ohlcv-indicators 2.1.3 → 2.1.5

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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$/.test(r)?xt(t,e):void 0}}(i)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()),t.instances[l].update(a,t.lastIndexReplace);try{o=t.instances[l].getResult()}catch(t){}o&&t.pushToMain({index:e,key:l,value:o})},ema:function(t,e,r,n){var o,i,a=t.verticalOhlcv.close[e],u="string"==typeof n&&t.verticalOhlcv.hasOwnProperty(n)&&"close"!==n?"".concat(n,"_"):"",l="".concat(u,"ema_").concat(r);0===e&&(t.instances[l]=new pt(r),t.verticalOhlcv[l]=function(t){if(Array.isArray(t))return Rt(t)}(i=t.nullArray)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(i)||function(t,e){if(t){if("string"==typeof t)return Rt(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Rt(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[l].update(a,t.lastIndexReplace);try{o=t.instances[l].getResult()}catch(t){o=null}o&&t.pushToMain({index:e,key:l,value:o})},macd:function(t,e,r,n,o,i){var a=i.target,u="close"===a?"":"_".concat(a),l="".concat(r,"_").concat(n,"_").concat(o).concat(u);if(0===e){if(!t.verticalOhlcv.hasOwnProperty(a))throw new Error("Target property ".concat(a," not found in verticalOhlcv for macd."));var c=t.inputParams.filter((function(t){return"macd"===t.key})).length,s=c>1?"macd_".concat(l):"macd".concat(u);t.crossPairsList.push({fast:"".concat(s,"_diff"),slow:"".concat(s,"_dea"),isDefault:!0}),t.instances.hasOwnProperty("macd")||(t.instances.macd={numberOfIndicators:c,settings:{}}),t.instances.macd.settings[l]=new mt(new pt(r),new pt(n),new pt(o)),Object.assign(t.verticalOhlcv,Dt(Dt(Dt({},"".concat(s,"_diff"),zt(t.nullArray)),"".concat(s,"_dea"),zt(t.nullArray)),"".concat(s,"_histogram"),zt(t.nullArray)))}var f,h=t.instances.macd.numberOfIndicators>1?"macd_".concat(l):"macd".concat(u),p=t.instances.macd.settings[l],y=t.verticalOhlcv[a][e];p.update(y,t.lastIndexReplace);try{f=p.getResult()}catch(t){}return f&&(t.pushToMain({index:e,key:"".concat(h,"_diff"),value:f.macd}),t.pushToMain({index:e,key:"".concat(h,"_dea"),value:f.signal}),t.pushToMain({index:e,key:"".concat(h,"_histogram"),value:f.histogram})),!0},relativeVolume:function(t,e){var r,n=arguments.length>2&&void 0!==arguments[2]?arguments[2]:10,o="relative_volume_".concat(n);0===e&&(t.instances[o]={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}({},o,function(t){if(Array.isArray(t))return Vt(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 Vt(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$/.test(r)?Vt(t,e):void 0}}(r)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}())));var i,a=t.verticalOhlcv.volume[e],u=t.instances[o].instance;u.update(a,t.lastIndexReplace);try{i=u.getResult()}catch(t){}var l=t.instances[o].prevRelativeVolumeSma;return t.pushToMain({index:e,key:o,value:null!==i&&null!==l?a/l:null}),t.instances[o].prevRelativeVolumeSma=i,!0},donchianChannels:function(t,e,r,n,o){var i=o.height,a=o.range,u="".concat(r,"_").concat(n);if(0===e){var l=t.inputParams.filter((function(t){return"donchianChannels"===t.key})).length,c=l>1?"donchian_channel_".concat(u):"donchian_channel";Object.assign(t.verticalOhlcv,qt(qt(Gt(Gt(Gt({},"".concat(c,"_upper"),$t(t.nullArray)),"".concat(c,"_basis"),$t(t.nullArray)),"".concat(c,"_lower"),$t(t.nullArray)),i&&Gt({},"".concat(c,"_height"),$t(t.nullArray))),a&&Gt({},"".concat(c,"_range"),$t(t.nullArray)))),t.instances.hasOwnProperty("donchian_channel")||(t.instances.donchian_channel={numberOfIndicators:l,settings:{}}),t.instances.donchian_channel.settings[u]={heightInstance:i?new F("number"==typeof i&&i>0?i:r):null,maxDeque:[],minDeque:[]}}var s=t.instances.donchian_channel.numberOfIndicators>1?"donchian_channel_".concat(u):"donchian_channel",f=t.instances.donchian_channel.settings[u],h=f.heightInstance,p=f.maxDeque,y=f.minDeque,v=e-n,d=v+1,b=d-r;if(b<0||d>t.len)return!0;for(var m=t.verticalOhlcv.high,g=t.verticalOhlcv.low;p.length&&p[0]<b;)p.shift();for(;p.length&&m[p[p.length-1]]<=m[v];)p.pop();for(p.push(v);y.length&&y[0]<b;)y.shift();for(;y.length&&g[y[y.length-1]]>=g[v];)y.pop();y.push(v);var w=m[p[0]],O=g[y[0]],S=(w+O)/2,_=(t.verticalOhlcv.close[e]-O)/(w-O),j=w-O;if(i&&h&&h.update(j,t.lastIndexReplace),t.pushToMain({index:e,key:"".concat(s,"_upper"),value:w}),t.pushToMain({index:e,key:"".concat(s,"_basis"),value:S}),t.pushToMain({index:e,key:"".concat(s,"_lower"),value:O}),a&&t.pushToMain({index:e,key:"".concat(s,"_range"),value:_}),i&&h){var A;try{A=h.getResult()}catch(t){}A&&t.pushToMain({index:e,key:"".concat(s,"_height"),value:Ht(j,A,1.5)})}return!0},bollingerBands:function(t,e,r,n,o){var i,a=o.height,u=o.range,l=void 0===u?[]:u,c=o.zScore,s=void 0===c?[]:c,f=o.target,h="close"===f?"":"_".concat(f),p="".concat(r,"_").concat(n).concat(h);if(0===e){if(!(f in t.verticalOhlcv))throw new Error('bollingerBands could not find target "'.concat(f,'"'));var y=t.inputParams.filter((function(t){return"bollingerBands"===t.key})).length;i=y>1?"bollinger_bands_".concat(p):"bollinger_bands".concat(h),t.instances.bollinger_bands||(t.instances.bollinger_bands={numberOfIndicators:y,settings:{}}),t.instances.bollinger_bands.settings[p]={instance:new ot(r,n),heightInstance:a>=r?new F(a):null};var v,d=function(t){for(var e=1;e<arguments.length;e++){var r=null!=arguments[e]?arguments[e]:{};e%2?Xt(Object(r),!0).forEach((function(e){Zt(t,e,r[e])})):Object.getOwnPropertyDescriptors?Object.defineProperties(t,Object.getOwnPropertyDescriptors(r)):Xt(Object(r)).forEach((function(e){Object.defineProperty(t,e,Object.getOwnPropertyDescriptor(r,e))}))}return t}(Zt(Zt(Zt({},"".concat(i,"_upper"),Yt(t.nullArray)),"".concat(i,"_middle"),Yt(t.nullArray)),"".concat(i,"_lower"),Yt(t.nullArray)),a>=r&&Zt({},"".concat(i,"_height"),Yt(t.nullArray))),b=Jt(l);try{for(b.s();!(v=b.n()).done;){var m=v.value;if(!(m in t.verticalOhlcv)||!t.priceBased.includes(m))throw new Error('Invalid range item value "'.concat(m,'" property for bollingerBands. 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z=C.value,B=(t.verticalOhlcv[z][e]-M)/(I-M);t.pushToMain({index:e,key:"".concat(_,"_range_").concat(z),value:B})}}catch(t){D.e(t)}finally{D.f()}var L,V=Jt(s);try{for(V.s();!(L=V.n()).done;){var H=L.value,U=I-M,$=0!