ohlcv-indicators 3.5.77 → 3.5.78

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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u(this),l(t,"colKeys",r),p(e,{min:1,max:this.len,allowDecimals:!1},"lookback",r),this.inputParams.push({key:r,params:[t,e]}),this}},{key:"relativeVolume",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:10,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="relativeVolume";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"size",r),c(e,"options",r);var n=e.lag,o=void 0===n?0:n;return p(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this.inputParams.push({key:r,order:0,params:[t,{lag:o}]}),this}},{key:"volumeDelta",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="volumeDelta";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeDelta" is called the input ohlcv must contain valid volume properties.');u(this),c(t,"options",e);var r=t.lag,n=void 0===r?0:r;return p(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),this.inputParams.push({key:e,order:0,params:[{lag:n}]}),this}},{key:"atr",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="atr";u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"size",r),c(e,"options",r);var n=e.lag,o=void 0===n?0:n,i=e.retLogs,a=void 0!==i&&i;return p(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),f(a,"options.retLogs",r),this.inputParams.push({key:r,order:0,params:[t,{lag:o,retLogs:a}]}),this}},{key:"adx",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="adx";u(this),p(t,{min:1,max:this.len,allowDecimals:!1},"size",r),c(e,"options",r);var n=e.lag,o=void 0===n?0:n,i=e.retLogs,a=void 0!==i&&i;return p(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),f(a,"options.retLogs",r),this.inputParams.push({key:r,order:0,params:[t,{lag:o,retLogs:a}]}),this}},{key:"ema",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="ema";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:"sma",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 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,l=r.retLogs,s=void 0!==l&&l;return p(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),f(s,"option.retLogs",n),this.inputParams.push({key:n,order:0,params:[t,e,{lag:a,bothNull:o,retLogs:s}]}),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 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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=n.lag,u=void 0===a?0:a,l=n.retLogs;return p(u,{min:0,max:i,allowDecimals:!1},"options.lag",o),f(l,"retLogs",o),this.inputParams.push({key:o,params:[t,e,r,{lag:u,retLogs:l}]}),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 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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.retLogs,s=void 0!==l&&l;return h(o,"options.target",r),p(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),f(s,"retLogs",r),this.inputParams.push({key:r,params:[t,{target:o,lag:a,retLogs:s}]}),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.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:"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=ln(ln(ln(ln(ln({},"".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,a=t.retLogs,s=void 0!==a&&a;return p(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),l(i,"options.colKeys",e),f(s,"retLogs",e),this.inputParams.push({key:e,params:[{lag:n,colKeys:i,retLogs:s}]}),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 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t.order-e.order})),this.compute()):this.inputParams=[],this},e=[{key:"getData",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{};this.compute();var e=t.skipNull,r=void 0===e||e,n=t.dateFormat,o=void 0===n?"milliseconds":n;return c(Object.keys(or),o,"dateFormat","getData"),l(t,"options","getData"),Yr({main:this,skipNull:r,startIndex:0,dateFormat:o})}},{key:"getLastValues",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{};this.compute();var e=t.dateFormat,r=void 0===e?"milliseconds":e;return c(Object.keys(or),r,"dateFormat","getData"),Yr({skipNull:!1,main:this,startIndex:this.len-1,dateFormat:r})[0]}},{key:"compute",value:function(){return this.isComputed||(this.inputParams=this.inputParams.sort((function(t,e){return t.order-e.order})),this.isComputed=!1,this.len>0&&(function(t,e){var n=e.len,o=e.arrayTypes,a=e.verticalOhlcv,u=e.verticalOhlcvKeyNames,l=e.inputTypes,c=e.chunkProcess,s=e.precisionMultiplier,f=e.inputParams;i(f,n);for(var p=0,y=Object.keys(l);p<y.length;p++){var h=y[p];a[h]=fr(o[h],n)}for(var v=0;v<n;v+=c)for(var m=Math.min(v+c,n),d=v;d<m;d++){for(var b=t[d],g=0,w=Object.entries(l);g<w.length;g++){var S=Hr(w[g],2),O=S[0],j=S[1],P=b[O];if(void 0!