ohlcv-indicators 2.1.9 → 2.2.1

package/src/moving-averages/bollingerBands.js

@@ -4,133 +4,137 @@ import { calcMagnitude } from '../utilities/numberUtilities.js';
 const defaultTarget = 'close'
 
 export const bollingerBands = (main, index, size, stdDev, { height, range = [], zScore = [], target, scale }) => {
-  // Destructure options ensure range and zScore default to empty arrays if not provided.
-
   const { verticalOhlcv, instances, lastIndexReplace } = main;
-  const suffix = target === defaultTarget ? '' : `_${target}`
-  const indicatorKey = `${size}_${stdDev}${suffix}`
-  let prefix
+  const suffix = target === defaultTarget ? '' : `_${target}`;
+  const indicatorKey = `${size}_${stdDev}${suffix}`;
+  let prefix;
 
-  // Initialize indicator instances and output arrays on the first call.
+  // Initialization on the first call.
   if (index === 0) {
-
-    const {priceBased, inputParams, nullArray, verticalOhlcv} = main
+    const { priceBased, inputParams, nullArray, verticalOhlcv } = main;
 
     if (!(target in verticalOhlcv)) {
-      throw new Error(`bollingerBands could not find target "${target}"`)
+      throw new Error(`bollingerBands could not find target "${target}"`);
     }
 
-    const numberOfIndicators = inputParams.filter(o => o.key === 'bollingerBands').length
-    // Choose a prefix based on the number of indicators.
-    const prefix = numberOfIndicators > 1
+    const numberOfIndicators = inputParams.filter(o => o.key === 'bollingerBands').length;
+    prefix = numberOfIndicators > 1
       ? `bollinger_bands_${indicatorKey}`
-      : `bollinger_bands${suffix}`
-
-    // Ensure the container exists.
-    instances.bollinger_bands = {
-      numberOfIndicators,
-      settings: {
-        [indicatorKey]: new FasterBollingerBands(size, stdDev)
-      }
+      : `bollinger_bands${suffix}`;
+
+    // Only create the container if it doesn't already exist.
+    if (!instances.bollinger_bands) {
+      instances.bollinger_bands = {
+        numberOfIndicators,
+        settings: {}
+      };
     }
+    // Add (or override) the indicator instance keyed by indicatorKey.
+    instances.bollinger_bands.settings[indicatorKey] = new FasterBollingerBands(size, stdDev);
 
+    // Initialize output arrays.
     Object.assign(verticalOhlcv, {
       [`${prefix}_upper`]: [...nullArray],
       [`${prefix}_middle`]: [...nullArray],
       [`${prefix}_lower`]: [...nullArray]
-    })
+    });
 
-    if(height)
-    {
-      verticalOhlcv[`${prefix}_height`] = [...nullArray]
+    if (height) {
+      verticalOhlcv[`${prefix}_height`] = [...nullArray];
     }
 
     // Set up additional arrays for each range property.
     for (const rangeKey of range) {
       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(priceBased)}`)
+        throw new Error(`Invalid range item value "${rangeKey}" property for bollingerBands. Only price based key names are accepted:\n${JSON.stringify(priceBased)}`);
       }
-
-      verticalOhlcv[`${prefix}_range_${rangeKey}`] = [...nullArray]
+      verticalOhlcv[`${prefix}_range_${rangeKey}`] = [...nullArray];
     }
 
     // Set up additional arrays for each zScore property.
     for (const zScoreKey of zScore) {
       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(priceBased)}`)
+        throw new Error(`Invalid zScore item value "${zScoreKey}" for bollingerBands. Only price based key names are accepted:\n${JSON.stringify(priceBased)}`);
       }
-      verticalOhlcv[`${prefix}_zscore_${zScoreKey}`] = [...nullArray]
+      verticalOhlcv[`${prefix}_zscore_${zScoreKey}`] = [...nullArray];
     }
 
-    priceBased.push(`${prefix}_upper`, `${prefix}_middle`, `${prefix}_lower`)
+    priceBased.push(`${prefix}_upper`, `${prefix}_middle`, `${prefix}_lower`);
   }
 
-  // For subsequent calls, if prefix wasn’t computed (i.e. index > 0), derive it.
+  // Derive prefix for subsequent calls if not set.
   if (!prefix) {
-    const num = 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 = instances.bollinger_bands.settings[indicatorKey]
-  const value = verticalOhlcv[target][index]
-  instance.update(value, lastIndexReplace)
+  // Update the indicator with the current value.
+  const instance = instances.bollinger_bands.settings[indicatorKey];
+  const value = verticalOhlcv[target][index];
+  instance.update(value, lastIndexReplace);
 
