ohlcv-indicators 3.5.55 → 3.5.56

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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t}({showSource:!1,storeModel:!1,isCovarianceMatrix:!1,method:"NIPALS",center:!0,scale:!1,nCompNIPALS:5,ignoreZeroVariance:!1},e.modelArgs);f(b.showSource,"options.modelArgs.showSource",n),f(b.storeModel,"options.modelArgs.storeModel",n),f(b.isCovarianceMatrix,"options.modelArgs.isCovarianceMatrix",n),f(b.center,"options.modelArgs.center",n),f(b.scale,"options.modelArgs.scale",n),f(b.ignoreZeroVariance,"options.modelArgs.ignoreZeroVariance",n),s(["SVD","NIPALS","covarianceMatrix"],b.method,"options.modelArgs.method",n),p(b.nCompNIPALS,{min:1},"options.modelArgs.nCompNIPALS",n);var g=[];if(u(i,"options.findGroups","pca")&&i.length>0){var w,S=Mn(i);try{for(S.s();!(w=S.n()).done;){var O=w.value,A=O.type,j=void 0===A?"":A,N=O.size,P=O.groupName,x=void 0===P?"":P;if(!j||!N&&!x||N&&x)throw new Error('If "options.findGroups" array is set, each item must be an object that includes the "type" (mandatory) and either "size" or "groupName" (choose 1) used to locate previously scaled (minmax or zscore) groups.');g.push(j.toString(),x.toString())}}catch(t){S.e(t)}finally{S.f()}}var _=wn(g,n),k="pca_".concat(t,"_").concat(r);if(this.isAlreadyComputed.has(k))throw new Error('Each regressor must have a unique "suffix" param.\nThis rule ensures that your output columns are labeled unambiguously.\n'+'You provided a duplicate: type="'.concat(t,'".'));var E=Math.abs(v)+1;return this.isAlreadyComputed.add(k),this.inputParams.push({key:n,order:_,params:[{prefix:k,trainingSize:r,findGroups:i,trainingCols:l,lookbackAbs:E,modelArgs:b,filterCallback:m}]}),this}},{key:"exportTrainedModels",value:function(){return function(t){var r,e,n,o=t.ML,i=t.inputParams,a=o.models,l={},u=function(t,r){var e="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!e){if(Array.isArray(t)||(e=Nn(t))){e&&(t=e);var n=0,o=function(){};return{s:o,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:o}}throw new TypeError("Invalid attempt to iterate non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}var i,a=!0,l=!1;return{s:function(){e=e.call(t)},n:function(){var t=e.next();return a=t.done,t},e:function(t){l=!0,i=t},f:function(){try{a||null==e.return||e.return()}finally{if(l)throw i}}}}(i);try{for(u.s();!(r=u.n()).done;){var c=r.value,s=c.key,f=c.params;if("classifier"===s||"regressor"===s){var p=(n=2,function(t){if(Array.isArray(t))return t}(e=f)||function(t,r){var e=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=e){var n,o,i,a,l=[],u=!0,c=!1;try{if(i=(e=e.call(t)).next,0===r){if(Object(e)!==e)return;u=!1}else for(;!(u=(n=i.call(e)).done)&&(l.push(n.value),l.length!==r);u=!0);}catch(t){c=!0,o=t}finally{try{if(!u&&null!=e.return&&(a=e.return(),Object(a)!==a))return}finally{if(c)throw o}}return l}}(e,n)||Nn(e,n)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()),y=(p[0],p[1]),h=y.type,v=y.predictions,d=y.precompute,m=d.flatY,b=d.prefix,g=m?v:1,w=void 0;"regressor"===s?w=kn[h].exportModel:"classifier"===s&&(w=_n[h].exportModel);for(var S=0;S<g;S++){var O="".concat(b,"_").concat(S+1);l[O]=w(a[O])}}}}catch(t){u.e(t)}finally{u.f()}return l}(this)}},{key:"mapCols",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["change"],r=arguments.length>1&&void 0!==arguments[1]?arguments[1]:null,e=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{};l(this);var n="mapCols";null==r&&(r=Me),c(e,"options",n);var o=e.lag,i=void 0===o?0:o,a=e.isPriceBased,s=void 0!==a&&a;if(u(t,"newCols",n),p(i,{min:0,allowDecimals:!1},"options.lag",n),f(s,"isPriceBased","mapCols"),!1===this.precision&&s)throw new Error('Invalid param: If "mapCols.options.isPriceBased" is true, the "constructor.precision" param must be also true.');var y=wn(t,n);return this.inputParams.push({key:n,order:y,params:[t,r,{lag:i,isPriceBased:s}]}),this}}],r&&Ln(t.prototype,r),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,r}()})(),OHLCV_INDICATORS=r})();