==P)if(er.hasOwnProperty(j)){var _=er[j](P,s);e.pushToMain({index:d,key:O,value:_})}else ir.hasOwnProperty(j)?e.pushToMain({index:d,key:O,value:ir[j](P)}):e.pushToMain({index:d,key:O,value:P})}var N=(a.open[d]+a.close[d])/2;e.pushToMain({index:d,key:"mid_price",value:N});var A,k=Vr(f);try{for(k.s();!(A=k.n()).done;){var E=A.value,T=E.key,x=E.params;Kr[T].apply(Kr,[e,d].concat(Ur(x)))}}catch(t){k.e(t)}finally{k.f()}t[d]=null;var M=Object.keys(a);r(e,d,M)||(e.invalidValueIndex=d)}u.push.apply(u,Ur(Object.keys(a)))}(this.input,this),this.isComputed=!0,this.input=[],this.instances={},this.firstRow=[])),this}},{key:"crossPairs",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:[],e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="crossPairs";a(this),u(t,"arr",r),l(e,"options",r);var n=e.limit,o=void 0===n?null:n,i=e.oneHot,c=void 0!==i&&i;null!==o&&f(o,{min:2,max:this.len},"options.limit",r),s(c,"options.oneHot",r);var p,y=[],h=function(t,e){var r="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!r){if(Array.isArray(t)||(r=Qr(t))){r&&(t=r);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,u=!1;return{s:function(){r=r.call(t)},n:function(){var t=r.next();return a=t.done,t},e:function(t){u=!0,i=t},f:function(){try{a||null==r.return||r.return()}finally{if(u)throw i}}}}(t);try{for(h.s();!(p=h.n()).done;){var v=p.value,m=v.fast,d=void 0===m?"":m,b=v.slow,g=void 0===b?"":b;if(""===d||""===g)throw new Error("Invalid crossPairs[".concat(d,"_").concat(g,"]: Object property “fast” must be a non-null column name and “slow” must be a non-null column name or integer."));y.push(d.toString(),g.toString())}}catch(t){h.e(t)}finally{h.f()}if(this.isAlreadyComputed.has(r))throw new Error('You can only call the "'.concat(r,'" method once.'));return this.isAlreadyComputed.add(r),this.inputParams.push({key:r,params:[t,{limit:o,oneHot:c}]}),this}},{key:"lag",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1,r="lag";return a(this),u(t,"colKeys",r),f(e,{min:1,max:this.len,allowDecimals:!1},"lookback",r),this.inputParams.push({key:r,params:[t,e]}),this}},{key:"relativeVolume",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:10,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="relativeVolume";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.lag,o=void 0===n?0:n;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this.inputParams.push({key:r,order:0,params:[t,{lag:o}]}),this}},{key:"volumeDelta",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="volumeDelta";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeDelta" is called the input ohlcv must contain valid volume properties.');a(this),l(t,"options",e);var r=t.lag,n=void 0===r?0:r;return f(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),this.inputParams.push({key:e,order:0,params:[{lag:n}]}),this}},{key:"atr",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="atr";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.lag,o=void 0===n?0:n,i=e.retLogs,u=void 0!==i&&i;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(u,"options.retLogs",r),this.inputParams.push({key:r,order:0,params:[t,{lag:o,retLogs:u}]}),this}},{key:"adx",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="adx";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.lag,o=void 0===n?0:n,i=e.retLogs,u=void 0!==i&&i;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(u,"options.retLogs",r),this.inputParams.push({key:r,order:0,params:[t,{lag:o,retLogs:u}]}),this}},{key:"ema",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="ema";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,u=void 0===i?0:i;return p(o,"options.target",r),f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this.inputParams.push({key:r,params:[r,t,{target:o,lag:u}]}),this}},{key:"sma",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="sma";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,u=void 0===i?0:i;return p(o,"options.target",r),f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this.inputParams.push({key:r,params:[r,t,{target:o,lag:u}]}),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";a(this);var o=null===t&&null===e;!1===o&&(f(t,{min:1,max:this.len,allowDecimals:!1},"smoothLength",n),f(e,{min:1,max:this.len,allowDecimals:!1},"afterSmoothLength",n)),l(r,"options",n);var i=r.lag,u=void 0===i?0:i,c=r.retLogs,p=void 0!