ohlcv-indicators 3.5.79 → 3.5.80

package/dist/ohlcv-indicators.min.js

@@ -1,2 +1,2 @@
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")+"All initialPriceBased columns must share the same numeric type.")}return i.hasOwnProperty("open")&&i.hasOwnProperty("close")&&(i.mid_price=i.open,o.mid_price=o.open),{inputTypes:o,arrayTypes:i}}(this),L=F.inputTypes,B=F.arrayTypes;if(this.inputTypes=L,this.arrayTypes=B,!this.firstRow.hasOwnProperty("close"))throw Error('input OHLCV array objects require at least "close" property: '.concat(a));return this.dateType=this.inputTypes.date?this.inputTypes.date:null,this.isComputed=!1,this.isComputing=!1,this.executionParams=[],this.instances={},this.verticalOhlcv={},this.verticalOhlcvKeyNames=[],this.verticalOhlcvTempCols=new Set,this.utilities={},this.invalidValueIndex=-1,this.scaledGroups={},this.isAlreadyComputed=new Set,this.pushToMain=function(t){var e=t.index,n=t.key,o=t.value;r.verticalOhlcv[n][e]=o},null!==N?(i(N,this.len),this.inputParams=Je(qe(N)),this.compute()):this.inputParams=Object.freeze([]),this},e=[{key:"exportConfig",value:function(){return er(er({},this.config),{},{inputParams:Qe(this.inputParams)})}},{key:"_registerIndicator",value:function(t){return a(this),this.inputParams=Object.freeze([].concat(nr(this.inputParams),[Je(qe(t,!0))])),this}},{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?this.config.skipNull:e,n=t.dateFormat,o=void 0===n?this.config.dateFormat:n;return c(Object.keys(at),o,"dateFormat","getData"),u(t,"options","getData"),$e({main:this,skipNull:r,startIndex:0,dateFormat:o})}},{key:"getLastValues",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{};this.compute();var e=t.dateFormat,r=void 0===e?this.config.dateFormat:e;return c(Object.keys(at),r,"dateFormat","getData"),$e({skipNull:!1,main:this,startIndex:this.len-1,dateFormat:r})[0]}},{key:"compute",value:function(){if(this.isComputed)return this;if(this.isComputing)throw new Error("Computation is already in progress.");this.executionParams=qe(this.inputParams,!0).sort((function(t,e){var r,n;return(null!==(r=t.order)&&void 0!==r?r:0)-(null!==(n=e.order)&&void 0!==n?n:0)}));var t,e=Xe(this.executionParams);try{for(e.s();!(t=e.n()).done;){var n=t.value;"mapCols"===n.key&&(n.params[1]=We(n.params[1]))}}catch(t){e.e(t)}finally{e.f()}if(this.isComputed=!1,this.len>0){this.isComputing=!0;try{!function(t,e){var n=e.len,o=e.arrayTypes,a=e.verticalOhlcv,l=e.verticalOhlcvKeyNames,u=e.inputTypes,c=e.chunkProcess,s=e.precisionMultiplier,f=e.executionParams;i(f,n);var h,y=Le(f);try{for(y.s();!(h=y.n()).done;){var p=h.value.key;if(!Object.prototype.hasOwnProperty.call(He,p))throw new Error('Unknown indicator "'.concat(p,'" in configuration.'))}}catch(t){y.e(t)}finally{y.f()}for(var v=0,m=Object.keys(u);v<m.length;v++){var d=m[v];a[d]=ht(o[d],n)}for(var b=f.some((function(t){return"mapCols"===t.key}))?null:Object.entries(u).map((function(t){var e=Fe(t,2),r=e[0],n=e[1],o=rt.hasOwnProperty(n);return{key:r,formatter:o?rt[n]:lt.hasOwnProperty(n)?lt[n]:null,numeric:o}})),g=0;g<n;g+=c)for(var w=Math.min(g+c,n),S=g;S<w;S++){var O=t[S];if(null!==b){var j,_=Le(b);try{for(_.s();!(j=_.n()).done;){var P=j.value,k=P.key,A=P.formatter,N=P.numeric,x=O[k];if(void 0!==x){var T=null===A?x:N?A(x,s):A(x);e.pushToMain({index:S,key:k,value:T})}}}catch(t){_.e(t)}finally{_.f()}}else for(var I=0,E=Object.entries(u);I<E.length;I++){var C=Fe(E[I],2),M=C[0],D=C[1],R=O[M];if(void 0!==R)if(rt.hasOwnProperty(D)){var F=rt[D](R,s);e.pushToMain({index:S,key:M,value:F})}else lt.hasOwnProperty(D)?e.pushToMain({index:S,key:M,value:lt[D](R)}):e.pushToMain({index:S,key:M,value:R})}var L=(a.open[S]+a.close[S])/2;e.pushToMain({index:S,key:"mid_price",value:L});var B,U=Le(f);try{for(U.s();!(B=U.n()).done;){var H=B.value,V=H.key,$=H.params;He[V].apply(He,[e,S].concat(Re($)))}}catch(t){U.e(t)}finally{U.f()}t[S]=null;var K=Object.keys(a);r(e,S,K)||(e.invalidValueIndex=S)}l.push.apply(l,Re(Object.keys(a)))}(this.input,this)}finally{this.isComputing=!1}this.isComputed=!0,this.input=[],this.instances={},this.firstRow=[]}return 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),l(t,"arr",r),u(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 h,y=[],p=Xe(t);try{for(p.s();!(h=p.n()).done;){var v=h.