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.55",
+  "version": "3.5.56",
   "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/movingAverages.js

@@ -8,8 +8,6 @@ const indicatorClasses = {
 
 export const movingAverages = (main, index, methodName, size, { target, lag }) => {
 
-  
-
   const { verticalOhlcv, instances, priceBased } = main
   const suffix = (target !== 'close') ?  `_${target}` : ''
   const keyName = `${methodName}_${size}${suffix}`

package/src/moving-averages/relativeVolume.js

@@ -2,8 +2,6 @@ import { FasterSMA } from 'trading-signals';
 
 export const relativeVolume = (main, index, size, {lag}) => {
 
-  
-
   const key = `relative_volume_${size}`;
   const { instances, verticalOhlcv } = main;
 

package/src/moving-averages/vidya.js

@@ -9,11 +9,11 @@ export const vidya = (main, index, size, momentum, options = {}) => {
   // Initialization on the first bar
   if (index === 0) {
     if (!(target in verticalOhlcv)) {
-      throw new Error(`VIDYA could not find target "${target}"`);
+      throw new Error(`VIDYA could not find target "${target}"`)
     }
 
-    const prefix = `vidya_${indicatorKey}`;
-    const keyBase = target === 'close' ? prefix : `${prefix}_${target}`;
+    const prefix = `vidya_${indicatorKey}`
+    const keyBase = target === 'close' ? prefix : `${prefix}_${target}`
     const keys = {
       vidya: keyBase,
       upper: `${prefix}_upper`, 
@@ -21,7 +21,7 @@ export const vidya = (main, index, size, momentum, options = {}) => {
       delta_vol: `${prefix}_delta_vol`,
       cross: `${prefix}_cross`,
       liquidity: `${prefix}_liquidity`,
-    };
+    }
 
     const priceBasedVidyaKeys = [keyBase, keys.upper, keys.lower, keys.liquidity]
 
@@ -63,13 +63,13 @@ export const vidya = (main, index, size, momentum, options = {}) => {
   };
 
   // Series inputs
-  const price = verticalOhlcv[target][index];
-  const high  = verticalOhlcv.high[index];
-  const low   = verticalOhlcv.low[index];
-  const close = verticalOhlcv.close[index];
-  const open  = verticalOhlcv.open[index];
-  const vol   = verticalOhlcv.volume[index];
-  const prevCross = index > 0 ? verticalOhlcv[keys.cross][index - 1] : 0;
+  const price = verticalOhlcv[target][index]
+  const high  = verticalOhlcv.high[index]
+  const low   = verticalOhlcv.low[index]
+  const close = verticalOhlcv.close[index]
+  const open  = verticalOhlcv.open[index]
+  const vol   = verticalOhlcv.volume[index]
+  const prevCross = index > 0 ? verticalOhlcv[keys.cross][index - 1] : 0
 
   const highestHigh = (inst.liquidity.high.length === liquidityLookback) ? Math.max(...inst.liquidity.high) : NaN
   const lowestLow = (inst.liquidity.low.length === liquidityLookback) ? Math.min(...inst.liquidity.low) : NaN
@@ -81,77 +81,77 @@ export const vidya = (main, index, size, momentum, options = {}) => {
       high - low,
       Math.abs(high - prevClose),
       Math.abs(low - prevClose)
-    );
-    inst.atrBuffer.push(tr);
-    if (inst.atrBuffer.length > atrLength) inst.atrBuffer.shift();
+    )
+    inst.atrBuffer.push(tr)
+    if (inst.atrBuffer.length > atrLength) inst.atrBuffer.shift()
   }
   const atr = inst.atrBuffer.length === atrLength
     ? inst.atrBuffer.reduce((a, b) => a + b, 0) / atrLength
-    : NaN;
+    : NaN
 
