ohlcv-indicators 2.1.8 → 2.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/ohlcv-indicators.min.js +1 -1
- package/index.js +30 -33
- package/package.json +1 -1
- package/src/moving-averages/bollingerBands.js +78 -74
- package/src/moving-averages/donchianChannel.js +72 -64
- package/src/moving-averages/macd.js +17 -17
- package/src/moving-averages/movingAverages.js +77 -73
- package/src/moving-averages/relativeVolume.js +37 -55
- package/src/oscillators/rsi.js +56 -62
- package/src/studies/lag.js +4 -2
- package/src/utilities/dataParsingUtilities.js +4 -2
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qe(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)||Je(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 Fe(t){return Fe="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},Fe(t)}function Ge(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,a,u=[],l=!0,c=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;l=!1}else 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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.inputParams=[],this.studies={},this.utilities={correlation:Ue},this.invalidValueIndex=-1,this.precision=a,this.precisionMultiplier=!0===this.precision?0:1,this.setIndicatorsFromInputParams=$e,this},e=[{key:"pushToMain",value:function(t){var e=t.index,r=t.key,n=t.value;null!==n&&NaN!==n&&void 0!==n||(this.invalidValueIndex=e),this.verticalOhlcv[r][e]=n}},{key:"getDataAsCols",value:function(){var t=!(arguments.length>0&&void 0!==arguments[0])||arguments[0];this.compute();var e=this.precisionMultiplier,r=this.precision,n=this.invalidValueIndex,o=this.len,i=function(t){for(var e=1;e<arguments.length;e++){var r=null!=arguments[e]?arguments[e]:{};e%2?Ye(Object(r),!0).forEach((function(e){Qe(t,e,r[e])})):Object.getOwnPropertyDescriptors?Object.defineProperties(t,Object.getOwnPropertyDescriptors(r)):Ye(Object(r)).forEach((function(e){Object.defineProperty(t,e,Object.getOwnPropertyDescriptor(r,e))}))}return t}({},this.verticalOhlcv);if(r)for(var a=0,u=Object.entries(i);a<u.length;a++){var l=Ge(u[a],2),c=l[0],s=l[1];this.priceBased.includes(c)&&this.precision?(i[c]=n>=0&&!0===t?s.slice(-(o-n)):s,i[c]=i[c].map((function(t){return null===t||NaN===t||void 0===t?null:t/e}))):i[c]=n>=0&&!0===t?s.slice(-(o-n)):s}return i}},{key:"getData",value:function(){var t=!(arguments.length>0&&void 0!==arguments[0])||arguments[0];this.compute();var e=this.precisionMultiplier,r=this.priceBased,n=this.precision;return function(t){var e=arguments.length>1&&void 0!==arguments[1]&&arguments[1],r=arguments.length>2?arguments[2]:void 0,n=arguments.length>3?arguments[3]:void 0,o=arguments.length>4?arguments[4]:void 0,i=arguments.length>5&&void 0!==arguments[5]?arguments[5]:0,a=Object.keys(t);if(0===a.length)return[];for(var u=e?i:0,l=t[a[0]].length,c=new Array(l-u),s=u;s<l;s++){for(var f={},h=0;h<a.length;h++){var y=a[h],p=t[y][s];f[y]=null===p||NaN===p||void 0===p?null:r&&o.includes(y)?p/n:p}c[s-u]=f}return c}(this.verticalOhlcv,t,n,e,r,this.invalidValueIndex)}},{key:"getLastValues",value:function(){this.compute();for(var t=this.precisionMultiplier,e=this.priceBased,r=this.precision,n=this.verticalOhlcv,o=this.len,i={},a=0,u=Object.keys(n);a<u.length;a++){var l=u[a];i[l]=n[l][o-1]}return r?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=kt(a[i],2),l=u[0],c=u[1];n.includes(l)&&(c/=r),o[l]=c}return o}({row:i,precisionMultiplier:t,priceBased:e}):i}},{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&&Ne(this.input,this,0),t&&"object"===Fe(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". 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0===r?null:r;if("number"==typeof n&&!Ze.includes(n))throw new Error('"scale" value in relativeVolume must be any of the following numbers: '.concat(Ze.join(", ")));return this.inputParams.push({key:"relativeVolume",params:[t,{scale:n}]}),this}},{key:"ema",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};i(this);var r=$t("ema",t,e,Ze);return this.inputParams.push({key:"movingAverages",params:["ema",t,r]}),this}},{key:"sma",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};i(this);var r=$t("sma",t,e,Ze);return this.inputParams.push({key:"movingAverages",params:["sma",t,r]}),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"!