-  let result
+  // Attempt to retrieve the result.
+  let result = null;
   try {
-    result = instance.getResult()
+    result = instance.getResult();
   } catch (err) {
-    // If the result is not available yet, simply exit.
+    // If not available, result stays null.
   }
-  if (!result) return true
 
-  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})
+  // Use null fallbacks for the primary values.
+  const upper = result?.upper ?? null;
+  const middle = result?.middle ?? null;
+  const lower = result?.lower ?? null;
 
+  // Always push the indicator outputs.
+  main.pushToMain({ index, key: `${subPrefix}_upper`, value: upper });
+  main.pushToMain({ index, key: `${subPrefix}_middle`, value: middle });
+  main.pushToMain({ index, key: `${subPrefix}_lower`, value: lower });
 
-  // Process height if a height instance exists.
+  // Process height if requested.
   if (height) {
-    let heightValue = ((upper - lower) / lower)
-
-    if(scale)
-    {
-      heightValue = calcMagnitude(heightValue, scale)
+    let heightValue = null;
+    if (typeof upper === 'number' && typeof lower === 'number' && lower !== 0) {
+      heightValue = (upper - lower) / lower;
+      if (scale) {
+        heightValue = calcMagnitude(heightValue, scale);
+      }
     }
-
-    main.pushToMain({index, key: `${subPrefix}_height`, value: heightValue})
+    main.pushToMain({ index, key: `${subPrefix}_height`, value: heightValue });
   }
 
   // Process each range property.
   for (const rangeKey of range) {
-    let rangeValue = (verticalOhlcv[rangeKey][index] - lower) / (upper - lower)
-
-    if(scale)
-    {
-      rangeValue = calcMagnitude(rangeValue, scale)
+    let rangeValue = null;
+    const priceValue = verticalOhlcv[rangeKey][index];
+    if (typeof priceValue === 'number' && typeof lower === 'number' && typeof upper === 'number' && (upper - lower) !== 0) {
+      rangeValue = (priceValue - lower) / (upper - lower);
+      if (scale) {
+        rangeValue = calcMagnitude(rangeValue, scale);
+      }
     }
-
-    main.pushToMain({index, key: `${subPrefix}_range_${rangeKey}`, value: rangeValue})
+    main.pushToMain({ index, key: `${subPrefix}_range_${rangeKey}`, value: rangeValue });
   }
 
   // Process each zScore property.
   for (const zScoreKey of zScore) {
-    const denominator = upper - lower
-    let zScoreValue = denominator !== 0
-      ? (2 * stdDev * (verticalOhlcv[zScoreKey][index] - middle)) / denominator
-      : 0
-      
-    if(denominator !== 0 && scale)
-    {
-      zScoreValue = calcMagnitude(zScoreValue, scale)
+    let zScoreValue = null;
+    const priceValue = verticalOhlcv[zScoreKey][index];
+    if (
+      typeof priceValue === 'number' &&
+      typeof middle === 'number' &&
+      typeof upper === 'number' &&
+      typeof lower === 'number' &&
+      (upper - lower) !== 0
+    ) {
+      zScoreValue = (2 * stdDev * (priceValue - middle)) / (upper - lower);
+      if (scale) {
+        zScoreValue = calcMagnitude(zScoreValue, scale);
+      }
     }
-
-    main.pushToMain({index, key: `${subPrefix}_zscore_${zScoreKey}`, value: zScoreValue})
+    main.pushToMain({ index, key: `${subPrefix}_zscore_${zScoreKey}`, value: zScoreValue });
   }
 
-  return true
+  return true;
 }

package/src/moving-averages/donchianChannel.js

@@ -1,122 +1,130 @@
 import { calcMagnitude } from "../utilities/numberUtilities.js"
 
-
-export const donchianChannels = (main, index, size, offset, { height, range, scale}) => {
-
-  const indicatorKey = `${size}_${offset}`
-  const {verticalOhlcv, instances, len} = main
+export const donchianChannels = (main, index, size, offset, { height, range, scale }) => {
+  const indicatorKey = `${size}_${offset}`;
+  const { verticalOhlcv, instances, len } = main;
 
   // Initialization: create output arrays and indicator instance on the first call.
   if (index === 0) {
-    const {inputParams, priceBased, nullArray} = main
-    const numberOfIndicators = inputParams.filter(o => o.key === 'donchianChannels').length
-    const prefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel'
+    const { inputParams, priceBased, nullArray } = main;
+    const numberOfIndicators = inputParams.filter(o => o.key === 'donchianChannels').length;
+    const prefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel';
 