   // Compute raw VIDYA
-  let rawVidya = NaN;
-  let mom = NaN;
-  if (index > 0) mom = price - verticalOhlcv[target][index - 1];
-  inst.momentumBuffer.push(mom);
-  if (inst.momentumBuffer.length > momentum) inst.momentumBuffer.shift();
+  let rawVidya = NaN
+  let mom = NaN
+  if (index > 0) mom = price - verticalOhlcv[target][index - 1]
+  inst.momentumBuffer.push(mom)
+  if (inst.momentumBuffer.length > momentum) inst.momentumBuffer.shift()
   if (inst.momentumBuffer.length === momentum) {
-    let sumPos = 0, sumNeg = 0;
+    let sumPos = 0, sumNeg = 0
     inst.momentumBuffer.forEach(m => m >= 0 ? sumPos += m : sumNeg += -m);
-    const denom = sumPos + sumNeg;
+    const denom = sumPos + sumNeg
     const cmo = denom === 0 ? 0 : Math.abs((sumPos - sumNeg) / denom) * 100;
-    const alpha = 2 / (size + 1);
-    const a = alpha * (cmo / 100);
+    const alpha = 2 / (size + 1)
+    const a = alpha * (cmo / 100)
     rawVidya = isNaN(inst.prevVidya) ? price : (a * price + (1 - a) * inst.prevVidya);
-    inst.prevVidya = rawVidya;
+    inst.prevVidya = rawVidya
   }
 
   // Smooth VIDYA using fixed 15-bar SMA
-  inst.sma.update(rawVidya);
-  let smoothedVidya = NaN;
-  try { smoothedVidya = inst.sma.getResult(); } catch {}
+  inst.sma.update(rawVidya)
+  let smoothedVidya = NaN
+  try { smoothedVidya = inst.sma.getResult() } catch {}
 
   // Bands
   const upper = (!isNaN(atr) && !isNaN(smoothedVidya))
     ? smoothedVidya + atr * bandDistance
-    : NaN;
+    : NaN
   const lower = (!isNaN(atr) && !isNaN(smoothedVidya))
     ? smoothedVidya - atr * bandDistance
-    : NaN;
+    : NaN
 
   // Detect crosses
-  const prevPrice = index > 0 ? verticalOhlcv[target][index - 1] : NaN;
-  const prevUpper = index > 0 ? verticalOhlcv[keys.upper][index - 1] : NaN;
-  const prevLower = index > 0 ? verticalOhlcv[keys.lower][index - 1] : NaN;
-  const crossUp   = index > 0 && prevPrice <= prevUpper && price > upper;
-  const crossDown = index > 0 && prevPrice >= prevLower && price < lower;
+  const prevPrice = index > 0 ? verticalOhlcv[target][index - 1] : NaN
+  const prevUpper = index > 0 ? verticalOhlcv[keys.upper][index - 1] : NaN
+  const prevLower = index > 0 ? verticalOhlcv[keys.lower][index - 1] : NaN
+  const crossUp   = index > 0 && prevPrice <= prevUpper && price > upper
+  const crossDown = index > 0 && prevPrice >= prevLower && price < lower
 
   // Update trend state
-  if (crossUp) inst.isTrendUp = true;
-  if (crossDown) inst.isTrendUp = false;
+  if (crossUp) inst.isTrendUp = true
+  if (crossDown) inst.isTrendUp = false
 
   // Cumulative cross counter: positive when uptrend, negative when downtrend
   let cross = 0;
   if (index > 0) {
     if (inst.isTrendUp) {
-      cross = prevCross > 0 ? prevCross + 1 : 1;
+      cross = prevCross > 0 ? prevCross + 1 : 1
     } else {
-      cross = prevCross < 0 ? prevCross - 1 : -1;
+      cross = prevCross < 0 ? prevCross - 1 : -1
     }
   }
 
   // Volume accumulation
   if (crossUp || crossDown) {
-    inst.upVol = inst.downVol = 0;
+    inst.upVol = inst.downVol = 0
   } else {
-    inst.upVol   += (close > open ? vol : 0);
-    inst.downVol += (close < open ? vol : 0);
+    inst.upVol   += (close > open ? vol : 0)
+    inst.downVol += (close < open ? vol : 0)
   }
-  const avgVol = (inst.upVol + inst.downVol) / 2 || 1;
-  const deltaPct = (inst.upVol - inst.downVol) / avgVol;
+  const avgVol = (inst.upVol + inst.downVol) / 2 || 1
+  const deltaPct = (inst.upVol - inst.downVol) / avgVol
 
   // Trend-based boundary (reset on crossover)
-  const trendValue = (inst.isTrendUp) ? lower : upper;
+  const trendValue = (inst.isTrendUp) ? lower : upper
   let liquidity = NaN
 
   if(cross > 0)
@@ -164,12 +164,12 @@ export const vidya = (main, index, size, momentum, options = {}) => {
   }
 
