ohlcv-indicators 3.1.1 → 3.1.2
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 +22 -14
- package/package.json +1 -1
- package/src/studies/candleStudies.js +79 -76
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t.pushToMain({index:e,key:"candle_body",value:Bt(S,x,a)}),t.pushToMain({index:e,key:"candle_top",value:Bt(O,x,a)}),t.pushToMain({index:e,key:"candle_bottom",value:Bt(_,x,a)}),t.pushToMain({index:e,key:"candle_gap",value:Bt(j,x,a)}),t.pushToMain({index:e,key:"candle_change_close",value:Bt(P,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(E,M,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=It(t);return n(Number(o))}return 0},Ue=function(t,e){return"number"===e?t:"string"===e?Number(It(t)):0},ze=function(t,e){var n=arguments.length>2&&void 0!==arguments[2]?arguments[2]:0,o=e.len,i=e.inputParams,a=e.hasVolume;e.nullArray=new Array(o).fill(null);var u=["open","high","low","close"];a&&u.push("volume");var l=new Set(u);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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').concat(e.ticker));e.inputTypes[o]="string",i=It(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)||Le(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 s=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),f=n;f<o;f++){var h=t[f],p=h.open,y=h.high,v=h.low,d=h.close,m=De(h,Re),b=e.precisionMultiplier,g=Ne(p,e.inputTypes.open,b),w=Ne(y,e.inputTypes.high,b),S=Ne(v,e.inputTypes.low,b),O=Ne(d,e.inputTypes.close,b);if(e.pushToMain({index:f,key:"open",value:g}),e.pushToMain({index:f,key:"high",value:w}),e.pushToMain({index:f,key:"low",value:S}),e.pushToMain({index:f,key:"close",value:O}),a){var _=h.volume,j=Ue(_,e.inputTypes.volume);e.pushToMain({index:f,key:"volume",value:j})}else delete m.volume;var P,A=Ce(e.otherKeys);try{for(A.s();!(P=A.n()).done;){var E=P.value;e.pushToMain({index:f,key:E,value:m[E]})}}catch(t){A.e(t)}finally{A.f()}var k,x=Ce(s);try{for(x.s();!(k=x.n()).done;){var T=k.value,I=T.key,M=T.fn,R=T.args;["crossPairs","lag"].includes(I)||M.apply(void 0,[e,f].concat(Be(R)))}}catch(t){x.e(t)}finally{x.f()}ge(e,f),ke(e,f),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=$e(e,r),i=t.length,a=[],u=0,l=0,c=0,s=0,f=0,h=0,p=-1,y=0;y<i;y++){if(null!==n[y]&&null!==o[y]){p=y;break}a.push(0)}if(-1===p)return new Array(i).fill(0);for(var v=p;v<i;v++){var d=n[v],m=o[v];if(null!==d&&null!==m)if(u+=d,l+=m,c+=d*m,s+=d*d,f+=m*m,++h<2)a.push(0);else{var b=h*c-u*l,g=Math.sqrt((h*s-u*u)*(h*f-l*l)),w=0===g?0:b/g;a.push(w)}else u=l=c=s=f=h=0,a.push(0)}return a};function Fe(t){return function(t){if(Array.isArray(t))return We(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||Ke(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Ge(t){return Ge="function"==typeof Symbol&&"symbol"==typeof Symbol.iterator?function(t){return typeof t}:function(t){return t&&"function"==typeof Symbol&&t.constructor===Symbol&&t!==Symbol.prototype?"symbol":typeof t},Ge(t)}function Je(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,a,u=[],l=!0,c=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;l=!1}else for(;!(l=(n=i.call(r)).done)&&(u.push(n.value),u.length!==e);l=!0);}catch(t){c=!0,o=t}finally{try{if(!l&&null!=r.return&&(a=r.return(),Object(a)!==a))return}finally{if(c)throw o}}return u}}(t,e)||Ke(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}function Ke(t,e){if(t){if("string"==typeof t)return We(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.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 Ye(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,Qe(n.key),n)}}function Qe(t){var e=function(t,e){if("object"!=Ge(t)||!t)return t;var r=t[Symbol.toPrimitive];if(void 0!==r){var n=r.call(t,"string");if("object"!=Ge(n))return n;throw new TypeError("@@toPrimitive must return a primitive value.")