==c&&c;return f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),s(p,"option.retLogs",n),this.inputParams.push({key:n,order:0,params:[t,e,{lag:u,bothNull:o,retLogs:p}]}),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";a(this),f(t,{min:2,max:this.len,allowDecimals:!1},"size",n),f(e,{min:1,max:this.len,allowDecimals:!1},"momentum",n),l(r,"options",n);var o=r.target,i=void 0===o?"close":o,u=r.lag,c=void 0===u?0:u,s=r.atrLength,y=void 0===s?200:s,h=r.bandDistance,v=void 0===h?2:h,m=r.liquidityLookback,d=void 0===m?20:m;return p(i,"options.target",n),f(c,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),f(v,{min:.01,max:10,allowDecimals:!0},"options.bandDistance",n),f(y,{min:2,max:this.len,allowDecimals:!1},"options.atrLength",n),f(d,{min:1,max:this.len,allowDecimals:!1},"options.liquidityLookback",n),this.inputParams.push({key:n,params:[t,e,{target:i,lag:c}]}),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;f(t,{min:1,max:i,allowDecimals:!1},"kPeriod",o),f(e,{min:1,max:i,allowDecimals:!1},"kSlowingPeriod",o),f(r,{min:1,max:i,allowDecimals:!1},"dPeriod",o),l(n,"options",o);var a=n.lag,u=void 0===a?0:a,c=n.retLogs;return f(u,{min:0,max:i,allowDecimals:!1},"options.lag",o),s(c,"retLogs",o),this.inputParams.push({key:o,params:[t,e,r,{lag:u,retLogs:c}]}),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";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"fast",o),f(e,{min:1,max:this.len,allowDecimals:!1},"slow",o),f(r,{min:1,max:this.len,allowDecimals:!1},"signal",o),l(n,"options",o);var i=n.target,u=void 0===i?"close":i,c=n.lag,s=void 0===c?0:c;p(u,"options.target",o),f(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",o);var y={instanceKey:"".concat(t,"_").concat(e,"_").concat(r).concat("close"===u?"":"_".concat(u))};return this.inputParams.push({key:o,params:[t,e,r,{target:u,lag:s,precomputed:y}]}),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";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",n),f(e,{min:.01,max:50,allowDecimals:!0},"stdDev",n),l(r,"options",n);var o=r.lag,i=void 0===o?0:o;return f(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),this.inputParams.push({key:n,params:[t,e,{lag:i}]}),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";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,u=void 0===i?0:i,c=e.retLogs,y=void 0!==c&&c;return p(o,"options.target",r),f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(y,"retLogs",r),this.inputParams.push({key:r,params:[t,{target:o,lag:u,retLogs:y}]}),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";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",n),f(e,{min:0,max:this.len,allowDecimals:!1},"offset",n),l(r,"options",n);var o=r.lag,i=void 0===o?0:o;return f(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:"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.');a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"fastsize",n),f(e,{min:t,max:this.len,allowDecimals:!1},"slowsize",n),l(r,"options",n);var o=r.lag,i=void 0===o?0:o;return f(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";a(this),l(t,"options",e);var r=t.lag,n=void 0===r?0:r,o=t.oneHot,i=void 0!==o&&o;f(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),s(i,"options.oneHot",e);var u=i?"one_hot_":"",c=Zr(Zr(Zr(Zr(Zr({},"".concat(u,"month"),12),"".concat(u,"day_of_the_month"),31),"".concat(u,"day_of_the_week"),7),"".concat(u,"hour"),24),"".concat(u,"minute"),60),p={prefix:u,colKeySizes:c,colKeys:Object.keys(c)};return this.inputParams.push({key:e,order:0,params:[{lag:n,oneHot:i,precompute:p}]}),this}},{key:"candleFeatures",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="candleFeatures";a(this),l(t,"options",e);var r=t.lag,n=void 0===r?0:r,o=t.colKeys,i=void 0===o?[]:o,c=t.retLogs,p=void 0!==c&&c;return f(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),u(i,"options.colKeys",e),s(p,"retLogs",e),this.inputParams.push({key:e,params:[{lag:n,colKeys:i,retLogs:p}]}),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]:{};a(this);var n="mapCols";null==e&&(e=Dr),l(r,"options",n);var o=r.lag,i=void 0===o?0:o,c=r.isPriceBased,p=void 0!==c&&c;if(u(t,"newCols",n),f(i,{min:0,allowDecimals:!1},"options.lag",n),s(p,"isPriceBased","mapCols"),!1===this.precision&&p)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:p}]}),this}}],e&&Xr(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/index.js

