstance;q.update(Math.abs(A)),U.update(Math.abs(E)),J.update(Math.abs(j)),G.update(R),W.update(S),K.update(k),Y.update(I),Q.update(M),X.update(T);try{x=q.getResult(),D=U.getResult(),C=G.getResult(),B=W.getResult(),L=J.getResult(),z=K.getResult(),F=Y.getResult(),N=Q.getResult(),V=X.getResult()}catch(t){}t.verticalOhlcv.candle_body_size[e]=P?Ct(S,B,2,a):-Math.abs(Ct(S,B,2,a))||0,t.verticalOhlcv.candle_gap_size[e]=P?Ct(R,C,2,a):-Math.abs(Ct(R,C,2,a))||0,t.verticalOhlcv.candle_close_direction[e]=P?Ct(k,z,2,a):-Math.abs(Ct(k,z,2,a))||0,t.verticalOhlcv.candle_high_direction[e]=P?Ct(I,F,2,a):-Math.abs(Ct(I,F,2,a))||0,t.verticalOhlcv.candle_low_direction[e]=P?Ct(M,N,2,a):-Math.abs(Ct(M,N,2,a))||0,t.verticalOhlcv.candle_open_direction[e]=P?Ct(T,V,2,a):-Math.abs(Ct(T,V,2,a))||0,t.verticalOhlcv.candle_top_size[e]=Ct(A,x,.5,c),t.verticalOhlcv.candle_bottom_size[e]=Ct(E,D,.5,c),t.verticalOhlcv.candle_shadow_size[e]=Ct(j,L,.5,c)}else t.verticalOhlcv.candle_body_size[e]=P?S:-S,t.verticalOhlcv.candle_gap_size[e]=P?R:-R,t.verticalOhlcv.candle_close_direction[e]=P?k:-k,t.verticalOhlcv.candle_high_direction[e]=P?I:-I,t.verticalOhlcv.candle_low_direction[e]=P?M:-M,t.verticalOhlcv.candle_open_direction[e]=P?T:-T,t.verticalOhlcv.candle_top_size[e]=A,t.verticalOhlcv.candle_bottom_size[e]=E,t.verticalOhlcv.candle_shadow_size[e]=j;return!0},lag:function(t,e){for(var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:["close"],n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:1,i=t.verticalOhlcv,o=t.len,a=0;a<r.length;a++)for(var l=1;l<=n;l++){var c="".concat(r[a],"_lag_").concat(l);i.hasOwnProperty(c)||(i[c]=new Array(o).fill(null));var u=e-l,s=u>=0?i[r[a]][u]:null;i[c][e]=s}return!0}},Nt={midPriceOpenClose:!1,midPriceHighLow:!1,sessionIndex:!1,sessionIntradayIndex:!1,dayOfTheWeek:!1,dayOfTheMonth:!1,weekOfTheMonth:!1},Vt=function(t){var e=new Date(t),r=e.getDay(),n=e.getDate(),i=new Date(e.getFullYear(),e.getMonth(),1).getDay();return{day_of_the_week:r,day_of_the_month:n,week_of_the_month:Math.ceil((n+i)/7)}},Ht=function(t,e){for(var r=t.length,n=new $(e),i=new Array(r),o=0,a=0,l=0,c=0;c<r;c++)if(n.update(t[c]),n.isStable){var u=n.getResult();i[c]=u,o+=u,a+=u*u,l++}else i[c]=null;var s=o/l,f=a/l-s*s,h=Math.sqrt(f);return i.map((function(t){return null!==t?(t-s)/h:null}))},qt=function(t,e){var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:5;if(t.length!==e.length)throw new Error("Both arrays must have the same length");for(var n=Ht(t,r),i=Ht(e,r),o=t.length,a=[],l=0,c=0,u=0,s=0,f=0,h=0,v=-1,p=0;p<o;p++){if(null!==n[p]&&null!==i[p]){v=p;break}a.push(0)}if(-1===v)return new Array(o).fill(0);for(var y=v;y<o;y++){var d=n[y],b=i[y];if(null!==d&&null!==b)if(l+=d,c+=b,u+=d*b,s+=d*d,f+=b*b,++h<2)a.push(0);else{var m=h*u-l*c,g=Math.sqrt((h*s-l*l)*(h*f-c*c)),w=0===g?0:m/g;a.push(w)}else l=c=u=s=f=h=0,a.push(0)}return a};function Ut(t){return function(t){if(Array.isArray(t))return Wt(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||$t(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Gt(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,i,o,a,l=[],c=!0,u=!1;try{if(o=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;c=!1}else for(;!(c=(n=o.call(r)).done)&&(l.push(n.value),l.length!==e);c=!0);}catch(t){u=!0,i=t}finally{try{if(!c&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(u)throw i}}return l}}(t,e)||$t(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function $t(t,e){if(t){if("string"==typeof t)return Wt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Wt(t,e):void 0}}function Wt(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}var Jt=function(t){for(var e=t.input,r=t.inputParams,n=new(0,t.OHLCV_INDICATORS)({input:e,studyOptions:t.studyOptions}),i=0,o=Object.entries(r);i<o.length;i++){var a=Gt(o[i],2),l=a[0],c=a[1];if(!