ohlcv-indicators 2.2.3 → 2.2.5

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Files changed (6) hide show
  1. package/dist/ohlcv-indicators.min.js +1 -1
  2. package/index.js +4 -2
  3. package/package.json +1 -1
  4. package/src/studies/candleStudies.js +15 -7
  5. package/src/utilities/classification.js +1 -0
  6. package/src/utilities/dataParsingUtilities.js +3 -8
package/dist/ohlcv-indicators.min.js CHANGED
@@ -1 +1 @@
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 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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 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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,.5,1,2,2.5,5,10],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". 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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})();
1
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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:He[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=De(f,Re),m=e.precisionMultiplier,g=Ne(h,e.inputTypes.open,m),w=Ne(y,e.inputTypes.high,m),S=Ne(p,e.inputTypes.low,m),O=Ne(v,e.inputTypes.close,m),_=Ue(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:O}),e.pushToMain({index:s,key:"volume",value:_});var j,A=Ce(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=Ce(c);try{for(k.s();!(E=k.n()).done;){var T=E.value,I=T.key,M=T.fn,x=T.args;["crossPairs","lag"].includes(I)||M.apply(void 0,[e,s].concat(Be(x)))}}catch(t){k.e(t)}finally{k.f()}ge(e,s),ke(e,s),e.lastComputedIndex++}},$e=function(t,e){for(var r=t.length,n=new $(e),o=new Array(r),i=0,a=0,u=0,l=0;l<r;l++)if(n.update(t[l]),n.isStable){var c=n.getResult();o[l]=c,i+=c,a+=c*c,u++}else o[l]=null;var s=i/u,f=a/u-s*s,h=Math.sqrt(f);return o.map((function(t){return null!==t?(t-s)/h:null}))},qe=function(t,e){var r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:5;if(t.length!==e.length)throw new Error("Both arrays must have the same length");for(var n=$e(t,r),o=$e(e,r),i=t.length,a=[],u=0,l=0,c=0,s=0,f=0,h=0,y=-1,p=0;p<i;p++){if(null!==n[p]&&null!==o[p]){y=p;break}a.push(0)}if(-1===y)return new Array(i).fill(0);for(var v=y;v<i;v++){var d=n[v],b=o[v];if(null!==d&&null!==b)if(u+=d,l+=b,c+=d*b,s+=d*d,f+=b*b,++h<2)a.push(0);else{var m=h*c-u*l,g=Math.sqrt((h*s-u*u)*(h*f-l*l)),w=0===g?0:m/g;a.push(w)}else u=l=c=s=f=h=0,a.push(0)}return a};function Fe(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}var Ge=function(t){for(var e=t.input,r=t.inputParams,n=new(0,t.OHLCV_INDICATORS)({input:e}),o=0;o<r.length;o++){var i=r[o],a=i.key,u=i.params;Array.isArray(u)&&(u.length>0?(Array.isArray(u)&&"crossPairs"===a&&Array.isArray(u[0])&&(u[0]=u[0].filter((function(t){return!t.isDefault}))),n[a].apply(n,function(t){if(Array.isArray(t))return Fe(t)}(l=u)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(l)||function(t,e){if(t){if("string"==typeof t)return Fe(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?Fe(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 Je(t){return function(t){if(Array.isArray(t))return We(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||Qe(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Ke(t){return Ke="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},Ke(t)}function Ye(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)||Qe(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 Qe(t,e){if(t){if("string"==typeof t)return We(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)?We(t,e):void 0}}function We(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 Xe(t,e){for(var r=0;r<e.length;r++){var n=e[r];n.enumerable=n.enumerable||!1,n.configurable=!0,"value"in n&&(n.writable=!0),Object.defineProperty(t,Ze(n.key),n)}}function Ze(t){var e=function(t,e){if("object"!=Ke(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Ke(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Ke(e)?e:e+""}var tr=[.01,.02,.025,.05,.1,.2,.25,.5,1,2,2.5,5,10],er=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:qe},this.invalidValueIndex=-1,this.precision=a,this.precisionMultiplier=!0===this.precision?0:1,this.setIndicatorsFromInputParams=Ge,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+1),s=0,f=Object.entries(i);s<f.length;s++){var h=Ye(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[];for(var u=e&&i>=0?i+1:0,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]=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&&ze(this.input,this,0),t&&"object"===Ke(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),ze(this.input,this,this.len)):(this.input[n]=t,ze(this.input,this,n))}return this}},{key:"crossPairs",value:function(t){return i(this),this.crossPairsList=[].concat(Je(this.crossPairsList),Je(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&&!tr.includes(n))throw new Error('"scale" value in relativeVolume must be any of the following numbers: '.concat(tr.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,tr);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,tr);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"!==Ke(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"!==Ke(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&&!tr.includes(y))throw new Error('"scale" value in bollingerBands must be any of the following numbers: '.concat(tr.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,u=e.lag,l=void 0===u?0:u;if("number"==typeof n&&!tr.includes(n))throw new Error('"scale" value in rsi must be any of the following numbers: '.concat(tr.join(", ")));if("number"!=typeof l)throw new Error('"lag" value in rsi must be a number in rsi.');return this.inputParams.push({key:"rsi",params:[t,{scale:n,target:a,lag:l}]}),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&&!tr.includes(c))throw new Error('"scale" value in donchianChannels must be any of the following numbers: '.concat(tr.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&&!tr.includes(u))throw new Error('"scale" value in candleStudies must be any of the following numbers: '.concat(tr.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&&!tr.includes(o))throw new Error('"scale" value in volumeOscillator must be any of the following numbers: '.concat(tr.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&&Xe(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
package/index.js CHANGED
@@ -50,6 +50,8 @@ export default class OHLCV_INDICATORS {
50
50
  this.invalidValueIndex = index
51
51
  }
52
52
 
