ohlcv-indicators 3.4.4 → 3.4.6

package/index.js

@@ -30,7 +30,7 @@ import { precomputeMovingAverages } from './src/moving-averages/movingAverages.j
  */
 
 export default class OHLCV_INDICATORS {
-    constructor({input, ticker = null, precision = true, inputParams = null, chunkProcess = 100000}) {
+    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)
@@ -302,14 +302,15 @@ export default class OHLCV_INDICATORS {
         validateNumber(stdDev, {min: 0.01, max: 50, allowDecimals: true}, 'stdDev', methodName)
         validateObject(options, 'options', methodName)
 
-        const {target = 'close', height = false, range = [],  lag = 0} = options
+        const {target = 'close', height = false, range = [],  lag = 0, decimals = null} = options
 
 
         validateArray(range, 'options.range', methodName)
         validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
         validateBoolean(height, 'options.height', methodName)
+        if(decimals !== null) validateNumber(decimals, {min: 1, max: 15, allowDecimals: false}, 'decimals', methodName)
     
-        this.inputParams.push({key: methodName, params: [size, stdDev, {target, height, range, lag}]});
+        this.inputParams.push({key: methodName, params: [size, stdDev, {target, height, range, lag, decimals}]});
     
         return this;
     }
@@ -342,13 +343,14 @@ export default class OHLCV_INDICATORS {
         validateNumber(offset, {min: 0, max: this.len, allowDecimals: false}, 'offset', methodName)
       
         validateObject(options, 'options', methodName)
-        const { height = false, range = [], lag = 0} = options;
+        const { height = false, range = [], lag = 0, decimals = null} = options;
       
         validateArray(range, 'options.range', methodName)
         validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
         validateBoolean(height, 'options.height', methodName)
+        if(decimals !== null) validateNumber(decimals, {min: 1, max: 15, allowDecimals: false}, 'decimals', methodName)
       
-        this.inputParams.push({ key: methodName, params: [size, offset, { height, range, lag }] });
+        this.inputParams.push({ key: methodName, params: [size, offset, { height, range, lag, decimals}] });
       
         return this;
     }
@@ -401,17 +403,19 @@ export default class OHLCV_INDICATORS {
         validateNumber(size, {min: 1, max: this.len, allowDecimals: false}, 'size', methodName)
         validateArray(colKeys, 'colKeys', methodName)
 
-        const {group = false, range = [0, 1], lag = 0, type = 'minmax'} = options
+        const {group = false, range = [0, 1], lag = 0, type = 'minmax', decimals = null} = options
 
         validateBoolean(group, 'options.group', methodName)
         validateArrayOfRanges(range, 'options.range', methodName)
         validateArrayOptions(['minmax', 'zscore'], type, 'options.type', methodName)
 
+        if(decimals !== null) validateNumber(decimals, {min: 1, max: 15, allowDecimals: false}, 'decimals', methodName)
+
         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}]})
+        this.inputParams.push({key: methodName, params: [size, colKeys, {type, group, range, lag, precomputed, decimals}]})
         return this
     }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.4.4",
+  "version": "3.4.6",
   "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/bollingerBands.js

@@ -1,8 +1,9 @@
 import { FasterBollingerBands } from 'trading-signals'
+import { roundDecimalPlaces } from '../utilities/numberUtilities.js';
 
 const defaultTarget = 'close'
 
-export const bollingerBands = (main, index, size, stdDev, { height, range = [], target, lag }) => {
+export const bollingerBands = (main, index, size, stdDev, { height, range = [], target, lag, decimals }) => {
   const { verticalOhlcv, instances } = main;
   const suffix = target === defaultTarget ? '' : `_${target}`;
   const indicatorKey = `${size}_${stdDev}${suffix}`;
@@ -111,7 +112,7 @@ export const bollingerBands = (main, index, size, stdDev, { height, range = [],
     if (!Number.isNaN(lower) && !Number.isNaN(upper)) {
       heightValue = ((upper - lower) / lower)
     }
-    main.pushToMain({ index, key: `${subPrefix}_height`, value: heightValue });
+    main.pushToMain({ index, key: `${subPrefix}_height`, value: (decimals === null) ? heightValue : roundDecimalPlaces(heightValue, decimals) });
   }
 