}return String(t)}(t);return"symbol"==Ge(e)?e:e+""}var Xe=[.005,.01,.02,.025,.05,.1,.2,.25,.5,1,2,2.5,5,10],Ze=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,u=e.inputParams,l=void 0===u?null:u;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.hasVolume=!!("number"==typeof r[0].volume&&r[0].volume>0||"string"==typeof r[0].volume&&r[0].volume),this.isComputed=!1,this.lastComputedIndex=0,this.input=r,this.inputTypes=this.hasVolume?{open:"",high:"",low:"",close:"",volume:""}:{open:"",high:"",low:"",close:""},this.priceBased=["open","high","low","close"],this.len=r.length,this.lastIndexReplace=!1,this.instances={},this.crossPairsList=[],this.verticalOhlcv={},this.studies={},this.utilities={correlation:qe},this.invalidValueIndex=-1,this.precision=a,this.precisionMultiplier=!0===this.precision?0:1,this.minMaxRanges={},Array.isArray(l)&&(this.inputParams=l,this.compute()),this.inputParams=[],this},e=[{key:"pushToMain",value:function(t){var e=t.index,r=t.key,n=t.value;if(null==n)for(var o in this.invalidValueIndex=e,this.minMaxRanges)this.minMaxRanges[o]={min:1/0,max:-1/0};if(this.verticalOhlcv[r][e]=n,"number"==typeof n)if(r.includes("_diff_"))this.minMaxRanges.hasOwnProperty(r)&&this.minMaxRanges[r].min!==1/0&&this.minMaxRanges[r].max!==-1/0||(this.minMaxRanges[r]={min:-1,max:1});else if(r.startsWith("candle"))r.startsWith("candle_top")||r.startsWith("bottom")?this.minMaxRanges[r]={min:0,max:1}:this.minMaxRanges[r]={min:-1,max:1};else if(!r.includes("_x_")){var i=this.precision&&this.priceBased.includes(r)?n/this.precisionMultiplier:n;this.minMaxRanges.hasOwnProperty(r)||(this.minMaxRanges[r]={min:1/0,max:-1/0}),i<this.minMaxRanges[r].min&&(this.minMaxRanges[r].min=i),i>this.minMaxRanges[r].max&&(this.minMaxRanges[r].max=i)}}},{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=Je(f[s],2),p=h[0],y=h[1],v=l?y.slice(-c):y;r&&a.includes(p)&&(v=v.map((function(t){return null==t?null:t/e}))),u[p]=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 p=a[h],y=t[p][s];f[p]=r&&o.includes(p)?y/n:y}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"===Ge(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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"relativeVolume" is called the input ohlcv must contain valid volume properties.');i(this);var r=e.scale,n=void 0===r?null:r;if("number"==typeof n&&!Xe.includes(n))throw new Error('"scale" value in relativeVolume must be any of the following numbers: '.concat(Xe.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=$t("ema",t,e,Xe);return this.inputParams.push({key:"movingAverages",params:["ema",t,r]}),this}},{key:"sma",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{};i(this);var r=$t("sma",t,e,Xe);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"!==Ge(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"!==Ge(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,p=void 0===h?null:h,y=r.lag,v=void 0===y?0:y;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 p&&!Xe.includes(p))throw new Error('"scale" value in bollingerBands must be any of the following numbers: '.concat(Xe.join(", ")));return this.inputParams.push({key:"bollingerBands",params:[t,e,{target:o,height:u,scale:p,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&&!Xe.includes(n))throw new Error('"scale" value in rsi must be any of the following numbers: '.concat(Xe.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 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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&&!Xe.includes(u))throw new Error('"scale" value in candleStudies must be any of the following numbers: '.concat(Xe.