==U?2*n*(t.verticalOhlcv[H][e]-T)/U:0;t.pushToMain({index:e,key:"".concat(_,"_zscore_").concat(H),value:$})}}catch(t){V.e(t)}finally{V.f()}return!0},volumeOscillator:function(t,e,r,n){var o,i=t.verticalOhlcv.volume[e],a="volume_oscillator";0===e&&(Object.assign(t.instances,{volume_oscillator:{fastEMA:new pt(r),slowEMA:new pt(n)}}),t.verticalOhlcv[a]=function(t){if(Array.isArray(t))return te(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 te(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)?te(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:a,slow:0,isDefault:!0}));var u=t.instances[a],l=u.fastEMA,c=u.slowEMA;l.update(i,t.lastIndexReplace),c.update(i,t.lastIndexReplace);var s=null,f=null;try{s=l.getResult()}catch(t){s=null}try{f=c.getResult()}catch(t){f=null}return"number"==typeof s&&"number"==typeof f&&0!==f?t.pushToMain({index:e,key:a,value:100*(s-f)/f}):t.pushToMain({index:e,key:a,value: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,u=o.sizeLevel,l=void 0===u?5:u;0===e&&Object.assign(t.verticalOhlcv,{candle_gap_size:ee(t.nullArray),candle_body_size:ee(t.nullArray),candle_top_size:ee(t.nullArray),candle_bottom_size:ee(t.nullArray),candle_shadow_size:ee(t.nullArray),candle_close_direction:ee(t.nullArray),candle_high_direction:ee(t.nullArray),candle_low_direction:ee(t.nullArray),candle_open_direction:ee(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 p=t.verticalOhlcv.open[e],y=t.verticalOhlcv.high[e],v=t.verticalOhlcv.low[e],d=t.verticalOhlcv.close[e],b=d>p,m=Math.abs(d-p),g=Math.abs(y-v),w=y-Math.max(p,d),O=Math.min(p,d)-v,S=Math.abs(h-p),_=Math.abs(d-h),j=Math.abs(y-s),A=Math.abs(v-f),P=Math.abs(p-c),E=null,k=null,I=null,T=null,M=null,x=null,R=null,C=null,D=null;if(n){var z=t.instances.candleStudies,B=z.topInstance,L=z.bottomInstance,V=z.gapInstance,H=z.bodySizeInstance,U=z.shadowSizeInstance,$=z.closeDirectionInstance,N=z.highDirectionInstance,q=z.lowDirectionInstance,G=z.openDirectionInstance;B.update(Math.abs(w),t.lastIndexReplace),L.update(Math.abs(O),t.lastIndexReplace),U.update(Math.abs(g),t.lastIndexReplace),V.update(S,t.lastIndexReplace),H.update(m,t.lastIndexReplace),$.update(_,t.lastIndexReplace),N.update(j,t.lastIndexReplace),q.update(A,t.lastIndexReplace),G.update(P,t.lastIndexReplace);try{I=B.getResult(),k=L.getResult(),E=V.getResult(),T=H.getResult(),M=U.getResult(),x=$.getResult(),R=N.getResult(),C=q.getResult(),D=G.getResult()}catch(t){}t.pushToMain({index:e,key:"candle_body_size",value:b?Ht(m,T,2,a):-Math.abs(Ht(m,T,2,a))||0}),t.pushToMain({index:e,key:"candle_gap_size",value:b?Ht(S,E,2,a):-Math.abs(Ht(S,E,2,a))||0}),t.pushToMain({index:e,key:"candle_close_direction",value:b?Ht(_,x,2,a):-Math.abs(Ht(_,x,2,a))||0}),t.pushToMain({index:e,key:"candle_high_direction",value:b?Ht(j,R,2,a):-Math.abs(Ht(j,R,2,a))||0}),t.pushToMain({index:e,key:"candle_low_direction",value:b?Ht(A,C,2,a):-Math.abs(Ht(A,C,2,a))||0}),t.pushToMain({index:e,key:"candle_open_direction",value:b?Ht(P,D,2,a):-Math.abs(Ht(P,D,2,a))||0}),t.pushToMain({index:e,key:"candle_top_size",value:Ht(w,I,.5,l)}),t.pushToMain({index:e,key:"candle_bottom_size",value:Ht(O,k,.5,l)}),t.pushToMain({index:e,key:"candle_shadow_size",value:Ht(g,M,.5,l)})}else t.pushToMain({index:e,key:"candle_body_size",value:b?m:-m}),t.pushToMain({index:e,key:"candle_gap_size",value:b?S:-S}),t.pushToMain({index:e,key:"candle_close_direction",value:b?_:-_}),t.pushToMain({index:e,key:"candle_high_direction",value:b?j:-j}),t.pushToMain({index:e,key:"candle_low_direction",value:b?A:-A}),t.pushToMain({index:e,key:"candle_open_direction",value:b?P:-P}),t.pushToMain({index:e,key:"candle_top_size",value:w}),t.pushToMain({index:e,key:"candle_bottom_size",value:O}),t.pushToMain({index:e,key:"candle_shadow_size",value:g});return!0}},Te=function(t,e,r){var n=function(t){return r>1?t*r:t};if("number"===e)return n(t);if("string"===e){var o=ke(t);return n(Number(o))}return 0},Me=function(t,e){return"number"===e?t:"string"===e?Number(ke(t)):0},xe=function(t,e){var n=arguments.length>2&&void 0!==arguments[2]?arguments[2]:0,o=e.len,i=e.inputParams;e.nullArray=new Array(o).fill(null);var a=["open","high","low","close","volume"],u=new Set(a);if(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,u=r(e.value.params);try{for(u.s();!(a=u.n()).done;){var l=a.value;if("number"==typeof l&&l>o)throw console.log(l,o),new Error("At least one of the params of the indicator is greater than the input OHLCV length. 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l=t.inputParams.filter((function(t){return"macd"===t.key})).length,s=l>1?"macd_".concat(c):"macd".concat(u);t.crossPairsList.push({fast:"".concat(s,"_diff"),slow:"".concat(s,"_dea"),isDefault:!0}),t.instances.hasOwnProperty("macd")||(t.instances.macd={numberOfIndicators:l,settings:{}}),t.instances.macd.settings[c]=new mt(new pt(r),new pt(n),new pt(o)),Object.assign(t.verticalOhlcv,Dt(Dt(Dt({},"".concat(s,"_diff"),Bt(t.nullArray)),"".concat(s,"_dea"),Bt(t.nullArray)),"".concat(s,"_histogram"),Bt(t.nullArray)))}var f,h=t.instances.macd.numberOfIndicators>1?"macd_".concat(c):"macd".concat(u),p=t.instances.macd.settings[c],y=t.verticalOhlcv[a][e];p.update(y,t.lastIndexReplace);try{f=p.getResult()}catch(t){}return f&&(t.pushToMain({index:e,key:"".concat(h,"_diff"),value:f.macd}),t.pushToMain({index:e,key:"".concat(h,"_dea"),value:f.signal}),t.pushToMain({index:e,key:"".concat(h,"_histogram"),value:f.histogram})),!0},relativeVolume:function(t,e){var r,n=arguments.length>2&&void 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0,[e,s].concat(Ee(M)))}}catch(t){k.e(t)}finally{k.f()}se(e,s),ge(e,s),e.lastComputedIndex++}},De=function(t,e){for(var r=t.length,n=new $(e),o=new Array(r),i=0,a=0,u=0,c=0;c<r;c++)if(n.update(t[c]),n.isStable){var l=n.getResult();o[c]=l,i+=l,a+=l*l,u++}else o[c]=null;var s=i/u,f=a/u-s*s,h=Math.sqrt(f);return o.map((function(t){return null!==t?(t-s)/h:null}))},Be=function(t,e){var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:5;if(t.length!==e.length)throw new Error("Both arrays must have the same length");for(var n=De(t,r),o=De(e,r),i=t.length,a=[],u=0,c=0,l=0,s=0,f=0,h=0,p=-1,y=0;y<i;y++){if(null!==n[y]&&null!==o[y]){p=y;break}a.push(0)}if(-1===p)return new Array(i).fill(0);for(var v=p;v<i;v++){var d=n[v],b=o[v];if(null!==d&&null!==b)if(u+=d,c+=b,l+=d*b,s+=d*d,f+=b*b,++h<2)a.push(0);else{var m=h*l-u*c,g=Math.sqrt((h*s-u*u)*(h*f-c*c)),w=0===g?0:m/g;a.push(w)}else u=c=l=s=f=h=0,a.push(0)}return a};function Le(t,e){(null==e||e>t.length)&&(e=t.length);for(var 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He(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}var ze=function(t){for(var e=t.row,r=t.precisionMultiplier,n=t.priceBased,o={},i=0,a=Object.entries(e);i<a.length;i++){var u=(s=a[i],f=2,function(t){if(Array.isArray(t))return t}(s)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,a,u=[],c=!0,l=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;c=!1}else for(;!