ohlcv-indicators 3.5.79 → 3.5.82
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/AGENTS.md +24 -17
- package/README.md +104 -78
- package/dist/ohlcv-indicators.min.js +1 -2
- package/index.js +44 -54
- package/package.json +5 -15
- package/src/core-functions/mainLoop.js +26 -46
- package/src/core-functions/pushToMain.js +7 -24
- package/src/core-indicators/README.md +3 -22
- package/src/core-indicators/indicator.js +11 -30
- package/src/moving-averages/bollingerBands.js +29 -6
- package/src/moving-averages/donchianChannel.js +34 -9
- package/src/moving-averages/heikenAshi.js +81 -100
- package/src/moving-averages/movingAverages.js +44 -9
- package/src/moving-averages/relativeVolume.js +9 -5
- package/src/oscillators/mfi.js +56 -0
- package/src/oscillators/volumeOscillator.js +5 -11
- package/src/studies/candleFeatures.js +28 -8
- package/src/studies/dateTime.js +41 -38
- package/src/studies/findCrosses.js +2 -9
- package/src/studies/lag.js +11 -12
- package/src/utilities/assignTypes.js +1 -1
- package/src/utilities/config.js +4 -37
- package/src/utilities/numberUtilities.js +3 -3
- package/src/utilities/precisionMultiplier.js +11 -6
- package/src/utilities/validators.js +1 -1
- package/src/utilities/verticalToHorizontal.js +6 -1
- package/src/volatility/atr.js +1 -1
- package/webpack.config.js +2 -42
- package/dist/ohlcv-indicators.min.js.LICENSE.txt +0 -23
- package/src/studies/mapCols.js +0 -45
- package/test/test.js +0 -533
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/*! For license information please see ohlcv-indicators.min.js.LICENSE.txt */
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Property "'.concat(u,'" had the value "').concat(c,'" type ').concat(W(c),"."));var s=Q(c.split("."),2),f=s[0],h=s[1],y=void 0===h?"":h,p=Number(f),v=4;if(0===Math.abs(p)){var m=y.length,d=Math.max(4,m),b=y.search(/[1-9]/);if(-1===b)v=d;else{var g=b+1+5;v=Math.max(d,g)}}var w=Math.pow(10,v);w>o&&(o=w)}}return o}(this);var F=function(t){for(var e=t.firstRow,r=t.precision,n=t.initialPriceBased,o={},i={},a=new Map,l=0,u=Object.entries(e);l<u.length;l++){var c=ct(u[l],2),s=c[0],f=c[1];if("date"===s)o[s]=ut(f),i[s]="Array";else if("volume"===s)o[s]=ot(f,!0),i[s]="Int32Array";else if(n.has(s))o[s]=ot(f,!0,r),i[s]="Float64Array",a.set(s,o[s]);else{var h=ot(f,!1,r);o[s]=h,i[s]="number"===h?"Float64Array":"Array"}}if(new Set(a.values()).size>1){var y=function(t){return function(t){if(Array.isArray(t))return ft(t)}(t)||function(t){if("undefined"!=typeof Symbol&&null!=t[Symbol.iterator]||null!=t["@@iterator"])return Array.from(t)}(t)||st(t)||function(){throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}(a.entries()).map((function(t){var e=ct(t,2),r=e[0],n=e[1];return"".concat(r,': "').concat(n,'"')})).join(", ");throw new Error("Inconsistent types among price-based columns — ".concat(y,". 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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})();
|
|
1
|
+
var OHLCV_INDICATORS;(()=>{"use strict";const e={d:(t,s)=>{for(var i in s)e.o(s,i)&&!e.o(t,i)&&Object.defineProperty(t,i,{enumerable:!0,get:s[i]})},o:(e,t)=>Object.prototype.hasOwnProperty.call(e,t)};let t={};(()=>{e.d(t,{default:()=>ee});const s=(e,t)=>{if(0===e.length)return!1;for(let s=0;s<e.length;s++){const i=e[s][t];if(null==i||Number.isNaN(i))return!1}return!0},i=(e,t)=>{if(!Array.isArray(e))throw new Error('Property "inputParams" must be an "Array" or "Set".');for(const s of e){if(!s||"string"!=typeof s.key||!Array.isArray(s.params))throw new TypeError("Each inputParams entry must have an indicator key and a params array.");if(void 0!==s.order&&!Number.isFinite(s.order))throw new TypeError("Indicator order must be a finite number when provided.");const{params:e}=s;for(const s of e)if("number"==typeof s&&s>t)throw console.log(s,t),new Error("At least one of the params of the indicator is greater than the input OHLCV length. Make sure to have enough datapoints in the input OHLCV.")