npm - ohlcv-indicators - Versions diffs - 2.0.2 → 2.0.5 - Mend

ohlcv-indicators 2.0.2 → 2.0.5

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.

Files changed (7) hide show

package/dist/ohlcv-indicators.min.js +1 -1
package/index.js +4 -2
package/package.json +1 -1
package/src/moving-averages/bollingerBands.js +2 -5
package/src/moving-averages/donchianChannel.js +63 -15
package/src/moving-averages/ema.js +1 -1
package/src/moving-averages/sma.js +1 -1

package/dist/ohlcv-indicators.min.js CHANGED Viewed

	@@ -1 +1 @@
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a&&(t.verticalOhlcv.macd_diff[e]=a.macd,t.verticalOhlcv.macd_dea[e]=a.signal,t.verticalOhlcv.macd_histogram[e]=a.histogram),!0},relativeVolume:function(t,e){var r,n=arguments.length>2&&void 0!==arguments[2]?arguments[2]:10,o=t.verticalOhlcv.volume[e];0===e&&(t.instances["relative_volume_".concat(n)]={instance:new F(n),prevRelativeVolumeSma:null},Object.assign(t.verticalOhlcv,function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=Lt(t)\|\|!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Lt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Lt(e)?e:e+""}(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}({},"relative_volume_".concat(n),function(t){if(Array.isArray(t))return zt(t)}(r=t.nullArray)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(r)\|\|function(t,e){if(t){if("string"==typeof t)return zt(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$/.test(r)?zt(t,e):void 0}}(r)\|\|function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}())));var i,a=t.instances["relative_volume_".concat(n)].instance;a.update(o,t.lastIndexReplace);try{i=a.getResult()}catch(t){}var l=t.instances["relative_volume_".concat(n)].prevRelativeVolumeSma;return t.verticalOhlcv["relative_volume_".concat(n)][e]=null!==i&&null!==l?o/l:null,t.instances["relative_volume_".concat(n)].prevRelativeVolumeSma=i,!0},donchianChannels:function(t,e,r,n){var o=t.verticalOhlcv.high,i=t.verticalOhlcv.low;0===e&&Object.assign(t.verticalOhlcv,{donchian_channel_upper:Bt(t.nullArray),donchian_channel_basis:Bt(t.nullArray),donchian_channel_lower:Bt(t.nullArray)});var a=e-n+1,l=a-r;if(l<0\|\|a>t.len)return!0;var u=o.slice(l,a),c=i.slice(l,a),s=Math.max.apply(Math,Bt(u)),f=Math.min.apply(Math,Bt(c)),h=(s+f)/2,v=e;return v>=0&&v<t.len&&(t.verticalOhlcv.donchian_channel_upper[v]=s,t.verticalOhlcv.donchian_channel_basis[v]=h,t.verticalOhlcv.donchian_channel_lower[v]=f),!0},bollingerBands:function(t,e,r,n,o){var i=o.height,a=o.range,l=o.target,u="close"===l?"":"_".concat(l);if(0===e){if(!t.verticalOhlcv.hasOwnProperty(l))throw new Error('bollingerBands could not find target "'.concat(l,'"'));Object.assign(t.instances,Gt({},"bollinger_bands".concat(u),{instance:new ot(r,n),heightInstance:i?new F(r):null})),Object.assign(t.verticalOhlcv,qt(qt(Gt(Gt(Gt({},"bollinger_bands_upper".concat(u),$t(t.nullArray)),"bollinger_bands_middle".concat(u),$t(t.nullArray)),"bollinger_bands_lower".concat(u),$t(t.nullArray)),i&&Gt({},"bollinger_bands_height".concat(u),$t(t.nullArray))),a&&Gt({},"bollinger_bands_range".concat(u),$t(t.nullArray))))}var c,s=t.instances["bollinger_bands".concat(u)],f=s.instance,h=s.heightInstance,v=t.verticalOhlcv[l][e];f.update(v,t.lastIndexReplace);try{c=f.getResult()}catch(t){}if(!c)return!0;var p,y,d,b=c,m=b.upper,g=b.middle,w=b.lower;if(t.verticalOhlcv["bollinger_bands_upper".concat(u)][e]=m,t.verticalOhlcv["bollinger_bands_middle".concat(u)][e]=g,t.verticalOhlcv["bollinger_bands_lower".concat(u)][e]=w,!i&&!a)return!0;p=(v-w)/(m-w),y=m-w,h.update(y,t.lastIndexReplace);try{d=h.getResult()}catch(t){}return t.verticalOhlcv["bollinger_bands_range".concat(u)][e]=p,d&&(t.verticalOhlcv["bollinger_bands_height".concat(u)][e]=Ht(y,d,1.5)),!0},volumeOscillator:function(t,e,r,n){var o,i=t.verticalOhlcv.volume[e];0===e&&(Object.assign(t.instances,{volume_oscillator:{fastEMA:new vt(r),slowEMA:new vt(n)}}),t.verticalOhlcv.volume_oscillator=function(t){if(Array.isArray(t))return Kt(t)}(o=t.nullArray)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(o)\|\|function(t,e){if(t){if("string"==typeof t)return Kt(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)?Kt(t,e):void 0}}(o)\|\|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.")}(),t.crossPairsList.push({fast:"volume_oscillator",slow:0,isDefault:!0}));var a=t.instances.volume_oscillator,l=a.fastEMA,u=a.slowEMA;l.update(i,t.lastIndexReplace),u.update(i,t.lastIndexReplace);var c=null,s=null;try{c=l.getResult()}catch(t){c=null}try{s=u.getResult()}catch(t){s=null}return t.verticalOhlcv.volume_oscillator[e]="number"==typeof c&&"number"==typeof s&&0!==s?100(c-s)/s:null,!0},candleStudies:function(t,e,r){var n=!(arguments.length>3&&void 0!==arguments[3])\|\|arguments[3],o=arguments.length>4&&void 0!