(c=(n=i.call(r)).done)&&(u.push(n.value),u.length!==e);c=!0);}catch(t){l=!0,o=t}finally{try{if(!c&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(l)throw o}}return u}}(s,f)||function(t,e){if(t){if("string"==typeof t)return He(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?He(t,e):void 0}}(s,f)||function(){throw new TypeError("Invalid 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n,o,i,a,u=[],c=!0,l=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;c=!1}else for(;!(c=(n=i.call(r)).done)&&(u.push(n.value),u.length!==e);c=!0);}catch(t){l=!0,o=t}finally{try{if(!c&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(l)throw o}}return u}}(t,e)||Fe(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 Fe(t,e){if(t){if("string"==typeof t)return qe(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)?qe(t,e):void 0}}function qe(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 Ge(t,e){var r=Object.keys(t);if(Object.getOwnPropertySymbols){var n=Object.getOwnPropertySymbols(t);e&&(n=n.filter((function(e){return Object.getOwnPropertyDescriptor(t,e).enumerable}))),r.push.apply(r,n)}return r}function Je(t,e,r){return(e=Ye(e))in t?Object.defineProperty(t,e,{value:r,enumerable:!0,configurable:!0,writable:!0}):t[e]=r,t}function Ke(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,Ye(n.key),n)}}function Ye(t){var e=function(t,e){if("object"!=Ne(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Ne(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Ne(e)?e:e+""}var We=function(){return t=function t(e){var r=e.input,n=e.ticker,o=void 0===n?null:n,i=e.precision,a=void 0===i||i;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.isComputed=!1,this.lastComputedIndex=0,this.input=r,this.inputTypes={open:"",high:"",low:"",close:"",volume:""},this.priceBased=["open","high","low","close"],this.len=r.length,this.lastIndexReplace=!1,this.instances={},this.crossPairsList=[],this.verticalOhlcv={},this.horizontalOhlcv=Array.from({length:this.len},(function(){return{}})),this.inputParams=[],this.studies={},this.utilities={correlation:Be},this.precision=a,this.precisionMultiplier=!0===this.precision?0:1,this.setIndicatorsFromInputParams=Ve,this},e=[{key:"pushToMain",value:function(t){var e=t.index,r=t.key,n=t.value;this.verticalOhlcv[r][e]=n,this.horizontalOhlcv[e][r]=n}},{key:"getDataAsCols",value:function(){this.compute();var t=this.precisionMultiplier,e=this.precision,r=function(t){for(var e=1;e<arguments.length;e++){var r=null!=arguments[e]?arguments[e]:{};e%2?Ge(Object(r),!0).forEach((function(e){Je(t,e,r[e])})):Object.getOwnPropertyDescriptors?Object.defineProperties(t,Object.getOwnPropertyDescriptors(r)):Ge(Object(r)).forEach((function(e){Object.defineProperty(t,e,Object.getOwnPropertyDescriptor(r,e))}))}return t}({},this.verticalOhlcv);if(e)for(var n=0,o=Object.entries(r);n<o.length;n++){var i=$e(o[n],2),a=i[0],u=i[1];this.priceBased.includes(a)&&(this.precision?r[a]=u.map((function(e){return e/t})):r[a]=u)}return r}},{key:"getData",value:function(){this.compute();var t=this.precisionMultiplier,e=this.priceBased;return this.precision?this.horizontalOhlcv.filter((function(t){return!Object.values(t).some((function(t){return null==t}))})).map((function(r){return ze({row:r,precisionMultiplier:t,priceBased:e})})):this.horizontalOhlcv.filter((function(t){return!Object.values(t).some((function(t){return null==t}))}))}},{key:"getLastValues",value:function(){this.compute();var t=this.precisionMultiplier,e=this.priceBased;return this.precision?ze({row:this.horizontalOhlcv[this.horizontalOhlcv.length-1],precisionMultiplier:t,priceBased:e}):this.horizontalOhlcv[this.horizontalOhlcv.length-1]}},{key:"compute",value:function(t){if(!0===this.isComputed&&!t)return this;if(this.isComputed=!1,this.isValidDate=this.input[0].hasOwnProperty("date")&&o(this.input[0].date),this.len>this.lastComputedIndex&&!t&&Ce(this.input,this,0),t&&"object"===Ne(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),Ce(this.input,this,this.len)):(this.input[n]=t,Ce(this.input,this,n))}return this}},{key:"crossPairs",value:function(t){return i(this),this.crossPairsList=[].concat(Ue(this.crossPairsList),Ue(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"!==Ne(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"!==Ne(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,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:{};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.');if("object"!==Ne(n))throw new Error('"options" must be an object in macd. eg: {target}');var o=n.target,a=void 0===o?"close":o;return this.inputParams.push({key:"macd",params:[t,e,r,{target:a}]}),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"!==Ne(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,u=void 0!==a&&a,c=r.range,l=void 0===c?[]:c,s=r.zScore,f=void 0===s?[]:s;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.');if(!Array.isArray(l))throw new Error('If set, "range" must be a array of column names in bollingerBands.');if(!Array.isArray(f))throw new Error('If set, "zScore" must be a array of column names in bollingerBands.');if("boolean"!=typeof u)throw new Error('"height" must be a boolean in bollingerBands.');return this.inputParams.push({key:"bollingerBands",params:[t,e,{target:o,height:u,range:l,zScore:f}]}),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,u=void 0===a?[]:a;if(!Array.isArray(u))throw new Error('If set, "range" must be a array of column names in donchianChannels.');if("boolean"!=typeof o)throw new Error('"height" must be a boolean in donchianChannels.');return this.inputParams.push({key:"donchianChannels",params:[t,e,{height:o,range:u}]}),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]:{};if(i(this),"number"!=typeof t||t<=0)throw new Error('"size" must be a positive number or 0 in candleStudies.');var r=e.stdDev,n=void 0===r?2:r,o=e.lag,a=void 0===o?0:o;if("number"!=typeof n||"number"==typeof n&&n<=0)throw new Error('"stdDev" must be a positive number greater than 0 in candleStudies.');return this.inputParams.push({key:"candleStudies",params:[t,n,a]}),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&&Ke(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -300,7 +300,7 @@ export default class OHLCV_INDICATORS {
             throw new Error('"options" must be an object in bollingerBands. eg: {target, height, range}');
         }
 
