ohlcv-indicators 1.9.3 → 1.9.5

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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null!==u&&(t.verticalOhlcv.macd_diff[e]=u),null!==s&&(t.verticalOhlcv.macd_dea[e]=s),null!==f&&(t.verticalOhlcv.macd_histogram[e]=f),!0},relativeVolume:function(t,e){var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:10,n=t.verticalOhlcv.volume[e];t.instances.hasOwnProperty("relative_volume_".concat(r))||(t.instances["relative_volume_".concat(r)]=new $(r),t.verticalOhlcv["relative_volume_".concat(r)]=new Array(t.len).fill(null),t.verticalOhlcv["relative_volume_sma_".concat(r)]=new Array(t.len).fill(null));var i,o=t.instances["relative_volume_".concat(r)];o.update(n);try{i=o.getResult()}catch(t){i=null}return t.verticalOhlcv["relative_volume_sma_".concat(r)][e]=i,null!==i&&"number"==typeof t.verticalOhlcv["relative_volume_sma_".concat(r)][e-1]?t.verticalOhlcv["relative_volume_".concat(r)][e]=n/t.verticalOhlcv["relative_volume_sma_".concat(r)][e-1]:t.verticalOhlcv["relative_volume_".concat(r)][e]=null,!0},donchianChannels:function(t,e,r,n){var i=t.verticalOhlcv,o=i.high,a=i.low;if(e-n<r-1)return!0;t.instances.hasOwnProperty("donchian_channels")||(t.instances.donchian_channels={},i.donchian_channel_upper=new Array(t.len).fill(null),i.donchian_channel_basis=new Array(t.len).fill(null),i.donchian_channel_lower=new Array(t.len).fill(null));var l=e-n+1,c=l-r;if(c<0||l>t.len)return!0;var u=o.slice(c,l),s=a.slice(c,l),f=Math.max.apply(Math,Mt(u)),h=Math.min.apply(Math,Mt(s)),v=(f+h)/2,p=e;return p>=0&&p<t.len&&(i.donchian_channel_upper[p]=f,i.donchian_channel_basis[p]=v,i.donchian_channel_lower[p]=h),!0},bollingerBands:function(t,e,r,n){var i=arguments.length>4&&void 0!==arguments[4]&&arguments[4],o=t.verticalOhlcv.close[e];t.instances.hasOwnProperty("bollinger_bands")||(t.instances.bollinger_bands={instance:new lt(r,n),heightInstance:i?new $(r):null},t.verticalOhlcv.bollinger_bands_upper=new Array(t.len).fill(null),t.verticalOhlcv.bollinger_bands_middle=new Array(t.len).fill(null),t.verticalOhlcv.bollinger_bands_lower=new 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 dt(r),slowEMA:new dt(n)},t.verticalOhlcv.volume_oscillator=new Array(t.len).fill(null),t.autoCrossPairsList.push({fast:"volume_oscillator",slow:0}));var o=t.instances.volume_oscillator,a=o.fastEMA,l=o.slowEMA;a.update(i),l.update(i);var c=null,u=null;try{c=a.getResult()}catch(t){c=null}try{u=l.getResult()}catch(t){u=null}return t.verticalOhlcv.volume_oscillator[e]="number"==typeof c&&"number"==typeof u&&0!==u?100*(c-u)/u:null,!0},candlesStudies:function(t,e,r){for(var n=!(arguments.length>3&&void 0!==arguments[3])||arguments[3],i=arguments.length>4&&void 0!==arguments[4]?arguments[4]:{},o=i.changeLevel,a=void 0===o?7:o,l=i.sizeLevel,c=void 0===l?5:l,u=0,s=["candle_gap_size","candle_body_size","candle_top_size","candle_bottom_size","candle_shadow_size","candle_close_direction","candle_high_direction","candle_low_direction","candle_open_direction"];u<s.length;u++){var f=s[u];t.verticalOhlcv.hasOwnProperty(f)||(t.verticalOhlcv[f]=new Array(t.len).fill(null))}if(n){t.instances.hasOwnProperty("candleStudies")||(t.instances.candleStudies={});for(var h=0,v=["topInstance","bottomInstance","gapInstance","bodySizeInstance","shadowSizeInstance","closeDirectionInstance","highDirectionInstance","lowDirectionInstance","openDirectionInstance"];h<v.length;h++){var p=v[h];t.instances.candleStudies.hasOwnProperty(p)||(t.instances.candleStudies[p]=new $(r))}}var