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){p.e(t)}finally{p.f()}if(this.isAlreadyComputed.has(r))throw new Error('You can only call the "'.concat(r,'" method once.'));return this.isAlreadyComputed.add(r),this._registerIndicator({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),l(t,"colKeys",r),f(e,{min:1,max:this.len,allowDecimals:!1},"lookback",r),this._registerIndicator({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),u(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._registerIndicator({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),u(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._registerIndicator({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),u(e,"options",r);var n=e.lag,o=void 0===n?0:n,i=e.retLogs,l=void 0!==i&&i;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(l,"options.retLogs",r),this._registerIndicator({key:r,order:0,params:[t,{lag:o,retLogs:l}]}),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),u(e,"options",r);var n=e.lag,o=void 0===n?0:n,i=e.retLogs,l=void 0!==i&&i;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(l,"options.retLogs",r),this._registerIndicator({key:r,order:0,params:[t,{lag:o,retLogs:l}]}),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),u(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,l=void 0===i?0:i;return h(o,"options.target",r),f(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this._registerIndicator({key:r,params:[r,t,{target:o,lag:l}]}),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),u(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,l=void 0===i?0:i;return h(o,"options.target",r),f(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this._registerIndicator({key:r,params:[r,t,{target:o,lag:l}]}),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)),u(r,"options",n);var i=r.lag,l=void 0===i?0:i,c=r.retLogs,h=void 0!==c&&c;return f(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),s(h,"option.retLogs",n),this._registerIndicator({key:n,order:0,params:[t,e,{lag:l,bothNull:o,retLogs:h}]}),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";a(this);var 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),u(n,"options",o);var l=n.lag,c=void 0===l?0:l,h=n.retLogs;return f(c,{min:0,max:i,allowDecimals:!1},"options.lag",o),s(h,"retLogs",o),this._registerIndicator({key:o,params:[t,e,r,{lag:c,retLogs:h}]}),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),u(n,"options",o);var i=n.target,l=void 0===i?"close":i,c=n.lag,s=void 0===c?0:c;h(l,"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"===l?"":"_".concat(l))};return this._registerIndicator({key:o,params:[t,e,r,{target:l,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),u(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._registerIndicator({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),u(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,l=void 0===i?0:i,c=e.retLogs,y=void 0!==c&&c;return h(o,"options.target",r),f(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(y,"retLogs",r),this._registerIndicator({key:r,params:[t,{target:o,lag:l,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),u(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._registerIndicator({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),u(r,"options",n);var o=r.lag,i=void 0===o?0:o,l=r.retLogs,c=void 0!==l&&l;return f(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),s(c,"retLogs",n),this._registerIndicator({key:n,order:0,params:[t,e,{lag:i,retLogs:c}]}),this}},{key:"dateTime",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="dateTime";a(this),u(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 l=i?"one_hot_":"",c=rr(rr(rr(rr(rr({},"".concat(l,"month"),12),"".concat(l,"day_of_the_month"),31),"".concat(l,"day_of_the_week"),7),"".concat(l,"hour"),24),"".concat(l,"minute"),60),h={prefix:l,colKeySizes:c,colKeys:Object.keys(c)};return this._registerIndicator({key:e,order:0,params:[{lag:n,oneHot:i,precompute:h}]}),this}},{key:"candleFeatures",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="candleFeatures";a(this),u(t,"options",e);var r=t.lag,n=void 0===r?0:r,o=t.colKeys,i=void 0===o?[]:o,c=t.retLogs,h=void 0!==c&&c;return f(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),l(i,"options.colKeys",e),s(h,"retLogs",e),this._registerIndicator({key:e,params:[{lag:n,colKeys:i,retLogs:h}]}),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="default"),u(r,"options",n);var o=r.lag,i=void 0===o?0:o,c=r.isPriceBased,h=void 0!