ohlcv-indicators 3.5.50 → 3.5.52

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.50",
+  "version": "3.5.52",
   "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

@@ -132,7 +132,7 @@ class CrossInstance {
 
 }
 
-export const crossPairs = (main, index, crossPairsList, {limit, oneHot}) => {
+export const crossPairs = (main, index, crossPairsList) => {
 
   const {verticalOhlcv, verticalOhlcvTempCols, instances, len} = main
 
@@ -147,7 +147,7 @@ export const crossPairs = (main, index, crossPairsList, {limit, oneHot}) => {
 
             const col = slow.toString()
             verticalOhlcvTempCols.add(col)
-            verticalOhlcv[col] =  buildArray('Int16Array', len)
+            verticalOhlcv[col] =  buildArray('Int16Array', len, slow)
         }
 
         if(!instances.hasOwnProperty('crossPairs'))
@@ -164,12 +164,7 @@ export const crossPairs = (main, index, crossPairsList, {limit, oneHot}) => {
 
         const crossArrType = 'Int16Array'
 
-        verticalOhlcv[crossName] = buildArray(crossArrType, len)
-        
-        if(oneHot)
-        {
-            verticalOhlcv[`one_hot_${crossName}`] = buildArray('Array', len)
-        }
+        verticalOhlcv[crossName] = buildArray(crossArrType, len, 0)
 
     }  else if(index + 1 === len) {
         // sanity checks
@@ -181,7 +176,7 @@ export const crossPairs = (main, index, crossPairsList, {limit, oneHot}) => {
         }
     }
     
-    if (fast !== "price" && !verticalOhlcv.hasOwnProperty(fast)) return
+    if (fast !== 'price' && !verticalOhlcv.hasOwnProperty(fast)) return
     if (!verticalOhlcv.hasOwnProperty(slow)) return
 
     const {run} = instances.crossPairs[crossName]
@@ -202,25 +197,9 @@ export const crossPairs = (main, index, crossPairsList, {limit, oneHot}) => {
       run.update(index, { fast: fastVal, slow: slowVal })
     }
 
-    const rawValue = run.getResult()
-
-    const value = rawValue//Math.max(-limit, Math.min(limit, rawValue))
-
+    const value = run.getResult()
     main.pushToMain({index, key: crossName, value})
 
-    if(oneHot)
-    {
-        // 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)
-        });
-    }
-
   }
 
   return true

package/src/utilities/assignTypes.js

@@ -3,7 +3,7 @@ import { selectDateFormatter } from "./dateUtilities.js";
 
 const numberKeys = new Set(['open', 'high', 'low', 'close'])
 
-export const buildArray = (arrayType, len) => {
+export const buildArray = (arrayType, len, fallbackValue) => {
   const ctorMap = {
     Array:        Array,
     Float64Array: Float64Array,
@@ -14,14 +14,24 @@ export const buildArray = (arrayType, len) => {
     Int16Array:   Int16Array,
   }
 
-  const Ctor = ctorMap[arrayType];
+  const Ctor = ctorMap[arrayType]
   if (!Ctor || typeof Ctor.from !== 'function') {
-    throw new Error(`Unsupported array type: ${arrayType}`);
+    throw new Error(`Unsupported array type: ${arrayType}`)
   }
   // Arrays get nulls, typed-arrays get NaNs
-  const fillValue = arrayType === 'Array' ? null : NaN;
+
+  let fillValue
+
+  if(typeof fallbackValue !== 'undefined')
+  {
+    fillValue = fallbackValue
+  } else {
+    fillValue = arrayType === 'Array' ? null : NaN
+  }
+
+  
   // Ctor.from({ length }, mapFn) works for Array *and* all TypedArrays
-  return Ctor.from({ length: len }, () => fillValue);
+  return Ctor.from({ length: len }, () => fillValue)
 }
 
 export const assignTypes = main => {