==arguments[4]?arguments[4]:{},i=o.changeLevel,a=void 0===i?7:i,l=o.sizeLevel,u=void 0===l?5:l;0===e&&Object.assign(t.verticalOhlcv,{candle_gap_size:Yt(t.nullArray),candle_body_size:Yt(t.nullArray),candle_top_size:Yt(t.nullArray),candle_bottom_size:Yt(t.nullArray),candle_shadow_size:Yt(t.nullArray),candle_close_direction:Yt(t.nullArray),candle_high_direction:Yt(t.nullArray),candle_low_direction:Yt(t.nullArray),candle_open_direction:Yt(t.nullArray)}),n&&0===e&&Object.assign(t.instances,{candleStudies:{topInstance:new F(r),bottomInstance:new F(r),gapInstance:new F(r),bodySizeInstance:new F(r),shadowSizeInstance:new F(r),closeDirectionInstance:new F(r),highDirectionInstance:new F(r),lowDirectionInstance:new F(r),openDirectionInstance:new F(r)}});var c=t.verticalOhlcv.open[e-1],s=t.verticalOhlcv.high[e-1],f=t.verticalOhlcv.low[e-1],h=t.verticalOhlcv.close[e-1];if(0===e)return!0;var v=t.verticalOhlcv.open[e],p=t.verticalOhlcv.high[e],y=t.verticalOhlcv.low[e],d=t.verticalOhlcv.close[e],b=d>v,m=Math.abs(d-v),g=Math.abs(p-y),w=p-Math.max(v,d),O=Math.min(v,d)-y,_=Math.abs(h-v),S=Math.abs(d-h),j=Math.abs(p-s),A=Math.abs(y-f),P=Math.abs(v-c),E=null,I=null,R=null,k=null,T=null,M=null,x=null,C=null,D=null;if(n){var L=t.instances.candleStudies,z=L.topInstance,B=L.bottomInstance,V=L.gapInstance,H=L.bodySizeInstance,U=L.shadowSizeInstance,$=L.closeDirectionInstance,N=L.highDirectionInstance,q=L.lowDirectionInstance,G=L.openDirectionInstance;z.update(Math.abs(w),t.lastIndexReplace),B.update(Math.abs(O),t.lastIndexReplace),U.update(Math.abs(g),t.lastIndexReplace),V.update(_,t.lastIndexReplace),H.update(m,t.lastIndexReplace),$.update(S,t.lastIndexReplace),N.update(j,t.lastIndexReplace),q.update(A,t.lastIndexReplace),G.update(P,t.lastIndexReplace);try{R=z.getResult(),I=B.getResult(),E=V.getResult(),k=H.getResult(),T=U.getResult(),M=$.getResult(),x=N.getResult(),C=q.getResult(),D=G.getResult()}catch(t){}t.verticalOhlcv.candle_body_size[e]=b?Ht(m,k,2,a):-Math.abs(Ht(m,k,2,a))\|\|0,t.verticalOhlcv.candle_gap_size[e]=b?Ht(_,E,2,a):-Math.abs(Ht(_,E,2,a))\|\|0,t.verticalOhlcv.candle_close_direction[e]=b?Ht(S,M,2,a):-Math.abs(Ht(S,M,2,a))\|\|0,t.verticalOhlcv.candle_high_direction[e]=b?Ht(j,x,2,a):-Math.abs(Ht(j,x,2,a))\|\|0,t.verticalOhlcv.candle_low_direction[e]=b?Ht(A,C,2,a):-Math.abs(Ht(A,C,2,a))\|\|0,t.verticalOhlcv.candle_open_direction[e]=b?Ht(P,D,2,a):-Math.abs(Ht(P,D,2,a))\|\|0,t.verticalOhlcv.candle_top_size[e]=Ht(w,R,.5,u),t.verticalOhlcv.candle_bottom_size[e]=Ht(O,I,.5,u),t.verticalOhlcv.candle_shadow_size[e]=Ht(g,T,.5,u)}else t.verticalOhlcv.candle_body_size[e]=b?m:-m,t.verticalOhlcv.candle_gap_size[e]=b?_:-_,t.verticalOhlcv.candle_close_direction[e]=b?S:-S,t.verticalOhlcv.candle_high_direction[e]=b?j:-j,t.verticalOhlcv.candle_low_direction[e]=b?A:-A,t.verticalOhlcv.candle_open_direction[e]=b?P:-P,t.verticalOhlcv.candle_top_size[e]=w,t.verticalOhlcv.candle_bottom_size[e]=O,t.verticalOhlcv.candle_shadow_size[e]=g;return!0}},ge=function(t,e){var n=arguments.length>2&&void 0!==arguments[2]?arguments[2]:0,o=e.len,i=e.inputParams;if(e.nullArray=new Array(o).fill(null),0===n){!function(t){var e,n=t.inputParams,o=t.len,i=r(n);try{for(i.s();!(e=i.n()).done;){var a,l=r(e.value.params);try{for(l.s();!(a=l.n()).done;){var u=a.value;if("number"==typeof u&&u>o)throw console.log(u,o),new Error("At least one of the params of the indicator is greater than the input OHLCV length. Make sure to have enough datapoints in the input OHLCV.")}}catch(t){l.e(t)}finally{l.f()}}}catch(t){i.e(t)}finally{i.f()}}(e);for(var a=["open","high","low","close","volume"],l=new Set(a),u=0;u<a.length;u++)e.verticalOhlcv[a[u]]=de(e.nullArray);for(var c=Object.keys(t[0]),s=[],f=0;f<c.length;f++){var h=c[f];l.has(h)\|\|(e.verticalOhlcv[h]=de(e.nullArray),s.push(h))}e.otherKeys=s}else if(!e.otherKeys)throw new Error("otherKeys not found in main. Ensure you run with startIndex=0 first to initialize.");for(var v=we(i),p=n;p<o;p++){var y=t[p];e.verticalOhlcv.open[p]=y.open,e.verticalOhlcv.high[p]=y.high,e.verticalOhlcv.low[p]=y.low,e.verticalOhlcv.close[p]=y.close,e.verticalOhlcv.volume[p]=y.volume;for(var d=0;d<e.otherKeys.length;d++){var b=e.otherKeys[d];e.verticalOhlcv[b][p]=y[b]}for(var m=0;m<v.length;m++){var g=v[m],w=g.fn,O=g.args,_=g.key;"crossPairs"!==_&&"lag"!==_&&w.apply(void 0,[e,p].concat(de(O)))}ee(e,p),se(e,p),e.lastComputedIndex++}},we=function(t){if(!t\|\|"object"!==ye(t))return[];for(var e=[],r=0;r<t.length;r++){var n=t[r],o=n.key,i=n.params;e.push({key:o,fn:me[o],args:i})}return e},Oe=function(t,e){for(var r=t.length,n=new F(e),o=new Array(r),i=0,a=0,l=0,u=0;u<r;u++)if(n.update(t[u]),n.isStable){var c=n.getResult();o[u]=c,i+=c,a+=cc,l++}else o[u]=null;var s=i/l,f=a/l-ss,h=Math.sqrt(f);return o.map((function(t){return null!==t?(t-s)/h:null}))},_e=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=Oe(t,r),o=Oe(e,r),i=t.length,a=[],l=0,u=0,c=0,s=0,f=0,h=0,v=-1,p=0;p<i;p++){if(null!==n[p]&&null!==o[p]){v=p;break}a.push(0)}if(-1===v)return new Array(i).fill(0);for(var y=v;y<i;y++){var d=n[y],b=o[y];if(null!==d&&null!==b)if(l+=d,u+=b,c+=db,s+=dd,f+=bb,++h<2)a.push(0);else{var m=hc-lu,g=Math.sqrt((hs-ll)(hf-u*u)),w=0===g?0:m/g;a.push(w)}else l=u=c=s=f=h=0,a.push(0)}return a};function Se(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 je=function(t){for(var e=t.input,r=t.inputParams,n=new(0,t.OHLCV_INDICATORS)({input:e}),o=0;o<r.length;o++){var i=r[o],a=i.key,l=i.params;Array.isArray(l)&&(l.length>0?