==c&&c,y=r.callbackParams,p=void 0===y?{}:y;We(e);var v=qe(p);if(l(t,"newCols",n),f(i,{min:0,allowDecimals:!1},"options.lag",n),s(h,"isPriceBased","mapCols"),!1===this.precision&&h)throw new Error('Invalid param: If "mapCols.options.isPriceBased" is true, the "constructor.precision" param must be also true.');return this._registerIndicator({key:n,params:[t,e,{lag:i,isPriceBased:h,callbackParams:v}]}),this}}],n=[{key:"registerMapCallback",value:function(t,e){return function(t,e){if("string"!=typeof t||!t||"function"!=typeof e)throw new TypeError("registerMapCallback requires a nonempty name and a function.");if(Ye.has(t)&&Ye.get(t)!==e)throw new Error('mapCols callback "'.concat(t,'" is already registered. Use a new versioned name.'));Ye.set(t,e)}(t,e),this}}],e&&lr(t.prototype,e),n&&lr(t,n),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e,n}()})(),OHLCV_INDICATORS=e})();
+var OHLCV_INDICATORS;(()=>{"use strict";var t={d:(e,r)=>{for(var n in r)t.o(r,n)&&!t.o(e,n)&&Object.defineProperty(e,n,{enumerable:!0,get:r[n]})},o:(t,e)=>Object.prototype.hasOwnProperty.call(t,e),r:t=>{"undefined"!=typeof Symbol&&Symbol.toStringTag&&Object.defineProperty(t,Symbol.toStringTag,{value:"Module"}),Object.defineProperty(t,"__esModule",{value:!0})}},e={};(()=>{t.r(e),t.d(e,{default:()=>Je});var r=function(t,e){if(0===t.length)return!1;for(var r=0;r<t.length;r++){var n=t[r][e];if(null==n||Number.isNaN(n))return!1}return!0};function n(t,e){var r="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!r){if(Array.isArray(t)||(r=function(t,e){if(t){if("string"==typeof t)return o(t,e);var r={}.toString.call(t).slice(8,-1);return"Object"===r&&t.constructor&&(r=t.constructor.name),"Map"===r||"Set"===r?Array.from(t):"Arguments"===r||/^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(r)?o(t,e):void 0}}(t))||e&&t&&"number"==typeof t.length){r&&(t=r);var n=0,i=function(){};return{s:i,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:i}}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 a,u=!0,c=!1;return{s:function(){r=r.call(t)},n:function(){var t=r.next();return u=t.done,t},e:function(t){c=!0,a=t},f:function(){try{u||null==r.return||r.return()}finally{if(c)throw a}}}}function o(t,e){(null==e||e>t.length)&&(e=t.length);for(var r=0,n=Array(e);r<e;r++)n[r]=t[r];return n}var i=function(t,e){if(!Array.isArray(t))throw new Error('Property "inputParams" must be an "Array" or "Set".');var r,o=n(t);try{for(o.s();!(r=o.n()).done;){var i=r.value;if(!i||"string"!=typeof i.key||!Array.isArray(i.params))throw new TypeError("Each inputParams entry must have an indicator key and a params array.");if(void 0!==i.order&&!Number.isFinite(i.order))throw new TypeError("Indicator order must be a finite number when provided.");var a,u=n(i.params);try{for(u.s();!(a=u.n()).done;){var c=a.value;if("number"==typeof c&&c>e)throw console.log(c,e),new Error("At least one of the params of the indicator is greater than the input OHLCV length. 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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(p.s();!(h=p.n()).done;){var y=h.value,m=y.fast,d=void 0===m?"":m,b=y.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."));v.push(d.toString(),g.toString())}}catch(t){p.e(t)}finally{p.f()}if(this.isAlreadyComputed.has(r))throw new Error('You can only call the "'.concat(r,'" method once.'));return this.isAlreadyComputed.add(r),this._registerIndicator({key:r,params:[t,{limit:o,oneHot:l}]}),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";a(this),u(t,"colKeys",r);var n=t.find((function(t){return"string"!=typeof t||""===t}));if(void 0!==n)throw new Error('Invalid item "'.concat(n,'" (column name) in "colKeys" array param of "').concat(r,'()".'));return f(e,{min:1,max:this.len,allowDecimals:!1},"lookback",r),this._registerIndicator({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),c(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._registerIndicator({key:r,order:0,params:[t,{lag:o,retLogs:u}]}),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),c(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._registerIndicator({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),c(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._registerIndicator({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),c(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._registerIndicator({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),c(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,u=void 0===i?0:i,l=e.retLogs,v=void 0!