     Object.assign(verticalOhlcv, {
       [`${prefix}_upper`]: [...nullArray],
       [`${prefix}_basis`]: [...nullArray],
       [`${prefix}_lower`]: [...nullArray],
-    })
+    });
 
-    if(height)
-    {
-      verticalOhlcv[`${prefix}_height`] = [...nullArray]
+    if (height) {
+      verticalOhlcv[`${prefix}_height`] = [...nullArray];
     }
 
     priceBased.push(`${prefix}_upper`, `${prefix}_basis`, `${prefix}_lower`);
 
     if (!instances.hasOwnProperty('donchian_channel')) {
-      instances.donchian_channel = { numberOfIndicators, settings: {} }
+      instances.donchian_channel = { numberOfIndicators, settings: {} };
     }
 
     // Set up additional arrays for each range property.
     for (const rangeKey of range) {
       if (!(rangeKey in verticalOhlcv) || !priceBased.includes(rangeKey)) {
-        throw new Error(`Invalid range item value "${rangeKey}" property for donchianChannels. Only price based key names are accepted:\n${JSON.stringify(priceBased)}`)
+        throw new Error(`Invalid range item value "${rangeKey}" property for donchianChannels. Only price based key names are accepted:\n${JSON.stringify(priceBased)}`);
       }
-      verticalOhlcv[`${prefix}_range_${rangeKey}`] = [...nullArray]
+      verticalOhlcv[`${prefix}_range_${rangeKey}`] = [...nullArray];
     }
 
     instances.donchian_channel.settings[indicatorKey] = {
       maxDeque: [], // will hold indices for highs in descending order
       minDeque: []  // will hold indices for lows in ascending order
-    }
+    };
   }
 
-  const numberOfIndicators = instances.donchian_channel.numberOfIndicators
-  const subPrefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel'
-  const state = instances.donchian_channel.settings[indicatorKey]
-  const { maxDeque, minDeque } = state
+  const numberOfIndicators = instances.donchian_channel.numberOfIndicators;
+  const subPrefix = numberOfIndicators > 1 ? `donchian_channel_${indicatorKey}` : 'donchian_channel';
+  const state = 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)
-
-  // If the window is not fully available, exit early.
-  if (startIdx < 0 || endIdx > len) return true
+  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, push null values for all computed outputs.
+  if (startIdx < 0 || endIdx > len) {
+    main.pushToMain({ index, key: `${subPrefix}_upper`, value: null });
+    main.pushToMain({ index, key: `${subPrefix}_basis`, value: null });
+    main.pushToMain({ index, key: `${subPrefix}_lower`, value: null });
+    if (height) {
+      main.pushToMain({ index, key: `${subPrefix}_height`, value: null });
+    }
+    for (const rangeKey of range) {
+      main.pushToMain({ index, key: `${subPrefix}_range_${rangeKey}`, value: null });
+    }
+    return true;
+  }
 
-  const highs = verticalOhlcv.high
-  const lows = verticalOhlcv.low
+  const highs = verticalOhlcv.high;
+  const lows = 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
-  
-  // Update the computed values in the output arrays.
+  // Retrieve computed values with safety checks.
+  const upper = maxDeque.length ? highs[maxDeque[0]] : null;
+  const lower = minDeque.length ? lows[minDeque[0]] : null;
+  const basis = (typeof upper === 'number' && typeof lower === 'number') ? (upper + lower) / 2 : null;
 
-  main.pushToMain({index, key: `${subPrefix}_upper`, value: upper})
-  main.pushToMain({index, key: `${subPrefix}_basis`, value: basis})
-  main.pushToMain({index, key: `${subPrefix}_lower`, value: lower})
+  // Always push the main indicator values.
+  main.pushToMain({ index, key: `${subPrefix}_upper`, value: upper });
+  main.pushToMain({ index, key: `${subPrefix}_basis`, value: basis });
+  main.pushToMain({ index, key: `${subPrefix}_lower`, value: lower });
 
+  // Process height if enabled.
   if (height) {
-    let heightValue = ((upper - lower) / lower)
-
-    if(scale)
-    {
-      heightValue = calcMagnitude(heightValue, scale)
+    let heightValue = null;
+    if (typeof upper === 'number' && typeof lower === 'number' && lower !== 0) {
+      heightValue = (upper - lower) / lower;
+      if (scale) {
+        heightValue = calcMagnitude(heightValue, scale);
+      }
     }
-
-    main.pushToMain({index, key: `${subPrefix}_height`, value: heightValue})
+    main.pushToMain({ index, key: `${subPrefix}_height`, value: heightValue });
   }
 