}},r=e=>{if(!0===e.isComputing)throw Error("You cannot add indicators while computation is in progress.");if(!0===e.isComputed)throw Error('ohlcv is already computed, you can not add new indicators after "compute", "getLastValues" or "getData" methods are called.')},o=(e,t,s)=>{if(!Array.isArray(e))throw new Error(`Param "${t}" must be an array in "${s}".`);return!0},n=(e,t,s)=>{if(e instanceof Object==0)throw new Error(`Param "${t}" must be an object in "${s}".`);return!0},a=(e,t,s,i)=>{if(o(e,"arrayOptions",`${i}.${s}.validateArrayOptions`),!e.includes(t.toString()))throw new Error(`Param "${s}" must be any of the following values [${e.join(", ")}] in "${i}".`);return!0},l=(e,t,s)=>{if("boolean"!=typeof e)throw new Error(`Param "${t}" must be an boolean in "${s}".`);return!0},h=(e,t,s,i)=>{n(t,"options",`${i}.${s}.validateNumber`);const{allowDecimals:r=!1,min:o,max:a}=t,l=r?"number":"integer";if("number"!=typeof e||!1===r&&!Number.isInteger(e))throw new Error(`Param "${s}" must be an ${l} in "${i}".`);if(void 0!==o&&"number"!=typeof o)throw new Error(`Param "min" must be a valid ${l} (if provided) in "${i}.${s}.validateNumber".`);if(void 0!==a&&"number"!=typeof a)throw new Error(`Param "max" must be a valid ${l} (if provided) in "${i}.${s}.validateNumber".`);if(void 0!==o&&void 0!==a&&o>=a)throw new Error(`Param "min" must be less than "max" in "${i}.${s}.validateNumber".`);if(void 0!==o&&e<o)throw new Error(`Param "${s}" must be an ${l} ≥ ${o} in "${i}".`);if(void 0!==a&&e>a)throw new Error(`Param "${s}" must be an ${l} ≤ ${a} in "${i}".`);return!0},c=(e,t,s)=>{if("string"!=typeof e||!e.length)throw new Error(`Invalid "${t}" property in "${s}". Only strings are accepted.`);return!0},u=(e,t,s,i)=>{if(0!==s)return!0;const r=[];for(const i of Object.keys(e)){const e=t[i]?.[s];("volume"===i?Number.isFinite(e)&&e>=0:Number.isFinite(e)&&e>0)||r.push(i)}if(r.length>0)throw new TypeError(`Invalid or missing input value(s) [${r.join(", ")}] at index ${s} in "${i}".`);return!0};class p extends Error{constructor(e="Not enough data"){super(e),this.name="NotEnoughDataError"}}class d{constructor(){this.result=void 0}get isStable(){return void 0!==this.result}getResult(){if(!this.isStable)throw new p;return this.result}}class m extends d{constructor(){super(),this.previousResult=void 0,this.highest=void 0,this.lowest=void 0,this.previousHighest=void 0,this.previousLowest=void 0}setResult(e,t=!1){return t&&(this.highest=this.previousHighest,this.lowest=this.previousLowest,this.result=this.previousResult),void 0===this.highest?this.highest=e:(this.previousHighest=this.highest,e>this.highest&&(this.highest=e)),void 0===this.lowest?this.lowest=e:(this.previousLowest=this.lowest,e<this.lowest&&(this.lowest=e)),this.previousResult=this.result,this.result=e,e}replace(e){return this.update(e,!0)}updates(e){return e.forEach(e=>this.update(e)),this.result}}class g extends m{constructor(e){super(),this.interval=e,this.pricesCounter=0,this.weightFactor=2/(e+1)}update(e,t=!1){t&&0!==this.pricesCounter||this.pricesCounter++;const s=t&&void 0!==this.previousResult?this.previousResult:void 0!==this.result?this.result:e;return this.setResult(e*this.weightFactor+s*(1-this.weightFactor),t)}get isStable(){return this.pricesCounter>=this.interval}}class f extends m{constructor(e){super(),this.interval=e,this.prices=new Float64Array(e),this.count=0,this.head=0}update(e,t=!1){"number"==typeof e||Array.isArray(this.prices)||(this.prices=Array.from(this.prices));const{interval:s,prices:i}=this;if(t&&this.count){let t=this.head+this.count-1;t>=s&&(t-=s),i[t]=e}else this.count<s?i[this.count++]=e:(i[this.head]=e,++this.head===s&&(this.head=0));if(this.count===s){let e=0;for(let t=this.head;t<s;t++)e+=i[t];for(let t=0;t<this.head;t++)e+=i[t];return this.setResult(e/s,t)}}}class v extends m{constructor(e){super(),this.interval=e,this.indicator=new f(e),this.smoothingFactor=1/e}update(e,t=!1){if(void 0===this.result){const s=this.indicator.update(e);if(void 0!