["crossPairs","lag"].includes(l)&&Array.isArray(c))for(var u=0;u<c.length;u++){var s=c[u];Array.isArray(s)&&(s.length>0?n[l].apply(n,Ut(s)):n[l]())}}for(var f=0,h=Object.entries(r);f<h.length;f++){var v=Gt(h[f],2),p=v[0],y=v[1];if(["crossPairs","lag"].includes(p)&&Array.isArray(y))for(var d=0;d<y.length;d++){var b=y[d];Array.isArray(b)&&(b.length>0?n[p].apply(n,Ut(b)):n[p]())}}return n};function Kt(t){return Kt="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},Kt(t)}function Yt(t){return function(t){if(Array.isArray(t))return Qt(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||function(t,e){if(t){if("string"==typeof t)return Qt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Qt(t,e):void 0}}(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Qt(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}function Xt(t,e){for(var r=0;r<e.length;r++){var n=e[r];n.enumerable=n.enumerable||!1,n.configurable=!0,"value"in n&&(n.writable=!0),Object.defineProperty(t,Zt(n.key),n)}}function Zt(t){var e=function(t,e){if("object"!=Kt(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Kt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Kt(e)?e:e+""}var te=function(){return t=function t(e){var r=e.input,n=e.ticker,i=void 0===n?null:n,o=e.studyOptions,a=void 0===o?null:o;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: "+i);if(0===r.length)throw Error("input ohlcv must not be empty: "+i);if(!r[0].hasOwnProperty("close"))throw Error("input ohlcv array objects require at least close property: "+i);return this.input=r,this.priceBased=["open","high","low","close","mid_price_open_close","mid_price_high_low"],this.len=r.length,this.crossPairsArr=[],this.inputOhlcv=r,this.studyOptions=null===a?Nt:a,this.instances={},this.autoCrossPairsList=[],this.verticalOhlcv={},this.inputParams={crossPairs:null,lag:null,relativeVolume:null,ema:null,sma:null,macd:null,bollingerBands:null,rsi:null,donchianChannels:null,candlesStudies:null,volumeOscillator:null},this.studies={},this.utilities={correlation:qt},this.setIndicatorsFromInputParams=Jt,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,i=[],o=0;o<r;o++){for(var a={},l=!1,c=0;c<n;c++){var u=e[c],s=t[u][o];if(null==s){l=!0;break}a[u]=s}l||i.push(a)}return i}},{key:"getLastValues",value:function(){return this.getData()[this.getData().length-1]}},{key:"compute",value:function(){return function(t,e){var r=e.len,n=e.studyOptions,i=e.inputParams;if(Boolean(n))for(var o in 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 +1,6 @@
|
|
|
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'
|
|
14
4
|
import { setIndicatorsFromInputParams } from './src/utilities/setIndicatorsFromInputParams.js'
|
|
15
5
|
|
|
16
6
|
export default class OHLCV_INDICATORS {
|
|
@@ -20,17 +10,14 @@ export default class OHLCV_INDICATORS {
|
|
|
20
10
|
if(input.length === 0) throw Error('input ohlcv must not be empty: ' + ticker)
|
|
21
11
|
if(!input[0].hasOwnProperty('close')) throw Error('input ohlcv array objects require at least close property: ' + ticker)
|
|
22
12
|
|
|
13
|
+
this.input = input
|
|
23
14
|
this.priceBased = ['open', 'high', 'low', 'close', 'mid_price_open_close', 'mid_price_high_low']
|
|
24
15
|
this.len = input.length
|
|
25
|
-
this.crossPairsArr = []
|
|
26
|
-
this.inputOhlcv = input
|
|
27
16
|
this.studyOptions = (studyOptions === null) ? defaultStudyOptions : studyOptions
|
|
28
|
-
this.