y=t.verticalOhlcv.open[e-1],d=t.verticalOhlcv.high[e-1],b=t.verticalOhlcv.low[e-1],m=t.verticalOhlcv.close[e-1];if([y,d,b,m].some((function(t){return void 0===t})))return!0;var g=t.verticalOhlcv.open[e],w=t.verticalOhlcv.high[e],_=t.verticalOhlcv.low[e],O=t.verticalOhlcv.close[e],P=O>g,S=Math.abs(O-g),j=Math.abs(w-_),A=w-Math.max(g,O),E=Math.min(g,O)-_,R=Math.abs(m-g),k=Math.abs(O-m),I=Math.abs(w-d),M=Math.abs(_-b),T=Math.abs(g-y),C=null,D=null,x=null,B=null,L=null,z=null,F=null,N=null,V=null;if(n){var 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)||$t(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() 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Kt="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},Kt(t)}function Yt(t){return function(t){if(Array.isArray(t))return Qt(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||function(t,e){if(t){if("string"==typeof t)return Qt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.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. 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L=t.instances.candleStudies,B=L.topInstance,z=L.bottomInstance,F=L.gapInstance,N=L.bodySizeInstance,U=L.shadowSizeInstance,V=L.closeDirectionInstance,q=L.highDirectionInstance,K=L.lowDirectionInstance,$=L.openDirectionInstance;B.update(Math.abs(w)),z.update(Math.abs(_)),U.update(Math.abs(g)),F.update(O),N.update(m),V.update(S),q.update(P),K.update(j),$.update(A);try{R=B.getResult(),I=z.getResult(),E=F.getResult(),k=N.getResult(),M=U.getResult(),T=V.getResult(),x=q.getResult(),D=K.getResult(),C=$.getResult()}catch(t){}t.verticalOhlcv.candle_body_size[e]=b?kt(m,k,2,a):-Math.abs(kt(m,k,2,a))||0,t.verticalOhlcv.candle_gap_size[e]=b?kt(O,E,2,a):-Math.abs(kt(O,E,2,a))||0,t.verticalOhlcv.candle_close_direction[e]=b?kt(S,T,2,a):-Math.abs(kt(S,T,2,a))||0,t.verticalOhlcv.candle_high_direction[e]=b?kt(P,x,2,a):-Math.abs(kt(P,x,2,a))||0,t.verticalOhlcv.candle_low_direction[e]=b?kt(j,D,2,a):-Math.abs(kt(j,D,2,a))||0,t.verticalOhlcv.candle_open_direction[e]=b?kt(A,C,2,a):-Math.abs(kt(A,C,2,a))||0,t.verticalOhlcv.candle_top_size[e]=kt(w,R,.5,u),t.verticalOhlcv.candle_bottom_size[e]=kt(_,I,.5,u),t.verticalOhlcv.candle_shadow_size[e]=kt(g,M,.5,u)}else t.verticalOhlcv.candle_body_size[e]=b?m:-m,t.verticalOhlcv.candle_gap_size[e]=b?O:-O,t.verticalOhlcv.candle_close_direction[e]=b?S:-S,t.verticalOhlcv.candle_high_direction[e]=b?P:-P,t.verticalOhlcv.candle_low_direction[e]=b?j:-j,t.verticalOhlcv.candle_open_direction[e]=b?A:-A,t.verticalOhlcv.candle_top_size[e]=w,t.verticalOhlcv.candle_bottom_size[e]=_,t.verticalOhlcv.candle_shadow_size[e]=g;return!0},lag:Tt},Kt={midPriceOpenClose:!0,midPriceHighLow:!0,sessionIndex:!0,sessionIntradayIndex:!0,dayOfTheWeek:!0,dayOfTheMonth:!0,weekOfTheMonth:!0},$t=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)}},Gt=function(t,e){for(var r=t.length,n=new H(e),i=new Array(r),o=0,a=0,l=0,u=0;u<r;u++)if(n.update(t[u]),n.isStable){var s=n.getResult();i[u]=s,o+=s,a+=s*s,l++}else i[u]=null;var c=o/l,f=a/l-c*c,h=Math.sqrt(f);return i.map((function(t){return null!==t?(t-c)/h:null}))},Wt=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=Gt(t,r),i=Gt(e,r),o=t.length,a=[],l=0,u=0,s=0,c=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,u+=b,s+=d*b,c+=d*d,f+=b*b,++h<2)a.push(0);else{var m=h*s-l*u,g=Math.sqrt((h*c-l*l)*(h*f-u*u)),w=0===g?0:m/g;a.push(w)}else l=u=s=c=f=h=0,a.push(0)}return a};function Jt(t){return function(t){if(Array.isArray(t))return Xt(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||Qt(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 Yt(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=[],u=!0,s=!1;try{if(o=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;u=!1}else for(;!