   // Process each range property.
   for (const rangeKey of range) {
-    let rangeValue = (verticalOhlcv[rangeKey][index] - lower) / (upper - lower)
-
-    if(scale)
-    {
-      rangeValue = calcMagnitude(rangeValue, scale)
+    let rangeValue = null;
+    const priceValue = verticalOhlcv[rangeKey][index];
+    if (
+      typeof priceValue === 'number' &&
+      typeof upper === 'number' &&
+      typeof lower === 'number' &&
+      (upper - lower) !== 0
+    ) {
+      rangeValue = (priceValue - lower) / (upper - lower);
+      if (scale) {
+        rangeValue = calcMagnitude(rangeValue, scale);
+      }
     }
-
-    main.pushToMain({index, key: `${subPrefix}_range_${rangeKey}`, value: rangeValue})
+    main.pushToMain({ index, key: `${subPrefix}_range_${rangeKey}`, value: rangeValue });
   }
 
-  return true
+  return true;
 }

package/src/moving-averages/macd.js

@@ -6,22 +6,22 @@ export const macd = (main, index, fast, slow, signal, options) => {
   const { target } = options;
   const { verticalOhlcv, instances, lastIndexReplace } = main;
 
-  // Instance key (for internal storage) includes target if not default.
+  // Create an instance key that includes the target if it isn't the default.
   const instanceKey = `${fast}_${slow}_${signal}${target === defaultTarget ? '' : `_${target}`}`;
 
-  // On the first index, do the initialization.
+  // Initialization on the first index.
   if (index === 0) {
-    const { inputParams, crossPairsList, nullArray } = main;
+    const { inputParams, crossPairsList, nullArray, priceBased } = main;
 
     if (!verticalOhlcv.hasOwnProperty(target)) {
       throw new Error(`Target property ${target} not found in verticalOhlcv for macd.`);
     }
 
     const numberOfIndicators = inputParams.filter(o => o.key === 'macd').length;
-    // For display keys: if there's more than one indicator, include the parameters in the prefix.
+    // Choose a display prefix based on the number of indicators.
     const displayPrefix = numberOfIndicators > 1 ? `macd_${fast}_${slow}_${signal}` : 'macd';
 
-    // Build the keys: if target is not the default, append it at the end.
+    // Build the keys.
     const diffKey = target === defaultTarget ? `${displayPrefix}_diff` : `${displayPrefix}_diff_${target}`;
     const deaKey = target === defaultTarget ? `${displayPrefix}_dea` : `${displayPrefix}_dea_${target}`;
     const histogramKey = target === defaultTarget ? `${displayPrefix}_histogram` : `${displayPrefix}_histogram_${target}`;
@@ -39,18 +39,18 @@ export const macd = (main, index, fast, slow, signal, options) => {
       new FasterEMA(fast),
       new FasterEMA(slow),
       new FasterEMA(signal)
-    )
+    );
 
     Object.assign(verticalOhlcv, {
       [diffKey]: [...nullArray],
       [deaKey]: [...nullArray],
       [histogramKey]: [...nullArray],
-    })
-  }
+    });
 
-  const {numberOfIndicators, settings} = instances.macd
+    priceBased.push(diffKey, deaKey, histogramKey)
+  }
 
-  // Determine display prefix for updating values.
+  const { numberOfIndicators, settings } = instances.macd;
   const displayPrefix = numberOfIndicators > 1 ? `macd_${fast}_${slow}_${signal}` : 'macd';
   const diffKey = target === defaultTarget ? `${displayPrefix}_diff` : `${displayPrefix}_diff_${target}`;
   const deaKey = target === defaultTarget ? `${displayPrefix}_dea` : `${displayPrefix}_dea_${target}`;
@@ -60,18 +60,18 @@ export const macd = (main, index, fast, slow, signal, options) => {
   const value = verticalOhlcv[target][index];
   macdInstance.update(value, lastIndexReplace);
 
-  let macdResult;
+  let macdResult = null;
   try {
     macdResult = macdInstance.getResult();
   } catch (err) {
-    // Do nothing if no result is available.
+    // If the result is unavailable, macdResult remains null.
+    macdResult = null;
   }
 
-  if (macdResult) {
-    main.pushToMain({ index, key: diffKey, value: macdResult.macd });
-    main.pushToMain({ index, key: deaKey, value: macdResult.signal });
-    main.pushToMain({ index, key: histogramKey, value: macdResult.histogram });
-  }
+  // Always push values; use null as fallback when macdResult is missing.
+  main.pushToMain({ index, key: diffKey, value: macdResult ? macdResult.macd : null });
+  main.pushToMain({ index, key: deaKey, value: macdResult ? macdResult.signal : null });
+  main.pushToMain({ index, key: histogramKey, value: macdResult ? macdResult.histogram : null });
 
   return true;
 };