==s)return this.indicator=void 0,this.setResult(s,t)}else{if(t&&void 0!==this.previousResult){const s=(e-this.previousResult)*this.smoothingFactor;return this.setResult(s+this.previousResult,t)}if(!t){const s=(e-this.result)*this.smoothingFactor;return this.setResult(s+this.result,t)}}}}class y extends m{constructor(e,t=v){super(),this.interval=e,this.avgGain=new t(e),this.avgLoss=new t(e),this.maxValue=100,this.priceCount=0,this.previousPrice=void 0,this.currentPrice=void 0}update(e,t=!1){if(t&&0!==this.priceCount||(this.previousPrice=this.currentPrice,this.priceCount<2&&this.priceCount++),this.currentPrice=e,this.priceCount<2)return;const s=this.previousPrice;if(e>s?(this.avgLoss.update(0,t),this.avgGain.update(e-s,t)):(this.avgLoss.update(s-e,t),this.avgGain.update(0,t)),this.avgGain.isStable){const e=this.avgLoss.getResult();if(0===e)return this.setResult(100,t);const s=this.avgGain.getResult()/e;return this.setResult(this.maxValue-this.maxValue/(s+1),t)}}}class w extends m{constructor(){super(),this.previousCandle=void 0,this.twoPreviousCandle=void 0}update(e,t=!1){const{high:s,low:i}=e,r=s-i;if(this.previousCandle&&t&&(this.previousCandle=this.twoPreviousCandle),this.previousCandle){const o=Math.abs(s-this.previousCandle.close),n=Math.abs(i-this.previousCandle.close);return this.twoPreviousCandle=this.previousCandle,this.previousCandle=e,this.setResult(Math.max(r,o,n),t)}return this.twoPreviousCandle=this.previousCandle,this.previousCandle=e,this.setResult(r,t)}}class b extends m{constructor(e,t=v){super(),this.interval=e,this.tr=new w,this.smoothing=new t(e)}update(e,t=!1){const s=this.tr.update(e,t);if(this.smoothing.update(s,t),this.smoothing.isStable)return this.setResult(this.smoothing.getResult(),t)}}class _ extends m{constructor(e,t=v){super(),this.interval=e,this.atr=new b(e,t),this.movesDown=new t(e),this.movesUp=new t(e),this.previousCandle=void 0,this.mdi=void 0,this.pdi=void 0}updateState(e,t=0,s=0){this.atr.update(e),this.movesUp.update(t),this.movesDown.update(s),this.previousCandle=e}update(e){if(!this.previousCandle)return void this.updateState(e);const t=e.high-this.previousCandle.high,s=this.previousCandle.low-e.low,i=t<0||t<s?0:t,r=s<0||s<t?0:s;if(this.updateState(e,i,r),this.movesUp.isStable){const e=this.atr.getResult();this.pdi=this.movesUp.getResult()/e,this.mdi=this.movesDown.getResult()/e;const t=Math.abs(this.pdi-this.mdi),s=this.pdi+this.mdi;return 0===s?this.setResult(0,!1):this.setResult(t/s*100,!1)}}}class $ extends m{constructor(e,t=v){super(),this.interval=e,this.adx=new t(e),this.dx=new _(e,t)}get mdi(){return this.dx.mdi}get pdi(){return this.dx.pdi}update(e,t=!1){const s=this.dx.update(e);if(void 0!==s&&this.adx.update(s),this.adx.isStable)return this.setResult(this.adx.getResult(),t)}}class N extends d{constructor(e,t=2){super(),this.interval=e,this.deviationMultiplier=t,this.prices=new Float64Array(e),this.count=0,this.head=0}update(e){if("number"==typeof e||Array.isArray(this.prices)||(this.prices=Array.from(this.prices)),this.count<this.interval)return void(this.prices[this.count++]=e);this.prices[this.head]=e,this.head=(this.head+1)%this.interval;let t=0,s=this.head;for(let e=0;e<this.count;e++)t+=this.prices[s],++s===this.interval&&(s=0);const i=this.count?t/this.count:0;let r=i;if(!r&&Array.isArray(this.prices)){t=0,s=this.head;for(let e=0;e<this.count;e++)t+=this.prices[s],++s===this.interval&&(s=0);r=this.count?t/this.count:0}let o=0;s=this.head;for(let e=0;e<this.count;e++){const e=this.prices[s]-r;o+=e*e,++s===this.interval&&(s=0)}const n=Math.sqrt(this.count?o/this.count:0);return this.result={lower:i-n*this.deviationMultiplier,middle:i,upper:i+n*this.deviationMultiplier}}}class k extends d{constructor(e,t,s){super(),this.short=e,this.long=t,this.signal=s,this.pricesCounter=0}update(e,t=!1){t&&0!