(u=(n=o.call(r)).done)&&(l.push(n.value),l.length!==e);u=!0);}catch(t){s=!0,i=t}finally{try{if(!u&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(s)throw i}}return l}}(t,e)||Qt(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 Qt(t,e){if(t){if("string"==typeof t)return Xt(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$/.test(r)?Xt(t,e):void 0}}function Xt(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}var Zt=function(t){for(var e=t.input,r=t.inputParams,n=new(0,t.OHLCV_INDICATORS)({input:e,studyOptions:t.studyOptions}),i=0,o=Object.entries(r);i<o.length;i++){var a=Yt(o[i],2),l=a[0],u=a[1];if(!["crossPairs","lag"].includes(l)&&Array.isArray(u))for(var s=0;s<u.length;s++){var c=u[s];Array.isArray(c)&&(c.length>0?n[l].apply(n,Jt(c)):n[l]())}}for(var f=0,h=Object.entries(r);f<h.length;f++){var v=Yt(h[f],2),p=v[0],y=v[1];if(["crossPairs","lag"].includes(p)&&Array.isArray(y))for(var d=0;d<y.length;d++){var b=y[d];Array.isArray(b)&&(b.length>0?n[p].apply(n,Jt(b)):n[p]())}}return n};function te(t){return te="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},te(t)}function ee(t){return function(t){if(Array.isArray(t))return re(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||function(t,e){if(t){if("string"==typeof t)return re(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?re(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 re(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 ne(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,ie(n.key),n)}}function ie(t){var e=function(t,e){if("object"!=te(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=te(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==te(e)?e:e+""}var oe=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.studyOptions=null===a?Kt:a,this.instances={},this.crossPairsList=[],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:Wt},this.setIndicatorsFromInputParams=Zt,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,u=0;u<n;u++){var s=e[u],c=t[s][o];if(null==c){l=!0;break}a[s]=c}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=arguments.length>2&&void 0!==arguments[2]?arguments[2]:0,n=e.len,i=e.studyOptions,o=void 0===i?{}:i,a=e.inputParams;if(o)for(var l=Object.keys(o),u=0;u<l.length;u++){var s=l[u];if(!Kt.hasOwnProperty(s))throw new Error("Key ".concat(s," not found in defaultStudyOptions. Available options: ").concat(Object.keys(Kt).join(", ")))}var c=o.midPriceOpenClose,f=o.midPriceHighLow,h=o.sessionIndex,v=o.sessionIntradayIndex,p=o.dayOfTheWeek,y=o.dayOfTheMonth,d=o.weekOfTheMonth,b=["open","high","low","close","volume"];c&&b.push("mid_price_open_close"),f&&b.push("mid_price_high_low");var m,g=new Set(b),w=e.verticalOhlcv,_=!1;if(0===r){for(var O=0;O<b.length;O++)w[b[O]]=new Array(n);for(var S=Object.keys(t[0]),P=[],j=0;j<S.length;j++){var A=S[j];g.has(A)||(w[A]=new Array(n),P.push(A))}e.otherKeys=P,(_=(m=t)[0].hasOwnProperty("date")&&"string"==typeof m[0].date&&/^\d{4}-\d{2}-\d{2}/.test(m[0].date))?(h&&(w.session_index=new Array(n)),v&&(w.session_intraday_index=new Array(n)),p&&(w.day_of_the_week=new Array(n)),y&&(w.day_of_the_month=new Array(n)),d&&(w.week_of_the_month=new Array(n)),e.prevDateStr=t[0].date.slice(0,10),e.sessionIndexCount=0,e.sessionIntradayIndexCount=0,e.cachedDayInfo=$t(e.prevDateStr)):(e.prevDateStr=null,e.sessionIndexCount=null,e.sessionIntradayIndexCount=null,e.cachedDayInfo=null)}else{if(!e.otherKeys)throw new Error("otherKeys not found in main. Ensure you run with startIndex=0 first to initialize.");if(!e.hasOwnProperty("prevDateStr"))throw new Error("prevDateStr missing in main. Make sure to store state after initial run.");_=null!