ohlcv-indicators 3.5.46 → 3.5.48

package/index.js

@@ -355,14 +355,14 @@ export default class OHLCV_INDICATORS {
         return this
     }
 
-    vidya(size = 14, smoothing = 20, options = {}) {
+    vidya(size = 14, momentum = 20, options = {}) {
 
         const methodName = 'vidya'
 
         isAlreadyComputed(this)
 
         validateNumber(size, {min: 2, max: this.len, allowDecimals: false}, 'size', methodName)
-        validateNumber(smoothing, {min: size, max: this.len, allowDecimals: false}, 'smoothing', methodName)
+        validateNumber(momentum, {min: 1, max: this.len, allowDecimals: false}, 'momentum', methodName)
         validateObject(options, 'options', methodName)
 
         const {target = 'close', lag = 0, atrLength = 200, bandDistance = 2, liquidityLookback = 20} = options
@@ -375,7 +375,7 @@ export default class OHLCV_INDICATORS {
 
         const order = getOrderFromArray([target], methodName)
 
-        this.inputParams.push({key: methodName, order, params: [size, smoothing, {target, lag}]})
+        this.inputParams.push({key: methodName, order, params: [size, momentum, {target, lag}]})
 
         return this
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.46",
+  "version": "3.5.48",
   "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/findCrosses.js

@@ -147,18 +147,7 @@ export const crossPairs = (main, index, crossPairsList, {limit, oneHot}) => {
 
             const col = slow.toString()
             verticalOhlcvTempCols.add(col)
-
-            let slowNumArrType = 'Int16Array'
-
-            if(slow === 0 || slow === 1)
-            {
-                slowNumArrType = 'Uint8Array'
-            } else if(slow >= -125 && slow <= 125)
-            {
-                slowNumArrType = 'Int8Array'
-            }
-
-            verticalOhlcv[col] =  buildArray(slowNumArrType, len)
+            verticalOhlcv[col] =  buildArray('Int16Array', len)
         }
 
         if(!instances.hasOwnProperty('crossPairs'))
@@ -220,15 +209,21 @@ export const crossPairs = (main, index, crossPairsList, {limit, oneHot}) => {
 
     const rawValue = run.getResult()
 
-    const value = Math.max(-limit, Math.min(limit, rawValue))
+    const value = rawValue//Math.max(-limit, Math.min(limit, rawValue))
 
     main.pushToMain({index, key: crossName, value})
 
     if(oneHot)
     {
-        const oneHotIdx = value + limit
-        const oneHotSize = 2 * limit + 1
-        main.pushToMain({index, key: `one_hot_${crossName}`, value: oneHotEncode(oneHotIdx, oneHotSize)})
+        // clamp _just_ for the one-hot index
+        const clamped = Math.max(-limit, Math.min(limit, rawValue));
+        const oneHotIdx = clamped + limit;
+        const oneHotSize = 2 * limit + 1;
+        main.pushToMain({
+            index,
+            key: `one_hot_${crossName}`,
+            value: oneHotEncode(oneHotIdx, oneHotSize)
+        });
     }
 
   }