53
+
54
+
53
55
  this.verticalOhlcv[key][index] = value
54
56
  }
55
57
 
@@ -66,8 +68,9 @@ export default class OHLCV_INDICATORS {
66
68
  } = this;
67
69
  const result = {};
68
70
  const shouldSlice = invalidValueIndex >= 0 && skipNull;
69
- const sliceLength = len - invalidValueIndex;
71
+ const sliceLength = len - (invalidValueIndex + 1);
70
72
 
73
+
71
74
  for (const [key, arr] of Object.entries(verticalOhlcv)) {
72
75
  // If slicing is needed, create a sliced copy, otherwise re-use the array.
73
76
  let newArr = shouldSlice ? arr.slice(-sliceLength) : arr;
@@ -90,7 +93,6 @@ export default class OHLCV_INDICATORS {
90
93
 
91
94
  const {precisionMultiplier, priceBased, precision, verticalOhlcv, invalidValueIndex} = this
92
95
 
93
-
94
96
  return verticalToHorizontal(verticalOhlcv, skipNull, precision, precisionMultiplier, priceBased, invalidValueIndex)
95
97
  }
96
98
 
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "ohlcv-indicators",
3
- "version": "2.2.3",
3
+ "version": "2.2.5",
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",
package/src/studies/candleStudies.js CHANGED
@@ -10,13 +10,21 @@ export const candleStudies = (main, index, size, stdDev, {lag, scale}) => {
10
10
  if(index === 0)
11
11
  {
12
12
  const {nullArray} = main
13
-
14
- const candleParts = ['candle_body', 'candle_top', 'candle_bottom']
15
- const candleGaps = ['candle_gap']
16
- const candleChanges = ['candle_change_close', 'candle_change_high', 'candle_change_low', 'candle_change_open']
17
- const keyNames = [...candleParts, ...candleGaps, ...candleChanges]
18
-
19
- Object.assign(verticalOhlcv, Object.fromEntries(keyNames.map(k => [k, nullArray])))
13
+
14
+ const keyNames = [
15
+ 'candle_body',
16
+ 'candle_top',
17
+ 'candle_bottom',
18
+ 'candle_gap',
19
+ 'candle_change_close',
20
+ 'candle_change_high',
21
+ 'candle_change_low',
22
+ 'candle_change_open',
23
+ ]
24
+
25
+ const verticalOhlcvSetup = Object.fromEntries(keyNames.map(v => [v, [...nullArray]]))
26
+
27
+ Object.assign(verticalOhlcv, {...verticalOhlcvSetup})
20
28
 
21
29
  Object.assign(instances, {
22
30
  candleStudies: {
package/src/utilities/classification.js CHANGED
@@ -21,6 +21,7 @@ import { calcMagnitude } from "./numberUtilities.js"
21
21
 
22
22
 
23
23
  export const classifyBoll = (value, bollingerBands, scale = 0.05) => {
24
+
24
25
  // Validate that value and bollingerBands are not null/undefined
25
26
  if (value == null || bollingerBands == null) return null
26
27
 
package/src/utilities/dataParsingUtilities.js CHANGED
@@ -12,8 +12,8 @@ export const verticalToHorizontal = (
12
12
  const startIndex = skipNull && invalidValueIndex >= 0 ? invalidValueIndex + 1 : 0;
13
13
  const endIndex = obj[keys[0]].length;
14
14
  const len = endIndex - startIndex;
15
-
16
15
  const result = new Array(len);
16
+
17
17
 
18
18
  for (let i = startIndex; i < endIndex; i++) {
19
19
  const row = {};
@@ -21,15 +21,10 @@ export const verticalToHorizontal = (
21
21
  const key = keys[j];
22
22
  const value = obj[key][i];
23
23
 
24
- if(value === null || typeof value === 'undefined')
25
- {
26
- row[key] = null
27
- }
28
- else{
29
- row[key] = (precision && priceBased.includes(key)) ? value / precisionMultiplier : value
30
- }
24
+ row[key] = (precision && priceBased.includes(key)) ? value / precisionMultiplier : value
31
25
 
32
26
  }
27
+
33
28
  result[i - startIndex] = row;
34
29
  }
35
30