==e.prevDateStr}var E=[];if(a&&"object"===Vt(a))for(var I in a){var R=a[I];if(Array.isArray(R))for(var k=0;k<R.length;k++){var M=R[k];Array.isArray(M)&&E.push({key:I,fn:qt[I],args:M})}}for(var T=w.open,x=w.high,D=w.low,C=w.close,L=w.volume,B=c?w.mid_price_open_close:null,z=f?w.mid_price_high_low:null,H={},F=0;F<e.otherKeys.length;F++){var N=e.otherKeys[F];H[N]=w[N]}for(var U=e.prevDateStr,V=e.sessionIndexCount,q=e.sessionIntradayIndexCount,K=e.cachedDayInfo,$=r;$<n;$++){var G=t[$];T[$]=G.open,x[$]=G.high,D[$]=G.low,C[$]=G.close,L[$]=G.volume,B&&(B[$]=(G.open+G.close)/2),z&&(z[$]=(G.high+G.low)/2);for(var W=0;W<e.otherKeys.length;W++){var J=e.otherKeys[W];H[J][$]=G[J]}if(_){var Y=G.date.slice(0,10);Y!==U&&(U=Y,V++,q=0,K=$t(Y)),p&&(w.day_of_the_week[$]=K.day_of_the_week),y&&(w.day_of_the_month[$]=K.day_of_the_month),d&&(w.week_of_the_month[$]=K.week_of_the_month),h&&(w.session_index[$]=V),v&&(w.session_intraday_index[$]=q),q++;for(var Q=0;Q<E.length;Q++){var X=E[Q],Z=X.fn,tt=X.args,et=X.key;"crossPairs"!==et&&"lag"!==et&&Z.apply(void 0,[e,$].concat(Nt(tt)))}Tt(e,$,a.lag),Ft(e,$,e.crossPairsList)}}e.prevDateStr=U,e.sessionIndexCount=V,e.sessionIntradayIndexCount=q,e.cachedDayInfo=K}(this.input,this),this}},{key:"crossPairs",value:function(t){var e,r;return this.crossPairsList=[].concat(ee(this.crossPairsList),ee(t)),null!==(r=(e=this.inputParams).crossPairs)&&void 0!==r||(e.crossPairs=[]),this.inputParams.crossPairs.push([this.crossPairsList]),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 in bollingerBands.');if("number"!=typeof n||n<=0)throw new Error('Invalid parameter: "times" must be a positive number in bollingerBands.');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;if("number"!=typeof t||t<=0)throw new Error('Invalid parameter: "size" must be a positive number in rsi.');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]:0;if("number"!=typeof r||r<=0)throw new Error('The "size" must be a positive number or 0 in donchianChannels.');if("number"!=typeof n||n<=0)throw new Error('The "offset" must be a positive number or 0 in donchianChannels.');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(){var t,e,r=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,n=!(arguments.length>1&&void 0!==arguments[1])||arguments[1],i=arguments.length>2?arguments[2]:void 0;if("number"!=typeof r||r<=0)throw new Error('The "size" must be a positive number or 0 in candlesStudies.');if("boolean"!=typeof n)throw new Error('The "classify" must be a true or false in candlesStudies.');return null!==(e=(t=this.inputParams).candlesStudies)&&void 0!==e||(t.candlesStudies=[]),this.inputParams.candlesStudies.push([r,n,i]),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&&ne(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -1,4 +1,3 @@
-import {crossPairs} from './src/studies/findCrosses.js'
 import { parseOhlcvToVertical, defaultStudyOptions } from './src/utilities/parsing-utilities.js'
 import { correlation } from './src/studies/correlation.js'
 import { setIndicatorsFromInputParams } from './src/utilities/setIndicatorsFromInputParams.js'
@@ -15,7 +14,7 @@ export default class OHLCV_INDICATORS {
         this.len = input.length
         this.studyOptions = (studyOptions === null) ? defaultStudyOptions : studyOptions
         this.instances = {}
-        this.autoCrossPairsList = []
+        this.crossPairsList = []
         this.verticalOhlcv = {}
 