==this.pricesCounter||this.pricesCounter++;const s=this.short.update(e,t),i=this.long.update(e,t);if(this.pricesCounter>this.long.interval&&this.pricesCounter--,this.pricesCounter===this.long.interval){const e=s-i,r=this.signal.update(e,t);return this.result={histogram:e-r,macd:e,signal:r}}}}class x extends d{constructor(e,t,s){super(),this.n=e,this.m=t,this.p=s,this.periodM=new f(t),this.periodP=new f(s),this.candles=new Array(e),this.count=0,this.head=0}update(e){if(this.count<this.n?this.candles[this.count++]=e:(this.candles[this.head]=e,this.head=(this.head+1)%this.n),this.count===this.n){let t=-1/0,s=1/0,i=this.head;for(let e=0;e<this.count;e++)t=Math.max(t,this.candles[i].high),++i===this.n&&(i=0);i=this.head;for(let e=0;e<this.count;e++)s=Math.min(s,this.candles[i].low),++i===this.n&&(i=0);const r=t-s,o=100*(e.close-s)/(0===r?1:r),n=this.periodM.update(o),a=n&&this.periodP.update(n);if(void 0!==n&&void 0!==a)return this.result={stochD:a,stochK:n}}}}const O=(e,t)=>{if(0===e&&(e=.001),0===t&&(t=.001),Math.sign(e)!==Math.sign(t))throw new Error(`[BUG] Params must have the same sign in mathLog a=${e} b=${t}.`);e<0&&(e=-e,t=-t);const s=Math.log(e/t);if(null==(i=s)||!Number.isFinite(i))throw new Error(`[BUG] Invalid params passed to mathLog a=${e} b=${t}.`);var i;return s},T=e=>{const t=String(e);return 1===e?0:t.length-1},M=(e,t,s)=>{if("string"!=typeof e)throw new Error("addPrecisionExact expects a 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e.pushToMain({index:t,key:c,value:g})},H=e=>null==e||!Number.isFinite(e),B=(e,t)=>(e-t)/t,V="close",K=Symbol("lagColumns"),U=(e,t)=>{const s=new Uint8Array(t);return s[e]=1,s},z=(e,t)=>e>t,Z=(e,t)=>e<t;class G{constructor(){Object.assign(this,{interval:0,prevState:.5,prevFast:NaN,prevSlow:NaN,prevHigh:NaN,prevLow:NaN,areHighAndLowUndefined:!1})}update(e,{fast:t,high:s,slow:i,low:r}){let o=this.prevState;this.areHighAndLowUndefined||void 0!==s&&void 0!==r||(this.areHighAndLowUndefined=!0),Number.isNaN(t)||Number.isNaN(i)||((e,t)=>e===t)(t,i)?o=.5:z(t,i)?o=this.areHighAndLowUndefined?1:[r,i,this.prevLow,this.prevSlow].every(e=>!Number.isNaN(e))&&Z(r,i)&&z(this.prevLow,this.prevSlow)?0:1:Z(t,i)&&(o=this.areHighAndLowUndefined?0:[s,i,this.prevHigh,this.prevSlow].every(e=>!Number.isNaN(e))&&z(s,i)&&Z(this.prevHigh,this.prevSlow)?1:0),.5===o?this.interval=0:1===o?this.prevState<=.5?this.interval=1:this.interval++:0===o&&(this.prevState>=.5?this.interval=-1:this.interval--),Object.assign(this,{prevState:o,prevFast:t,prevSlow:i,prevHigh:s,prevLow:r})}getResult(){return this.interval}}const Y=["Sun","Mon","Tue","Wed","Thu","Fri","Sat"],q=e=>null==e||!Number.isFinite(e),J={candleFeatures:(e,t,{lag:s,colKeys:i,retLogs:r})=>{const{verticalOhlcv:o,priceBased:n,scaledGroups:a}=e,l=(e,t)=>r?Math.log(e/t):(e-t)/t,h=r?"ret_log_":"ret_";if(0===t){u({open:!0,high:!0,low:!0,close:!0},o,t,"candleFeatures");const 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e.pushToMain({index:t,key:`${h}change`,value:_}),e.pushToMain({index:t,key:`${h}mid_price_change`,value:$}),e.pushToMain({index:t,key:`${h}upper_wick`,value:N}),e.pushToMain({index:t,key:`${h}lower_wick`,value:k}),e.pushToMain({index:t,key:`${h}gap`,value:x}),e.pushToMain({index:t,key:`${h}body`,value:O}),void e.pushToMain({index:t,key:`${h}range`,value:T});const M={[`${h}change`]:_,[`${h}mid_price_change`]:$,[`${h}upper_wick`]:N,[`${h}lower_wick`]:k,[`${h}gap`]:x,[`${h}body`]:O,[`${h}range`]:T};let S=!1;for(const e of i){const s=o[e][t];if(q(s)){S=!0;break}const i=l(f,s);M[`${h}${e}`]=i}if(!S)for(const[s,i]of Object.entries(M))e.pushToMain({index:t,key:s,value:i})},dateTime:(e,t,{lag:s,oneHot:i,precompute:r})=>{const{instances:o,verticalOhlcv:n}=e,{prefix:a}=r;if(0===t){const{dateType:t}=e;if(!t)throw Error('dateTime method found and invalid "date" in input ohlcv');Object.assign(o,{dateTime:{formatter:new 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e=o.close[t],s=o[m][t];g.update(t,{fast:e,slow:s,high:o.high[t],low:o.low[t]})}else{const e=o[d][t],s=o[m][t];g.update(t,{fast:e,slow:s})}const f=g.getResult(),v=null!