==l&&l;return h(o,"options.target",r),f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(v,"options.retLogs",r),this._registerIndicator({key:r,params:[r,t,{target:o,lag:u,retLogs:v}]}),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),c(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,u=void 0===i?0:i,l=e.retLogs,v=void 0!==l&&l;return h(o,"options.target",r),f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(v,"options.retLogs",r),this._registerIndicator({key:r,params:[r,t,{target:o,lag:u,retLogs:v}]}),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)),c(r,"options",n);var i=r.lag,u=void 0===i?0:i,l=r.retLogs,h=void 0!==l&&l;return f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),s(h,"option.retLogs",n),this._registerIndicator({key:n,order:0,params:[t,e,{lag:u,bothNull:o,retLogs:h}]}),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";a(this);var 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),c(n,"options",o);var u=n.lag,l=void 0===u?0:u,h=n.retLogs;return f(l,{min:0,max:i,allowDecimals:!1},"options.lag",o),s(h,"retLogs",o),this._registerIndicator({key:o,params:[t,e,r,{lag:l,retLogs:h}]}),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),c(n,"options",o);var i=n.target,u=void 0===i?"close":i,l=n.lag,s=void 0===l?0:l;h(u,"options.target",o),f(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",o);var v={instanceKey:"".concat(t,"_").concat(e,"_").concat(r).concat("close"===u?"":"_".concat(u))};return this._registerIndicator({key:o,params:[t,e,r,{target:u,lag:s,precomputed:v}]}),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),c(r,"options",n);var o=r.lag,i=void 0===o?0:o,u=r.retLogs,l=void 0!==u&&u;return f(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),s(l,"options.retLogs",n),this._registerIndicator({key:n,params:[t,e,{lag:i,retLogs:l}]}),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),c(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,u=void 0===i?0:i,l=e.retLogs,v=void 0!==l&&l;return h(o,"options.target",r),f(u,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(v,"retLogs",r),this._registerIndicator({key:r,params:[t,{target:o,lag:u,retLogs:v}]}),this}},{key:"mfi",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="mfi";a(this),f(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,u=void 0!==i&&i;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),s(u,"options.retLogs",r),this._registerIndicator({key:r,params:[t,{lag:o,retLogs:u}]}),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),c(r,"options",n);var o=r.lag,i=void 0===o?0:o,u=r.retLogs,l=void 0!==u&&u;return f(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),s(l,"options.retLogs",n),this._registerIndicator({key:n,order:0,params:[t,e,{lag:i,retLogs:l}]}),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),c(r,"options",n);var o=r.lag,i=void 0===o?0:o,u=r.retLogs,l=void 0!==u&&u;return f(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),s(l,"retLogs",n),this._registerIndicator({key:n,order:0,params:[t,e,{lag:i,retLogs:l}]}),this}},{key:"dateTime",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="dateTime";a(this),c(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_":"",l=Ke(Ke(Ke(Ke(Ke({},"".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),h={prefix:u,colKeySizes:l,colKeys:Object.keys(l)};return this._registerIndicator({key:e,order:0,params:[{lag:n,oneHot:i,precompute:h}]}),this}},{key:"candleFeatures",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="candleFeatures";a(this),c(t,"options",e);var r=t.lag,n=void 0===r?0:r,o=t.colKeys,i=void 0===o?[]:o,l=t.retLogs,h=void 0!==l&&l;return f(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),u(i,"options.colKeys",e),s(h,"retLogs",e),this._registerIndicator({key:e,params:[{lag:n,colKeys:i,retLogs:h}]}),this}}],e&&Ye(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=e})();

package/dist/ohlcv-indicators.min.js.LICENSE.txt

@@ -1,5 +1,4 @@
 /*!
- * Portions adapted from trading-signals 5.0.4.
  * MIT License
  * Copyright (c) 2020 Benny Neugebauer
  *