ohlcv-indicators 1.9.5 → 1.9.7

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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},qt={midPriceOpenClose:!0,midPriceHighLow:!0,sessionIndex:!0,sessionIntradayIndex:!0,dayOfTheWeek:!0,dayOfTheMonth:!0,weekOfTheMonth:!0},Kt=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)}},$t=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(!qt.hasOwnProperty(s))throw new Error("Key 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Available options: ").concat(Object.keys(qt).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=Kt(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,I=[];if(a&&"object"===Ut(a))for(var R in a){var k=a[R];if(Array.isArray(k))for(var M=0;M<k.length;M++){var T=k[M];Array.isArray(T)&&I.push({key:R,fn:Vt[R],args:T})}}for(var x=w.open,C=w.high,D=w.low,L=w.close,z=w.volume,B=c?w.mid_price_open_close:null,H=f?w.mid_price_high_low:null,F={},N=0;N<e.otherKeys.length;N++){var U=e.otherKeys[N];F[U]=w[U]}for(var V=e.prevDateStr,q=e.sessionIndexCount,K=e.sessionIntradayIndexCount,$=e.cachedDayInfo,G=r;G<n;G++){var W=t[G];x[G]=W.open,C[G]=W.high,D[G]=W.low,L[G]=W.close,z[G]=W.volume,B&&(B[G]=(W.open+W.close)/2),H&&(H[G]=(W.high+W.low)/2);for(var J=0;J<e.otherKeys.length;J++){var Y=e.otherKeys[J];F[Y][G]=W[Y]}if(_){var Q=W.date.slice(0,10);Q!==V&&(V=Q,q++,K=0,$=Kt(Q)),p&&(w.day_of_the_week[G]=$.day_of_the_week),y&&(w.day_of_the_month[G]=$.day_of_the_month),d&&(w.week_of_the_month[G]=$.week_of_the_month),h&&(w.session_index[G]=q),v&&(w.session_intraday_index[G]=K),K++;for(var X=0;X<I.length;X++){var Z=I[X],tt=Z.fn,et=Z.args,rt=Z.key;"crossPairs"!==rt&&"lag"!==rt&&tt.apply(void 0,[e,G].concat(function(t){if(Array.isArray(t))return Nt(t)}(E=et)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(E)||function(t,e){if(t){if("string"==typeof t)return Nt(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$/.test(r)?Nt(t,e):void 0}}(E)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()))}Tt(e,G,a.lag),Ft(e,G,e.crossPairsList),e.lastComputedIndex++}}e.prevDateStr=V,e.sessionIndexCount=q,e.sessionIntradayIndexCount=K,e.cachedDayInfo=$},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.lastComputedIndex=0,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?qt: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(t){if(t){var e,r=t.date,n=this.len-1,i=null===(e=this.input[n])||void 0===e?void 0:e.date;0===this.lastComputedIndex&&this.compute(),i!==r?(this.len++,this.input.push(t),$t(this.input,this,this.len)):(this.input[n]=t,$t(this.input,this,n))}return this.len>this.lastComputedIndex&&!t&&$t(this.input,this,0),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;if("number"!=typeof t||t<=0)throw new Error('"size" must be a positive number in ema.');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;if("number"!=typeof t||t<=0)throw new Error('"size" must be a positive number in sma.');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(){var t,e,r=arguments.length>0&&void 0!==arguments[0]?arguments[0]:12,n=arguments.length>1&&void 0!==arguments[1]?arguments[1]:26,i=arguments.length>2&&void 0!==arguments[2]?arguments[2]:9;if("number"!=typeof r||r<=0)throw new Error('"fast" must be a positive number in macd.');if("number"!=typeof n||n<=r)throw new Error('"slow" must be a positive number greater than "fast" in macd.');if("number"!=typeof i||i<=0)throw new Error('"signal" must be a positive number in macd.');return null!==(e=(t=this.inputParams).macd)&&void 0!==e||(t.macd=[]),this.inputParams.macd.push([r,n,i]),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('"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('"size" must be a positive number or 0 in donchianChannels.');if("number"!=typeof n||n<=0)throw new Error('"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('"size" must be a positive number or 0 in candlesStudies.');if("boolean"!=typeof n)throw new Error('"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(){var t,e,r=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,n=arguments.length>1&&void 0!==arguments[1]?arguments[1]:10;if("number"!=typeof r||r<=0)throw new Error('fastSize" must be a positive number in volumeOscillator.');if("number"!=typeof n||n<=r)throw new Error('"slowSize" must be a positive number greater than the "fastSize" in volumeOscillator.');return null!==(e=(t=this.inputParams).volumeOscillator)&&void 0!==e||(t.volumeOscillator=[]),this.inputParams.volumeOscillator.push([r,n]),this}}],e&&ne(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -9,6 +9,8 @@ export default class OHLCV_INDICATORS {
         if(input.length === 0) throw Error('input ohlcv must not be empty: ' + ticker)
         if(!input[0].hasOwnProperty('close')) throw Error('input ohlcv array objects require at least close property: ' + ticker)
 