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(!1===this.hasVolume)throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume 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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),Je(this.input,this,this.len)):(this.input[n]=t,Je(this.input,this,n))}return this}},{key:"crossPairs",value:function(t){return i(this),this.crossPairsList=[].concat(We(this.crossPairsList),We(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;if(i(this),!Array.isArray(e))throw new Error('Param "colKeys" must be a valid array of keyNames in lag.');if("number"!=typeof r||!Number.isInteger(r)||r<0)throw new Error('Param "lags" must be a integer greater or equal to 0: '.concat(JSON.stringify(e)));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]:{};if(!1===this.hasVolume)throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');i(this);var r=e.scale,n=void 0===r?null:r;if("number"==typeof n&&!nr.includes(n))throw new Error('"scale" value in relativeVolume must be any of the following numbers: '.concat(nr.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=qt("ema",t,e,nr);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=qt("sma",t,e,nr);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,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&&!nr.includes(y))throw new Error('"scale" value in bollingerBands must be any of the following numbers: '.concat(nr.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&&!nr.includes(n))throw new Error('"scale" value in rsi must be any of the following numbers: '.concat(nr.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&&!nr.includes(c))throw new Error('"scale" value in donchianChannels must be any of the following numbers: '.concat(nr.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]:{};if(i(this),"number"!=typeof t||t<=0)throw new Error('"size" must be a positive number greater than 0 in candleStudies.');var r=e.stdDev,n=void 0===r?.5:r,o=e.lag,a=void 0===o?0:o,u=e.scale,l=void 0===u?.05:u,c=e.patternSize,s=void 0===c?1:c;if("number"!=typeof n||n<=0)throw new Error('"stdDev" must be a positive number greater than 0 in candleStudies.');if("number"==typeof l&&!nr.includes(l))throw new Error('"scale" value in candleStudies must be any of the following numbers: '.concat(nr.join(", ")));if("number"!=typeof s||!Number.isInteger(s)||s<1)throw new Error('"patternSize" value in candleStudies must be an integer greater than 0.}');return this.inputParams.push({key:"candleStudies",params:[t,{stdDev:n,patternSize:s,lag:a,scale:l}]}),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(!1===this.hasVolume)throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume properties.');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&&!nr.includes(o))throw new Error('"scale" value in volumeOscillator must be any of the following numbers: '.concat(nr.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&&er(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();
|
package/index.js
CHANGED
|
@@ -79,14 +79,7 @@ export default class OHLCV_INDICATORS {
|
|
|
79
79
|
}
|
|
80
80
|
else if(key.startsWith('candle'))
|
|
81
81
|
{
|
|
82
|
-
|
|
83
|
-
{
|
|
84
|
-
this.minMaxRanges[key] = { min: 0, max: 1}
|
|
85
|
-
}
|
|
86
|
-
else
|
|
87
|
-
{
|
|
88
|
-
this.minMaxRanges[key] = { min: -1, max: 1}
|
|
89
|
-
}
|
|
82
|
+
this.minMaxRanges[key] = { min: -1, max: 1}
|
|
90
83
|
}
|
|
91
84
|
else if(!key.includes('_x_')) {
|
|
92
85
|
const newValue = (this.precision && this.priceBased.includes(key)) ? (value / this.precisionMultiplier) : value
|
|
@@ -251,6 +244,16 @@ export default class OHLCV_INDICATORS {
|
|
|
251
244
|
|
|
252
245
|
isAlreadyComputed(this)
|
|
253
246
|
|
|
247
|
+
if(!Array.isArray(colKeys))
|
|
248
|
+
{
|
|
249
|
+
throw new Error('Param "colKeys" must be a valid array of keyNames in lag.')