==r?Math.min(Math.max(f,-r),r):f;if(e.pushToMain({index:t,key:s,value:v}),i){const i=v+r,o=2*r+1;e.pushToMain({index:t,key:`one_hot_${s}`,value:U(i,o)})}}},lag:(e,t,s,i)=>{const{verticalOhlcv:r,priceBased:o,instances:n}=e;if(0===t){const t=new Map;for(const n of s){if(!r.hasOwnProperty(n))throw new Error(`Lag processing invoked by col "${n}" was not found in "verticalOhlcv".`);const s=o.has(n),a=Array.isArray(r[n])?"Array":"Float64Array",l=[],h=[];for(let e=1;e<=i;e++){const t=`${n}_lag_${e}`;l.push({key:t,type:a,priceBased:s,includeInLag:!1}),h.push(t)}I(e,l),t.set(n,h)}n[K]||(n[K]=new WeakMap),n[K].set(s,t)}const a=n[K]?.get(s);for(const o of s){const s=a?.get(o),n=r[o],l=Array.isArray(n)?null:NaN;for(let r=1;r<=i;r++){const i=s?.[r-1]??`${o}_lag_${r}`,a=t-r,h=a<0||null==n[a]?l:n[a];e.pushToMain({index:t,key:i,value:h})}}}},W=({main:e,skipNull:t=!1,startIndex:s=0,dateFormat:i})=>{const{verticalOhlcv:r,invalidValueIndex:o,len:n,verticalOhlcvKeyNames:a,verticalOhlcvTempCols:l,priceBased:h,precision:c,precisionMultiplier:u}=e;if(0===a.length)return[];const p=c&&"number"==typeof u?T(u):void 0,d=t&&o>=0?o+1:0,m=Math.max(d,s),g=n-m,f=Array.from({length:g},()=>({}));for(const[e,t]of Object.entries(r))if(!l.has(e))if("date"===e){const s=A[i];for(let i=m;i<n;i++)f[i-m][e]=s(t[i])}else if(c&&h.has(e)){const s=P;for(let i=m;i<n;i++){const r=t[i];f[i-m][e]=null==r||Number.isNaN(r)?r:s(r,u,p)}}else for(let s=m;s<n;s++)f[s-m][e]=t[s];return f},Q=(e,t=new Set)=>{if(null===e||"string"==typeof e||"boolean"==typeof e)return e;if("number"==typeof e&&Number.isFinite(e))return e;if("object"!=typeof e||null===e)throw new TypeError("Configuration values must be JSON-safe: no undefined, non-finite numbers, or functions.");if(t.has(e))throw new TypeError("Configuration must not contain circular references.");const s=Object.getPrototypeOf(e);if(!Array.isArray(e)&&s!==Object.prototype&&null!==s)throw new TypeError("Configuration must contain only plain objects and arrays.");if(Object.getOwnPropertySymbols(e).length)throw new TypeError("Configuration must not contain symbol keys.");t.add(e);const i=Array.isArray(e)?Array.from(e,e=>Q(e,t)):Object.fromEntries(Object.entries(e).map(([e,s])=>[e,Q(s,t)]));return t.delete(e),i},X=e=>{if(null!==e&&"object"==typeof e){for(const t of Object.values(e))X(t);Object.freeze(e)}return e};class ee{constructor({input:e,ticker:t=null,chunkProcess:s=2e3,config:r={}}){if(null===r||Array.isArray(r)||"object"!=typeof r)throw new TypeError('Constructor "config" must be a plain object.');const n=Q(r),u=["schemaVersion","precision","useFullNames","inputParams","dateFormat","skipNull","timeZone"];for(const e of Object.keys(n))if(!u.includes(e))throw new Error(`Unknown configuration option "${e}".`);const{schemaVersion:p=1,precision:d=!1,useFullNames:m=!1,inputParams:g=null,dateFormat:f="milliseconds",skipNull:v=!0,timeZone:y=Intl.DateTimeFormat().resolvedOptions().timeZone}=n;if(1!==p)throw new Error(`Unsupported configuration schemaVersion: ${p}.`);l(v,"config.skipNull","constructor"),c(f,"config.dateFormat","constructor"),a(Object.keys(A),f,"config.dateFormat","constructor"),c(y,"config.timeZone","constructor");const w=new Intl.DateTimeFormat("en-US",{timeZone:y}).resolvedOptions().timeZone;if(this.config=Object.freeze({schemaVersion:p,precision:d,useFullNames:m,dateFormat:f,skipNull:v,timeZone:w}),this.timeZone=w,o(e,"input",null!==t?`contructor ${t}`:"constuctor"),0===e.length)throw Error("input OHLCV must not be empty: "+t);h(s,{min:100,max:5e4,allowDecimals:!1},"chunkProcess","constructor"),l(d,"precision","contructor"),l(m,"config.useFullNames","constructor"),this.chunkProcess=s,this.input=[...e],this.len=this.input.length,this.firstRow=this.input[0],this.precision=d,this.useFullNames=m;const b=["open","high","low","close","mid_price"];this.initialPriceBased=new Set(b),this.priceBased=new Set(b),this.precisionMultiplier=(e=>{const{precision:t,firstRow:s,initialPriceBased:i}=e;if(!1===t)return 1;let r=1;for(const[e,t]of Object.entries(s)){if(!i.has(e))continue;if("string"!