==Fe(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"!==Fe(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,l=r.range,c=void 0===l?[]:l,s=r.zScore,f=void 0===s?[]:s,h=r.scale,y=void 0===h?null:h;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(c))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.');if("number"==typeof y&&!Ze.includes(y))throw new Error('"scale" value in bollingerBands must be any of the following numbers: '.concat(Ze.join(", ")));return this.inputParams.push({key:"bollingerBands",params:[t,e,{target:o,height:u,scale:y,range:c,zScore:f}]}),this}},{key:"rsi",value:function(t){var 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 in rsi.');var r=e.scale,n=void 0===r?null:r,o=e.target,a=void 0===o?"close":o;if("number"==typeof n&&!Ze.includes(n))throw new Error('"scale" value in rsi must be any of the following numbers: '.concat(Ze.join(", ")));return this.inputParams.push({key:"rsi",params:[t,{scale:n,target:a}]}),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 greater than 0 in donchianChannels.');if("number"!=typeof e||e<0)throw new Error('"offset" must be a number greater than or equal to 0 in donchianChannels.');var n=r.height,o=void 0!==n&&n,a=r.range,u=void 0===a?[]:a,l=r.scale,c=void 0===l?null:l;if(!Array.isArray(u))throw new Error('If set, "range" must be an array of column names in donchianChannels.');if("boolean"!=typeof o)throw new Error('"height" must be a boolean in donchianChannels.');if("number"==typeof c&&!Ze.includes(c))throw new Error('"scale" value in donchianChannels must be any of the following numbers: '.concat(Ze.join(", ")));return this.inputParams.push({key:"donchianChannels",params:[t,e,{height:o,range:u,scale:c}]}),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]:2,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 greater than 0 in candleStudies.');if("number"!=typeof e||e<=0)throw new Error('"stdDev" must be a positive number greater than 0 in candleStudies.');var n=r.lag,o=void 0===n?0:n,a=r.scale,u=void 0===a?.05:a;if("number"==typeof u&&!Ze.includes(u))throw new Error('"scale" value in candleStudies must be any of the following numbers: '.concat(Ze.join(", ")));return this.inputParams.push({key:"candleStudies",params:[t,e,{lag:o,scale:u}]}),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,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{};if(i(this),"number"!=typeof t||t<=1)throw new Error('fastSize" must be a positive number greater than 1 in volumeOscillator.');if("number"!=typeof e||e<=t)throw new Error('"slowSize" must be a positive number greater than the "fastSize" in volumeOscillator.');var n=r.scale,o=void 0===n?null:n;if("number"==typeof o&&!Ze.includes(o))throw new Error('"scale" value in volumeOscillator must be any of the following numbers: '.concat(Ze.join(", ")));return this.inputParams.push({key:"volumeOscillator",params:[t,e,{scale:o}]}),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&&We(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
|
|
1
|
+
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s=t.nullArray,f=[].concat(["candle_body","candle_top","candle_bottom"],["candle_gap"],["candle_change_close","candle_change_high","candle_change_low","candle_change_open"]);Object.assign(u,Object.fromEntries(f.map((function(t){return[t,s]})))),Object.assign(l,{candleStudies:{bodyInstance:new ot(r,n),closeInstance:new ot(r,n),highInstance:new ot(r,n),lowInstance:new ot(r,n),openInstance:new ot(r,n)}}),i>0&&t.lag(f,i)}var h=u.open[e-1],y=u.high[e-1],p=u.low[e-1],v=u.close[e-1];if(0===e)return!0;var 