-        const {target = 'close', height = 0, range = [], zScore = []} = options
+        const {target = 'close', height = false, range = [], zScore = []} = options
 
         // Validate size and times
         if (typeof size !== 'number' || size <= 0) {
@@ -315,8 +315,8 @@ export default class OHLCV_INDICATORS {
         if (!Array.isArray(zScore)) {
             throw new Error('If set, "zScore" must be a array of column names in bollingerBands.');
         }
-        if (typeof height !== 'number' || typeof height === 'number' && (height > 0 && height < size)) {
-            throw new Error('"height" must be a "0" or any number greater than or equal to "size" in bollingerBands.');
+        if (typeof height !== 'boolean') {
+            throw new Error('"height" must be a boolean in bollingerBands.');
         } 
     
         this.inputParams.push({key: 'bollingerBands', params: [size, stdDev, {target, height, range, zScore}]});
@@ -346,18 +346,26 @@ export default class OHLCV_INDICATORS {
             throw new Error('"size" must be a positive number or 0 in donchianChannels.');
         }
     
-        if (typeof offset !== 'number' || offset <= 0) {
+        if (typeof offset !== 'number' || offset < 0) {
             throw new Error('"offset" must be a positive number or 0 in donchianChannels.');
         }
 
-        const {height = false, range = false} = options
+        const {height = false, range = []} = options
+
+        if (!Array.isArray(range)) {
+            throw new Error('If set, "range" must be a array of column names in donchianChannels.');
+        }
+ 
+        if (typeof height !== 'boolean') {
+            throw new Error('"height" must be a boolean in donchianChannels.');
+        } 
 
         this.inputParams.push({key: 'donchianChannels', params: [size, offset, {height, range}]})
         this.priceBased.push('donchian_channel_upper', 'donchian_channel_lower', 'donchian_channel_basis')
 
         return this       
     }
-    candleStudies(size = 20, classify = true, classificationLevels)
+    candleStudies(size = 20, options = {})
     {
 
         isAlreadyComputed(this)
@@ -366,11 +374,14 @@ export default class OHLCV_INDICATORS {
             throw new Error('"size" must be a positive number or 0 in candleStudies.');
         }
 
-        if (typeof classify !== 'boolean') {
-            throw new Error('"classify" must be a true or false in candleStudies.');
+        const {stdDev = 2, lag = 0} = options
+
+        if(typeof stdDev !== 'number' || (typeof stdDev === 'number' && stdDev <= 0))
+        {
+            throw new Error('"stdDev" must be a positive number greater than 0 in candleStudies.');
         }
 
-        this.inputParams.push({key: 'candleStudies', params: [size, classify, classificationLevels]})
+        this.inputParams.push({key: 'candleStudies', params: [size, stdDev, lag]})
         return this       
     }
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "2.1.3",
+  "version": "2.1.5",
   "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

@@ -1,132 +1,121 @@
-import { FasterBollingerBands, FasterSMA } from 'trading-signals';
-import { classifySize } from '../utilities/classification.js';
+import { FasterBollingerBands } from 'trading-signals'
 
-const defaultTarget = 'close';
+const defaultTarget = 'close'
 
 export const bollingerBands = (main, index, size, stdDev, options) => {
-  // Destructure options; ensure range and zScore default to empty arrays if not provided.
-  const { height, range = [], zScore = [], target } = options;
-  const suffix = target === defaultTarget ? '' : `_${target}`;
-  const indicatorKey = `${size}_${stdDev}${suffix}`;
-  let prefix; // Will be computed during initialization
+  // Destructure options ensure range and zScore default to empty arrays if not provided.
+
+  const { verticalOhlcv, instances, lastIndexReplace } = main;
+  const { height, range = [], zScore = [], target } = options
+  const suffix = target === defaultTarget ? '' : `_${target}`
+  const indicatorKey = `${size}_${stdDev}${suffix}`
+  let prefix // Will be computed during initialization
 
   // Initialize indicator instances and output arrays on the first call.
   if (index === 0) {
-    if (!(target in main.verticalOhlcv)) {
-      throw new Error(`bollingerBands could not find target "${target}"`);
+
+    const {nullArray, priceBased, inputParams} = main
+
+    if (!(target in verticalOhlcv)) {
+      throw new Error(`bollingerBands could not find target "${target}"`)
     }
 
-    const numberOfIndicators = main.inputParams.filter(o => o.key === 'bollingerBands').length;
+    const numberOfIndicators = inputParams.filter(o => o.key === 'bollingerBands').length
     // Choose a prefix based on the number of indicators.
     prefix = numberOfIndicators > 1
       ? `bollinger_bands_${indicatorKey}`
-      : `bollinger_bands${suffix}`;
+      : `bollinger_bands${suffix}`
 