|
|
29
|
-
this.
|
|
30
|
-
this.
|
|
31
|
-
|
|
32
|
-
correlation
|
|
33
|
-
}
|
|
17
|
+
this.instances = {}
|
|
18
|
+
this.autoCrossPairsList = []
|
|
19
|
+
this.verticalOhlcv = {}
|
|
20
|
+
|
|
34
21
|
this.inputParams = {
|
|
35
22
|
crossPairs: null,
|
|
36
23
|
lag: null,
|
|
@@ -38,7 +25,6 @@ export default class OHLCV_INDICATORS {
|
|
|
38
25
|
ema: null,
|
|
39
26
|
sma: null,
|
|
40
27
|
macd: null,
|
|
41
|
-
orb: null,
|
|
42
28
|
bollingerBands: null,
|
|
43
29
|
rsi: null,
|
|
44
30
|
donchianChannels: null,
|
|
@@ -46,13 +32,22 @@ export default class OHLCV_INDICATORS {
|
|
|
46
32
|
volumeOscillator: null,
|
|
47
33
|
}
|
|
48
34
|
|
|
35
|
+
|
|
36
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this.studies = {}
|
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+
this.utilities = {
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+
correlation
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+
}
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+
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41
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+
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49
42
|
this.setIndicatorsFromInputParams = setIndicatorsFromInputParams
|
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43
|
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51
44
|
return this
|
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}
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46
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47
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getData() {
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-
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+
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+
this.compute()
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+
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51
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const {verticalOhlcv} = this
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52
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const keys = Object.keys(verticalOhlcv);
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58
53
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const len = verticalOhlcv[keys[0]].length;
|
|
@@ -99,87 +94,43 @@ export default class OHLCV_INDICATORS {
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99
94
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100
95
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compute() {
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101
96
|
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|
102
|
-
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|
103
|
-
if(Object.keys(this.indicators).length === 0) return this
|
|
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|
-
|
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105
|
-
|
|
106
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-
const addColumn = this.addColumn.bind(this)
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for(const [key, arr] of Object.entries( this.indicators))
|
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{
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if(!this.verticalOhlcv.hasOwnProperty(key))
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{
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addColumn(key, arr)
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}
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|
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else
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{
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delete this.indicators[key]
|
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}
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|
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}
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|
+
parseOhlcvToVertical(this.input, this)
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98
|
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120
99
|
return this
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100
|
}
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-
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|
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|
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addColumn(key, arr) {
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|
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|
-
const {len} = this
|
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|
-
key = key.toLowerCase();
|
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-
|
|
127
|
-
if (arr.length > len) {
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|