(Array.isArray(l)&&"crossPairs"===a&&Array.isArray(l[0])&&(l[0]=l[0].filter((function(t){return!t.isDefault}))),n[a].apply(n,function(t){if(Array.isArray(t))return Se(t)}(u=l)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(u)\|\|function(t,e){if(t){if("string"==typeof t)return Se(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$/.test(r)?Se(t,e):void 0}}(u)\|\|function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}())):n[a]())}var u;return n};function Ae(t){return function(t){if(Array.isArray(t))return Pe(t)}(t)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(t)\|\|function(t,e){if(t){if("string"==typeof t)return Pe(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r\|\|"Set"===r?Array.from(t):"Arguments"===r\|\|/^(?:Ui\|I)nt(?:8\|16\|32)(?:Clamped)?Array$/.test(r)?Pe(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 Pe(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 Ee(t){return Ee="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},Ee(t)}function Ie(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,Re(n.key),n)}}function Re(t){var e=function(t,e){if("object"!=Ee(t)\|\|!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Ee(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Ee(e)?e:e+""}var ke=function(){return t=function t(e){var r=e.input,n=e.ticker,o=void 0===n?null:n;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: "+o);if(0===r.length)throw Error("input OHLCV must not be empty: "+o);if(!r[0].hasOwnProperty("close"))throw Error("input OHLCV array objects require at least close property: "+o);return this.lastComputedIndex=0,this.input=r,this.priceBased=["open","high","low","close"],this.len=r.length,this.lastIndexReplace=!1,this.instances={},this.crossPairsList=[],this.verticalOhlcv={},this.inputParams=[],this.studies={},this.utilities={correlation:_e},this.setIndicatorsFromInputParams=je,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,o=[],i=0;i<r;i++){for(var a={},l=!1,u=0;u<n;u++){var c=e[u],s=t[c][i];if(null==s){l=!0;break}a[c]=s}l\|\|o.push(a)}return o}},{key:"getLastValues",value:function(){return this.getData()[this.getData().length-1]}},{key:"compute",value:function(t){if(this.isValidDate=this.input[0].hasOwnProperty("date")&&o(this.input[0].date),this.len>this.lastComputedIndex&&!t&&ge(this.input,this,0),t&&"object"===Ee(t)){var e;if(!["open","high","low","close","volume","date"].every((function(e){return Object.keys(t).includes(e)})))throw Error('Invalid OHLCV object sent in "compute". Correct usage: .compute({open: 108.25, high: 108.410004, low: 108.25, close: 99999999, volume: 875903, date: "2024-12-16 15:45:00" \|\| "2024-12-16"})');if(!this.isValidDate)throw Error('All the OHLCV rows require a valid date property to access the compute change method. Correct date format: "2024-12-16 15:45:00" or "2024-12-16"');if(!o(t.date))throw Error('The date in the new OHLCV row is invalid. Correct date format: "2024-12-16 15:45:00" or "2024-12-16"');var 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),ge(this.input,this,this.len)):(this.input[n]=t,ge(this.input,this,n))}return this}},{key:"crossPairs",value:function(t){return i(this),this.crossPairsList=[].concat(Ae(this.crossPairsList),Ae(t)),this.inputParams.push({key:"crossPairs",params:[this.crossPairsList]}),this}},{key:"lag",value:function(){var t=this,e=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;i(this),this.inputParams.push({key:"lag",params:[e,r]});for(var n=function(){var r=e[o];t.priceBased.find((function(t){return r.startsWith(t)}))&&t.priceBased.push(r)},o=0;o<e.length;o++)n();return this}},{key:"relativeVolume",value:function(t){return i(this),this.inputParams.push({key:"relativeVolume",params:[t]}),this}},{key:"ema",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};if(i(this),!e\|\|"object"!==Ee(e))throw new Error('"options" must be an object in ema. eg: {target, height, range}');var r=e.target,n=void 0===r?"close":r;if("number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in ema.');return this.inputParams.push({key:"ema",params:[t,n]}),this.priceBased.push("ema_".concat(t)),this}},{key:"sma",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};if(i(this),!e\|\|"object"!==Ee(e))throw new Error('"options" must be an object in sma. eg: {target, height, range}');var r=e.target,n=void 0===r?"close":r;if("number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in sma.');return this.inputParams.push({key:"sma",params:[t,n]}),this.priceBased.push("sma_".concat(t)),this}},{key:"macd",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:12,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:26,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:9;if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"fast" must be a positive number in macd.');if("number"!=typeof e\|\|e<=t)throw new Error('"slow" must be a positive number greater than "fast" in macd.');if("number"!=typeof r\|\|r<=0)throw new Error('"signal" must be a positive number in macd.');return this.inputParams.push({key:"macd",params:[t,e,r]}),this}},{key:"bollingerBands",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:2,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{};if(i(this),!r\|\|"object"!