     // Ensure the container exists.
-    if (!main.instances.bollinger_bands) {
-      main.instances.bollinger_bands = {
+    if (!instances.bollinger_bands) {
+      instances.bollinger_bands = {
         numberOfIndicators,
         settings: {}
-      };
+      }
     }
 
     // Create the Bollinger Bands (and optional height) indicator instance.
-    main.instances.bollinger_bands.settings[indicatorKey] = {
-      instance: new FasterBollingerBands(size, stdDev),
-      heightInstance: height >= size ? new FasterSMA(height) : null
-    };
+    instances.bollinger_bands.settings[indicatorKey] = {
+      instance: new FasterBollingerBands(size, stdDev)
+    }
 
     // Build the base output arrays.
     const ohlcvSetup = {
-      [`${prefix}_upper`]: [...main.nullArray],
-      [`${prefix}_middle`]: [...main.nullArray],
-      [`${prefix}_lower`]: [...main.nullArray],
-      ...(height >= size && { [`${prefix}_height`]: [...main.nullArray] })
-    };
-
-
-
+      [`${prefix}_upper`]: [...nullArray],
+      [`${prefix}_middle`]: [...nullArray],
+      [`${prefix}_lower`]: [...nullArray],
+      ...(height && { [`${prefix}_height`]: [...nullArray] })
+    }
 
     // Set up additional arrays for each range property.
     for (const rangeKey of range) {
-      if (!(rangeKey in main.verticalOhlcv) || !main.priceBased.includes(rangeKey)) {
-        throw new Error(`Invalid range item value "${rangeKey}" property for bollingerBands. Only price based key names are accepted:\n${JSON.stringify(main.priceBased)}`);
+      if (!(rangeKey in verticalOhlcv) || !priceBased.includes(rangeKey)) {
+        throw new Error(`Invalid range item value "${rangeKey}" property for bollingerBands. Only price based key names are accepted:\n${JSON.stringify(main.priceBased)}`)
       }
-      ohlcvSetup[`${prefix}_range_${rangeKey}`] = [...main.nullArray];
+      ohlcvSetup[`${prefix}_range_${rangeKey}`] = [...nullArray]
     }
 
     // Set up additional arrays for each zScore property.
     for (const zScoreKey of zScore) {
-      if (!(zScoreKey in main.verticalOhlcv) || !main.priceBased.includes(zScoreKey)) {
-        throw new Error(`Invalid zScore item value "${zScoreKey}" for bollingerBands. Only price based key names are accepted:\n${JSON.stringify(main.priceBased)}`);
+      if (!(zScoreKey in verticalOhlcv) || !priceBased.includes(zScoreKey)) {
+        throw new Error(`Invalid zScore item value "${zScoreKey}" for bollingerBands. Only price based key names are accepted:\n${JSON.stringify(main.priceBased)}`)
       }
-      ohlcvSetup[`${prefix}_zscore_${zScoreKey}`] = [...main.nullArray];
+      ohlcvSetup[`${prefix}_zscore_${zScoreKey}`] = [...nullArray]
     }
 
     // Merge the new arrays into verticalOhlcv.
-    Object.assign(main.verticalOhlcv, ohlcvSetup);
+    Object.assign(verticalOhlcv, ohlcvSetup)
   }
 
   // For subsequent calls, if prefix wasn’t computed (i.e. index > 0), derive it.
   if (!prefix) {
-    const num = main.instances.bollinger_bands.numberOfIndicators;
-    prefix = num > 1 ? `bollinger_bands_${indicatorKey}` : `bollinger_bands${suffix}`;
+    const num = instances.bollinger_bands.numberOfIndicators
+    prefix = num > 1 ? `bollinger_bands_${indicatorKey}` : `bollinger_bands${suffix}`
   }
   // Use the same prefix for output keys.
-  const subPrefix = prefix;
+  const subPrefix = prefix
 
   // Retrieve the indicator instance(s) and update with the current value.
-  const { instance, heightInstance } = main.instances.bollinger_bands.settings[indicatorKey];
-  const value = main.verticalOhlcv[target][index];
-  instance.update(value, main.lastIndexReplace);
+  const { instance } = instances.bollinger_bands.settings[indicatorKey]
+  const value = verticalOhlcv[target][index]
+  instance.update(value, lastIndexReplace)
 
-  let result;
+  let result
   try {
-    result = instance.getResult();
+    result = instance.getResult()
   } catch (err) {
     // If the result is not available yet, simply exit.
   }
-  if (!result) return true;
+  if (!result) return true
 
-  const { upper, middle, lower } = result;
+  const { upper, middle, lower } = result
+  
   main.pushToMain({index, key: `${subPrefix}_upper`, value: upper})
   main.pushToMain({index, key: `${subPrefix}_middle`, value: middle})
   main.pushToMain({index, key: `${subPrefix}_lower`, value: lower})
 
-  // Exit early if neither height nor range are requested.
-  if (!height && !range) return true;
 
   // Process height if a height instance exists.
-  if (heightInstance) {
-    const heightValue = upper - lower;
-    heightInstance.update(heightValue, main.lastIndexReplace);
-    let heightMean;
-    try {
-      heightMean = heightInstance.getResult();
-    } catch (err) {
-      // Swallow error if the height result is not ready.
-    }
-    if (heightMean) {
-      main.pushToMain({index, key: `${subPrefix}_height`, value: classifySize(heightValue, heightMean, 0.5, 7)})
-    }
+  if (height) {
+    const heightValue = ((upper - lower) / lower) * 100
+    main.pushToMain({index, key: `${subPrefix}_height`, value: heightValue})
   }
 
   // Process each range property.
   for (const rangeKey of range) {
-    const rangeValue = (main.verticalOhlcv[rangeKey][index] - lower) / (upper - lower);
+    const rangeValue = (verticalOhlcv[rangeKey][index] - lower) / (upper - lower)
     main.pushToMain({index, key: `${subPrefix}_range_${rangeKey}`, value: rangeValue})
   }
 
   // Process each zScore property.
   for (const zScoreKey of zScore) {
-    const denominator = upper - lower;
+    const denominator = upper - lower
     const zScoreValue = denominator !== 0
-      ? (2 * stdDev * (main.verticalOhlcv[zScoreKey][index] - middle)) / denominator
-      : 0;
-
+      ? (2 * stdDev * (verticalOhlcv[zScoreKey][index] - middle)) / denominator
+      : 0
       
     main.pushToMain({index, key: `${subPrefix}_zscore_${zScoreKey}`, value: zScoreValue})
   }
 
-  return true;
-};
+  return true
+}

package/src/moving-averages/donchianChannel.js

@@ -1,112 +1,100 @@
-import { FasterSMA } from 'trading-signals';
-import { classifySize } from '../utilities/classification.js';
 
 export const donchianChannels = (main, index, size, offset, options) => {
-  const { height, range } = options;
-  const indicatorKey = `${size}_${offset}`;
+  const { height, range } = options
+  const indicatorKey = `${size}_${offset}`
 