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throw new Error(`Invalid column data: The length of the new column exceeds the length of the OHLCV data`);
|
|
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|
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}
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|
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|
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if (arr.length < len) {
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|
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const nanCount = len - arr.length
|
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|
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arr = new Array(nanCount).fill(null).concat(arr)
|
|
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|
-
}
|
|
135
|
-
|
|
136
|
-
this.verticalOhlcv[key] = arr
|
|
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|
-
}
|
|
138
101
|
|
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139
102
|
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|
140
103
|
crossPairs(arr)
|
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104
|
{
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105
|
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|
143
|
-
this.inputParams.crossPairs ??= []
|
|
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|
-
this.inputParams.crossPairs.push([arr])
|
|
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|
-
|
|
146
106
|
this.compute()
|
|
147
107
|
|
|
148
|
-
const
|
|
149
|
-
|
|
150
|
-
|
|
108
|
+
const crossList = [...this.autoCrossPairsList, ...arr]
|
|
109
|
+
this.inputParams.crossPairs ??= []
|
|
110
|
+
this.inputParams.crossPairs.push([crossList])
|
|
151
111
|
|
|
152
|
-
this
|
|
112
|
+
const {x, c} = crossPairs(this, crossList)
|
|
113
|
+
Object.assign(this.verticalOhlcv, x)
|
|
114
|
+
Object.assign(this.studies, c)
|
|
153
115
|
|
|
154
116
|
return this
|
|
155
117
|
}
|
|
156
118
|
|
|
157
119
|
lag(colKeys = ['close'], lags = 1) {
|
|
158
120
|
|
|
159
|
-
|
|
160
121
|
this.inputParams.lag ??= []
|
|
161
122
|
this.inputParams.lag.push([colKeys, lags])
|
|
162
123
|
|
|
163
|
-
|
|
164
|
-
|
|
165
|
-
|
|
166
|
-
for (let x = 0; x < colKeys.length; x++) {
|
|
167
|
-
for (let lag = 1; lag <= lags; lag++) {
|
|
168
|
-
// Create lagged column name and slice the array with the correct lag
|
|
169
|
-
const key = `${colKeys[x]}_lag_${lag}`;
|
|
170
|
-
const values = verticalOhlcv[colKeys[x]].slice(0, -(lag));
|
|
171
|
-
|
|
172
|
-
Object.assign(this.indicators, {[key]: values})
|
|
124
|
+
for(let x = 0; x < colKeys.length; x++)
|
|
125
|
+
{
|
|
126
|
+
const key = colKeys[x]
|
|
173
127
|
|
|
174
|
-
|
|
175
|
-
|
|
176
|
-
|
|
177
|
-
}
|
|
128
|
+
if(this.priceBased.find(v => key.startsWith(v)))
|
|
129
|
+
{
|
|
130
|
+
this.priceBased.push(key)
|
|
178
131
|
}
|
|
179
132
|
}
|
|
180
|
-
|
|
181
|
-
|
|
182
|
-
this.compute();
|
|
133
|
+
|
|
183
134
|
return this;
|
|
184
135
|
}
|
|
185
136
|
|
|
@@ -187,10 +138,6 @@ export default class OHLCV_INDICATORS {
|
|
|
187
138
|
|
|
188
139
|
this.inputParams.relativeVolume ??= []
|
|
189
140
|
this.inputParams.relativeVolume.push([size])
|
|
190
|
-
|
|
191
|
-
const result = relativeVolume(this, size)
|
|
192
|
-
Object.assign(this.indicators, result)
|
|
193
|
-
|
|
194
141
|
|
|
195
142
|
return this
|
|
196
143
|
}
|
|
@@ -199,10 +146,6 @@ export default class OHLCV_INDICATORS {
|
|
|
199
146
|
|
|
200
147
|
this.inputParams.ema ??= []
|
|
201
148
|
this.inputParams.ema.push([size])
|
|
202
|
-
|
|
203
|
-
const result = ema(this, size)
|
|
204
|
-
Object.assign(this.indicators, result)
|
|
205
|
-
|
|
206
149
|
this.priceBased.push(`ema_${size}`)
|
|
207
150
|
|
|
208
151
|
return this
|
|
@@ -211,10 +154,6 @@ export default class OHLCV_INDICATORS {
|
|
|
211
154
|
|
|
212
155
|
this.inputParams.sma ??= []
|
|
213
156
|
this.inputParams.sma.push([size])
|
|
214
|
-
|
|
215
|
-
const result = sma(this, size)
|
|
216
|
-
Object.assign(this.indicators, result)
|
|
217
|
-
|
|
218
157
|
this.priceBased.push(`sma_${size}`)
|
|
219
158
|
|
|
220
159
|
return this
|
|
@@ -223,85 +162,74 @@ export default class OHLCV_INDICATORS {
|
|
|
223
162
|
|
|
224
163
|
this.inputParams.macd ??= []
|
|
225
164
|
this.inputParams.macd.push([fastLine, slowLine, signalLine])
|
|
226
|
-
|
|
227
|
-
const result = macd(this, fastLine, slowLine, signalLine)
|
|
228
|
-
Object.assign(this.indicators, result)
|
|
229
165
|
|
|
230
166
|
return this
|
|
231
167
|
|
|
232
168
|
}
|
|
233
|
-
bollingerBands(size, times, bollingerBandsStudies)
|
|
234
|
-
|
|
235
|
-
|
|
236
|
-
|
|
237
|
-
|
|
238
|
-
|
|
239
|
-
|
|
240
|
-
|
|
241
|
-
|
|
242
|
-
this.
