ohlcv-indicators 3.3.0 → 3.3.1

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.3.0",
+  "version": "3.3.1",
   "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/movingAverages.js

@@ -26,7 +26,8 @@ export const movingAverages = (main, index, indicatorName, size, { target, diff
 
     // Create the main moving average instance.
     instances[keyName] = {
-      maInstance: new indicatorClasses[indicatorName](size)
+      maInstance: new indicatorClasses[indicatorName](size),
+      arrayChunk: {[diffKeyName]: []}
     };
 
     verticalOhlcv[keyName] = [...nullArray];
@@ -63,7 +64,7 @@ export const movingAverages = (main, index, indicatorName, size, { target, diff
 
   // Retrieve the current price value.
   const value = verticalOhlcv[target][index];
-  const { maInstance, diffInstance } = instances[keyName];
+  const { maInstance, diffInstance, arrayChunk } = instances[keyName];
 
   // Update the moving average instance.
   maInstance.update(value, lastIndexReplace);
@@ -82,6 +83,7 @@ export const movingAverages = (main, index, indicatorName, size, { target, diff
     for (const targetKey of diff.targets) {
       // Compute diffValue only if we have a valid MA value.
       let diffValue = null;
+      let zScore = null
       if (currMa !== null && typeof currMa === 'number') {
         diffValue = verticalOhlcv[targetKey][index] - currMa;
       }
@@ -89,7 +91,7 @@ export const movingAverages = (main, index, indicatorName, size, { target, diff
       // Update the diff indicator only if diffValue is a valid number.
       if (diffValue !== null && typeof diffValue === 'number') {
         diffInstance.update(Math.abs(diffValue), lastIndexReplace);
-
+        zScore = calcZScore(arrayChunk, diffKeyName, diff.size, diffValue, lastIndexReplace)
       }
 
       let diffBoll = null;
@@ -103,7 +105,7 @@ export const movingAverages = (main, index, indicatorName, size, { target, diff
       main.pushToMain({
         index,
         key: `${diffKeyName}_${targetKey}`,
-        value: classified
+        value: zScore
       });
     }
   }

package/src/utilities/classification.js

@@ -50,28 +50,26 @@ export const classifyBoll = (value, bollingerBands, scale = 0.05, autoMinMax = f
 
 
 export const calcZScore = (arrayChunk, key, size, difference, lastIndexReplace) => {
+  const positive = difference > 0
+  const absValue = Math.abs(difference)
 
-  if(lastIndexReplace)
-  {
-      arrayChunk[key][arrayChunk[key].length - 1] = difference
-  }
-  else
-  {
-      arrayChunk[key].push(difference)
+  if (lastIndexReplace) {
+    arrayChunk[key][arrayChunk[key].length - 1] = absValue
+  } else {
+    arrayChunk[key].push(absValue)
   }
-  
 
   if (arrayChunk[key].length > size) {
-      arrayChunk[key].shift();  // Removes the first element to maintain array size
+    arrayChunk[key].shift()  // Maintain array size
   }
 
-  if(arrayChunk.length < size) return null
+  if (arrayChunk[key].length < size) return null
 
   const mean = arrayChunk[key].reduce((sum, value) => sum + value, 0) / size
-
   const stdDev = Math.sqrt(
-      arrayChunk[key].reduce((sum, value) => sum + (value - mean) ** 2, 0) / size
+    arrayChunk[key].reduce((sum, value) => sum + (value - mean) ** 2, 0) / size
   )
 
-  return  (difference - mean) / stdDev
+  const zScore = (absValue - mean) / stdDev
+  return (positive) ?  zScore : -zScore
 }