==Ee(r))throw new Error('"options" must be an object in bollingerBands. eg: {target, height, range}');var n=r.target,o=void 0===n?"close":n,a=r.height,l=void 0!==a&&a,u=r.range,c=void 0!==u&&u;if("number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in bollingerBands.');if("number"!=typeof e\|\|e<=0)throw new Error('"stdDev" must be a positive number in bollingerBands.');return this.inputParams.push({key:"bollingerBands",params:[t,e,{target:o,height:l,range:c}]}),this.priceBased.push("bollinger_bands_middle","bollinger_bands_upper","bollinger_bands_lower"),this}},{key:"rsi",value:function(t){if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in rsi.');return this.inputParams.push({key:"rsi",params:[t]}),this}},{key:"donchianChannels",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:0;if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number or 0 in donchianChannels.');if("number"!=typeof e\|\|e<=0)throw new Error('"offset" must be a positive number or 0 in donchianChannels.');return this.inputParams.push({key:"donchianChannels",params:[t,e]}),this.priceBased.push("donchian_channel_upper","donchian_channel_lower","donchian_channel_basis"),this}},{key:"candleStudies",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=!(arguments.length>1&&void 0!==arguments[1])\|\|arguments[1],r=arguments.length>2?arguments[2]:void 0;if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number or 0 in candleStudies.');if("boolean"!=typeof e)throw new Error('"classify" must be a true or false in candleStudies.');return this.inputParams.push({key:"candleStudies",params:[t,e,r]}),this}},{key:"volumeOscillator",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:10;if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('fastSize" must be a positive number in volumeOscillator.');if("number"!=typeof e\|\|e<=t)throw new Error('"slowSize" must be a 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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$/.test(r)?Mt(t,e):void 0}}(i)\|\|function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()),t.instances[c].update(a,t.lastIndexReplace);try{o=t.instances[c].getResult()}catch(t){o=null}o&&(t.verticalOhlcv[c][e]=o)},macd:function(t,e,r,n,o){var i=t.verticalOhlcv.close[e];0===e&&(t.crossPairsList.push({fast:"macd_diff",slow:"macd_dea",isDefault:!0}),t.instances.macd=new mt(new vt(r),new vt(n),new vt(o)),Object.assign(t.verticalOhlcv,{macd_diff:Ct(t.nullArray),macd_dea:Ct(t.nullArray),macd_histogram:Ct(t.nullArray)}));var a,l=t.instances.macd;l.update(i,t.lastIndexReplace);try{a=l.getResult()}catch(t){}return a&&(t.verticalOhlcv.macd_diff[e]=a.macd,t.verticalOhlcv.macd_dea[e]=a.signal,t.verticalOhlcv.macd_histogram[e]=a.histogram),!0},relativeVolume:function(t,e){var r,n=arguments.length>2&&void 0!==arguments[2]?arguments[2]:10,o=t.verticalOhlcv.volume[e];0===e&&(t.instances["relative_volume_".concat(n)]={instance:new F(n),prevRelativeVolumeSma:null},Object.assign(t.verticalOhlcv,function(t,e,r){return(e=function(t){var e=function(t,e){if("object"!=Lt(t)\|\|!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Lt(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Lt(e)?e:e+""}(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}({},"relative_volume_".concat(n),function(t){if(Array.isArray(t))return zt(t)}(r=t.nullArray)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(r)\|\|function(t,e){if(t){if("string"==typeof t)return zt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r\|\|"Set"===r?Array.from(t):"Arguments"===r\|\|/^(?:Ui\|I)nt(?:8\|16\|32)(?:Clamped)?Array$/.test(r)?zt(t,e):void 0}}(r)\|\|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.")}())));var i,a=t.instances["relative_volume_".concat(n)].instance;a.update(o,t.lastIndexReplace);try{i=a.getResult()}catch(t){}var l=t.instances["relative_volume_".concat(n)].prevRelativeVolumeSma;return t.verticalOhlcv["relative_volume_".concat(n)][e]=null!==i&&null!==l?o/l:null,t.instances["relative_volume_".concat(n)].prevRelativeVolumeSma=i,!0},donchianChannels:function(t,e,r,n,o){var i=t.verticalOhlcv.high,a=t.verticalOhlcv.low,l=o.height,c=o.range;0===e&&(Object.assign(t.verticalOhlcv,Ft(Ft({donchian_channel_upper:Ht(t.nullArray),donchian_channel_basis:Ht(t.nullArray),donchian_channel_lower:Ht(t.nullArray)},l&&Nt({},"donchian_channel_height",Ht(t.nullArray))),c&&Nt({},"donchian_channel_range",Ht(t.nullArray)))),Object.assign(t.instances,Nt({},"donchian_channel",{heightInstance:l?new F("number"==typeof l&&l>0?l:r):null})));var u=t.instances.donchian_channel.heightInstance,s=e-n+1,f=s-r;if(f<0\|\|s>t.len)return!0;var h=i.slice(f,s),v=a.slice(f,s),p=Math.max.apply(Math,Ht(h)),y=Math.min.apply(Math,Ht(v)),b=(p+y)/2,d=(t.verticalOhlcv.close[e]-y)/(p-y),m=p-y;l&&u.update(m,t.lastIndexReplace);var g=e;if(g>=0&&g<t.len&&(t.verticalOhlcv.donchian_channel_upper[g]=p,t.verticalOhlcv.donchian_channel_basis[g]=b,t.verticalOhlcv.donchian_channel_lower[g]=y,c&&(t.verticalOhlcv.donchian_channel_range[g]=d),l)){var