ohlcv-indicators 3.4.0 → 3.4.1

package/index.js

@@ -378,7 +378,7 @@ export default class OHLCV_INDICATORS {
         return this           
     }
 
-    scaler(size, colKeys, options)
+    scaler(size, colKeys = [], options = {})
     {
         const methodName = 'scaler'
 
@@ -393,7 +393,11 @@ export default class OHLCV_INDICATORS {
         validateArrayOfRanges(range, 'options.range', methodName)
         validateArrayOptions(['minmax', 'zscore'], type, 'options.type', methodName)
 
-        this.inputParams.push({key: methodName, params: [size, colKeys, type, group, range, lag]})
+        const groupKey = (group) ? `${type}_${size}_group_${colKeys.join('_')}` : ''
+        const groupKeyLen = colKeys.length
+        const precomputed = {groupKey, groupKeyLen}
+
+        this.inputParams.push({key: methodName, params: [size, colKeys, {type, group, range, lag, precomputed}]})
         return this
     }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.4.0",
+  "version": "3.4.1",
   "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/studies/scaler.js

@@ -9,30 +9,21 @@ const normalizeMinMax = (value, min, max, [validMin, validMax]) => {
     return std === 0 ? 0 : (value - mean) / std;
   };
   
-export const scaler = (
-    main,
-    index,
-    size,
-    colKeys,
-    type,
-    group,
-    range,         // used for minmax: [validMin, validMax]
-    lag,
-  ) => {
+export const scaler = (main, index, size, colKeys, {type, group, range, lag, precomputed}) => {
+    const {groupKey, groupKeyLen} = precomputed
     const { verticalOhlcv, instances, arrayTypes } = main;
     const prefix = `${type}_${size}`;
-    let groupKey = '';
   
     if (index === 0) {
-      const { len, priceBased } = main;
-      groupKey = `${prefix}_group_${colKeys.join('_')}`;
-  
-      instances.scaler = {
-        groupKeyLen: colKeys.length,
-        groupKey,
-        windows: {}           // stores arrays of past values for each key or group
-      };
+      const { len } = main;
   
+      if(!instances.hasOwnProperty('scaler'))
+      {
+        instances.scaler = {
+          windows: {}
+        }
+      }
+
       for (const target of colKeys) {
         if (!verticalOhlcv.hasOwnProperty(target)) {
           throw new Error(`Target property "${target}" not found in verticalOhlcv`);
@@ -60,8 +51,7 @@ export const scaler = (
       }
     }
   
-    const { windows } = instances.scaler;
-    groupKey = instances.scaler.groupKey;
+    const { windows } = instances.scaler
   
     // update windows with current values
     for (const target of colKeys) {
@@ -71,7 +61,7 @@ export const scaler = (
   
       win.push(val);
       
-      if (win.length > (group ? size * instances.scaler.groupKeyLen : size)) {
+      if (win.length > (group ? size * groupKeyLen : size)) {
         win.shift();
       }