   // Process each range property.
@@ -121,7 +122,7 @@ export const bollingerBands = (main, index, size, stdDev, { height, range = [],
     if (!Number.isNaN(priceValue) && !Number.isNaN(lower) && !Number.isNaN(upper)) {
       rangeValue = (priceValue - lower) / (upper - lower)
     }
-    main.pushToMain({ index, key: `${subPrefix}_range_${rangeKey}`, value: rangeValue });
+    main.pushToMain({ index, key: `${subPrefix}_range_${rangeKey}`, value: (decimals === null) ? rangeValue : roundDecimalPlaces(rangeValue, decimals) });
   }
 
   return true;

package/src/moving-averages/donchianChannel.js

@@ -1,16 +1,10 @@
 
+import { roundDecimalPlaces } from "../utilities/numberUtilities.js";
+
 export const donchianChannels = (main, index, size, offset, options) => {
-  const {
-    verticalOhlcv,
-    instances,
-    len,
-    inputParams,
-    priceBased,
-    arrayTypes,
-    lag,
-  } = main;
-  const { height: includeHeight, range: rangeKeys } = options;
-  const indicatorKey = `${size}_${offset}`;
+  const {verticalOhlcv, instances, len, inputParams, priceBased, arrayTypes, lag} = main
+  const { height: includeHeight, range: rangeKeys, decimals } = options
+  const indicatorKey = `${size}_${offset}`
 
   // ---- INIT (only at first bar) ----
   if (index === 0) {
@@ -103,7 +97,7 @@ export const donchianChannels = (main, index, size, offset, options) => {
     const heightVal = hasBounds && lower
       ? (upper - lower) / lower
       : NaN;
-    main.pushToMain({ index, key: `${prefix}_height`, value: heightVal });
+    main.pushToMain({ index, key: `${prefix}_height`, value: (decimals === null) ? heightVal : roundDecimalPlaces(heightVal, decimals) });
   }
 
   // precompute spread once
@@ -118,7 +112,7 @@ export const donchianChannels = (main, index, size, offset, options) => {
     const val   = hasBounds && price === price && spread
       ? (price - lower) / spread
       : NaN;
-    main.pushToMain({ index, key: rangeOut[i], value: val });
+    main.pushToMain({ index, key: rangeOut[i], value: (decimals === null) ? val : roundDecimalPlaces(val, decimals) });
   }
 
   return true;

package/src/studies/scaler.js

@@ -1,5 +1,9 @@
+import { roundDecimalPlaces } from "../utilities/numberUtilities.js";
+
 /* General scaler: supports "minmax" and "zscore" types */
 
+
+
 const normalizeMinMax = (value, min, max, [validMin, validMax]) => {
     const clamped = Math.min(Math.max(value, min), max);
     return ((clamped - min) / (max - min)) * (validMax - validMin) + validMin;
@@ -9,7 +13,7 @@ const normalizeMinMax = (value, min, max, [validMin, validMax]) => {
     return std === 0 ? 0 : (value - mean) / std;
   };
   
-export const scaler = (main, index, size, colKeys, {type, group, range, lag, precomputed}) => {
+export const scaler = (main, index, size, colKeys, {type, group, range, lag, precomputed, decimals}) => {
     const {groupKey, groupKeyLen} = precomputed
     const { verticalOhlcv, instances, arrayTypes } = main;
     const prefix = `${type}_${size}`;
@@ -93,7 +97,7 @@ export const scaler = (main, index, size, colKeys, {type, group, range, lag, pre
         }
       }
   
-      main.pushToMain({ index, key, value: scaled });
+      main.pushToMain({ index, key, value: (decimals === null) ? scaled : roundDecimalPlaces(scaled, decimals)})
     }
   };
   

package/src/utilities/numberUtilities.js

@@ -68,3 +68,11 @@ export const classifyNum = (num, throwError = false) => {
 
   return typeof num
 };
+
+
+export const roundDecimalPlaces = (value, decimals) => {
+
+  const factor = 10 ** decimals
+  // add a tiny epsilon to mitigate floating-point quirks around .5
+  return Math.round((value + Number.EPSILON) * factor) / factor
+};