   // Initialization: create output arrays and indicator instance on the first call.
   if (index === 0) {
-    const numberOfIndicators = main.inputParams.filter(o => o.key === 'donchianChannels').length;
-    const prefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel';
+    const numberOfIndicators = main.inputParams.filter(o => o.key === 'donchianChannels').length
+    const prefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel'
 
     Object.assign(main.verticalOhlcv, {
       [`${prefix}_upper`]: [...main.nullArray],
       [`${prefix}_basis`]: [...main.nullArray],
       [`${prefix}_lower`]: [...main.nullArray],
-      ...(height && { [`${prefix}_height`]: [...main.nullArray] }),
-      ...(range && { [`${prefix}_range`]: [...main.nullArray] })
-    });
+      ...(height && { [`${prefix}_height`]: [...main.nullArray] })
+    })
 
     if (!main.instances.hasOwnProperty('donchian_channel')) {
-      main.instances.donchian_channel = { numberOfIndicators, settings: {} };
+      main.instances.donchian_channel = { numberOfIndicators, settings: {} }
+    }
+
+    // Set up additional arrays for each range property.
+    for (const rangeKey of range) {
+      if (!(rangeKey in main.verticalOhlcv) || !main.priceBased.includes(rangeKey)) {
+        throw new Error(`Invalid range item value "${rangeKey}" property for donchianChannels. Only price based key names are accepted:\n${JSON.stringify(main.priceBased)}`)
+      }
+      main.verticalOhlcv[`${prefix}_range_${rangeKey}`] = [...main.nullArray]
     }
 
-    // In addition to your heightInstance, also initialize deques for highs and lows.
     main.instances.donchian_channel.settings[indicatorKey] = {
-      heightInstance: height
-        ? new FasterSMA(typeof height === 'number' && height > 0 ? height : size)
-        : null,
       maxDeque: [], // will hold indices for highs in descending order
       minDeque: []  // will hold indices for lows in ascending order
-    };
+    }
   }
 
-  const numberOfIndicators = main.instances.donchian_channel.numberOfIndicators;
-  const subPrefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel';
-  const state = main.instances.donchian_channel.settings[indicatorKey];
-  const { heightInstance, maxDeque, minDeque } = state;
+  const numberOfIndicators = main.instances.donchian_channel.numberOfIndicators
+  const subPrefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel'
+  const state = main.instances.donchian_channel.settings[indicatorKey]
+  const { maxDeque, minDeque } = state
 
   // Compute the “current bar index” for the window.
   // Note: We use index - offset so that the window is built on the proper part of the array.
-  const currentBarIdx = index - offset;
-  const endIdx = currentBarIdx + 1;    // currentBarIdx is inclusive
-  const startIdx = endIdx - size;        // window: [startIdx, endIdx)
+  const currentBarIdx = index - offset
+  const endIdx = currentBarIdx + 1    // currentBarIdx is inclusive
+  const startIdx = endIdx - size        // window: [startIdx, endIdx)
 
   // If the window is not fully available, exit early.
-  if (startIdx < 0 || endIdx > main.len) return true;
+  if (startIdx < 0 || endIdx > main.len) return true
 
-  const highs = main.verticalOhlcv.high;
-  const lows = main.verticalOhlcv.low;
+  const highs = main.verticalOhlcv.high
+  const lows = main.verticalOhlcv.low
 
   // **Update the maximum deque:**
   // Remove indices that are out of the current window.
   while (maxDeque.length && maxDeque[0] < startIdx) {
-    maxDeque.shift();
+    maxDeque.shift()
   }
   // Remove indices whose corresponding high value is less than or equal to the current high.
   while (maxDeque.length && highs[maxDeque[maxDeque.length - 1]] <= highs[currentBarIdx]) {
-    maxDeque.pop();
+    maxDeque.pop()
   }
   // Add the current index.
-  maxDeque.push(currentBarIdx);
+  maxDeque.push(currentBarIdx)
 
   // **Update the minimum deque:**
   // Remove indices that are out of the current window.
   while (minDeque.length && minDeque[0] < startIdx) {
-    minDeque.shift();
+    minDeque.shift()
   }
   // Remove indices whose corresponding low value is greater than or equal to the current low.
   while (minDeque.length && lows[minDeque[minDeque.length - 1]] >= lows[currentBarIdx]) {
-    minDeque.pop();
+    minDeque.pop()
   }
   // Add the current index.
-  minDeque.push(currentBarIdx);
+  minDeque.push(currentBarIdx)
 
   // Now the maximum high is at the front of maxDeque and the minimum low is at the front of minDeque.
-  const upper = highs[maxDeque[0]];
-  const lower = lows[minDeque[0]];
-  const basis = (upper + lower) / 2;
-  const close = main.verticalOhlcv.close[index];
-  const rangeValue = (close - lower) / (upper - lower);
-  const heightValue = upper - lower;
-
-  // Update the height indicator if requested.
-  if (height && heightInstance) {
-    heightInstance.update(heightValue, main.lastIndexReplace);
-  }
-
+  const upper = highs[maxDeque[0]]
+  const lower = lows[minDeque[0]]
+  const basis = (upper + lower) / 2
+  
   // Update the computed values in the output arrays.
 
   main.pushToMain({index, key: `${subPrefix}_upper`, value: upper})
   main.pushToMain({index, key: `${subPrefix}_basis`, value: basis})
   main.pushToMain({index, key: `${subPrefix}_lower`, value: lower})
 
-  if (range) {
-    main.pushToMain({index, key: `${subPrefix}_range`, value: rangeValue})
+  if (height) {
+    const heightValue = ((upper - lower) / lower) * 100
+    main.pushToMain({index, key: `${subPrefix}_height`, value: heightValue})
   }
-  if (height && heightInstance) {
-    let heightMean;
-    try {
-      heightMean = heightInstance.getResult();
-    } catch (err) {
-      // Ignore errors if the result isn't ready.
-    }
-    if (heightMean) {
 
-      main.pushToMain({index, key: `${subPrefix}_height`, value: classifySize(heightValue, heightMean, 1.5)})
-    }
+  // Process each range property.
+  for (const rangeKey of range) {
+    const rangeValue = (main.verticalOhlcv[rangeKey][index] - lower) / (upper - lower)
+    main.pushToMain({index, key: `${subPrefix}_range_${rangeKey}`, value: rangeValue})
   }
 
-  return true;
-};
+  return true
+}

package/src/studies/candleStudies.js

@@ -1,166 +1,115 @@
-import { FasterSMA } from 'trading-signals';
-import { classifySize } from '../utilities/classification.js';
+import { FasterSMA, FasterBollingerBands } from 'trading-signals'
+import { classifyBoll } from '../utilities/classification.js'
 
-export const candleStudies = (main, index, size, classify = true, classificationLevels = {}) => {
+const diff = (a, b) => {
+    const value = a - b
+    return {value: Math.abs(value), positive: value >= 0}
+}
 