=typeof t||!/^\d+(\.\d+)?$/.test(t))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 "${e}" had the value "${t}" type ${typeof t}.`);const[s,o=""]=t.split("."),n=Number(s);let a=4;if(0===Math.abs(n)){const e=o.length,t=Math.max(4,e),s=o.search(/[1-9]/);if(-1===s)a=t;else{const e=s+1+5;a=Math.max(t,e)}}const l=10**a;l>r&&(r=l)}return r})(this);const{inputTypes:_,arrayTypes:$}=(e=>{const{firstRow:t,precision:s,initialPriceBased:i}=e,r={},o={},n=new Map;for(const[e,a]of Object.entries(t))if("date"===e)r[e]=D(a),o[e]="Array";else if("volume"===e)r[e]=C(a,!0),o[e]="Float64Array";else if(i.has(e))r[e]=C(a,!0,s),o[e]="Float64Array",n.set(e,r[e]);else{const t=C(a,!1,s);r[e]=t,o[e]="number"===t?"Float64Array":"Array"}if(new Set(n.values()).size>1){const e=[...n.entries()].map(([e,t])=>`${e}: "${t}"`).join(", ");throw new Error(`Inconsistent types among price-based columns — ${e}. All initialPriceBased columns must share the same numeric type.`)}return o.hasOwnProperty("open")&&o.hasOwnProperty("close")&&(o.mid_price=o.open,r.mid_price=r.open),{inputTypes:r,arrayTypes:o}})(this);if(this.inputTypes=_,this.arrayTypes=$,!this.firstRow.hasOwnProperty("close"))throw Error(`input OHLCV array objects require at least "close" property: ${t}`);return this.dateType=this.inputTypes.date?this.inputTypes.date:null,this.isComputed=!1,this.isComputing=!1,this.executionParams=[],this.instances={},this.verticalOhlcv={},this.verticalOhlcvKeyNames=[],this.verticalOhlcvTempCols=new Set,this.utilities={},this.invalidValueIndex=-1,this.scaledGroups={},this.isAlreadyComputed=new Set,this.pushToMain=({index:e,key:t,value:s})=>{this.verticalOhlcv[t][e]=s},null!==g?(i(g,this.len),this.inputParams=X(Q(g)),this.compute()):this.inputParams=Object.freeze([]),this}exportConfig(){return{...this.config,inputParams:Q(this.inputParams)}}_registerIndicator(e){return r(this),this.inputParams=Object.freeze([...this.inputParams,X(Q(e))]),this}getData(e={}){this.compute();const{skipNull:t=this.config.skipNull,dateFormat:s=this.config.dateFormat}=e;return a(Object.keys(A),s,"dateFormat","getData"),n(e,"options","getData"),W({main:this,skipNull:t,startIndex:0,dateFormat:s})}getLastValues(e={}){this.compute();const{dateFormat:t=this.config.dateFormat}=e;return a(Object.keys(A),t,"dateFormat","getData"),W({skipNull:!1,main:this,startIndex:this.len-1,dateFormat:t})[0]}compute(){if(this.isComputed)return this;if(this.isComputing)throw new Error("Computation is already in progress.");if(this.executionParams=Q(this.inputParams).sort((e,t)=>(e.order??0)-(t.order??0)),this.isComputed=!1,this.len>0){this.isComputing=!0;try{((e,t)=>{const{len:r,arrayTypes:o,verticalOhlcv:n,verticalOhlcvKeyNames:a,inputTypes:l,chunkProcess:h,precisionMultiplier:c,executionParams:u}=t;i(u,r);for(const{key:e}of u)if(!Object.prototype.hasOwnProperty.call(J,e))throw new Error(`Unknown indicator "${e}" in configuration.`);for(const e of Object.keys(l))n[e]=L(o[e],r);const p=Object.entries(l).map(([e,t])=>{const s=S.hasOwnProperty(t);return{key:e,formatter:s?S[t]:F.hasOwnProperty(t)?F[t]:null,numeric:s}}),d="number"==typeof c?T(c):void 0;let m=null;for(let i=0;i<r;i+=h){const o=Math.min(i+h,r);for(let r=i;r<o;r++){const i=e[r];for(const{key:e,formatter:s,numeric:o}of p){const n=i[e];if(void 0===n)continue;const a=null===s?n:o?s(n,c,d):s(n);t.pushToMain({index:r,key:e,value:a})}const o=(n.open[r]+n.close[r])/2;t.pushToMain({index:r,key:"mid_price",value:o});for(const{key:e,params:s}of u)J[e](t,r,...s);e[r]=null,null===m&&(m=Object.values(n)),s(m,r)||(t.invalidValueIndex=r)}}a.push(...Object.keys(n))})(this.input,this)}finally{this.isComputing=!1}this.isComputed=!0,this.input=[],this.instances={},this.firstRow=[]}return this}crossPairs(e=[],t={}){const s="crossPairs";r(this),o(e,"arr",s),n(t,"options",s);const{limit:i=null,oneHot:a=!1}=t;null!