         this.inputParams = {
@@ -100,22 +99,17 @@ export default class OHLCV_INDICATORS {
     }
     
 
+
     crossPairs(arr)
     {
-
-        this.compute()
-
-        const crossList = [...this.autoCrossPairsList, ...arr]
+        this.crossPairsList = [...this.crossPairsList, ...arr]
         this.inputParams.crossPairs ??= []
-        this.inputParams.crossPairs.push([crossList])
-
-        const {x, c} = crossPairs(this, crossList)
-        Object.assign(this.verticalOhlcv, x)
-        Object.assign(this.studies, c)
-
+        this.inputParams.crossPairs.push([this.crossPairsList])
+        
         return this
     }
 
+
     lag(colKeys = ['close'], lags = 1) {
 
         this.inputParams.lag ??= []

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.9.3",
+  "version": "1.9.5",
   "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",
@@ -8,7 +8,8 @@
     "test": "node test/test.js",
     "study": "node test/study.js",
     "count": "node test/countUps.js",
-    "build": "npx webpack"
+    "build": "npx webpack",
+    "cross": "node src/studies/findCrosses2.js"
   },
   "author": "https://jaimelias.com/",
   "license": "ISC",

package/src/moving-averages/bollingerBands.js

@@ -5,18 +5,26 @@ export const bollingerBands = (main, index, size, times, bollingerBandsStudies =
 
     const value = main.verticalOhlcv.close[index]
 
-    if (!main.instances.hasOwnProperty(`bollinger_bands`)) {
-        main.instances[`bollinger_bands`] = {
+    if (index === 0) {
+
+        Object.assign(main.instances, {bollinger_bands: {
             instance: new FasterBollingerBands(size, times),
             heightInstance: bollingerBandsStudies ? new FasterSMA(size) : null
-        };
-        main.verticalOhlcv[`bollinger_bands_upper`] = new Array(main.len).fill(null);
-        main.verticalOhlcv[`bollinger_bands_middle`] = new Array(main.len).fill(null);
-        main.verticalOhlcv[`bollinger_bands_lower`] = new Array(main.len).fill(null);
+        }})
+
+
+        Object.assign(main.verticalOhlcv, {
+            bollinger_bands_upper: new Array(main.len).fill(null),
+            bollinger_bands_middle: new Array(main.len).fill(null),
+            bollinger_bands_lower: new Array(main.len).fill(null)
+        })
 
         if (bollingerBandsStudies) {
-            main.verticalOhlcv[`bollinger_bands_range`] = new Array(main.len).fill(null);
-            main.verticalOhlcv[`bollinger_bands_height`] = new Array(main.len).fill(null);
+
+            Object.assign(main.verticalOhlcv, {
+                bollinger_bands_range: new Array(main.len).fill(null),
+                bollinger_bands_height: new Array(main.len).fill(null),
+            })
         }
     }
 
@@ -27,13 +35,15 @@ export const bollingerBands = (main, index, size, times, bollingerBandsStudies =
     try {
         result = instance.getResult();
     } catch (err) {
-        result = { upper: null, middle: null, lower: null };
+       //do nothing
     }
 