-    const { changeLevel = 7, sizeLevel = 5 } = classificationLevels;
+export const candleStudies = (main, index, size, stdDev, lag) => {
+
+    const { verticalOhlcv, instances, lastIndexReplace } = main
 
     if(index === 0)
     {
-        Object.assign(main.verticalOhlcv, {
-            candle_gap_size: [...main.nullArray],
-            candle_body_size: [...main.nullArray],
-            candle_top_size: [...main.nullArray],
-            candle_bottom_size: [...main.nullArray],
-            candle_shadow_size: [...main.nullArray],
-            candle_close_direction: [...main.nullArray],
-            candle_high_direction: [...main.nullArray],
-            candle_low_direction: [...main.nullArray],
-            candle_open_direction: [...main.nullArray],          
+        const {nullArray} = main
+
+        Object.assign(verticalOhlcv, {
+            candle_gap: [...nullArray],
+            candle_body: [...nullArray],
+            candle_top: [...nullArray],
+            candle_bottom: [...nullArray],
+            candle_close: [...nullArray],
+            candle_high: [...nullArray],
+            candle_low: [...nullArray],
+            candle_open: [...nullArray],          
         })
-    }
 
-    // Ensure instances exist if classification is enabled
-    if (classify && index === 0) {
-
-        Object.assign(main.instances, {
+        Object.assign(instances, {
             candleStudies: {
-                topInstance: new FasterSMA(size),
-                bottomInstance: new FasterSMA(size),
-                gapInstance: new FasterSMA(size),
-                bodySizeInstance: new FasterSMA(size),
-                shadowSizeInstance: new FasterSMA(size),
-                closeDirectionInstance: new FasterSMA(size),
-                highDirectionInstance: new FasterSMA(size),
-                lowDirectionInstance: new FasterSMA(size),
-                openDirectionInstance: new FasterSMA(size)             
+                bodyInstance: new FasterBollingerBands(size, stdDev),
+                closeInstance: new FasterBollingerBands(size, stdDev),
+                highInstance: new FasterBollingerBands(size, stdDev),
+                lowInstance: new FasterBollingerBands(size, stdDev),
+                openInstance: new FasterBollingerBands(size, stdDev)             
             }
         })
-    }
 
-    // If we do not have a previous candle, we cannot compute differences
-    const prevOpen = main.verticalOhlcv.open[index-1]
-    const prevHigh = main.verticalOhlcv.high[index-1]
-    const prevLow = main.verticalOhlcv.low[index-1]
-    const prevClose = main.verticalOhlcv.close[index-1]
-
-    if (index === 0) return true;
-
-    const currOpen = main.verticalOhlcv.open[index]
-    const currHigh = main.verticalOhlcv.high[index]
-    const currLow = main.verticalOhlcv.low[index]
-    const currClose = main.verticalOhlcv.close[index]
-
-    // Determine candle direction and sizes
-    const isUp = currClose > currOpen;
-    const candleBodySize = Math.abs(currClose - currOpen);
-    const shadowSize = Math.abs(currHigh - currLow);
-
-    const topSize = currHigh - Math.max(currOpen, currClose);
-    const bottomSize = Math.min(currOpen, currClose) - currLow;
-    const gapSize = Math.abs(prevClose - currOpen);
-    const closeDirection = Math.abs(currClose - prevClose);
-    const highDirection = Math.abs(currHigh - prevHigh);
-    const lowDirection = Math.abs(currLow - prevLow);
-    const openDirection = Math.abs(currOpen - prevOpen);
-
-    let gapMean = null;
-    let bottomSizeMean = null;
-    let topSizeMean = null;
-    let bodySizeMean = null;
-    let shadowSizeMean = null;
-    let closeDirectionMean = null;
-    let highDirectionMean = null;
-    let lowDirectionMean = null;
-    let openDirectionMean = null;
-
-    if (classify) {
-        const {
-            topInstance,
-            bottomInstance,
-            gapInstance,
-            bodySizeInstance,
-            shadowSizeInstance,
-            closeDirectionInstance,
-            highDirectionInstance,
-            lowDirectionInstance,
-            openDirectionInstance
-        } = main.instances.candleStudies;
-
-        // Update instances with current absolute values
-        topInstance.update(Math.abs(topSize), main.lastIndexReplace);
-        bottomInstance.update(Math.abs(bottomSize), main.lastIndexReplace);
-        shadowSizeInstance.update(Math.abs(shadowSize), main.lastIndexReplace);
-        gapInstance.update(gapSize, main.lastIndexReplace);
-        bodySizeInstance.update(candleBodySize, main.lastIndexReplace);
-        closeDirectionInstance.update(closeDirection, main.lastIndexReplace);
-        highDirectionInstance.update(highDirection, main.lastIndexReplace);
-        lowDirectionInstance.update(lowDirection, main.lastIndexReplace);
-        openDirectionInstance.update(openDirection, main.lastIndexReplace);
-
-        try {
-            topSizeMean = topInstance.getResult();
-            bottomSizeMean = bottomInstance.getResult();
-            gapMean = gapInstance.getResult();
-            bodySizeMean = bodySizeInstance.getResult();
-            shadowSizeMean = shadowSizeInstance.getResult();
-            closeDirectionMean = closeDirectionInstance.getResult();
-            highDirectionMean = highDirectionInstance.getResult();
-            lowDirectionMean = lowDirectionInstance.getResult();
-            openDirectionMean = openDirectionInstance.getResult();
-        } catch (err) {
-            // If there's not enough data, means remain null
+        if(lag > 0)
+        {
+            const keyNames = ['candle_body', 'candle_gap', 'candle_close', 'candle_high', 'candle_low', 'candle_open', 'candle_top', 'candle_bottom']
+            main.lag(keyNames, lag)
         }
-
-        main.pushToMain({
-            index, 
-            key: 'candle_body_size', 
-            value: isUp 
-                ? classifySize(candleBodySize, bodySizeMean, 2, changeLevel)
-                : -Math.abs(classifySize(candleBodySize, bodySizeMean, 2, changeLevel)) || 0
-        })
-
         