w;try{w=u.getResult()}catch(t){}w&&(t.verticalOhlcv.donchian_channel_height[g]=Bt(m,w,1.5))}return!0},bollingerBands:function(t,e,r,n,o){var i=o.height,a=o.range,l=o.target,c="close"===l?"":"_".concat(l);if(0===e){if(!t.verticalOhlcv.hasOwnProperty(l))throw new Error('bollingerBands could not find target "'.concat(l,'"'));Object.assign(t.instances,Wt({},"bollinger_bands".concat(c),{instance:new ot(r,n),heightInstance:i?new F(r):null})),Object.assign(t.verticalOhlcv,Jt(Jt(Wt(Wt(Wt({},"bollinger_bands_upper".concat(c),Gt(t.nullArray)),"bollinger_bands_middle".concat(c),Gt(t.nullArray)),"bollinger_bands_lower".concat(c),Gt(t.nullArray)),i&&Wt({},"bollinger_bands_height".concat(c),Gt(t.nullArray))),a&&Wt({},"bollinger_bands_range".concat(c),Gt(t.nullArray))))}var u,s=t.instances["bollinger_bands".concat(c)],f=s.instance,h=s.heightInstance,v=t.verticalOhlcv[l][e];f.update(v,t.lastIndexReplace);try{u=f.getResult()}catch(t){}if(!u)return!0;var p,y=u,b=y.upper,d=y.middle,m=y.lower;if(t.verticalOhlcv["bollinger_bands_upper".concat(c)][e]=b,t.verticalOhlcv["bollinger_bands_middle".concat(c)][e]=d,t.verticalOhlcv["bollinger_bands_lower".concat(c)][e]=m,!i&&!a)return!0;var g=(v-m)/(b-m),w=b-m;h.update(w,t.lastIndexReplace);try{p=h.getResult()}catch(t){}return t.verticalOhlcv["bollinger_bands_range".concat(c)][e]=g,p&&(t.verticalOhlcv["bollinger_bands_height".concat(c)][e]=Bt(w,p,1.5)),!0},volumeOscillator:function(t,e,r,n){var o,i=t.verticalOhlcv.volume[e];0===e&&(Object.assign(t.instances,{volume_oscillator:{fastEMA:new vt(r),slowEMA:new vt(n)}}),t.verticalOhlcv.volume_oscillator=function(t){if(Array.isArray(t))return Qt(t)}(o=t.nullArray)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(o)\|\|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}}(o)\|\|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.")}(),t.crossPairsList.push({fast:"volume_oscillator",slow:0,isDefault:!0}));var a=t.instances.volume_oscillator,l=a.fastEMA,c=a.slowEMA;l.update(i,t.lastIndexReplace),c.update(i,t.lastIndexReplace);var u=null,s=null;try{u=l.getResult()}catch(t){u=null}try{s=c.getResult()}catch(t){s=null}return t.verticalOhlcv.volume_oscillator[e]="number"==typeof u&&"number"==typeof s&&0!==s?100(u-s)/s:null,!0},candleStudies:function(t,e,r){var n=!(arguments.length>3&&void 0!==arguments[3])\|\|arguments[3],o=arguments.length>4&&void 0!==arguments[4]?arguments[4]:{},i=o.changeLevel,a=void 0===i?7:i,l=o.sizeLevel,c=void 0===l?5:l;0===e&&Object.assign(t.verticalOhlcv,{candle_gap_size:Xt(t.nullArray),candle_body_size:Xt(t.nullArray),candle_top_size:Xt(t.nullArray),candle_bottom_size:Xt(t.nullArray),candle_shadow_size:Xt(t.nullArray),candle_close_direction:Xt(t.nullArray),candle_high_direction:Xt(t.nullArray),candle_low_direction:Xt(t.nullArray),candle_open_direction:Xt(t.nullArray)}),n&&0===e&&Object.assign(t.instances,{candleStudies:{topInstance:new F(r),bottomInstance:new F(r),gapInstance:new F(r),bodySizeInstance:new F(r),shadowSizeInstance:new F(r),closeDirectionInstance:new F(r),highDirectionInstance:new F(r),lowDirectionInstance:new F(r),openDirectionInstance:new F(r)}});var u=t.verticalOhlcv.open[e-1],s=t.verticalOhlcv.high[e-1],f=t.verticalOhlcv.low[e-1],h=t.verticalOhlcv.close[e-1];if(0===e)return!0;var v=t.verticalOhlcv.open[e],p=t.verticalOhlcv.high[e],y=t.verticalOhlcv.low[e],b=t.verticalOhlcv.close[e],d=b>v,m=Math.abs(b-v),g=Math.abs(p-y),w=p-Math.max(v,b),O=Math.min(v,b)-y,_=Math.abs(h-v),S=Math.abs(b-h),j=Math.abs(p-s),A=Math.abs(y-f),P=Math.abs(v-u),E=null,I=null,R=null,k=null,T=null,x=null,M=null,C=null,D=null;if(n){var L=t.instances.candleStudies,z=L.topInstance,B=L.bottomInstance,V=L.gapInstance,H=L.bodySizeInstance,U=L.shadowSizeInstance,$=L.closeDirectionInstance,N=L.highDirectionInstance,q=L.lowDirectionInstance,G=L.openDirectionInstance;z.update(Math.abs(w),t.lastIndexReplace),B.update(Math.abs(O),t.lastIndexReplace),U.update(Math.abs(g),t.lastIndexReplace),V.update(_,t.lastIndexReplace),H.update(m,t.lastIndexReplace),$.update(S,t.lastIndexReplace),N.update(j,t.lastIndexReplace),q.update(A,t.lastIndexReplace),G.update(P,t.lastIndexReplace);try{R=z.getResult(),I=B.getResult(),E=V.getResult(),k=H.getResult(),T=U.getResult(),x=$.getResult(),M=N.getResult(),C=q.getResult(),D=G.getResult()}catch(t){}t.verticalOhlcv.candle_body_size[e]=d?Bt(m,k,2,a):-Math.abs(Bt(m,k,2,a))\|\|0,t.verticalOhlcv.candle_gap_size[e]=d?Bt(_,E,2,a):-Math.abs(Bt(_,E,2,a))\|\|0,t.verticalOhlcv.candle_close_direction[e]=d?Bt(S,x,2,a):-Math.abs(Bt(S,x,2,a))\|\|0,t.verticalOhlcv.candle_high_direction[e]=d?Bt(j,M,2,a):-Math.abs(Bt(j,M,2,a))\|\|0,t.verticalOhlcv.candle_low_direction[e]=d?Bt(A,C,2,a):-Math.abs(Bt(A,C,2,a))\|\|0,t.verticalOhlcv.candle_open_direction[e]=d?Bt(P,D,2,a):-Math.abs(Bt(P,D,2,a))\|\|0,t.verticalOhlcv.candle_top_size[e]=Bt(w,R,.5,c),t.verticalOhlcv.candle_bottom_size[e]=Bt(O,I,.5,c),t.verticalOhlcv.candle_shadow_size[e]=Bt(g,T,.5,c)}else t.verticalOhlcv.candle_body_size[e]=d?m:-m,t.verticalOhlcv.candle_gap_size[e]=d?