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t.pushToMain({index:e,key:"candle_body",value:Bt(w,k,a)}),t.pushToMain({index:e,key:"candle_top",value:Bt(S,k,a)}),t.pushToMain({index:e,key:"candle_bottom",value:Bt(_,k,a)}),t.pushToMain({index:e,key:"candle_gap",value:Bt(O,k,a)}),t.pushToMain({index:e,key:"candle_change_close",value:Bt(j,T,a)}),t.pushToMain({index:e,key:"candle_change_high",value:Bt(A,I,a)}),t.pushToMain({index:e,key:"candle_change_low",value:Bt(P,x,a)}),t.pushToMain({index:e,key:"candle_change_open",value:Bt(E,M,a)}),!0}},Be=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=xt(t);return n(Number(o))}return 0},Le=function(t,e){return"number"===e?t:"string"===e?Number(xt(t)):0},Ve=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. Make sure to have enough datapoints in the input OHLCV.")}}catch(t){u.e(t)}finally{u.f()}}}catch(t){i.e(t)}finally{i.f()}}(e),a.forEach((function(t){e.verticalOhlcv[t]=Me(e.nullArray)}));var l=Object.keys(t[0]).filter((function(t){return!u.has(t)}));l.forEach((function(t){e.verticalOhlcv[t]=Me(e.nullArray)})),e.otherKeys=l,function(t,e){for(var r=0,n=Object.keys(e.inputTypes);r<n.length;r++){var o=n[r];if(!(o in t))throw new Error('Property "'.concat(o,'" not found in ohlcv array. ').concat(e.ticker));var i=t[o];if("number"==typeof i&&i>0)e.inputTypes[o]="number";else{if("string"!=typeof i||!/^(\d+(\.\d*)?|\.\d+)$/.test(i))throw new Error('Invalid property "'.concat(o,'" in ohlcv array. ').concat(e.ticker));e.inputTypes[o]="string",i=xt(i)}if(0===e.precisionMultiplier&&!0===e.precision){var a=(c=String(i).split("."),s=2,function(t){if(Array.isArray(t))return t}(c)||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=[],l=!0,c=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;l=!1}else for(;!(l=(n=i.call(r)).done)&&(u.push(n.value),u.length!==e);l=!0);}catch(t){c=!0,o=t}finally{try{if(!l&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(c)throw o}}return u}}(c,s)||Re(c,s)||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.")}())[1],u=void 0===a?"":a,l=Math.max(4,u.length);e.precisionMultiplier=l>1?Math.pow(10,l-1):1}}var c,s}(t[0],e)}else if(!e.otherKeys)throw new Error("otherKeys not found in main. Ensure you run with startIndex=0 first to initialize.");for(var c=function(t){return Array.isArray(t)?t.map((function(t){var e=t.key,r=t.params;return{key:e,fn:De[e],args:r}})):[]}(i),s=n;s<o;s++){var f=t[s],h=f.open,y=f.high,p=f.low,v=f.close,d=f.volume,b=xe(f,Te),m=e.precisionMultiplier,g=Be(h,e.inputTypes.open,m),w=Be(y,e.inputTypes.high,m),S=Be(p,e.inputTypes.low,m),_=Be(v,e.inputTypes.close,m),O=Le(d,e.inputTypes.volume);e.pushToMain({index:s,key:"open",value:g}),e.pushToMain({index:s,key:"high",value:w}),e.pushToMain({index:s,key:"low",value:S}),e.pushToMain({index:s,key:"close",value:_}),e.pushToMain({index:s,key:"volume",value:O});var j,A=Ie(e.otherKeys);try{for(A.s();!(j=A.n()).done;){var P=j.value;e.pushToMain({index:s,key:P,value:b[P]})}}catch(t){A.e(t)}finally{A.f()}var E,k=Ie(c);try{for(k.s();!(E=k.n()).done;){var T=E.value,I=T.key,x=T.fn,M=T.args;["crossPairs","lag"].includes(I)||x.apply(void 0,[e,s].concat(Me(M)))}}catch(t){k.e(t)}finally{k.f()}ve(e,s),je(e,s),e.lastComputedIndex++}},He=function(t,e){for(var r=t.length,n=new $(e),o=new Array(r),i=0,a=0,u=0,l=0;l<r;l++)if(n.update(t[l]),n.isStable){var c=n.getResult();o[l]=c,i+=c,a+=c*c,u++}else o[l]=null;var s=i/u,f=a/u-s*s,h=Math.sqrt(f);return o.map((function(t){return null!==t?(t-s)/h:null}))},Ne=function(t,e){var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:5;if(t.length!==e.length)throw new Error("Both arrays must have the same length");for(var n=He(t,r),o=He(e,r),i=t.length,a=[],u=0,l=0,c=0,s=0,f=0,h=0,y=-1,p=0;p<i;p++){if(null!==n[p]&&null!==o[p]){y=p;break}a.push(0)}if(-1===y)return new Array(i).fill(0);for(var v=y;v<i;v++){var d=n[v],b=o[v];if(null!==d&&null!