ohlcv-indicators 2.2.5 → 2.2.7

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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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 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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". 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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 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t.pushToMain({index:e,key:"candle_body",value:Bt(S,T,a)}),t.pushToMain({index:e,key:"candle_top",value:Bt(O,T,a)}),t.pushToMain({index:e,key:"candle_bottom",value:Bt(j,T,a)}),t.pushToMain({index:e,key:"candle_gap",value:Bt(_,T,a)}),t.pushToMain({index:e,key:"candle_change_close",value:Bt(P,I,a)}),t.pushToMain({index:e,key:"candle_change_high",value:Bt(A,M,a)}),t.pushToMain({index:e,key:"candle_change_low",value:Bt(E,x,a)}),t.pushToMain({index:e,key:"candle_change_open",value:Bt(k,R,a)}),!0}},Ne=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=Mt(t);return n(Number(o))}return 0},Ue=function(t,e){return"number"===e?t:"string"===e?Number(Mt(t)):0},ze=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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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),j=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:j});var _,P=Ce(e.otherKeys);try{for(P.s();!(_=P.n()).done;){var A=_.value;e.pushToMain({index:s,key:A,value:b[A]})}}catch(t){P.e(t)}finally{P.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 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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=[.005,.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". 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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,p=r.lag,v=void 0===p?0:p;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("number"!=typeof v)throw new Error('"lag" value in rsi must be a number 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,lag:v}]}),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,s=r.lag,f=void 0===s?0:s;if(!Array.isArray(u))throw new Error('If set, "range" must be an array of column names in donchianChannels.');if("number"!=typeof f)throw new Error('"lag" value in rsi must be a number 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,lag:f}]}),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

@@ -7,7 +7,7 @@ import { divideByMultiplier } from './src/utilities/numberUtilities.js'
 import { getMovingAveragesParams } from './src/moving-averages/movingAverages.js'
 import { verticalToHorizontal } from './src/utilities/dataParsingUtilities.js'
 
-const validMagnitudeValues = [0.01, 0.02, 0.025, 0.05, 0.1, 0.20, 0.25, 0.5, 1, 2, 2.5, 5, 10]
+const validMagnitudeValues = [0.005, 0.01, 0.02, 0.025, 0.05, 0.1, 0.20, 0.25, 0.5, 1, 2, 2.5, 5, 10]
 
 export default class OHLCV_INDICATORS {
     constructor({input, ticker = null, precision = true}) {
@@ -286,7 +286,7 @@ export default class OHLCV_INDICATORS {
             throw new Error('"options" must be an object in bollingerBands. eg: {target, height, range}');
         }
 
-        const {target = 'close', height = false, range = [], zScore = [], scale = null} = options
+        const {target = 'close', height = false, range = [], zScore = [], scale = null, lag = 0} = options
 
         // Validate size and times
         if (typeof size !== 'number' || size <= 0) {
@@ -301,6 +301,10 @@ 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 lag !== 'number') {
+
+            throw new Error(`"lag" value in rsi must be a number in bollingerBands.`);
+        }
         if (typeof height !== 'boolean') {
             throw new Error('"height" must be a boolean in bollingerBands.');
         }
@@ -311,10 +315,8 @@ export default class OHLCV_INDICATORS {
                 throw new Error(`"scale" value in bollingerBands must be any of the following numbers: ${validMagnitudeValues.join(', ')}`);
             }           
         }
-
-
     
-        this.inputParams.push({key: 'bollingerBands', params: [size, stdDev, {target, height, scale, range, zScore}]});
+        this.inputParams.push({key: 'bollingerBands', params: [size, stdDev, {target, height, scale, range, zScore, lag}]});
     
         return this;
     }
@@ -355,11 +357,15 @@ export default class OHLCV_INDICATORS {
           throw new Error('"offset" must be a number greater than or equal to 0 in donchianChannels.');
         }
       
-        const { height = false, range = [], scale = null } = options;
+        const { height = false, range = [], scale = null, lag = 0} = options;
       
         if (!Array.isArray(range)) {
           throw new Error('If set, "range" must be an array of column names in donchianChannels.');
         }
+
+        if (typeof lag !== 'number') {
+            throw new Error(`"lag" value in rsi must be a number in donchianChannels.`);
+        }
       
         if (typeof height !== 'boolean') {
           throw new Error('"height" must be a boolean in donchianChannels.');
@@ -373,7 +379,7 @@ export default class OHLCV_INDICATORS {
             }        
         }
       
-        this.inputParams.push({ key: 'donchianChannels', params: [size, offset, { height, range, scale }] });
+        this.inputParams.push({ key: 'donchianChannels', params: [size, offset, { height, range, scale, lag }] });
       
         return this;
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "2.2.5",
+  "version": "2.2.7",
   "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

@@ -3,7 +3,7 @@ import { calcMagnitude } from '../utilities/numberUtilities.js';
 
 const defaultTarget = 'close'
 