_:-_,t.verticalOhlcv.candle_close_direction[e]=d?S:-S,t.verticalOhlcv.candle_high_direction[e]=d?j:-j,t.verticalOhlcv.candle_low_direction[e]=d?A:-A,t.verticalOhlcv.candle_open_direction[e]=d?P:-P,t.verticalOhlcv.candle_top_size[e]=w,t.verticalOhlcv.candle_bottom_size[e]=O,t.verticalOhlcv.candle_shadow_size[e]=g;return!0}},Se=function(t,e){var n=arguments.length>2&&void 0!==arguments[2]?arguments[2]:0,o=e.len,i=e.inputParams;if(e.nullArray=new Array(o).fill(null),0===n){!function(t){var e,n=t.inputParams,o=t.len,i=r(n);try{for(i.s();!(e=i.n()).done;){var a,l=r(e.value.params);try{for(l.s();!(a=l.n()).done;){var c=a.value;if("number"==typeof c&&c>o)throw console.log(c,o),new Error("At least one of the params of the indicator is greater than the input OHLCV length. Make sure to have enough datapoints in the input OHLCV.")}}catch(t){l.e(t)}finally{l.f()}}}catch(t){i.e(t)}finally{i.f()}}(e);for(var a=["open","high","low","close","volume"],l=new Set(a),c=0;c<a.length;c++)e.verticalOhlcv[a[c]]=we(e.nullArray);for(var u=Object.keys(t[0]),s=[],f=0;f<u.length;f++){var h=u[f];l.has(h)\|\|(e.verticalOhlcv[h]=we(e.nullArray),s.push(h))}e.otherKeys=s}else if(!e.otherKeys)throw new Error("otherKeys not found in main. Ensure you run with startIndex=0 first to initialize.");for(var v=je(i),p=n;p<o;p++){var y=t[p];e.verticalOhlcv.open[p]=y.open,e.verticalOhlcv.high[p]=y.high,e.verticalOhlcv.low[p]=y.low,e.verticalOhlcv.close[p]=y.close,e.verticalOhlcv.volume[p]=y.volume;for(var b=0;b<e.otherKeys.length;b++){var d=e.otherKeys[b];e.verticalOhlcv[d][p]=y[d]}for(var m=0;m<v.length;m++){var g=v[m],w=g.fn,O=g.args,_=g.key;"crossPairs"!==_&&"lag"!==_&&w.apply(void 0,[e,p].concat(we(O)))}ie(e,p),pe(e,p),e.lastComputedIndex++}},je=function(t){if(!t\|\|"object"!==ge(t))return[];for(var e=[],r=0;r<t.length;r++){var n=t[r],o=n.key,i=n.params;e.push({key:o,fn:_e[o],args:i})}return e},Ae=function(t,e){for(var r=t.length,n=new F(e),o=new Array(r),i=0,a=0,l=0,c=0;c<r;c++)if(n.update(t[c]),n.isStable){var u=n.getResult();o[c]=u,i+=u,a+=uu,l++}else o[c]=null;var s=i/l,f=a/l-ss,h=Math.sqrt(f);return o.map((function(t){return null!==t?(t-s)/h:null}))},Pe=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=Ae(t,r),o=Ae(e,r),i=t.length,a=[],l=0,c=0,u=0,s=0,f=0,h=0,v=-1,p=0;p<i;p++){if(null!==n[p]&&null!==o[p]){v=p;break}a.push(0)}if(-1===v)return new Array(i).fill(0);for(var y=v;y<i;y++){var b=n[y],d=o[y];if(null!==b&&null!==d)if(l+=b,c+=d,u+=bd,s+=bb,f+=dd,++h<2)a.push(0);else{var m=hu-lc,g=Math.sqrt((hs-ll)(hf-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 Ee(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 Ie=function(t){for(var e=t.input,r=t.inputParams,n=new(0,t.OHLCV_INDICATORS)({input:e}),o=0;o<r.length;o++){var i=r[o],a=i.key,l=i.params;Array.isArray(l)&&(l.length>0?(Array.isArray(l)&&"crossPairs"===a&&Array.isArray(l[0])&&(l[0]=l[0].filter((function(t){return!t.isDefault}))),n[a].apply(n,function(t){if(Array.isArray(t))return Ee(t)}(c=l)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(c)\|\|function(t,e){if(t){if("string"==typeof t)return Ee(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$/.test(r)?Ee(t,e):void 0}}(c)\|\|function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}())):n[a]())}var c;return n};function Re(t){return function(t){if(Array.isArray(t))return ke(t)}(t)\|\|function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]\|\|null!=t["@@iterator"])return Array.from(t)}(t)\|\|function(t,e){if(t){if("string"==typeof t)return ke(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r\|\|"Set"===r?Array.from(t):"Arguments"===r\|\|/^(?:Ui\|I)nt(?:8\|16\|32)(?:Clamped)?Array$/.test(r)?ke(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 ke(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 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 xe(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,Me(n.key),n)}}function Me(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 Ce=function(){return t=function t(e){var r=e.input,n=e.ticker,o=void 0===n?null:n;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: "+o);if(0===r.length)throw Error("input OHLCV must not be empty: "+o);if(!r[0].hasOwnProperty("close"))throw Error("input OHLCV array objects require at least close property: "+o);return this.lastComputedIndex=0,this.input=r,this.priceBased=["open","high","low","close"],this.len=r.length,this.lastIndexReplace=!1,this.instances={},this.crossPairsList=[],this.verticalOhlcv={},this.inputParams=[],this.studies={},this.utilities={correlation:Pe},this.setIndicatorsFromInputParams=Ie,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,o=[],i=0;i<r;i++){for(var a={},l=!1,c=0;c<n;c++){var u=e[c],s=t[u][i];if(null==s){l=!0;break}a[u]=s}l\|\|o.push(a)}return o}},{key:"getLastValues",value:function(){return this.getData()[this.getData().length-1]}},{key:"compute",value:function(t){if(this.isValidDate=this.input[0].hasOwnProperty("date")&&o(this.input[0].date),this.len>this.lastComputedIndex&&!t&&Se(this.input,this,0),t&&"object"===Te(t)){var e;if(!