==i&&h(i,{min:2,max:this.len},"options.limit",s),l(a,"options.oneHot",s);const c=[];for(const{fast:t="",slow:s=""}of e){if(""===t||""===s)throw new Error(`Invalid crossPairs[${t}_${s}]: Object property “fast” must be a non-null column name and “slow” must be a non-null column name or integer.`);c.push(t.toString(),s.toString())}if(this.isAlreadyComputed.has(s))throw new Error(`You can only call the "${s}" method once.`);return this.isAlreadyComputed.add(s),this._registerIndicator({key:s,params:[e,{limit:i,oneHot:a}]}),this}lag(e=["close"],t=1){const s="lag";r(this),o(e,"colKeys",s);const i=e.find(e=>"string"!=typeof e||""===e);if(void 0!==i)throw new Error(`Invalid item "${i}" (column name) in "colKeys" array param of "${s}()".`);return h(t,{min:1,max:this.len,allowDecimals:!1},"lookback",s),this._registerIndicator({key:s,params:[e,t]}),this}relativeVolume(e=10,t={}){const s="relativeVolume";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:o=!1}=t;return h(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(o,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,{lag:i,retLogs:o}]}),this}volumeDelta(e={}){const t="volumeDelta";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeDelta" is called the input ohlcv must contain valid volume properties.');r(this),n(e,"options",t);const{lag:s=0}=e;return h(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),this._registerIndicator({key:t,order:0,params:[{lag:s}]}),this}atr(e=14,t={}){const s="atr";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:o=!1}=t;return h(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(o,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,{lag:i,retLogs:o}]}),this}adx(e=14,t={}){const s="adx";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:o=!1}=t;return h(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(o,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,{lag:i,retLogs:o}]}),this}ema(e=5,t={}){const s="ema";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{target:i="close",lag:o=0,retLogs:a=!1}=t;return c(i,"options.target",s),h(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,params:[s,e,{target:i,lag:o,retLogs:a}]}),this}sma(e=5,t={}){const s="sma";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{target:i="close",lag:o=0,retLogs:a=!1}=t;return c(i,"options.target",s),h(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,params:[s,e,{target:i,lag:o,retLogs:a}]}),this}heikenAshi(e=null,t=null,s={}){const i="heikenAshi";r(this);const o=null===e&&null===t;!1===o&&(h(e,{min:1,max:this.len,allowDecimals:!1},"smoothLength",i),h(t,{min:1,max:this.len,allowDecimals:!1},"afterSmoothLength",i)),n(s,"options",i);const{lag:a=0,retLogs:c=!1}=s;return h(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(c,"option.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,t,{lag:a,noSmoothing:o,retLogs:c}]}),this}stochastic(e=14,t=3,s=3,i={}){const o="stochastic";r(this);const{len:a}=this;h(e,{min:1,max:a,allowDecimals:!1},"kPeriod",o),h(t,{min:1,max:a,allowDecimals:!1},"kSlowingPeriod",o),h(s,{min:1,max:a,allowDecimals:!1},"dPeriod",o),n(i,"options",o);const{lag:c=0,retLogs:u}=i;return h(c,{min:0,max:a,allowDecimals:!1},"options.lag",o),l(u,"retLogs",o),this._registerIndicator({key:o,params:[e,t,s,{lag:c,retLogs:u}]}),this}macd(e=12,t=26,s=9,i={}){const o="macd";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"fast",o),h(t,{min:1,max:this.len,allowDecimals:!1},"slow",o),h(s,{min:1,max:this.len,allowDecimals:!1},"signal",o),n(i,"options",o);const{target:a="close",lag:l=0}=i;c(a,"options.target",o),h(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",o);const u={instanceKey:`${e}_${t}_${s}${"close"===a?"":`_${a}`}`};return this._registerIndicator({key:o,params:[e,t,s,{target:a,lag:l,precomputed:u}]}),this}bollingerBands(e=20,t=2,s={}){const i="bollingerBands";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",i),h(t,{min:.01,max:50,allowDecimals:!0},"stdDev",i),n(s,"options",i);const{lag:o=0,retLogs:a=!1}=s;return