+        this.lastComputedIndex = 0
+
         this.input = input
         this.priceBased = ['open', 'high', 'low', 'close', 'mid_price_open_close', 'mid_price_high_low']
         this.len = input.length
@@ -46,7 +48,7 @@ export default class OHLCV_INDICATORS {
     getData() {
 
         this.compute()
-
+        
         const {verticalOhlcv} = this
         const keys = Object.keys(verticalOhlcv);
         const len = verticalOhlcv[keys[0]].length;
@@ -91,14 +93,36 @@ export default class OHLCV_INDICATORS {
     
     }
 
-    compute() {
-
-        parseOhlcvToVertical(this.input, this)
-
-        return this
+    compute(change) {
+        if (change) {
+            const { date: changeDate } = change;
+            const lastIndex = this.len - 1;
+            const inputDate = this.input[lastIndex]?.date;
+    
+            if (this.lastComputedIndex === 0) {
+                this.compute();
+            }
+    
+            if (inputDate !== changeDate) {
+                // Add new item
+                this.len++;
+                this.input.push(change);
+                parseOhlcvToVertical(this.input, this, this.len);
+            } else {
+                // Modify the last item
+                this.input[lastIndex] = change;
+                parseOhlcvToVertical(this.input, this, lastIndex);
+            }
+        }
+    
+        if (this.len > this.lastComputedIndex && !change) {
+            parseOhlcvToVertical(this.input, this, 0);
+        }
+    
+        return this;
     }
     
-
+    
 
     crossPairs(arr)
     {
@@ -138,6 +162,10 @@ export default class OHLCV_INDICATORS {
 
     ema(size) {
 
+        if (typeof size !== 'number' || size <= 0) {
+            throw new Error('"size" must be a positive number in ema.');
+        }
+
         this.inputParams.ema ??= []
         this.inputParams.ema.push([size])
         this.priceBased.push(`ema_${size}`)
@@ -146,16 +174,30 @@ export default class OHLCV_INDICATORS {
     }
     sma(size) {
 
+        if (typeof size !== 'number' || size <= 0) {
+            throw new Error('"size" must be a positive number in sma.');
+        }
+
         this.inputParams.sma ??= []
         this.inputParams.sma.push([size])
         this.priceBased.push(`sma_${size}`)
 
         return this 
     }
-    macd(fastLine, slowLine, signalLine) {
+    macd(fast = 12, slow = 26, signal = 9) {
+
+        if (typeof fast !== 'number' || fast <= 0) {
+            throw new Error('"fast" must be a positive number in macd.');
+        }
+        if (typeof slow !== 'number' || slow <= fast) {
+            throw new Error('"slow" must be a positive number greater than "fast" in macd.');
+        }
+        if (typeof signal !== 'number' || signal <= 0) {
+            throw new Error('"signal" must be a positive number in macd.');
+        }
 