==b)if(u+=d,l+=b,c+=d*b,s+=d*d,f+=b*b,++h<2)a.push(0);else{var m=h*c-u*l,g=Math.sqrt((h*s-u*u)*(h*f-l*l)),w=0===g?0:m/g;a.push(w)}else u=l=c=s=f=h=0,a.push(0)}return a};function Ue(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}var ze=function(t){for(var e=t.input,r=t.inputParams,n=new(0,t.OHLCV_INDICATORS)({input:e}),o=0;o<r.length;o++){var i=r[o],a=i.key,u=i.params;Array.isArray(u)&&(u.length>0?(Array.isArray(u)&&"crossPairs"===a&&Array.isArray(u[0])&&(u[0]=u[0].filter((function(t){return!t.isDefault}))),n[a].apply(n,function(t){if(Array.isArray(t))return Ue(t)}(l=u)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(l)||function(t,e){if(t){if("string"==typeof t)return Ue(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Ue(t,e):void 0}}(l)||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 l;return n};function $e(t){return function(t){if(Array.isArray(t))return Je(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||Ge(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function qe(t){return qe="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},qe(t)}function Fe(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,a,u=[],l=!0,c=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;l=!1}else for(;!(l=(n=i.call(r)).done)&&(u.push(n.value),u.length!==e);l=!0);}catch(t){c=!0,o=t}finally{try{if(!l&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(c)throw o}}return u}}(t,e)||Ge(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Ge(t,e){if(t){if("string"==typeof t)return Je(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Je(t,e):void 0}}function Je(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 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"!=qe(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=qe(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==qe(e)?e:e+""}var Qe=[.01,.02,.025,.05,.1,.2,.25,.5,1],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.inputParams=[],this.studies={},this.utilities={correlation:Ne},this.invalidValueIndex=-1,this.precision=a,this.precisionMultiplier=!0===this.precision?0:1,this.setIndicatorsFromInputParams=ze,this},e=[{key:"pushToMain",value:function(t){var e=t.index,r=t.key,n=t.value;null==n&&(this.invalidValueIndex=e),this.verticalOhlcv[r][e]=n}},{key:"getDataAsCols",value:function(){var t=!(arguments.length>0&&void 0!==arguments[0])||arguments[0];this.compute();for(var e=this.precisionMultiplier,r=this.precision,n=this.invalidValueIndex,o=this.len,i=this.verticalOhlcv,a=this.priceBased,u={},l=n>=0&&t,c=o-n,s=0,f=Object.entries(i);s<f.length;s++){var h=Fe(f[s],2),y=h[0],p=h[1],v=l?p.slice(-c):p;r&&a.includes(y)&&(v=v.map((function(t){return null==t?null:t/e}))),u[y]=v}return u}},{key:"getData",value:function(){var t=!(arguments.length>0&&void 0!==arguments[0])||arguments[0];this.compute();var e=this.precisionMultiplier,r=this.priceBased,n=this.precision;return function(t){var e=arguments.length>1&&void 0!==arguments[1]&&arguments[1],r=arguments.length>2?arguments[2]:void 0,n=arguments.length>3?arguments[3]:void 0,o=arguments.length>4?arguments[4]:void 0,i=arguments.length>5&&void 0!==arguments[5]?arguments[5]:0,a=Object.keys(t);if(0===a.length)return[];var u=e&&i>=0?i+1:0,l=t[a[0]].length,c=l-u,s=new Array(c);console.log({skipNull:e,invalidValueIndex:i,len:c});for(var f=u;f<l;f++){for(var h={},y=0;y<a.length;y++){var p=a[y],v=t[p][f];h[p]=null==v?null:r&&o.includes(p)?v/n:v}s[f-u]=h}return s}(this.verticalOhlcv,t,n,e,r,this.invalidValueIndex)}},{key:"getLastValues",value:function(){this.compute();for(var t=this.precisionMultiplier,e=this.priceBased,r=this.precision,n=this.verticalOhlcv,o=this.len,i={},a=0,u=Object.keys(n);a<u.length;a++){var l=u[a];i[l]=n[l][o-1]}return r?