ohlcv-indicators 3.5.52 → 3.5.53

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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n="mapCols";null==r&&(r=ke),c(e,"options",n);var o=e.lag,i=void 0===o?0:o;u(t,"newCols",n),p(i,{min:0,allowDecimals:!1},"options.lag",n);var a=sn(t,n);return this.inputParams.push({key:n,order:a,params:[t,r,{lag:i}]}),this}}],r&&_n(t.prototype,r),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,r}()})(),OHLCV_INDICATORS=r})();

package/index.js

@@ -223,9 +223,9 @@ export default class OHLCV_INDICATORS {
         validateArray(arr, 'arr', methodName)
         validateObject(options, 'options', methodName)
 
-        const {limit = 125, oneHot = false} = options
+        const {limit = null, oneHot = false} = options
         
-        validateNumber(limit, {min: 2, max: this.len}, 'options.limit', methodName)
+        if(limit !== null) validateNumber(limit, {min: 2, max: this.len}, 'options.limit', methodName)
         validateBoolean(oneHot, 'options.oneHot', methodName)
        
         const orderArr = []
@@ -355,13 +355,18 @@ export default class OHLCV_INDICATORS {
         return this
     }
 
-    heikenAshi(smoothLength = 10, afterSmoothLength = 10, options = {}) {
+    heikenAshi(smoothLength = null, afterSmoothLength = null, options = {}) {
         const methodName = 'heikenAshi'
 
         isAlreadyComputed(this)
 
-        validateNumber(smoothLength, {min: 1, max: this.len, allowDecimals: false}, 'smoothLength', methodName)
-        validateNumber(afterSmoothLength, {min: 1, max: this.len, allowDecimals: false}, 'afterSmoothLength', methodName)
+        const bothNull = smoothLength === null && afterSmoothLength === null;
+
+        if(bothNull === false) {
+            validateNumber(smoothLength, {min: 1, max: this.len, allowDecimals: false}, 'smoothLength', methodName)
+            validateNumber(afterSmoothLength, {min: 1, max: this.len, allowDecimals: false}, 'afterSmoothLength', methodName)
+        }
+
         validateObject(options, 'options', methodName)
 
         const {lag = 0} = options
@@ -370,7 +375,7 @@ export default class OHLCV_INDICATORS {
 
         const order = 0
 
-        this.inputParams.push({key: methodName, order, params: [smoothLength, afterSmoothLength, {lag}]})
+        this.inputParams.push({key: methodName, order, params: [smoothLength, afterSmoothLength, {lag, bothNull}]})
 
         return this
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.52",
+  "version": "3.5.53",
   "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/heikenAshi.js

@@ -1,113 +1,133 @@
 import { FasterEMA } from 'trading-signals';
 
-export const heikenAshi = (main, index, smoothLength, afterSmoothLength, {lag}) => {
-    const { verticalOhlcv, instances, len } = main
-    const prefix = `heiken_ashi_${smoothLength}_${afterSmoothLength}`
-    const keys = ['open', 'high', 'low', 'close']
-
-    // ---- INIT ----
-    if (index === 0) {
-
-        // Initialize pre-smoothing EMA instances and buffers
-        instances[prefix] = {
-            emaPre: Object.fromEntries(keys.map(k => [k, new FasterEMA(smoothLength)])),
-            emaPost: Object.fromEntries(keys.map(k => [k, new FasterEMA(afterSmoothLength)])),
-            prevHaOpen: NaN,
-            prevHaClose: NaN,
-            isTrendUp: false,
-        };
-
-        const keyNames = keys.map(k => `${prefix}_${k}`)
-
-        const verticalOhlcvSetup = Object.fromEntries([...keyNames, `${prefix}_cross`].map(v => [v, new Float64Array(len).fill(NaN)]))
-
-        Object.assign(verticalOhlcv, {...verticalOhlcvSetup})
-
-        if(lag > 0)
-        {
-            main.lag(keyNames, lag)
-        }
+export const heikenAshi = (main, index, smoothLength, afterSmoothLength, { lag = 0, bothNull = false } = {}) => {
+  const { verticalOhlcv, instances, len } = main;
+  const prefix = (bothNull) ?  'heiken_ashi' : `heiken_ashi_${smoothLength}_${afterSmoothLength}`;
+  const keys = ['open', 'high', 'low', 'close'];
+
+  // ---- INIT ----
+  if (index === 0) {
+    // Initialize state
+    instances[prefix] = {
+      // Only allocate EMAs when smoothing is requested
+      emaPre: !bothNull
+        ? Object.fromEntries(keys.map(k => [k, new FasterEMA(smoothLength)]))
+        : null,
+      emaPost: !bothNull
+        ? Object.fromEntries(keys.map(k => [k, new FasterEMA(afterSmoothLength)]))
+        : null,
+      prevHaOpen: NaN,
+      prevHaClose: NaN,
+      isTrendUp: false,
+    };
+
+    const keyNames = keys.map(k => `${prefix}_${k}`);
+    const verticalOhlcvSetup = Object.fromEntries(
+      [...keyNames, `${prefix}_cross`].map(v => [v, new Float64Array(len).fill(NaN)])
+    );
+
+    Object.assign(verticalOhlcv, { ...verticalOhlcvSetup });
+
+    if (lag > 0) {
+      main.lag(keyNames, lag);
     }
+  }
 