@@ -6,7 +6,6 @@ import {
     validateArrayOptions, 
     validateBoolean, 
     validateNumber, 
-    validateArrayOfRanges,
     validateInputParams,
     validateString
 } from './src/utilities/validators.js'
@@ -534,8 +533,8 @@ export default class OHLCV_INDICATORS {
         return this           
     }
 
-    priceFeatures(options = {}) {
-        let methodName = 'priceFeatures'
+    candleFeatures(options = {}) {
+        let methodName = 'candleFeatures'
 
         isAlreadyComputed(this)
 
@@ -553,74 +552,6 @@ export default class OHLCV_INDICATORS {
         return this
     }
 
-    scaler(type = 'zscore', size, options = {})
-    {
-        let methodName = 'scaler'
-
-        isAlreadyComputed(this)
-
-        validateArrayOptions(['minmax', 'zscore', 'byfeature'], type, 'options.type', methodName)
-        validateNumber(size, {min: 1, max: this.len, allowDecimals: false}, 'size', methodName)
-
-        const longName = `${methodName}(${type}, ${size}, options = {})`
-        
-        validateObject(options, 'options', longName)
-
-        const {minMaxRange = null, lag = false,  colKeys = [], weights = {}, euclideanWeights = false, byFeatureRange = null, offset = 0} = options
-
-         validateNumber(offset, {min: 0, max: this.len, allowDecimals: false}, 'offset', methodName)
-
-
-        validateArray(colKeys, 'options.colKeys', longName)
-        validateBoolean(lag, 'options.lag', longName)
-        
-        
-        validateObject(weights, 'options.weights', longName)
-
-        const lookback = lag ? size - 1 : 0
-
-        if(colKeys.length === 0) {
-            throw new Error(`The property "options.colKeys" must be an array with target keys in ${longName}.`)
-        }
-
-
-
-        for(const [key, arr] of Object.entries(weights)) {
-            validateArray(arr, `options.weights.${key}`)
-
-            if(!lag && arr.size > 0) {
-                throw new Error(`If "options.lag" is set to false "options.weights.${key}" can only contain 1 item (float) in ${longName}.`)
-            }
-
-            if(arr.length > size) {
-                throw new Error(`The length of the property "options.weights.${key}" can not be longer than "size" in ${longName}.`)
-            }
-
-            for(let x = 0; x < arr.length; x++) {
-                const val = arr[x]
-                validateNumber(val, {min: 0.01, max: 10, allowDecimals: true}, `options.weights.${key}[${x}]`, longName)
-            }
-
-        }
-
-        if (type !== 'byfeature') {
-
-            if(!byFeatureRange == null) {
-                throw new Error('"options.byFeatureRange" is only valid when "type" is "byfeature".')
-            }
-        }
-        else {
-            validateArrayOfRanges(byFeatureRange, 'options.byFeatureRange', longName)
-        }
-        
-        if(['minmax', 'byfeature'].includes(type)) {
-            validateArrayOfRanges(minMaxRange, 'options.minMaxRange', longName)
-        }
-
-        this.inputParams.push({key: methodName, params: [size, colKeys, {type, minMaxRange, lookback, weights, euclideanWeights, byFeatureRange, offset}]})
-        return this
-    }
-
     mapCols(newCols = ['change'], callback = null, options = {}) {
 
         isAlreadyComputed(this)
@@ -648,4 +579,4 @@ export default class OHLCV_INDICATORS {
 
         return this
     }
-}
+}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.77",
+  "version": "3.5.78",
   "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/core-functions/mainLoop.js

@@ -14,7 +14,6 @@ import { volumeDelta } from "../oscillators/volumeDelta.js";
 import { lag } from "../studies/lag.js";
 import { crossPairs } from "../studies/findCrosses.js";
 import { dateTime } from "../studies/dateTime.js";
-import { scaler } from "../machine-learning/scaler.js";
 import { atr } from "../volatility/atr.js";
 import { adx } from "../volatility/adx.js";
 import { mapCols } from "../studies/mapCols.js";
@@ -22,12 +21,12 @@ import { mapCols } from "../studies/mapCols.js";
 import { buildArray } from "../utilities/assignTypes.js";
 import {  inputNumberFormatter } from "../utilities/numberUtilities.js";
 import { dateFormaters } from "../utilities/dateUtilities.js";
-import { priceFeatures } from "../studies/priceFeatures.js";
+import { candleFeatures } from "../studies/candleFeatures.js";
 