         this.inputParams.macd ??= []
-        this.inputParams.macd.push([fastLine, slowLine, signalLine])
+        this.inputParams.macd.push([fast, slow, signal])
         
         return this
 
@@ -180,7 +222,7 @@ export default class OHLCV_INDICATORS {
     {
         // Validate size and times
         if (typeof size !== 'number' || size <= 0) {
-            throw new Error('Invalid parameter: "size" must be a positive number in rsi.');
+            throw new Error('"size" must be a positive number in rsi.');
         }
 
         this.inputParams.rsi ??= []
@@ -191,11 +233,11 @@ export default class OHLCV_INDICATORS {
     donchianChannels(size = 20, offset = 0)
     {
         if (typeof size !== 'number' || size <= 0) {
-            throw new Error('The "size" must be a positive number or 0 in donchianChannels.');
+            throw new Error('"size" must be a positive number or 0 in donchianChannels.');
         }
     
         if (typeof offset !== 'number' || offset <= 0) {
-            throw new Error('The "offset" must be a positive number or 0 in donchianChannels.');
+            throw new Error('"offset" must be a positive number or 0 in donchianChannels.');
         }
 
         this.inputParams.donchianChannels ??= []
@@ -208,11 +250,11 @@ export default class OHLCV_INDICATORS {
     {
 
         if (typeof size !== 'number' || size <= 0) {
-            throw new Error('The "size" must be a positive number or 0 in candlesStudies.');
+            throw new Error('"size" must be a positive number or 0 in candlesStudies.');
         }
 
         if (typeof classify !== 'boolean') {
-            throw new Error('The "classify" must be a true or false in candlesStudies.');
+            throw new Error('"classify" must be a true or false in candlesStudies.');
         }
 
         this.inputParams.candlesStudies ??= []
@@ -220,8 +262,19 @@ export default class OHLCV_INDICATORS {
         return this       
     }
 
-    volumeOscillator(fastSize, slowSize)
+    volumeOscillator(fastSize = 5, slowSize = 10)
     {
+
+
+        if (typeof fastSize !== 'number' || fastSize <= 0) {
+            throw new Error('fastSize" must be a positive number in volumeOscillator.');
+        }
+
+        if (typeof slowSize !== 'number' || slowSize <= fastSize) {
+            throw new Error('"slowSize" must be a positive number greater than the "fastSize" in volumeOscillator.');
+        }
+
+
         this.inputParams.volumeOscillator ??= []
         this.inputParams.volumeOscillator.push([fastSize, slowSize])
         return this           

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.9.5",
+  "version": "1.9.7",
   "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/moving-averages/macd.js

@@ -1,6 +1,6 @@
 import {FasterEMA, FasterMACD} from 'trading-signals';
 
-export const macd = (main, index, fastLine = 12, slowLine = 26, signalLine = 9) => {
+export const macd = (main, index, fast, slow, signal) => {
 
     const value = main.verticalOhlcv.close[index]
 
@@ -9,9 +9,9 @@ export const macd = (main, index, fastLine = 12, slowLine = 26, signalLine = 9)
         main.crossPairsList.push({fast: 'macd_diff', slow: 'macd_dea'});
 
         main.instances['macd'] = new FasterMACD(
-            new FasterEMA(fastLine),
-            new FasterEMA(slowLine),
-            new FasterEMA(signalLine)
+            new FasterEMA(fast),
+            new FasterEMA(slow),
+            new FasterEMA(signal)
         );
 
         Object.assign(main.verticalOhlcv, {

package/src/oscillators/volumeOscillator.js

@@ -1,6 +1,6 @@
 import { FasterEMA } from 'trading-signals';
 
-export const volumeOscillator = (main, index, fastSize = 5, slowSize = 10) => {
+export const volumeOscillator = (main, index, fast, slow) => {
 
     const value = main.verticalOhlcv.volume[index]
 