   // Push outputs
-  main.pushToMain({ index, key: keys.vidya, value: trendValue });
-  main.pushToMain({ index, key: keys.upper, value: upper });
-  main.pushToMain({ index, key: keys.lower, value: lower });
-  main.pushToMain({ index, key: keys.delta_vol, value: deltaPct });
-  main.pushToMain({ index, key: keys.cross, value: cross });
-  main.pushToMain({ index, key: keys.liquidity, value: liquidity });
+  main.pushToMain({ index, key: keys.vidya, value: trendValue })
+  main.pushToMain({ index, key: keys.upper, value: upper })
+  main.pushToMain({ index, key: keys.lower, value: lower })
+  main.pushToMain({ index, key: keys.delta_vol, value: deltaPct })
+  main.pushToMain({ index, key: keys.cross, value: cross })
+  main.pushToMain({ index, key: keys.liquidity, value: liquidity })
 
   inst.liquidity.high.push(high)
   inst.liquidity.low.push(low)
@@ -177,5 +177,5 @@ export const vidya = (main, index, size, momentum, options = {}) => {
   if(inst.liquidity.high.length > liquidityLookback) inst.liquidity.high.shift()
   if(inst.liquidity.low.length > liquidityLookback) inst.liquidity.low.shift()
 
-  return true;
-};
+  return true
+}

package/src/utilities/precisionMultiplier.js

@@ -1,39 +1,56 @@
 
-//calcPrecisionMultiplier is calculated once, using the open, high, low and close values of the first row
-//the multiplier (min 10000 and max 1000000000) is store in constructor
+//calcPrecisionMultiplier is calculated once in the class constructor, using the open, high, low and close values of the first row
+//the multiplier (min 10000) is store in constructor
 
 export const calcPrecisionMultiplier = main => {
-  const { precision, firstRow, initialPriceBased, priceBased } = main;
+  const { precision, firstRow, initialPriceBased } = main
   if (precision === false) return 1
 
-  const multipliers = []
-
-  const err = 'If "precision" is set to true all the "open", "high", "low" and "close" values must be numeric strings like "123.45" with no commas or currency symbols.'
+  let maxMultiplier = 1
 
   for (const [key, strNum] of Object.entries(firstRow)) {
+    if (!initialPriceBased.has(key)) continue
 
-    if(!initialPriceBased.has(key)) continue
-    
-    if (typeof strNum !== 'string' || !/^-?\d+(\.\d+)?$/.test(strNum)) {
-      throw new Error(`${err} 
-        Property "${key}" had the value "${strNum}" type ${typeof strNum}.`)
+    if (typeof strNum !== 'string' || !/^\d+(\.\d+)?$/.test(strNum))  {
+      throw new Error(
+        `If "precision" is set to true all the "open", "high", "low" and "close" values must be numeric strings like "123.45" with no commas or currency symbols. Property "${key}" had the value "${strNum}" type ${typeof strNum}.`
+      )
     }
 
-    if (!priceBased.has(key)) continue
-
     const [integerStr, decimals = ''] = strNum.split('.')
     const integer = Number(integerStr)
-    const decimalPrecision = integer > 0 ? 4 : Math.max(4, decimals.length)
-    multipliers.push(Math.pow(10, decimalPrecision))
-  }
 
-  if (multipliers.length === 0) return 1
+    let decimalPrecision = 4
+
+    // Treat any non-zero integer (positive or negative) as "normal"
+    if (Math.abs(integer) === 0) {
+      const decimalsLen = decimals.length
+      const countDecimals = Math.max(4, decimalsLen)
+
+      // index of first non-zero decimal digit, -1 if none
+      const firstNonZeroIndex = decimals.search(/[1-9]/)
+
+      if (firstNonZeroIndex === -1) {
+        // 0, 0.0, 0.0000... -> nothing special to preserve
+        decimalPrecision = countDecimals
+      } else {
+        // Give extra headroom after the first non-zero digit
+        const extra = 5 // tweak as you like
+        const needed = firstNonZeroIndex + 1 + extra
+        decimalPrecision = Math.max(countDecimals, needed)
+      }
+    }
 
-  const maxMultiplier = 10 ** 9 //1000000000
+    // Optional: cap exponent to keep numbers sane
+    const multiplier = 10 ** decimalPrecision
 
-  return Math.min(maxMultiplier, Math.max(...multipliers))
+    if (multiplier > maxMultiplier) maxMultiplier = multiplier
+  }
+
+  return maxMultiplier
 }
 
+
 //this function converts the strNum into a integer * multiplier
 export const addPrecisionAsNumber = (strNum, multiplier) => {
   if (typeof strNum !== 'string') throw new Error('addPrecisionExact expects a string when precision=true')