|
|
250
|
+
}
|
|
251
|
+
if(typeof lags !== 'number' || !Number.isInteger(lags) || lags < 0)
|
|
252
|
+
{
|
|
253
|
+
throw new Error(`Param "lags" must be a integer greater or equal to 0: ${JSON.stringify(colKeys)}`)
|
|
254
|
+
}
|
|
255
|
+
|
|
256
|
+
|
|
254
257
|
this.inputParams.push({key: 'lag', params: [colKeys, lags]})
|
|
255
258
|
|
|
256
259
|
for(let x = 0; x < colKeys.length; x++)
|
|
@@ -442,26 +445,31 @@ export default class OHLCV_INDICATORS {
|
|
|
442
445
|
}
|
|
443
446
|
|
|
444
447
|
|
|
445
|
-
candleStudies(size = 20,
|
|
448
|
+
candleStudies(size = 20, options = {}) {
|
|
446
449
|
isAlreadyComputed(this);
|
|
447
450
|
|
|
448
451
|
if (typeof size !== 'number' || size <= 0) {
|
|
449
452
|
throw new Error('"size" must be a positive number greater than 0 in candleStudies.');
|
|
450
453
|
}
|
|
451
454
|
|
|
455
|
+
const { stdDev = 0.5, lag = 0, scale = 0.05, patternSize = 1 } = options;
|
|
456
|
+
|
|
457
|
+
|
|
452
458
|
if (typeof stdDev !== 'number' || stdDev <= 0) {
|
|
453
|
-
|
|
459
|
+
throw new Error('"stdDev" must be a positive number greater than 0 in candleStudies.');
|
|
454
460
|
}
|
|
455
|
-
|
|
456
|
-
const { lag = 0, scale = 0.05 } = options;
|
|
457
|
-
|
|
458
461
|
|
|
459
462
|
if (typeof scale === 'number' && !validMagnitudeValues.includes(scale)) {
|
|
460
463
|
|
|
461
464
|
throw new Error(`"scale" value in candleStudies must be any of the following numbers: ${validMagnitudeValues.join(', ')}`);
|
|
462
465
|
}
|
|
466
|
+
|
|
467
|
+
if (typeof patternSize !== 'number' || !Number.isInteger(patternSize) || patternSize < 1 ) {
|
|
468
|
+
|
|
469
|
+
throw new Error(`"patternSize" value in candleStudies must be an integer greater than 0.}`);
|
|
470
|
+
}
|
|
463
471
|
|
|
464
|
-
this.inputParams.push({ key: 'candleStudies', params: [size, stdDev,
|
|
472
|
+
this.inputParams.push({ key: 'candleStudies', params: [size, {stdDev, patternSize, lag, scale}] });
|
|
465
473
|
return this;
|
|
466
474
|
}
|
|
467
475
|
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "ohlcv-indicators",
|
|
3
|
-
"version": "3.1.
|
|
3
|
+
"version": "3.1.2",
|
|
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",
|
|
@@ -1,38 +1,68 @@
|
|
|
1
1
|
import { FasterSMA, FasterBollingerBands } from 'trading-signals'
|
|
2
2
|
import { classifyBoll } from '../utilities/classification.js'
|
|
3
3
|
|
|
4
|
-
const diff = (a, b) => a - b
|
|
4
|
+
const diff = (a, b) => (a - b) / b
|
|
5
5
|
|
|
6
|
-
|
|
6
|
+
// crear una nueva instancia con la altura porcentual utilizando Bollinger Bands con una desviación estándar de 1.5
|
|
7
|
+
// Las diferencias estarán basadas en (objetivo - lower) / (upper - lower). Esto arrojará un valor entre -1 y 1
|
|
8
|
+
|
|
9
|
+
|
|
10
|
+
export const candleStudies = (main, index, size, {stdDev, patternSize, lag, scale}) => {
|
|
7
11
|
|
|
8
12
|
const { verticalOhlcv, instances, lastIndexReplace } = main
|
|
9
13
|
|
|
10
14
|
if(index === 0)
|
|
11
15
|
{
|
|
16
|
+
console.log({size, stdDev, patternSize, lag, scale})
|
|
17
|
+
|
|