 
 // Map indicator keys to their respective functions
 const mainFunctions = {
-  priceFeatures,
+  candleFeatures,
   dateTime,
   heikenAshi,
   rsi,
@@ -44,7 +43,6 @@ const mainFunctions = {
   bollingerBands,
   volumeOscillator,
   mapCols,
-  scaler,
   crossPairs,
   lag
 };

package/src/machine-learning/ml-utilities.js

@@ -3,12 +3,3 @@ export const oneHotEncode = (idx, size) => {
     vec[idx] = 1
     return vec
 }
-
-export const normalizeMinMax = (value, min, max, [validMin, validMax]) => {
-    const clamped = Math.min(Math.max(value, min), max)
-    return ((clamped - min) / (max - min)) * (validMax - validMin) + validMin
-}
-  
-export const normalizeZScore = (value, mean, std) => {
-    return std === 0 ? 0 : (value - mean) / std
-}

package/src/studies/{priceFeatures.js → candleFeatures.js}

@@ -2,7 +2,7 @@
 
 const isBadNumber = (v) => v == null || !Number.isFinite(v)
 
-export const priceFeatures  = (main, index, {lag, colKeys, retLogs}) => {
+export const candleFeatures  = (main, index, {lag, colKeys, retLogs}) => {
     const { verticalOhlcv, priceBased, scaledGroups } = main
 
     const getRet = (next, prev) => (retLogs) ? Math.log(next / prev) : (next - prev) / prev
@@ -24,13 +24,13 @@ export const priceFeatures  = (main, index, {lag, colKeys, retLogs}) => {
         for(const target of colKeys) {
             if(!verticalOhlcv.hasOwnProperty(target)) {
                 throw new Error(
-                    `Target property in "options.colKey" array "${target}" not found in verticalOhlcv for "priceFeatures".`
+                    `Target property in "options.colKey" array "${target}" not found in verticalOhlcv for "candleFeatures".`
                 );
             }
 
             else if(!priceBased.has(target)) {
                  throw new Error(
-                     `Target property in "options.colKey" array "${target}" not found in priceBased for "priceFeatures".`
+                     `Target property in "options.colKey" array "${target}" not found in priceBased for "candleFeatures".`
                 );               
             }
 
@@ -39,7 +39,7 @@ export const priceFeatures  = (main, index, {lag, colKeys, retLogs}) => {
 
         Object.assign(verticalOhlcv, newCols)
 
-        scaledGroups.priceFeatures = Object.keys(newCols)
+        scaledGroups.candleFeatures = Object.keys(newCols)
 
         if(lag) {
             main.lag(Object.keys(newCols), lag)

package/src/utilities/validators.js

@@ -111,32 +111,9 @@ export const validateNumber = (value, options, paramName, callerName) => {
 };
 
 
-export const validateArrayOfRanges = (range, paramName, callerName) => {
-
-    validateArray(range, paramName, callerName)
-
-    if (range.length !== 2) {
-        throw new Error(
-          `Invalid "${paramName}" array length: expected 2 items, but got ${range.length} in "${callerName}.${paramName}".`
-        );
-    }
-
-    const [min, max] = range
-
-    validateNumber(min, {min: -100, max, allowDecimals: false}, `${paramName}[0] (min)`, callerName)
-    validateNumber(max, {min: min, max: 100, allowDecimals: false}, `${paramName}[1] (max)`, callerName)
-
-    if(min === max)
-    {
-        throw new Error(`Invalid "min" can not be equal to "max" property in "${callerName}.${paramName}".`)
-    }
-
-    return true
-}
-
 export const validateString = (txt, paramName, callerName) => {
 
   if(typeof txt !== 'string' || !txt.length) throw new Error(`Invalid "${paramName}" property in "${callerName}". Only strings are accepted.`)
 