@@ -8,8 +8,8 @@ export const volumeOscillator = (main, index, fastSize = 5, slowSize = 10) => {
 
         Object.assign(main.instances, {
             volume_oscillator: {
-                fastEMA: new FasterEMA(fastSize),
-                slowEMA: new FasterEMA(slowSize)
+                fastEMA: new FasterEMA(fast),
+                slowEMA: new FasterEMA(slow)
             }
         })
 

package/src/studies/findCrosses.js

@@ -130,13 +130,10 @@ class CrossInstance {
 
 export const crossPairs = (main, index, arr) => {
 
-    const {len} = main
+    if(!arr) return
 
     for (const { fast, slow } of arr)
     {
-
-        
-
         if (!fast || !slow) continue
 
         let crossName = `${fast}_x_${slow}`
@@ -145,7 +142,7 @@ export const crossPairs = (main, index, arr) => {
         {
             if(typeof slow === 'number')
             {
-                main.verticalOhlcv[slow] = new Array(len).fill(slow)
+                main.verticalOhlcv[slow] = new Array(main.len).fill(slow)
             }
             
             if(fast !== 'price' && !main.verticalOhlcv.hasOwnProperty(fast)) throw Error(`fast "${fast} not found in crossPairs"`)
@@ -153,7 +150,7 @@ export const crossPairs = (main, index, arr) => {
 
 
             main.instances[crossName] = new CrossInstance()
-            main.verticalOhlcv[crossName] = new Array(len).fill(null)
+            main.verticalOhlcv[crossName] = new Array(main.len).fill(null)
         }
 
         let fastValue

package/src/studies/lag.js

@@ -1,5 +1,7 @@
 export const lag = (main, index, params) => {
 
+    if(!params) return true
+
     for(let p = 0; p < params.length; p++)
     {
         const [colKeys, lags] = params[p]

package/src/utilities/parsing-utilities.js

@@ -23,7 +23,7 @@ const indicatorFunctions = {
     lag,
 }
 
-const validateFirstDate = (arr) => arr[0].hasOwnProperty('date') && typeof arr[0].date === 'string' && /^\d{4}-\d{2}-\d{2}/.test(arr[0].date)
+const validateFirstDate = arr => arr[0].hasOwnProperty('date') && typeof arr[0].date === 'string' && /^\d{4}-\d{2}-\d{2}/.test(arr[0].date)
 
 export const defaultStudyOptions = {
     midPriceOpenClose: true,
@@ -53,6 +53,9 @@ const getDateInfo = (dateString) => {
 export const parseOhlcvToVertical = (input, main, startIndex = 0) => {
     const { len, studyOptions = {}, inputParams } = main
 
+
+
+
     if (studyOptions) {
         const studyOptionKeys = Object.keys(studyOptions)
         for (let i = 0; i < studyOptionKeys.length; i++) {
@@ -188,6 +191,9 @@ export const parseOhlcvToVertical = (input, main, startIndex = 0) => {
     let sessionIntradayIndexCount = main.sessionIntradayIndexCount
     let cachedDayInfo = main.cachedDayInfo
 
+
+
+
     // Compute indicators and fill data from startIndex to len
     for (let x = startIndex; x < len; x++) {
         const current = input[x]
@@ -199,8 +205,6 @@ export const parseOhlcvToVertical = (input, main, startIndex = 0) => {
         vo_close[x] = current.close
         vo_volume[x] = current.volume
 
-
-
         // Mid-price calculations
         if (vo_mid_oc) {
             vo_mid_oc[x] = (current.open + current.close) / 2
@@ -257,6 +261,7 @@ export const parseOhlcvToVertical = (input, main, startIndex = 0) => {
 
             lag(main, x, inputParams.lag)
             crossPairs(main, x, main.crossPairsList)
+            main.lastComputedIndex++
         }
     }