12
18
|
const {nullArray} = main
|
|
13
|
-
|
|
14
|
-
const
|
|
15
|
-
'
|
|
16
|
-
'
|
|
17
|
-
'
|
|
18
|
-
'candle_gap',
|
|
19
|
-
'candle_change_close',
|
|
20
|
-
'candle_change_high',
|
|
21
|
-
'candle_change_low',
|
|
22
|
-
'candle_change_open',
|
|
19
|
+
|
|
20
|
+
const bodyVectors = [
|
|
21
|
+
['open', 'high'], ['open', 'low'], ['open', 'close'],
|
|
22
|
+
['high', 'low'], ['high', 'close'],
|
|
23
|
+
['low', 'close']
|
|
23
24
|
]
|
|
24
25
|
|
|
25
|
-
const
|
|
26
|
+
const gapVectors = [
|
|
27
|
+
['open', 'open'],
|
|
28
|
+
['high', 'high'],
|
|
29
|
+
['low', 'low'],
|
|
30
|
+
['close', 'close'],
|
|
31
|
+
...bodyVectors
|
|
32
|
+
]
|
|
33
|
+
|
|
34
|
+
const gapVectorKeyNames = []
|
|
35
|
+
const gapVectorsSetup = {}
|
|
36
|
+
|
|
37
|
+
for(let x = 0; x < patternSize; x++)
|
|
38
|
+
{
|
|
39
|
+
for(const [currK, prevK] of gapVectors)
|
|
40
|
+
{
|
|
41
|
+
gapVectorKeyNames.push(`candle_${x+1}_${currK}_${prevK}`)
|
|
42
|
+
gapVectorsSetup[`candle_${x+1}_${currK}_${prevK}`] = [...nullArray]
|
|
43
|
+
}
|
|
44
|
+
}
|
|
45
|
+
|
|
46
|
+
|
|
47
|
+
const bodyVectorKeyNames = []
|
|
48
|
+
const bodyVectorSetup = {}
|
|
26
49
|
|
|
27
|
-
|
|
50
|
+
for(const [a, b] of bodyVectors)
|
|
51
|
+
{
|
|
52
|
+
bodyVectorKeyNames.push(`candle_${a}_${b}`)
|
|
53
|
+
bodyVectorSetup[`candle_${a}_${b}`] = [...nullArray]
|
|
54
|
+
}
|
|
55
|
+
|
|
56
|
+
const keyNames = [...bodyVectorKeyNames, ...gapVectorKeyNames]
|
|
57
|
+
|
|
58
|
+
Object.assign(verticalOhlcv, {...bodyVectorSetup, ...gapVectorsSetup})
|
|
28
59
|
|
|
29
60
|
Object.assign(instances, {
|
|
30
61
|
candleStudies: {
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
openInstance: new FasterBollingerBands(size, stdDev)
|
|
62
|
+
bodyVectors,
|
|
63
|
+
gapVectors,
|
|
64
|
+
keyNames,
|
|
65
|
+
bodyInstance: new FasterBollingerBands(size, stdDev),
|
|
36
66
|
}
|
|
37
67
|
})
|
|
38
68
|
|
|
@@ -43,80 +73,53 @@ export const candleStudies = (main, index, size, stdDev, {lag, scale}) => {
|
|
|
43
73
|
|
|
44
74
|
}
|
|
45
75
|
|
|
46
|
-
// If we do not have a previous candle, we cannot compute differences
|
|
47
|
-
const prevOpen = verticalOhlcv.open[index-1]
|
|
48
|
-
const prevHigh = verticalOhlcv.high[index-1]
|
|
49
|
-
const prevLow = verticalOhlcv.low[index-1]
|
|
50
|
-
const prevClose = verticalOhlcv.close[index-1]
|
|
51
|
-
|
|
52
76
|
if (index === 0) return true
|
|
53
77
|
|
|
54
|
-
const currOpen = verticalOhlcv.open[index]
|
|
55
|
-
const currHigh = verticalOhlcv.high[index]
|
|
56
|
-
const currLow = verticalOhlcv.low[index]
|
|
57
|
-
const currClose = verticalOhlcv.close[index]
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
//parts
|
|
61
|
-
const bodySize = diff(currClose, currOpen)
|
|
62
|
-
const topSize = diff(currHigh, Math.max(currOpen, currClose))
|
|
63
|
-
const bottomSize = diff(Math.min(currOpen, currClose), currLow)
|
|
64
78
|
|
|
65
|
-
|
|
66
|
-
const gapOpenClose = diff(prevClose, currOpen)
|
|
67
|
-
|
|
68
|
-
//changes
|
|
69
|
-
const closeChange = diff(currClose, prevClose)