   return true
-}
+}

package/src/machine-learning/scaler.js

@@ -1,165 +0,0 @@
-import { normalizeMinMax, normalizeZScore } from "./ml-utilities.js";
-
-const isBadNumber = (v) => v == null || !Number.isFinite(v)
-
-//rowWiseScaler
-
-export const scaler = (main, index, size, colKeys, {type, minMaxRange, lookback, weights, euclideanWeights, byFeatureRange, offset}) => {
-
-    //this function performs scaling row by row "row wise scaling"
-
-    const { verticalOhlcv, instances } = main
-    const prefix = `${type}_${size}`
-  
-    if(index === 0) {
-      const { len, isAlreadyComputed } = main
-
-      if(isAlreadyComputed.has(prefix))
-      {
-        throw new Error(`In scaler method can not repeat params "size" and "options.type" together between indicators.`)
-      }
-  
-      if(!instances.hasOwnProperty('scaler')) {
-        instances.scaler = {}
-      }
-
-      if(!instances.scaler.hasOwnProperty(prefix))
-      {
-        instances.scaler[prefix] = {
-          extectedFeatures: (lookback === 0) ? colKeys.length : colKeys.length + (lookback * colKeys.length)
-        }
-      }
-
-      const features = []
-
-      for (const target of colKeys) {
-        if (!verticalOhlcv.hasOwnProperty(target)) {
-          throw new Error(`Target property "${target}" not found in verticalOhlcv`);
-        }
-  
-        const key = `${prefix}_${target}`;
-        verticalOhlcv[key] = new Float64Array(len).fill(NaN)
-  
-        if (!main.scaledGroups[prefix]) main.scaledGroups[prefix] = [];
-
-        main.scaledGroups[prefix].push(key);
-  
-        if (lookback > 0) {
-          const laggedKeys = Array.from({ length: lookback }).map((_, i) => `${key}_lag_${i + 1}`)
-
-          for(const lKey of laggedKeys) {
-            verticalOhlcv[lKey] = new Float64Array(len).fill(NaN)
-          }
-
-          main.scaledGroups[prefix].push(...laggedKeys)
-          features.push(key)
-        }
-      }
-
-      for(const weKey of Object.keys(weights)) {
-        if (!verticalOhlcv.hasOwnProperty(weKey)) {
-          throw new Error(`Target property "${weKey}" not found in verticalOhlcv`);
-        }
-      }
-
-    }
-  
-    const { extectedFeatures } = instances.scaler[prefix]
-    
-    let hasInvalidVal = false
-    const row = {}
-    const rowValues = []
-    let countFeatures = 0
-
-    const sourceIndex = index - offset
-
-    if(sourceIndex < 0) return 
-
-   
-
-    for (let x = 0; x < colKeys.length; x++) {
-      const target = colKeys[x]
-      const col = verticalOhlcv[target]
-      const currWeight = weights?.[target]?.[0] ?? 1
-      const currVal = col[sourceIndex]
-
-      if(isBadNumber(currVal))
-      {
-        hasInvalidVal = true
-        break
-      }
-
-      row[target] = {
-        val: currVal, 
-        weight: (euclideanWeights) ? Math.sqrt(currWeight) :  currWeight
-      }
-
-      rowValues.push(currVal)
-      countFeatures++
-
-      if(lookback > 0) {
-        for (let step = 1; step <= lookback; step++) {
-
-          const laggedWeight = weights?.[target]?.[step] ?? 1
-          const laggedVal = col[sourceIndex - step]
-
-          if(isBadNumber(laggedVal))
-          {
-            hasInvalidVal = true
-            break
-          }
-
-          row[`${target}_lag_${step}`] = {
-            val: laggedVal, 
-            weight: (euclideanWeights) ? Math.sqrt(laggedWeight) : laggedWeight
-          }
-
-          rowValues.push(laggedVal)
-          countFeatures++
-        }
-
-        if(hasInvalidVal) break
-      }
-    }
-
-    if(hasInvalidVal || countFeatures !== extectedFeatures) return
-
-    if (type === "minmax") {
-      const mn = Math.min(...rowValues);
-      const mx = Math.max(...rowValues);
-
-      for (const [key, { val, weight }] of Object.entries(row)) {
-        const scaled = normalizeMinMax(val, mn, mx, minMaxRange)
-        const weigthed = scaled === 0 ? 0 : scaled * weight
-        main.pushToMain({ index, key: `${prefix}_${key}`, value: weigthed });
-      }
-    }
-
-    if (type === "zscore") {
-      const n = rowValues.length;
-      const mean = rowValues.reduce((s, x) => s + x, 0) / n;
-      const variance = rowValues.reduce((s, x) => s + (x - mean) ** 2, 0) / n;
-      const std = Math.sqrt(variance);
-
-      for (const [key, { val, weight }] of Object.entries(row)) {
-        const scaled = normalizeZScore(val, mean, std)
-        const weigthed = scaled === 0 ? 0 : scaled * weight
-        main.pushToMain({ index, key: `${prefix}_${key}`, value: weigthed });
-      }
-    }
-
-    if(type === "byfeature") {
-
-      const [mn, mx] = byFeatureRange
-
-      for (const [key, { val, weight }] of Object.entries(row)) {
-
-        const scaled = normalizeMinMax(val, mn, mx, minMaxRange)
-        const weigthed = scaled === 0 ? 0 : scaled * weight
-
-        main.pushToMain({ index, key: `${prefix}_${key}`, value: weigthed });
-      }
-
-    }
-}
-