-export const bollingerBands = (main, index, size, stdDev, { height, range = [], zScore = [], target, scale }) => {
+export const bollingerBands = (main, index, size, stdDev, { height, range = [], zScore = [], target, scale, lag }) => {
   const { verticalOhlcv, instances, lastIndexReplace } = main;
   const suffix = target === defaultTarget ? '' : `_${target}`;
   const indicatorKey = `${size}_${stdDev}${suffix}`;
@@ -32,15 +32,15 @@ export const bollingerBands = (main, index, size, stdDev, { height, range = [],
     // 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],
-      [`${prefix}_lower`]: [...nullArray]
-    });
+    const keyNames = [
+      `${prefix}_upper`,
+      `${prefix}_middle`,
+      `${prefix}_lower`,
+    ]
+
 
     if (height) {
-      verticalOhlcv[`${prefix}_height`] = [...nullArray];
+      keyNames.push(`${prefix}_height`)
     }
 
     // Set up additional arrays for each range property.
@@ -48,7 +48,7 @@ export const bollingerBands = (main, index, size, stdDev, { height, 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)}`);
       }
-      verticalOhlcv[`${prefix}_range_${rangeKey}`] = [...nullArray];
+      keyNames.push(`${prefix}_range_${rangeKey}`)
     }
 
     // Set up additional arrays for each zScore property.
@@ -56,7 +56,15 @@ export const bollingerBands = (main, index, size, stdDev, { height, range = [],
       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)}`);
       }
-      verticalOhlcv[`${prefix}_zscore_${zScoreKey}`] = [...nullArray];
+      keyNames.push(`${prefix}_zscore_${zScoreKey}`)
+    }
+
+    const verticalOhlcvSetup = Object.fromEntries(keyNames.map(v => [v, [...nullArray]]))
+    Object.assign(verticalOhlcv, {...verticalOhlcvSetup})
+
+    if(lag > 0)
+    {
+      main.lag(keyNames, lag)
     }
 
     priceBased.push(`${prefix}_upper`, `${prefix}_middle`, `${prefix}_lower`);
@@ -96,10 +104,7 @@ export const bollingerBands = (main, index, size, stdDev, { height, range = [],
   if (height) {
     let heightValue = null;
     if (typeof upper === 'number' && typeof lower === 'number' && lower !== 0) {
-      heightValue = (upper - lower) / lower;
-      if (scale) {
-        heightValue = calcMagnitude(heightValue, scale);
-      }
+      heightValue = calcMagnitude( ((upper - lower) / lower), 0.005)
     }
     main.pushToMain({ index, key: `${subPrefix}_height`, value: heightValue });
   }

package/src/moving-averages/donchianChannel.js

@@ -1,6 +1,6 @@
 import { calcMagnitude } from "../utilities/numberUtilities.js"
 
-export const donchianChannels = (main, index, size, offset, { height, range, scale }) => {
+export const donchianChannels = (main, index, size, offset, { height, range, scale, lag }) => {
   const indicatorKey = `${size}_${offset}`;
   const { verticalOhlcv, instances, len } = main;
 
@@ -10,18 +10,18 @@ export const donchianChannels = (main, index, size, offset, { height, range, sca
     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],
-      [`${prefix}_lower`]: [...nullArray],
-    });
+    const keyNames = [
+      `${prefix}_upper`,
+      `${prefix}_basis`,
+      `${prefix}_lower`,
+    ]
+
 
     if (height) {
-      verticalOhlcv[`${prefix}_height`] = [...nullArray];
+      keyNames.push(`${prefix}_height`)
     }
 
-    priceBased.push(`${prefix}_upper`, `${prefix}_basis`, `${prefix}_lower`);
-
+   
     if (!instances.hasOwnProperty('donchian_channel')) {
       instances.donchian_channel = { numberOfIndicators, settings: {} };
     }
@@ -31,9 +31,19 @@ export const donchianChannels = (main, index, size, offset, { height, range, sca
       if (!(rangeKey in verticalOhlcv) || !priceBased.includes(rangeKey)) {
         throw new Error(`Invalid range item value "${rangeKey}" property for donchianChannels. Only price based key names are accepted:\n${JSON.stringify(priceBased)}`);
       }
-      verticalOhlcv[`${prefix}_range_${rangeKey}`] = [...nullArray];
+      keyNames.push(`${prefix}_range_${rangeKey}`)
+    }
+
+    const verticalOhlcvSetup = Object.fromEntries(keyNames.map(v => [v, [...nullArray]]))
+    Object.assign(verticalOhlcv, {...verticalOhlcvSetup})
+
+    if(lag > 0)
+    {
+      main.lag(keyNames, lag)
     }
 
+    priceBased.push(`${prefix}_upper`, `${prefix}_basis`, `${prefix}_lower`);
+
     instances.donchian_channel.settings[indicatorKey] = {
       maxDeque: [], // will hold indices for highs in descending order
       minDeque: []  // will hold indices for lows in ascending order
@@ -100,10 +110,7 @@ export const donchianChannels = (main, index, size, offset, { height, range, sca
   if (height) {
     let heightValue = null;
     if (typeof upper === 'number' && typeof lower === 'number' && lower !== 0) {
-      heightValue = (upper - lower) / lower;
-      if (scale) {
-        heightValue = calcMagnitude(heightValue, scale);
-      }
+      heightValue = calcMagnitude( ((upper - lower) / lower), 0.005)
     }
     main.pushToMain({ index, key: `${subPrefix}_height`, value: heightValue });
   }