|
|
70
|
-
const highChange = diff(currHigh, prevHigh)
|
|
71
|
-
const lowChange = diff(currLow, prevLow)
|
|
72
|
-
const openChange = diff(currOpen, prevOpen)
|
|
79
|
+
const {bodyVectors, gapVectors, bodyInstance} = instances.candleStudies
|
|
73
80
|
|
|
74
81
|
let bodyBoll = null
|
|
75
|
-
|
|
76
|
-
|
|
77
|
-
|
|
78
|
-
let openBoll = null
|
|
79
|
-
|
|
80
|
-
const {
|
|
81
|
-
bodyInstance,
|
|
82
|
-
closeInstance,
|
|
83
|
-
highInstance,
|
|
84
|
-
lowInstance,
|
|
85
|
-
openInstance
|
|
86
|
-
} = instances.candleStudies
|
|
82
|
+
const currOpen = verticalOhlcv.open[index]
|
|
83
|
+
const currClose = verticalOhlcv.close[index]
|
|
84
|
+
const bodySize = diff(currClose, currOpen)
|
|
87
85
|
|
|
88
86
|
// Update instances with current absolute values
|
|
89
|
-
bodyInstance.update(
|
|
90
|
-
closeInstance.update(Math.abs(closeChange), lastIndexReplace)
|
|
91
|
-
highInstance.update(Math.abs(highChange), lastIndexReplace)
|
|
92
|
-
lowInstance.update(Math.abs(lowChange), lastIndexReplace)
|
|
93
|
-
openInstance.update(Math.abs(openChange), lastIndexReplace)
|
|
87
|
+
bodyInstance.update(bodySize, lastIndexReplace)
|
|
94
88
|
|
|
95
89
|
try {
|
|
96
90
|
bodyBoll = bodyInstance.getResult()
|
|
97
|
-
closeBoll = closeInstance.getResult()
|
|
98
|
-
highBoll = highInstance.getResult()
|
|
99
|
-
lowBoll = lowInstance.getResult()
|
|
100
|
-
openBoll = openInstance.getResult()
|
|
101
91
|
} catch (err) {
|
|
102
92
|
// If there's not enough data, means remain null
|
|
103
93
|
}
|
|
104
94
|
|
|
105
95
|
|
|
96
|
+
for(let x = 0; x < bodyVectors.length; x++)
|
|
97
|
+
{
|
|
98
|
+
const [k2, k1] = bodyVectors[x]
|
|
99
|
+
const v2 = verticalOhlcv[k2][index]
|
|
100
|
+
const v1 = verticalOhlcv[k1][index]
|
|
106
101
|
|
|
107
|
-
|
|
108
|
-
|
|
109
|
-
main.pushToMain({index, key: 'candle_top', value: classifyBoll(topSize, bodyBoll, scale)})
|
|
110
|
-
main.pushToMain({index, key: 'candle_bottom', value: classifyBoll(bottomSize, bodyBoll, scale)})
|
|
111
|
-
|
|
112
|
-
//gaps
|
|
113
|
-
main.pushToMain({index, key: 'candle_gap', value: classifyBoll(gapOpenClose, bodyBoll, scale)})
|
|
102
|
+
main.pushToMain({index, key: `candle_${k2}_${k1}`, value: classifyBoll(diff(v2, v1), bodyBoll, scale)})
|
|
103
|
+
}
|
|
114
104
|
|
|
115
|
-
|
|
116
|
-
|
|
117
|
-
|
|
118
|
-
|
|
119
|
-
|
|
105
|
+
for(let x = 0; x < patternSize; x++)
|
|
106
|
+
{
|
|
107
|
+
for(const [currK, prevK] of gapVectors)
|
|
108
|
+
{
|
|
109
|
+
|
|
110
|
+
const currV = verticalOhlcv[currK][index]
|
|
111
|
+
const prevV = verticalOhlcv[prevK][index-(x+1)]
|
|
112
|
+
|
|
113
|
+
if(typeof prevV === 'undefined')
|
|
114
|
+
{
|
|
115
|
+
main.pushToMain({index, key: `candle_${x+1}_${currK}_${prevK}`, value: null})
|
|
116
|
+
}
|
|
117
|
+
else
|
|
118
|
+
{
|
|
119
|
+
main.pushToMain({index, key: `candle_${x+1}_${currK}_${prevK}`, value: classifyBoll(diff(currV, prevV), bodyBoll, scale)})
|
|
120
|
+
}
|
|
121
|
+
}
|
|
122
|
+
}
|
|
120
123
|
|
|
121
124
|
return true
|
|
122
125
|
}
|