["open","high","low","close","volume","date"].every((function(e){return Object.keys(t).includes(e)})))throw Error('Invalid OHLCV object sent in "compute". Correct usage: .compute({open: 108.25, high: 108.410004, low: 108.25, close: 99999999, volume: 875903, date: "2024-12-16 15:45:00" \|\| "2024-12-16"})');if(!this.isValidDate)throw Error('All the OHLCV rows require a valid date property to access the compute change method. Correct date format: "2024-12-16 15:45:00" or "2024-12-16"');if(!o(t.date))throw Error('The date in the new OHLCV row is invalid. Correct date format: "2024-12-16 15:45:00" or "2024-12-16"');var 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),Se(this.input,this,this.len)):(this.input[n]=t,Se(this.input,this,n))}return this}},{key:"crossPairs",value:function(t){return i(this),this.crossPairsList=[].concat(Re(this.crossPairsList),Re(t)),this.inputParams.push({key:"crossPairs",params:[this.crossPairsList]}),this}},{key:"lag",value:function(){var t=this,e=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1;i(this),this.inputParams.push({key:"lag",params:[e,r]});for(var n=function(){var r=e[o];t.priceBased.find((function(t){return r.startsWith(t)}))&&t.priceBased.push(r)},o=0;o<e.length;o++)n();return this}},{key:"relativeVolume",value:function(t){return i(this),this.inputParams.push({key:"relativeVolume",params:[t]}),this}},{key:"ema",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};if(i(this),!e\|\|"object"!==Te(e))throw new Error('"options" must be an object in ema. eg: {target, height, range}');var r=e.target,n=void 0===r?"close":r;if("number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in ema.');return this.inputParams.push({key:"ema",params:[t,n]}),this.priceBased.push("ema_".concat(t)),this}},{key:"sma",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};if(i(this),!e\|\|"object"!==Te(e))throw new Error('"options" must be an object in sma. eg: {target, height, range}');var r=e.target,n=void 0===r?"close":r;if("number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in sma.');return this.inputParams.push({key:"sma",params:[t,n]}),this.priceBased.push("sma_".concat(t)),this}},{key:"macd",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:12,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:26,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:9;if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"fast" must be a positive number in macd.');if("number"!=typeof e\|\|e<=t)throw new Error('"slow" must be a positive number greater than "fast" in macd.');if("number"!=typeof r\|\|r<=0)throw new Error('"signal" must be a positive number in macd.');return this.inputParams.push({key:"macd",params:[t,e,r]}),this}},{key:"bollingerBands",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:2,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{};if(i(this),!r\|\|"object"!==Te(r))throw new Error('"options" must be an object in bollingerBands. eg: {target, height, range}');var n=r.target,o=void 0===n?"close":n,a=r.height,l=void 0!==a&&a,c=r.range,u=void 0!==c&&c;if("number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in bollingerBands.');if("number"!=typeof e\|\|e<=0)throw new Error('"stdDev" must be a positive number in bollingerBands.');return this.inputParams.push({key:"bollingerBands",params:[t,e,{target:o,height:l,range:u}]}),this.priceBased.push("bollinger_bands_middle","bollinger_bands_upper","bollinger_bands_lower"),this}},{key:"rsi",value:function(t){if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number in rsi.');return this.inputParams.push({key:"rsi",params:[t]}),this}},{key:"donchianChannels",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:0,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{};if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number or 0 in donchianChannels.');if("number"!=typeof e\|\|e<=0)throw new Error('"offset" must be a positive number or 0 in donchianChannels.');var n=r.height,o=void 0!==n&&n,a=r.range,l=void 0!==a&&a;return this.inputParams.push({key:"donchianChannels",params:[t,e,{height:o,range:l}]}),this.priceBased.push("donchian_channel_upper","donchian_channel_lower","donchian_channel_basis"),this}},{key:"candleStudies",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=!(arguments.length>1&&void 0!==arguments[1])\|\|arguments[1],r=arguments.length>2?arguments[2]:void 0;if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('"size" must be a positive number or 0 in candleStudies.');if("boolean"!=typeof e)throw new Error('"classify" must be a true or false in candleStudies.');return this.inputParams.push({key:"candleStudies",params:[t,e,r]}),this}},{key:"volumeOscillator",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:10;if(i(this),"number"!=typeof t\|\|t<=0)throw new Error('fastSize" must be a positive number in volumeOscillator.');if("number"!=typeof e\|\|e<=t)throw new Error('"slowSize" must be a positive number greater than the "fastSize" in volumeOscillator.');return this.inputParams.push({key:"volumeOscillator",params:[t,e]}),this}},{key:"dateTime",value:function(){return i(this),this.inputParams.push({key:"dateTime",params:[]}),this}},{key:"priceVariations",value:function(){return i(this),this.inputParams.push({key:"priceVariations",params:[]}),this}}],e&&xe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js CHANGED Viewed

