ohlcv-indicators 3.5.56 → 3.5.59

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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0!==arguments[1]?arguments[1]:{},r="sma";u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"size",r),c(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,a=void 0===i?0:i;return h(o,"options.target",r),p(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this.inputParams.push({key:r,params:[r,t,{target:o,lag:a}]}),this}},{key:"heikenAshi",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:null,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:null,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="heikenAshi";u(this);var o=null===t&&null===e;!1===o&&(p(t,{min:1,max:this.len,allowDecimals:!1},"smoothLength",n),p(e,{min:1,max:this.len,allowDecimals:!1},"afterSmoothLength",n)),c(r,"options",n);var i=r.lag,a=void 0===i?0:i;return p(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),this.inputParams.push({key:n,order:0,params:[t,e,{lag:a,bothNull:o}]}),this}},{key:"vidya",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:14,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:20,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="vidya";u(this),p(t,{min:2,max:this.len,allowDecimals:!1},"size",n),p(e,{min:1,max:this.len,allowDecimals:!1},"momentum",n),c(r,"options",n);var o=r.target,i=void 0===o?"close":o,a=r.lag,l=void 0===a?0:a,s=r.atrLength,f=void 0===s?200:s,y=r.bandDistance,v=void 0===y?2:y,m=r.liquidityLookback,d=void 0===m?20:m;return h(i,"options.target",n),p(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),p(v,{min:.01,max:10,allowDecimals:!0},"options.bandDistance",n),p(f,{min:2,max:this.len,allowDecimals:!1},"options.atrLength",n),p(d,{min:1,max:this.len,allowDecimals:!1},"options.liquidityLookback",n),this.inputParams.push({key:n,params:[t,e,{target:i,lag:l}]}),this}},{key:"stochastic",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:14,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:3,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:3,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:{},o="stochastic",i=this.len;p(t,{min:1,max:i,allowDecimals:!1},"kPeriod",o),p(e,{min:1,max:i,allowDecimals:!1},"kSlowingPeriod",o),p(r,{min:1,max:i,allowDecimals:!1},"dPeriod",o),c(n,"options",o);var a=function(t){return t},u="",l=n.lag,s=void 0===l?0:l;p(s,{min:0,max:i,allowDecimals:!1},"options.lag",o);var h=n.minmax;return(Array.isArray(h)||"boolean"==typeof h&&!0===h)&&(Array.isArray(h)?(y(h,"options.minmax",o),a=function(t){return null!==h?ar(t,0,100,h):t}):(f(h,"options.minmax",o),h=[0,1],a=function(t){return null!==h?ar(t,0,100,h):t}),u="minmax_"),this.inputParams.push({key:o,order:0,params:[t,e,r,{minmax:h,prefix:u,parser:a,lag:s}]}),this}},{key:"macd",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:12,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:26,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:9,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:{},o="macd";u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"fast",o),p(e,{min:1,max:this.len,allowDecimals:!1},"slow",o),p(r,{min:1,max:this.len,allowDecimals:!1},"signal",o),c(n,"options",o);var i=n.target,a=void 0===i?"close":i,l=n.lag,s=void 0===l?0:l;h(a,"options.target",o),p(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",o);var f={instanceKey:"".concat(t,"_").concat(e,"_").concat(r).concat("close"===a?"":"_".concat(a))};return this.inputParams.push({key:o,params:[t,e,r,{target:a,lag:s,precomputed:f}]}),this}},{key:"bollingerBands",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:2,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="bollingerBands";u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"size",n),p(e,{min:.01,max:50,allowDecimals:!0},"stdDev",n),c(r,"options",n);var o=r.target,i=void 0===o?"close":o,a=r.height,s=void 0!==a&&a,y=r.range,v=void 0===y?[]:y,m=r.lag,d=void 0===m?0:m;return h(i,"options.target",n),l(v,"options.range",n),p(d,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),f(s,"options.height",n),this.inputParams.push({key:n,params:[t,e,{target:i,height:s,range:v,lag:d}]}),this}},{key:"rsi",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:14,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="rsi";u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"size",r),c(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,a=void 0===i?0:i,l=e.minmax;h(o,"options.target",r),p(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",r);var s=function(t){return t},v="";return(Array.isArray(l)||"boolean"==typeof l&&!0===l)&&(Array.isArray(l)?