+    if(!result) return true
+
     const { upper, middle, lower } = result;
-    main.verticalOhlcv[`bollinger_bands_upper`][index] = upper;
-    main.verticalOhlcv[`bollinger_bands_middle`][index] = middle;
-    main.verticalOhlcv[`bollinger_bands_lower`][index] = lower;
+    main.verticalOhlcv.bollinger_bands_upper[index] = upper;
+    main.verticalOhlcv.bollinger_bands_middle[index] = middle;
+    main.verticalOhlcv.bollinger_bands_lower[index] = lower;
 
     if (!bollingerBandsStudies) return true;
 
@@ -41,21 +51,23 @@ export const bollingerBands = (main, index, size, times, bollingerBandsStudies =
     let height = null;
     let heightMean;
 
-    if (upper !== null && lower !== null) {
-        range = (value - lower) / (upper - lower);
-        height = upper - lower;
+    range = (value - lower) / (upper - lower);
+    height = upper - lower;
 
-        heightInstance.update(height);
+    heightInstance.update(height);
 
-        try {
-            heightMean = heightInstance.getResult();
-        } catch (err) {
-            heightMean = null;
-        }
+    try {
+        heightMean = heightInstance.getResult();
+    } catch (err) {
+        //do nothing
     }
 
-    main.verticalOhlcv[`bollinger_bands_range`][index] = range;
-    main.verticalOhlcv[`bollinger_bands_height`][index] = classifySize(height, heightMean, 1.5);
+    main.verticalOhlcv.bollinger_bands_range[index] = range;
 
+    if(heightMean)
+    {
+        main.verticalOhlcv.bollinger_bands_height[index] = classifySize(height, heightMean, 1.5);
+    }
+    
     return true;
 };

package/src/moving-averages/donchianChannel.js

@@ -1,19 +1,20 @@
 const avg = (h, l) => (h + l) / 2;
 
 export const donchianChannels = (main, index, size, offset) => {
-    const { verticalOhlcv } = main;
-    const highs = verticalOhlcv.high;
-    const lows = verticalOhlcv.low;
 
-    // If we don't have enough data to fill one size ending at (index - offset), return
-    if ((index - offset) < (size - 1)) return true;
+    const highs = main.verticalOhlcv.high;
+    const lows = main.verticalOhlcv.low;
 
     // Ensure that the required arrays exist
-    if (!main.instances.hasOwnProperty('donchian_channels')) {
+    if (index === 0) {
+        
         main.instances['donchian_channels'] = {};
-        verticalOhlcv['donchian_channel_upper'] = new Array(main.len).fill(null);
-        verticalOhlcv['donchian_channel_basis'] = new Array(main.len).fill(null);
-        verticalOhlcv['donchian_channel_lower'] = new Array(main.len).fill(null);
+
+        Object.assign(main.verticalOhlcv, {
+            donchian_channel_upper: new Array(main.len).fill(null),
+            donchian_channel_basis: new Array(main.len).fill(null),
+            donchian_channel_lower: new Array(main.len).fill(null),
+        })
     }
 
 
@@ -37,9 +38,9 @@ export const donchianChannels = (main, index, size, offset) => {
     const placementIndex = index;
 
     if (placementIndex >= 0 && placementIndex < main.len) {
-        verticalOhlcv['donchian_channel_upper'][placementIndex] = upper;
-        verticalOhlcv['donchian_channel_basis'][placementIndex] = basis;
-        verticalOhlcv['donchian_channel_lower'][placementIndex] = lower;
+        main.verticalOhlcv['donchian_channel_upper'][placementIndex] = upper;
+        main.verticalOhlcv['donchian_channel_basis'][placementIndex] = basis;
+        main.verticalOhlcv['donchian_channel_lower'][placementIndex] = lower;
     }
 
     return true;

package/src/moving-averages/ema.js

@@ -5,7 +5,7 @@ export const ema = (main, index, size) => {
 
   const value = main.verticalOhlcv.close[index]
 
-  if(!main.instances.hasOwnProperty(`ema_${size}`))
+  if(index === 0)
   {
       main.instances[`ema_${size}`] = new FasterEMA(size)
       main.verticalOhlcv[`ema_${size}`] = new Array(main.len).fill(null)

package/src/moving-averages/macd.js

@@ -4,9 +4,9 @@ export const macd = (main, index, fastLine = 12, slowLine = 26, signalLine = 9)
 
     const value = main.verticalOhlcv.close[index]
 