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=kt(a[i],2),l=u[0],c=u[1];n.includes(l)&&(c/=r),o[l]=c}return o}({row:i,precisionMultiplier:t,priceBased:e}):i}},{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&&Ve(this.input,this,0),t&&"object"===qe(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),Ve(this.input,this,this.len)):(this.input[n]=t,Ve(this.input,this,n))}return this}},{key:"crossPairs",value:function(t){return i(this),this.crossPairsList=[].concat($e(this.crossPairsList),$e(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===t}))&&t.priceBased.push(r)},o=0;o<e.length;o++)n();return this}},{key:"relativeVolume",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};i(this);var r=e.scale,n=void 0===r?null:r;if("number"==typeof n&&!Qe.includes(n))throw new Error('"scale" value in relativeVolume must be any of the following numbers: '.concat(Qe.join(", ")));return this.inputParams.push({key:"relativeVolume",params:[t,{scale:n}]}),this}},{key:"ema",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};i(this);var r=$t("ema",t,e,Qe);return this.inputParams.push({key:"movingAverages",params:["ema",t,r]}),this}},{key:"sma",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};i(this);var r=$t("sma",t,e,Qe);return this.inputParams.push({key:"movingAverages",params:["sma",t,r]}),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"!==qe(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"!==qe(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,l=r.range,c=void 0===l?[]:l,s=r.zScore,f=void 0===s?[]:s,h=r.scale,y=void 0===h?null:h;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(c))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.');if("number"==typeof y&&!Qe.includes(y))throw new Error('"scale" value in bollingerBands must be any of the following numbers: '.concat(Qe.join(", ")));return this.inputParams.push({key:"bollingerBands",params:[t,e,{target:o,height:u,scale:y,range:c,zScore:f}]}),this}},{key:"rsi",value:function(t){var 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 in rsi.');var r=e.scale,n=void 0===r?null:r,o=e.target,a=void 0===o?"close":o;if("number"==typeof n&&!Qe.includes(n))throw new Error('"scale" value in rsi must be any of the following numbers: '.concat(Qe.join(", ")));return this.inputParams.push({key:"rsi",params:[t,{scale:n,target:a}]}),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 greater than 0 in donchianChannels.');if("number"!=typeof e||e<0)throw new Error('"offset" must be a number greater than or equal to 0 in donchianChannels.');var n=r.height,o=void 0!==n&&n,a=r.range,u=void 0===a?[]:a,l=r.scale,c=void 0===l?null:l;if(!Array.isArray(u))throw new Error('If set, "range" must be an array of column names in donchianChannels.');if("boolean"!=typeof o)throw new Error('"height" must be a boolean in donchianChannels.');if("number"==typeof c&&!Qe.includes(c))throw new Error('"scale" value in donchianChannels must be any of the following numbers: '.concat(Qe.join(", ")));return this.inputParams.push({key:"donchianChannels",params:[t,e,{height:o,range:u,scale:c}]}),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]:2,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 greater than 0 in candleStudies.');if("number"!=typeof e||e<=0)throw new Error('"stdDev" must be a positive number greater than 0 in candleStudies.');var n=r.lag,o=void 0===n?0:n,a=r.scale,u=void 0===a?.05:a;if("number"==typeof u&&!Qe.includes(u))throw new Error('"scale" value in candleStudies must be any of the following numbers: '.concat(Qe.join(", ")));return this.inputParams.push({key:"candleStudies",params:[t,e,{lag:o,scale:u}]}),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,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{};if(i(this),"number"!=typeof t||t<=1)throw new Error('fastSize" must be a positive number greater than 1 in volumeOscillator.');if("number"!=typeof e||e<=t)throw new Error('"slowSize" must be a positive number greater than the "fastSize" in volumeOscillator.');var n=r.scale,o=void 0===n?null:n;if("number"==typeof o&&!Qe.includes(o))throw new Error('"scale" value in volumeOscillator must be any of the following numbers: '.concat(Qe.join(", ")));return this.inputParams.push({key:"volumeOscillator",params:[t,e,{scale:o}]}),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
