ohlcv-indicators 3.1.2 → 3.1.3
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.
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z=pe(I[L],2),N=z[0],H=z[1],U=l[N][e],q=l[H][e];t.pushToMain({index:e,key:"candle_".concat(N,"_").concat(H),value:Bt(be(U,q),C,u)})}for(var $=0;$<i;$++){var F,G=ve(M);try{for(G.s();!(F=G.n()).done;){var J=pe(F.value,2),K=J[0],Y=J[1],W=l[K][e],Q=l[Y][e-($+1)];void 0===Q?t.pushToMain({index:e,key:"candle_".concat($+1,"_").concat(K,"_").concat(Y),value:null}):t.pushToMain({index:e,key:"candle_".concat($+1,"_").concat(K,"_").concat(Y),value:Bt(be(W,Q),C,u)})}}catch(t){G.e(t)}finally{G.f()}}return!0}},Fe=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},Ge=function(t,e){return"number"===e?t:"string"===e?Number(It(t)):0},Je=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 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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 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String(t)}(t);return"symbol"==Qe(e)?e:e+""}var nr=[.005,.01,.02,.025,.05,.1,.2,.25,.5,1,2,2.5,5,10],or=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:Ye},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"))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=Xe(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&&Je(this.input,this,0),t&&"object"===Qe(t)){var e;if(!["open","high","low","close","volume","date"].every((function(e){return Object.keys(t).includes(e)})))throw Error('Invalid OHLCV object sent in "compute". Correct usage: .compute({open: 108.25, high: 108.410004, low: 108.25, close: 99999999, volume: 875903, date: "2024-12-16 15:45:00" || "2024-12-16"})');if(!this.isValidDate)throw Error('All the OHLCV rows require a valid date property to access the compute change method. Correct date format: "2024-12-16 15:45:00" or "2024-12-16"');if(!o(t.date))throw Error('The date in the new OHLCV row is invalid. Correct date format: "2024-12-16 15:45:00" or "2024-12-16"');var r=t.date,n=this.len-1,i=null===(e=this.input[n])||void 0===e?void 0:e.date;0===this.lastComputedIndex&&this.compute(),i!==r?(this.len++,this.input.push(t),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/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "ohlcv-indicators",
|
|
3
|
-
"version": "3.1.
|
|
3
|
+
"version": "3.1.3",
|
|
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",
|
|
@@ -38,8 +38,8 @@ export const candleStudies = (main, index, size, {stdDev, patternSize, lag, scal
|
|
|
38
38
|
{
|
|
39
39
|
for(const [currK, prevK] of gapVectors)
|
|
40
40
|
{
|
|
41
|
-
gapVectorKeyNames.push(`
|
|
42
|
-
gapVectorsSetup[`
|
|
41
|
+
gapVectorKeyNames.push(`candle_change_${x+1}_${currK}_${prevK}`)
|
|
42
|
+
gapVectorsSetup[`candle_change_${x+1}_${currK}_${prevK}`] = [...nullArray]
|
|
43
43
|
}
|
|
44
44
|
}
|
|
45
45
|
|
|
@@ -49,8 +49,8 @@ export const candleStudies = (main, index, size, {stdDev, patternSize, lag, scal
|
|
|
49
49
|
|
|
50
50
|
for(const [a, b] of bodyVectors)
|
|
51
51
|
{
|
|
52
|
-
bodyVectorKeyNames.push(`
|
|
53
|
-
bodyVectorSetup[`
|
|
52
|
+
bodyVectorKeyNames.push(`candle_body_${a}_${b}`)
|
|
53
|
+
bodyVectorSetup[`candle_body_${a}_${b}`] = [...nullArray]
|
|
54
54
|
}
|
|
55
55
|
|
|
56
56
|
const keyNames = [...bodyVectorKeyNames, ...gapVectorKeyNames]
|
|
@@ -99,7 +99,7 @@ export const candleStudies = (main, index, size, {stdDev, patternSize, lag, scal
|
|
|
99
99
|
const v2 = verticalOhlcv[k2][index]
|
|
100
100
|
const v1 = verticalOhlcv[k1][index]
|
|
101
101
|
|
|
102
|
-
main.pushToMain({index, key: `
|
|
102
|
+
main.pushToMain({index, key: `candle_body_${k2}_${k1}`, value: classifyBoll(diff(v2, v1), bodyBoll, scale)})
|
|
103
103
|
}
|
|
104
104
|
|
|
105
105
|
for(let x = 0; x < patternSize; x++)
|
|
@@ -110,14 +110,11 @@ export const candleStudies = (main, index, size, {stdDev, patternSize, lag, scal
|
|
|
110
110
|
const currV = verticalOhlcv[currK][index]
|
|
111
111
|
const prevV = verticalOhlcv[prevK][index-(x+1)]
|
|
112
112
|
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
117
|
-
|
|
118
|
-
{
|
|
119
|
-
main.pushToMain({index, key: `candle_${x+1}_${currK}_${prevK}`, value: classifyBoll(diff(currV, prevV), bodyBoll, scale)})
|
|
120
|
-
}
|
|
113
|
+
main.pushToMain({
|
|
114
|
+
index,
|
|
115
|
+
key: `candle_change_${x+1}_${currK}_${prevK}`,
|
|
116
|
+
value: (typeof prevV === 'undefined') ? null : classifyBoll(diff(currV, prevV), bodyBoll, scale)
|
|
117
|
+
})
|
|
121
118
|
}
|
|
122
119
|
}
|
|
123
120
|
|