@@ -280,7 +280,7 @@ export default class OHLCV_INDICATORS {
         return this
     }
-    donchianChannels(size = 20, offset = 0)
+    donchianChannels(size = 20, offset = 0, options = {})
     {
         isAlreadyComputed(this)
@@ -292,7 +292,9 @@ export default class OHLCV_INDICATORS {
             throw new Error('"offset" must be a positive number or 0 in donchianChannels.');
         }
-        this.inputParams.push({key: 'donchianChannels', params: [size, offset]})
+        const {height = false, range = false} = options
+        this.inputParams.push({key: 'donchianChannels', params: [size, offset, {height, range}]})
         this.priceBased.push('donchian_channel_upper', 'donchian_channel_lower', 'donchian_channel_basis')
         return this

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "2.0.2",
+  "version": "2.0.5",
   "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",

package/src/moving-averages/bollingerBands.js CHANGED Viewed

@@ -56,12 +56,9 @@ export const bollingerBands = (main, index, size, times, options) => {
     if (!height && !range) return true;
-    let rangeValue = null;
-    let heightValue = null;
     let heightMean;
-    rangeValue = (value - lower) / (upper - lower);
-    heightValue = upper - lower;
+    const rangeValue = (value - lower) / (upper - lower);
+    const heightValue = upper - lower;
     heightInstance.update(heightValue, main.lastIndexReplace);

package/src/moving-averages/donchianChannel.js CHANGED Viewed

@@ -1,7 +1,13 @@
-export const donchianChannels = (main, index, size, offset) => {
+import {FasterSMA} from 'trading-signals'
+import { classifySize } from '../utilities/classification.js'
+export const donchianChannels = (main, index, size, offset, options) => {
+    const highs = main.verticalOhlcv.high
+    const lows = main.verticalOhlcv.low
+    const {height, range} = options
-    const highs = main.verticalOhlcv.high;
-    const lows = main.verticalOhlcv.low;
     // Ensure that the required arrays exist
     if (index === 0) {
@@ -10,34 +16,76 @@ export const donchianChannels = (main, index, size, offset) => {
             donchian_channel_upper: [...main.nullArray],
             donchian_channel_basis: [...main.nullArray],
             donchian_channel_lower: [...main.nullArray],
+            ...(height && {
+                [`donchian_channel_height`]: [...main.nullArray]
+            }),
+            ...(range && {
+                [`donchian_channel_range`]: [...main.nullArray],
+            })
+        })
+        Object.assign(main.instances, {
+            ['donchian_channel']: {
+                heightInstance: height ? new FasterSMA((typeof height === 'number' && height > 0) ? height : size) : null
+            }
         })
     }
+    const { heightInstance } = main.instances['donchian_channel']
     // Compute the slice start and end to get exactly 'size' bars
-    const endIdx = (index - offset) + 1;          // inclusive end of the slice
-    const startIdx = endIdx - size;             // start index for slicing
+    const endIdx = (index - offset) + 1          // inclusive end of the slice
+    const startIdx = endIdx - size             // start index for slicing
     // If any of these indices is out of bounds, return
-    if (startIdx < 0 || endIdx > main.len) return true;
+    if (startIdx < 0 || endIdx > main.len) return true
     // Extract the relevant chunks of data
     const highChunk = highs.slice(startIdx, endIdx)
     const lowChunk = lows.slice(startIdx, endIdx)
     // Compute the Donchian channels
-    const upper = Math.max(...highChunk);
-    const lower = Math.min(...lowChunk);
-    const basis = (upper + lower) / 2;
+    const upper = Math.max(...highChunk)
+    const lower = Math.min(...lowChunk)
+    const basis = (upper + lower) / 2
+    const close = main.verticalOhlcv.close[index]
+    const rangeValue = (close - lower) / (upper - lower)
+    const heightValue = upper - lower
+    if(height)
+    {
+        heightInstance.update(heightValue, main.lastIndexReplace)
+    }
     // Place the result at index
-    const placementIndex = index;
+    const placementIndex = index
     if (placementIndex >= 0 && placementIndex < main.len) {
-        main.verticalOhlcv['donchian_channel_upper'][placementIndex] = upper;
-        main.verticalOhlcv['donchian_channel_basis'][placementIndex] = basis;
-        main.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
+        if(range)
+        {
+            main.verticalOhlcv['donchian_channel_range'][placementIndex] = rangeValue
+        }
+        if(height)
+        {
+            let heightMean
+            try {
+                heightMean = heightInstance.getResult();
+            } catch (err) {
+                //do nothing
+            }
+            if(heightMean)
+            {
+                main.verticalOhlcv['donchian_channel_height'][placementIndex] = classifySize(heightValue, heightMean, 1.5)
+            }
+        }
     }
-    return true;
-};
+    return true
+}

package/src/moving-averages/ema.js CHANGED Viewed

@@ -5,7 +5,7 @@ export const ema = (main, index, size, target) => {
   const value = main.verticalOhlcv.close[index]
-  let prefix =  (typeof target === 'string' && main.verticalOhlcv.hasOwnProperty(target)) ? `${target}_` : ''
+  let prefix =  (typeof target === 'string' && main.verticalOhlcv.hasOwnProperty(target) && target !== 'close') ? `${target}_` : ''
   const keyName = `${prefix}ema_${size}`
   if(index === 0)

package/src/moving-averages/sma.js CHANGED Viewed

@@ -5,7 +5,7 @@ export const sma = (main, index, size, target) => {
   const value = main.verticalOhlcv.close[index]
-  let prefix =  (typeof target === 'string' && main.verticalOhlcv.hasOwnProperty(target)) ? `${target}_` : ''
+  let prefix =  (typeof target === 'string' && main.verticalOhlcv.hasOwnProperty(target) && target !== 'close') ? `${target}_` : ''
   const keyName = `${prefix}sma_${size}`