(y(l,"options.minmax",r),s=function(t){return null!==l?ar(t,0,100,l):t}):(f(l,"options.minmax",r),l=[0,1],s=function(t){return null!==l?ar(t,0,100,l):t}),v="minmax_"),this.inputParams.push({key:r,params:[t,{target:o,lag:a,parser:s,prefix:v,minmax:l}]}),this}},{key:"donchianChannels",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:0,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="donchianChannels";u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"size",n),p(e,{min:0,max:this.len,allowDecimals:!1},"offset",n),c(r,"options",n);var o=r.height,i=void 0!==o&&o,a=r.range,s=void 0===a?[]:a,y=r.lag,h=void 0===y?0:y;return l(s,"options.range",n),p(h,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),f(i,"options.height",n),this.inputParams.push({key:n,order:0,params:[t,e,{height:i,range:s,lag:h}]}),this}},{key:"volumeOscillator",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:10,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="volumeOscillator";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume properties.');u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"fastsize",n),p(e,{min:t,max:this.len,allowDecimals:!1},"slowsize",n),c(r,"options",n);var o=r.lag,i=void 0===o?0:o;return p(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),this.inputParams.push({key:n,order:0,params:[t,e,{lag:i}]}),this}},{key:"dateTime",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="dateTime";u(this),c(t,"options",e);var r=t.lag,n=void 0===r?0:r,o=t.oneHot,i=void 0!==o&&o;p(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),f(i,"options.oneHot",e);var a=i?"one_hot_":"",l=zr(zr(zr(zr(zr({},"".concat(a,"month"),12),"".concat(a,"day_of_the_month"),31),"".concat(a,"day_of_the_week"),7),"".concat(a,"hour"),24),"".concat(a,"minute"),60),s={prefix:a,colKeySizes:l,colKeys:Object.keys(l)};return this.inputParams.push({key:e,order:0,params:[{lag:n,oneHot:i,precompute:s}]}),this}},{key:"priceFeatures",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="priceFeatures";u(this),c(t,"options",e);var r=t.lag,n=void 0===r?0:r,o=t.colKeys,i=void 0===o?[]:o;return p(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),l(i,"options.colKeys",e),this.inputParams.push({key:e,params:[{lag:n,colKeys:i}]}),this}},{key:"scaler",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:"zscore",e=arguments.length>1?arguments[1]:void 0,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="scaler";u(this),p(e,{min:1,max:this.len,allowDecimals:!1},"size",n),c(r,"options",n);var o=r.range,i=void 0===o?[0,1]:o,a=r.lag,h=void 0!==a&&a,v=r.colKeys,m=void 0===v?[]:v,d=r.weights,b=void 0===d?{}:d,g=r.euclideanWeights,w=void 0!==g&&g;l(m,"options.colKeys",n),f(h,"options.lag",n),y(i,"options.range",n),s(["minmax","zscore"],t,"options.type",n),c(b,"options.weights",n);for(var O=h?e-1:0,S=0,j=Object.entries(b);S<j.length;S++){var N=$r(j[S],2),_=N[0],P=N[1];if(l(P,"options.weights.".concat(_)),!h&&P.size>0)throw new Error('If "options.lag" is set to false "options.weights.'.concat(_,'" can only contain 1 item (float).'));if(P.length>e)throw new Error('The length of the property "options.weights.'.concat(_,'" can not be longer than "size" in ').concat(n,"."));for(var A=0;A<P.length;A++){var x=P[A];p(x,{min:.01,max:10,allowDecimals:!0},"options.weights.".concat(_,"[").concat(A,"]"),n)}}return this.inputParams.push({key:n,params:[e,m,{type:t,range:i,lookback:O,weights:b,euclideanWeights:w}]}),this}},{key:"mapCols",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["change"],e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:null,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{};u(this);var n="mapCols";null==e&&(e=kr),c(r,"options",n);var o=r.lag,i=void 0===o?0:o,a=r.isPriceBased,s=void 0!==a&&a;if(l(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.');return this.inputParams.push({key:n,params:[t,e,{lag:i,isPriceBased:s}]}),this}}],e&&Yr(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();