+    }
 
-        main.pushToMain({index, key: 'candle_gap_size', value: isUp
-            ? classifySize(gapSize, gapMean, 2, changeLevel)
-            : -Math.abs(classifySize(gapSize, gapMean, 2, changeLevel)) || 0})
-
-
-        main.pushToMain({index, key: 'candle_close_direction', value: isUp
-            ? classifySize(closeDirection, closeDirectionMean, 2, changeLevel)
-            : -Math.abs(classifySize(closeDirection, closeDirectionMean, 2, changeLevel)) || 0})
-
-
-        main.pushToMain({index, key: 'candle_high_direction', value: isUp
-            ? classifySize(highDirection, highDirectionMean, 2, changeLevel)
-            : -Math.abs(classifySize(highDirection, highDirectionMean, 2, changeLevel)) || 0})
+    // If we do not have a previous candle, we cannot compute differences
+    const prevOpen = verticalOhlcv.open[index-1]
+    const prevHigh = verticalOhlcv.high[index-1]
+    const prevLow = verticalOhlcv.low[index-1]
+    const prevClose = verticalOhlcv.close[index-1]
+
+    if (index === 0) return true
+
+    const currOpen = verticalOhlcv.open[index]
+    const currHigh = verticalOhlcv.high[index]
+    const currLow = verticalOhlcv.low[index]
+    const currClose = verticalOhlcv.close[index]
+
+
+    //sizes
+    const bodySize = diff(currClose, currOpen)
+    const topSize = diff(currHigh, Math.max(currOpen, currClose))
+    const bottomSize = diff(Math.min(currOpen, currClose), currLow)
+    const gapSize = diff(prevClose, currOpen)
+    const closeChange = diff(currClose, prevClose)
+    const highChange = diff(currHigh, prevHigh)
+    const lowChange = diff(currLow, prevLow)
+    const openChange = diff(currOpen, prevOpen)
+
+    let bodyBoll = null
+    let closeBoll = null
+    let highBoll = null
+    let lowBoll = null
+    let openBoll = null
+
+    const {
+        bodyInstance,
+        closeInstance,
+        highInstance,
+        lowInstance,
+        openInstance
+    } = instances.candleStudies
+
+    // Update instances with current absolute values
+    bodyInstance.update(bodySize.value, lastIndexReplace)
+    closeInstance.update(closeChange.value, lastIndexReplace)
+    highInstance.update(highChange.value, lastIndexReplace)
+    lowInstance.update(lowChange.value, lastIndexReplace)
+    openInstance.update(openChange.value, lastIndexReplace)
+
+    try {
+        bodyBoll = bodyInstance.getResult()
+        closeBoll = closeInstance.getResult()
+        highBoll = highInstance.getResult()
+        lowBoll = lowInstance.getResult()
+        openBoll = openInstance.getResult()
+    } catch (err) {
+        // If there's not enough data, means remain null
+    }
 
-        main.pushToMain({index, key: 'candle_low_direction', value: isUp
-            ? classifySize(lowDirection, lowDirectionMean, 2, changeLevel)
-            : -Math.abs(classifySize(lowDirection, lowDirectionMean, 2, changeLevel)) || 0})
 
-        main.pushToMain({index, key: 'candle_open_direction', value: isUp
-            ? classifySize(openDirection, openDirectionMean, 2, changeLevel)
-            : -Math.abs(classifySize(openDirection, openDirectionMean, 2, changeLevel)) || 0})
+    main.pushToMain({index, key: 'candle_close', value: classifyBoll(closeChange, closeBoll)})
+    main.pushToMain({index, key: 'candle_high', value: classifyBoll(highChange, highBoll)})
+    main.pushToMain({index, key: 'candle_low', value: classifyBoll(lowChange, lowBoll)})
+    main.pushToMain({index, key: 'candle_open', value: classifyBoll(openChange, openBoll)})
 
-        main.pushToMain({index, key: 'candle_top_size', value: classifySize(topSize, topSizeMean, 0.5, sizeLevel)})
-        main.pushToMain({index, key: 'candle_bottom_size', value: classifySize(bottomSize, bottomSizeMean, 0.5, sizeLevel)})
-        main.pushToMain({index, key: 'candle_shadow_size', value: classifySize(shadowSize, shadowSizeMean, 0.5, sizeLevel)})
+    main.pushToMain({index, key: 'candle_body', value: classifyBoll(bodySize, bodyBoll)})
+    main.pushToMain({index, key: 'candle_gap', value: classifyBoll(gapSize, bodyBoll)})
+    main.pushToMain({index, key: 'candle_top', value: classifyBoll(topSize, bodyBoll)})
+    main.pushToMain({index, key: 'candle_bottom', value: classifyBoll(bottomSize, bodyBoll)})
 
-    } else {
-        // Without classification, just store raw values
+    return true
+}
 
-        main.pushToMain({index, key: 'candle_body_size', value: isUp ? candleBodySize : -candleBodySize})
-        main.pushToMain({index, key: 'candle_gap_size', value: isUp ? gapSize : -gapSize})
-        main.pushToMain({index, key: 'candle_close_direction', value: isUp ? closeDirection : -closeDirection})
-        main.pushToMain({index, key: 'candle_high_direction', value: isUp ? highDirection : -highDirection})
-        main.pushToMain({index, key: 'candle_low_direction', value: isUp ? lowDirection : -lowDirection})
-        main.pushToMain({index, key: 'candle_open_direction', value: isUp ? openDirection : -openDirection})
-        main.pushToMain({index, key: 'candle_top_size', value: topSize})
-        main.pushToMain({index, key: 'candle_bottom_size', value: bottomSize})
-        main.pushToMain({index, key: 'candle_shadow_size', value: shadowSize})
-    }
 
-    return true;
-};

package/src/utilities/classification.js

@@ -1,21 +1,36 @@
-export const classifySize = (value, mean, standardDeviation = 1.5, numLevels = 5) => {
-    if (value === null || mean === null || standardDeviation === null) return null
-    if (numLevels < 2) throw new Error("numLevels must be at least 2")
-
-    // Calculate the range for each level
-    const step = (4 * standardDeviation) / (numLevels - 1)
-    const thresholds = []
-
-    for (let i = 0; i < numLevels - 1; i++) {
-        thresholds.push(mean - (2 * standardDeviation) + (i * step))
-    }
-
-    // Classify the value based on calculated thresholds
-    for (let i = thresholds.length - 1; i >= 0; i--) {
-        if (value > thresholds[i]) {
-            return (i + 1) / (numLevels - 1)
-        }
-    }
-
-    return 0
-}
+/**
+ * Classifies a given value relative to the Bollinger bands.
+ *
+ * @param {Object} params - Parameters object.
+ * @param {number} params.value - The value to classify.
+ * @param {boolean} [params.positive=true] - Flag to determine if the result should be positive.
+ * @param {Object} bollingerBands - Object containing the Bollinger band thresholds.
+ * @param {number} bollingerBands.upper - The upper band threshold.
+ * @param {number} bollingerBands.middle - The middle band value.
+ * @param {number} bollingerBands.lower - The lower band threshold.
+ * @returns {number|null} The classified value, or null if inputs are invalid.
+ */
+export const classifyBoll = ({ value, positive = true }, bollingerBands) => {
+    // Validate that value and bollingerBands are not null/undefined
+    if (value == null || bollingerBands == null) return null;
+  
+    const { upper, middle, lower } = bollingerBands;
+  
+  
+    // Handle values outside the Bollinger bands
+    if (value < lower) return 0;
+    if (value > upper) return positive ? 1 : -1;
+  
+    // Use a tolerance for floating point comparisons
+    const epsilon = Number.EPSILON * Math.max(Math.abs(value), Math.abs(middle));
+    if (Math.abs(value - middle) < epsilon) return positive ? 0.5 : -0.5;
+  
+    // Prevent division by zero if upper and lower are equal
+    if (upper === lower) return null;
+  
+    const rangeValue = (value - lower) / (upper - lower);
+    const magnitude = Math.round(rangeValue * 10) / 10;
+  
+    return positive ? magnitude : -magnitude;
+  };
+