-    if (!main.instances.hasOwnProperty('macd')) {
+    if (index === 0) {
 
-        main.autoCrossPairsList.push({fast: 'macd_diff', slow: 'macd_dea'});
+        main.crossPairsList.push({fast: 'macd_diff', slow: 'macd_dea'});
 
         main.instances['macd'] = new FasterMACD(
             new FasterEMA(fastLine),
@@ -14,33 +14,29 @@ export const macd = (main, index, fastLine = 12, slowLine = 26, signalLine = 9)
             new FasterEMA(signalLine)
         );
 
-        main.verticalOhlcv['macd_diff'] = new Array(main.len).fill(null);
-        main.verticalOhlcv['macd_dea'] = new Array(main.len).fill(null);
-        main.verticalOhlcv['macd_histogram'] = new Array(main.len).fill(null);
+        Object.assign(main.verticalOhlcv, {
+            macd_diff: new Array(main.len).fill(null),
+            macd_dea: new Array(main.len).fill(null),
+            macd_histogram: new Array(main.len).fill(null),
+        })
     }
 
     const macdInstance = main.instances[`macd`];
     macdInstance.update(value);
 
     let macdResult;
+    
     try {
         macdResult = macdInstance.getResult();
     } catch (err) {
-        macdResult = { macd: null, signal: null, histogram: null };
+        //do nothing
     }
 
-    const { macd, signal, histogram } = macdResult;
 
-    if (macd !== null) {
-        main.verticalOhlcv['macd_diff'][index] = macd;
-    }
-
-    if (signal !== null) {
-        main.verticalOhlcv['macd_dea'][index] = signal;
-    }
-
-    if (histogram !== null) {
-        main.verticalOhlcv['macd_histogram'][index] = histogram;
+    if (macdResult) {
+        main.verticalOhlcv['macd_diff'][index] = macdResult.macd;
+        main.verticalOhlcv['macd_dea'][index] = macdResult.signal;
+        main.verticalOhlcv['macd_histogram'][index] = macdResult.histogram;
     }
 
     return true;

package/src/moving-averages/relativeVolume.js

@@ -4,10 +4,13 @@ export const relativeVolume = (main, index, size = 10) => {
 
     const value = main.verticalOhlcv.volume[index]
 
-    if (!main.instances.hasOwnProperty(`relative_volume_${size}`)) {
+    if (index === 0) {
         main.instances[`relative_volume_${size}`] = new FasterSMA(size);
-        main.verticalOhlcv[`relative_volume_${size}`] = new Array(main.len).fill(null);
-        main.verticalOhlcv[`relative_volume_sma_${size}`] = new Array(main.len).fill(null);
+
+        Object.assign(main.verticalOhlcv, {
+            [`relative_volume_${size}`]: new Array(main.len).fill(null),
+            [`relative_volume_sma_${size}`]: new Array(main.len).fill(null)
+        })
     }
 
     const smaInstance = main.instances[`relative_volume_${size}`]
@@ -17,7 +20,7 @@ export const relativeVolume = (main, index, size = 10) => {
     try {
         smaValue = smaInstance.getResult()
     } catch (err) {
-        smaValue = null;
+        //do nothing
     }
 
     main.verticalOhlcv[`relative_volume_sma_${size}`][index] = smaValue;

package/src/moving-averages/sma.js

@@ -5,7 +5,7 @@ export const sma = (main, index, size) => {
 
   const value = main.verticalOhlcv.close[index]
 
-  if(!main.instances.hasOwnProperty(`sma_${size}`))
+  if(index === 0)
   {
       main.instances[`sma_${size}`] = new FasterSMA(size)
       main.verticalOhlcv[`sma_${size}`] = new Array(main.len).fill(null)
@@ -18,7 +18,7 @@ export const sma = (main, index, size) => {
     currSma = main.instances[`sma_${size}`].getResult()
   } catch(err)
   {
-    currSma = null
+    //do nothing
   }
 
   if(currSma)