ohlcv-indicators 3.4.3 → 3.4.5

package/index.js

@@ -30,13 +30,16 @@ import { precomputeMovingAverages } from './src/moving-averages/movingAverages.j
  */
 
 export default class OHLCV_INDICATORS {
-    constructor({input, ticker = null, precision = true, inputParams = null}) {
+    constructor({input, ticker = null, precision = true, inputParams = null, chunkProcess = 2000}) {
 
         validateArray(input, 'input', (ticker !== null) ? `contructor ${ticker}` : 'constuctor')
         if(input.length === 0) throw Error('input OHLCV must not be empty: ' + ticker)
 
         validateBoolean(precision, 'precision', 'constructor')
+        validateNumber(chunkProcess, {min: 100, max: 50000, allowDecimals: false}, 'chunkProcess', 'constructor')
 
+
+        this.chunkProcess = chunkProcess
         this.firstRow = input[0]
         
         const {inputTypes, arrayTypes} = assignTypes(this.firstRow)
@@ -168,7 +171,6 @@ export default class OHLCV_INDICATORS {
 
     crossPairs(arr = [])
     {
-
         const methodName = 'crossPairs'
 
         isAlreadyComputed(this)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.4.3",
+  "version": "3.4.5",
   "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/core-functions/mainLoop.js

@@ -31,7 +31,7 @@ const indicatorFunctions = {
 
 
 export const mainLoop = (input, main) => {
-  const { len, inputParams, priceBased, precisionMultiplier, arrayTypes, verticalOhlcv, verticalOhlcvKeyNames, inputTypes } = main;
+  const { len, inputParams, priceBased, precisionMultiplier, arrayTypes, verticalOhlcv, verticalOhlcvKeyNames, inputTypes, chunkProcess } = main;
 
   validateInputParams(inputParams, len)
 
@@ -41,45 +41,51 @@ export const mainLoop = (input, main) => {
   }
 
   // Process each row in the input
-  for (let index = 0; index < len; index++) {
-    const curr = input[index]
-    
-    for(const [key, formaterKey] of Object.entries(inputTypes))
-    {
-      const value = curr[key]
+  for (let chunkStart = 0; chunkStart < len; chunkStart += chunkProcess) {
 
-      if(numberFormater.hasOwnProperty(formaterKey))
-      {
-        let formatedValue = numberFormater[formaterKey](value)
+      const chunkEnd = Math.min(chunkStart + chunkProcess, len);
 
-        if(precisionMultiplier > 1 && priceBased.has(key))
+      for (let index = chunkStart; index < chunkEnd; index++) {
+        const curr = input[index]
+      
+        for(const [key, formaterKey] of Object.entries(inputTypes))
         {
-          formatedValue = formatedValue * precisionMultiplier
-        }
+          const value = curr[key]
 
-        main.pushToMain({index, key, value: formatedValue})
-      }
-      else if(dateFormaters.hasOwnProperty(formaterKey))
-      {
-        main.pushToMain({index, key, value: dateFormaters[formaterKey](value)})
-      }
-      else
-      {
-        main.pushToMain({index, key, value})
-      }
-    }
-  
-      // Run all indicator functions except for the ones processed later
-      for (const { key, params } of inputParams) {
-        if (key === 'lag' || key === 'crossPairs') continue;
-        // resolve fn on-demand, no per-item object allocation here
-        indicatorFunctions[key](main, index, ...params)
+          if(numberFormater.hasOwnProperty(formaterKey))
+          {
+            let formatedValue = numberFormater[formaterKey](value)
+
+            if(precisionMultiplier > 1 && priceBased.has(key))
+            {
+              formatedValue = formatedValue * precisionMultiplier
+            }
+
+            main.pushToMain({index, key, value: formatedValue})
+          }
+          else if(dateFormaters.hasOwnProperty(formaterKey))
+          {
+            main.pushToMain({index, key, value: dateFormaters[formaterKey](value)})
+          }
+          else
+          {
+            main.pushToMain({index, key, value})
+          }
+        }
+      
+        // Run all indicator functions except for the ones processed later
+        for (const { key, params } of inputParams) {
+          if (key === 'lag' || key === 'crossPairs') continue;
+          // resolve fn on-demand, no per-item object allocation here
+          indicatorFunctions[key](main, index, ...params)
+        }
+    
+        // Process these indicators separately (ensuring their execution order)
+        lag(main, index)
+        crossPairs(main, index)
+        input[index] = null //flusing data
       }
-  
-      // Process these indicators separately (ensuring their execution order)
-      lag(main, index)
-      crossPairs(main, index)
   }
 
   verticalOhlcvKeyNames.push(...Object.keys(verticalOhlcv))
-}
+}