-    // ---- FETCH RAW INPUTS ----
-    const open = verticalOhlcv.open[index]
-    const high = verticalOhlcv.high[index]
-    const low = verticalOhlcv.low[index]
-    const close = verticalOhlcv.close[index]
-    const inst = instances[prefix]
+  // ---- FETCH RAW INPUTS ----
+  const open = verticalOhlcv.open[index];
+  const high = verticalOhlcv.high[index];
+  const low = verticalOhlcv.low[index];
+  const close = verticalOhlcv.close[index];
+  const inst = instances[prefix];
 
-    // ---- PRE-SMOOTHING (EMA) ----
-    inst.emaPre.open.update(open)
-    inst.emaPre.high.update(high)
-    inst.emaPre.low.update(low)
-    inst.emaPre.close.update(close)
+  let sOpen, sHigh, sLow, sClose;
 
-    let sOpen, sHigh, sLow, sClose
+  if (!bothNull) {
+    // ---- PRE-SMOOTHING (EMA) ----
+    inst.emaPre.open.update(open);
+    inst.emaPre.high.update(high);
+    inst.emaPre.low.update(low);
+    inst.emaPre.close.update(close);
 
     try {
-        sOpen = inst.emaPre.open.getResult()
-        sHigh = inst.emaPre.high.getResult()
-        sLow = inst.emaPre.low.getResult()
-        sClose = inst.emaPre.close.getResult()
+      sOpen = inst.emaPre.open.getResult();
+      sHigh = inst.emaPre.high.getResult();
+      sLow = inst.emaPre.low.getResult();
+      sClose = inst.emaPre.close.getResult();
     } catch {
-        return true; // skip if not enough data
+      return true; // skip if not enough data
     }
-
-    // ---- HEIKEN ASHI CORE ----
-    const haClose = (sOpen + sHigh + sLow + sClose) / 4
-    const haOpen = (Number.isNaN(inst.prevHaOpen) || Number.isNaN(inst.prevHaClose)) ? (sOpen + sClose) / 2 : (inst.prevHaOpen + inst.prevHaClose) / 2
-    const haHigh = Math.max(sHigh, haOpen, haClose)
-    const haLow = Math.min(sLow, haOpen, haClose)
-
-    // Store for next round
-    inst.prevHaOpen = haOpen
-    inst.prevHaClose = haClose
-
+  } else {
+    // No pre-smoothing: use raw OHLC
+    sOpen = open;
+    sHigh = high;
+    sLow = low;
+    sClose = close;
+  }
+
+  // ---- HEIKEN ASHI CORE (from s*) ----
+  const haClose = (sOpen + sHigh + sLow + sClose) / 4;
+  const haOpen = (Number.isNaN(inst.prevHaOpen) || Number.isNaN(inst.prevHaClose))
+    ? (sOpen + sClose) / 2
+    : (inst.prevHaOpen + inst.prevHaClose) / 2;
+  const haHigh = Math.max(sHigh, haOpen, haClose);
+  const haLow = Math.min(sLow, haOpen, haClose);
+
+  // Store for next round
+  inst.prevHaOpen = haOpen;
+  inst.prevHaClose = haClose;
+
+  let smOpen, smHigh, smLow, smClose;
+
+  if (!bothNull) {
     // ---- POST-SMOOTHING (EMA) ----
-    inst.emaPost.open.update(haOpen)
-    inst.emaPost.high.update(haHigh)
-    inst.emaPost.low.update(haLow)
-    inst.emaPost.close.update(haClose)
-
-    let smOpen, smHigh, smLow, smClose
+    inst.emaPost.open.update(haOpen);
+    inst.emaPost.high.update(haHigh);
+    inst.emaPost.low.update(haLow);
+    inst.emaPost.close.update(haClose);
 