|
|
243
|
-
|
|
244
|
-
|
|
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;
|
|
245
183
|
}
|
|
246
|
-
|
|
184
|
+
|
|
185
|
+
rsi(size)
|
|
247
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
|
+
}
|
|
248
191
|
|
|
249
192
|
this.inputParams.rsi ??= []
|
|
250
|
-
this.inputParams.rsi.push([
|
|
251
|
-
|
|
252
|
-
const result = rsi(this, period, movingAverage, movingAveragePeriod)
|
|
253
|
-
Object.assign(this.indicators, result)
|
|
193
|
+
this.inputParams.rsi.push([size])
|
|
254
194
|
|
|
255
195
|
return this
|
|
256
196
|
}
|
|
257
|
-
|
|
258
|
-
{
|
|
259
|
-
|
|
260
|
-
this.inputParams.orb ??= []
|
|
261
|
-
this.inputParams.orb.push([])
|
|
262
|
-
|
|
263
|
-
const result = orb(this)
|
|
264
|
-
Object.assign(this.indicators, result)
|
|
265
|
-
|
|
266
|
-
this.priceBased.push('orb_high', 'orb_low')
|
|
267
|
-
|
|
268
|
-
return this
|
|
269
|
-
}
|
|
270
|
-
donchianChannels(period, offset)
|
|
197
|
+
donchianChannels(size = 20, offset = 0)
|
|
271
198
|
{
|
|
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
|
+
}
|
|
272
206
|
|
|
273
207
|
this.inputParams.donchianChannels ??= []
|
|
274
|
-
this.inputParams.donchianChannels.push([
|
|
275
|
-
|
|
276
|
-
const result = donchianChannels(this, period, offset)
|
|
277
|
-
Object.assign(this.indicators, result)
|
|
278
|
-
|
|
208
|
+
this.inputParams.donchianChannels.push([size, offset])
|
|
279
209
|
this.priceBased.push('donchian_channel_upper', 'donchian_channel_lower', 'donchian_channel_basis')
|
|
280
210
|
|
|
281
211
|
return this
|
|
282
212
|
}
|
|
283
|
-
candlesStudies(
|
|
213
|
+
candlesStudies(size = 20, classify = true, classificationLevels)
|
|
284
214
|
{
|
|
285
215
|
|
|
286
|
-
|
|
287
|
-
|
|
216
|
+
if (typeof size !== 'number' || size <= 0) {
|
|
217
|
+
throw new Error('The "size" must be a positive number or 0 in candlesStudies.');
|
|
218
|
+
}
|
|
288
219
|
|
|
289
|
-
|
|
290
|
-
|
|
220
|
+
if (typeof classify !== 'boolean') {
|
|
221
|
+
throw new Error('The "classify" must be a true or false in candlesStudies.');
|
|
222
|
+
}
|
|
291
223
|
|
|
224
|
+
this.inputParams.candlesStudies ??= []
|
|
225
|
+
this.inputParams.candlesStudies.push([size, classify, classificationLevels])
|
|
292
226
|
return this
|
|
293
227
|
}
|
|
294
228
|
|
|
295
|
-
volumeOscillator(
|
|
229
|
+
volumeOscillator(fastSize, slowSize)
|
|
296
230
|
{
|
|
297
|
-
|
|
298
|
-
|
|
299
231
|
this.inputParams.volumeOscillator ??= []
|
|
300
|
-
this.inputParams.volumeOscillator.push([
|
|
301
|
-
|
|
302
|
-
const result = volumeOscillator(this, fastPeriod, slowPeriod)
|
|
303
|
-
Object.assign(this.indicators, result)
|
|
304
|
-
|
|
232
|
+
this.inputParams.volumeOscillator.push([fastSize, slowSize])
|
|
305
233
|
return this
|
|
306
234
|
}
|
|
307
235
|
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "ohlcv-indicators",
|
|
3
|
-
"version": "1.9.
|
|
3
|
+
"version": "1.9.4",
|
|
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",
|