CHANGED
|
@@ -45,46 +45,43 @@ export default class OHLCV_INDICATORS {
|
|
|
45
45
|
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46
46
|
pushToMain({index, key, value})
|
|
47
47
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{
|
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48
|
-
if(value === null ||
|
|
48
|
+
if(value === null || typeof value === 'undefined')
|
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49
49
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{
|
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50
50
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this.invalidValueIndex = index
|
|
51
51
|
}
|
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52
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-
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52
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+
|
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53
53
|
this.verticalOhlcv[key][index] = value
|
|
54
54
|
}
|
|
55
55
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|
|
56
|
-
getDataAsCols(skipNull = true){
|
|
57
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-
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-
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-
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60
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-
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-
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-
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63
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-
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64
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-
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-
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-
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-
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68
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-
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69
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-
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-
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-
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-
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-
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-
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-
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|
80
|
-
}
|
|
81
|
-
}
|
|
56
|
+
getDataAsCols(skipNull = true) {
|
|
57
|
+
this.compute();
|
|
58
|
+
|
|
59
|
+
const {
|
|
60
|
+
precisionMultiplier,
|
|
61
|
+
precision,
|
|
62
|
+
invalidValueIndex,
|
|
63
|
+
len,
|
|
64
|
+
verticalOhlcv,
|
|
65
|
+
priceBased
|
|
66
|
+
} = this;
|
|
67
|
+
const result = {};
|
|
68
|
+
const shouldSlice = invalidValueIndex >= 0 && skipNull;
|
|
69
|
+
const sliceLength = len - invalidValueIndex;
|
|
70
|
+
|
|
71
|
+
for (const [key, arr] of Object.entries(verticalOhlcv)) {
|
|
72
|
+
// If slicing is needed, create a sliced copy, otherwise re-use the array.
|
|
73
|
+
let newArr = shouldSlice ? arr.slice(-sliceLength) : arr;
|
|
74
|
+
|
|
75
|
+
// If this key is price based and precision is enabled, map over the array.
|
|
76
|
+
if (precision && priceBased.includes(key)) {
|
|
77
|
+
newArr = newArr.map(v => (v == null ? null : v / precisionMultiplier));
|
|
78
|
+
}
|
|
79
|
+
result[key] = newArr;
|
|
82
80
|
}
|
|
83
|
-
|
|
84
|
-
|
|
85
|
-
|
|
86
|
-
|
|
87
|
-
}
|
|
81
|
+
|
|
82
|
+
return result;
|
|
83
|
+
}
|
|
84
|
+
|
|
88
85
|
|
|
89
86
|
getData(skipNull = true) {
|
|
90
87
|
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "ohlcv-indicators",
|
|
3
|
-
"version": "2.
|
|
3
|
+
"version": "2.2.0",
|
|
4
4
|
"description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
|
|
5
5
|
"main": "index.js",
|
|
6
6
|
"type": "module",
|