     try {
-        smOpen = inst.emaPost.open.getResult()
-        smHigh = inst.emaPost.high.getResult()
-        smLow = inst.emaPost.low.getResult()
-        smClose = inst.emaPost.close.getResult()
+      smOpen = inst.emaPost.open.getResult();
+      smHigh = inst.emaPost.high.getResult();
+      smLow = inst.emaPost.low.getResult();
+      smClose = inst.emaPost.close.getResult();
     } catch {
-        return true
+      return true; // skip if not enough data
     }
-
-  // Cumulative cross counter: positive when uptrend, negative when downtrend
-    const prevCross = index > 0 ? verticalOhlcv[`${prefix}_cross`][index - 1] : 0
-    const prevHaOpen = index > 0 ? verticalOhlcv[`${prefix}_open`][index - 1] : NaN
-    const prevHaClose = index > 0 ? verticalOhlcv[`${prefix}_close`][index - 1] : NaN
-    const crossUp = !Number.isNaN(prevHaClose) && prevHaClose <= prevHaOpen && smClose > smOpen
-    const crossDown = !Number.isNaN(prevHaClose) && prevHaClose >= prevHaOpen && smClose < smOpen
-
-
-    if (crossUp) inst.isTrendUp = true;
-    if (crossDown) inst.isTrendUp = false;
-
-    let cross = 0
-
-    if (index > 0) {
-        if (inst.isTrendUp) {
-            cross = prevCross > 0 ? prevCross + 1 : 1
-        } else {
-            cross = prevCross < 0 ? prevCross - 1 : -1
-        }
+  } else {
+    // No post-smoothing: final values are plain HA
+    smOpen = haOpen;
+    smHigh = haHigh;
+    smLow = haLow;
+    smClose = haClose;
+  }
+
+  // ---- TREND/CROSS LOGIC (works for both modes) ----
+  const prevCross = index > 0 ? verticalOhlcv[`${prefix}_cross`][index - 1] : 0;
+  const prevHaOpenArr = index > 0 ? verticalOhlcv[`${prefix}_open`][index - 1] : NaN;
+  const prevHaCloseArr = index > 0 ? verticalOhlcv[`${prefix}_close`][index - 1] : NaN;
+
+  const crossUp = !Number.isNaN(prevHaCloseArr) && prevHaCloseArr <= prevHaOpenArr && smClose > smOpen;
+  const crossDown = !Number.isNaN(prevHaCloseArr) && prevHaCloseArr >= prevHaOpenArr && smClose < smOpen;
+
+  if (crossUp) inst.isTrendUp = true;
+  if (crossDown) inst.isTrendUp = false;
+
+  let cross = 0;
+  if (index > 0) {
+    if (inst.isTrendUp) {
+      cross = prevCross > 0 ? prevCross + 1 : 1;
+    } else {
+      cross = prevCross < 0 ? prevCross - 1 : -1;
     }
+  }
 
-    // ---- PUSH OUTPUTS ----
-    main.pushToMain({ index, key: `${prefix}_open`, value: smOpen })
-    main.pushToMain({ index, key: `${prefix}_high`, value: smHigh })
-    main.pushToMain({ index, key: `${prefix}_low`, value: smLow })
-    main.pushToMain({ index, key: `${prefix}_close`, value: smClose })
-    main.pushToMain({ index, key: `${prefix}_cross`, value: cross })
-
+  // ---- PUSH OUTPUTS ----
+  main.pushToMain({ index, key: `${prefix}_open`, value: smOpen });
+  main.pushToMain({ index, key: `${prefix}_high`, value: smHigh });
+  main.pushToMain({ index, key: `${prefix}_low`, value: smLow });
+  main.pushToMain({ index, key: `${prefix}_close`, value: smClose });
+  main.pushToMain({ index, key: `${prefix}_cross`, value: cross });
 
-  return true
-}
+  return true;
+};

package/src/studies/findCrosses.js

@@ -132,7 +132,7 @@ class CrossInstance {
 
 }
 
-export const crossPairs = (main, index, crossPairsList) => {
+export const crossPairs = (main, index, crossPairsList, {oneHot, limit}) => {
 
   const {verticalOhlcv, verticalOhlcvTempCols, instances, len} = main
 
@@ -147,7 +147,8 @@ export const crossPairs = (main, index, crossPairsList) => {
 
             const col = slow.toString()
             verticalOhlcvTempCols.add(col)
-            verticalOhlcv[col] =  buildArray('Int16Array', len, slow)
+            const numArrType = (slow >= -125 || slow <= 125) ? 'Int8Array' : 'Int16Array'
+            verticalOhlcv[col] =  buildArray(numArrType, len, slow)
         }
 
         if(!instances.hasOwnProperty('crossPairs'))
@@ -162,10 +163,15 @@ export const crossPairs = (main, index, crossPairsList) => {
             max: -Infinity
         }
 
-        const crossArrType = 'Int16Array'
+        const crossArrType = (limit !== null && limit <= 125) ? 'Int8Array' : 'Int16Array'
 
         verticalOhlcv[crossName] = buildArray(crossArrType, len, 0)
 
+        if(oneHot)
+        {
+            verticalOhlcv[`one_hot_${crossName}`] = buildArray('Array', len, null)
+        }
+
     }  else if(index + 1 === len) {
         // sanity checks
         if (fast !== "price" && !verticalOhlcv.hasOwnProperty(fast)) {
@@ -197,9 +203,21 @@ export const crossPairs = (main, index, crossPairsList) => {
       run.update(index, { fast: fastVal, slow: slowVal })
     }
 
-    const value = run.getResult()
+    const rawValue = run.getResult()
+    const value = (limit !== null) ? Math.min(Math.max(rawValue, -limit), 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)
+        });
+    }
+
   }
 
   return true