h(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,params:[e,t,{lag:o,retLogs:a}]}),this}rsi(e=14,t={}){const s="rsi";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{target:i="close",lag:o=0,retLogs:a=!1}=t;return c(i,"options.target",s),h(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"retLogs",s),this._registerIndicator({key:s,params:[e,{target:i,lag:o,retLogs:a}]}),this}mfi(e=14,t={}){const s="mfi";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:o=!1}=t;return h(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(o,"options.retLogs",s),this._registerIndicator({key:s,params:[e,{lag:i,retLogs:o}]}),this}donchianChannels(e=20,t=0,s={}){const i="donchianChannels";r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"size",i),h(t,{min:0,max:this.len,allowDecimals:!1},"offset",i),n(s,"options",i);const{lag:o=0,retLogs:a=!1}=s;return h(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,t,{lag:o,retLogs:a}]}),this}volumeOscillator(e=5,t=10,s={}){const i="volumeOscillator";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume properties.');r(this),h(e,{min:1,max:this.len,allowDecimals:!1},"fastsize",i),h(t,{min:e,max:this.len,allowDecimals:!1},"slowsize",i),n(s,"options",i);const{lag:o=0,retLogs:a=!1}=s;return h(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"retLogs",i),this._registerIndicator({key:i,order:0,params:[e,t,{lag:o,retLogs:a}]}),this}dateTime(e={}){const t="dateTime";r(this),n(e,"options",t);const{lag:s=0,oneHot:i=!1}=e;h(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),l(i,"options.oneHot",t);const o=i?"one_hot_":"",a={[`${o}month`]:12,[`${o}day_of_the_month`]:31,[`${o}day_of_the_week`]:7,[`${o}hour`]:24,[`${o}minute`]:60},c={prefix:o,colKeySizes:a,colKeys:Object.keys(a)};return this._registerIndicator({key:t,order:0,params:[{lag:s,oneHot:i,precompute:c}]}),this}candleFeatures(e={}){let t="candleFeatures";r(this),n(e,"options",t);const{lag:s=0,colKeys:i=[],retLogs:a=!1}=e;return h(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),o(i,"options.colKeys",t),l(a,"retLogs",t),this._registerIndicator({key:t,params:[{lag:s,colKeys:i,retLogs:a}]}),this}}})(),OHLCV_INDICATORS=t.default})();
|
package/index.js
CHANGED
|
@@ -13,7 +13,7 @@ import { verticalToHorizontal } from './src/utilities/verticalToHorizontal.js'
|
|
|
13
13
|
import { assignTypes } from './src/utilities/assignTypes.js'
|
|
14
14
|
import { dateOutputFormaters } from './src/utilities/dateUtilities.js'
|
|
15
15
|
import { calcPrecisionMultiplier } from './src/utilities/precisionMultiplier.js'
|
|
16
|
-
import { CONFIG_VERSION, copyConfig, freezeConfig
|
|
16
|
+
import { CONFIG_VERSION, copyConfig, freezeConfig } from './src/utilities/config.js'
|
|
17
17
|
|
|
18
18
|
/**
|
|
19
19
|
* Class OHLCV_INDICATORS
|
|
@@ -116,18 +116,13 @@ export default class OHLCV_INDICATORS {
|
|
|
116
116
|
}
|
|
117
117
|
|
|
118
118
|
|
|
119
|
-
static registerMapCallback(name, callback) {
|
|
120
|
-
registerMapCallback(name, callback)
|
|
121
|
-
return this
|
|
122
|
-
}
|
|
123
|
-
|
|
124
119
|
exportConfig() {
|
|
125
|
-
return { ...this.config, inputParams:
|
|
120
|
+
return { ...this.config, inputParams: copyConfig(this.inputParams) }
|
|
126
121
|
}
|
|
127
122
|
|
|
128
123
|
_registerIndicator(job) {
|
|
129
124
|
isAlreadyComputed(this)
|
|
130
|
-
this.inputParams = Object.freeze([...this.inputParams, freezeConfig(copyConfig(job
|
|
125
|
+
this.inputParams = Object.freeze([...this.inputParams, freezeConfig(copyConfig(job))])
|
|
131
126
|
return this
|
|
132
127
|
}
|
|
133
128
|
|
|
@@ -175,11 +170,8 @@ export default class OHLCV_INDICATORS {
|
|
|
175
170
|
|
|
176
171
|
if (this.isComputing) throw new Error('Computation is already in progress.')
|
|
177
172
|
|
|
178
|
-
this.executionParams = copyConfig(this.inputParams
|
|
173
|
+
this.executionParams = copyConfig(this.inputParams)
|
|
179
174
|
.sort((a, b) => (a.order ?? 0) - (b.order ?? 0))
|
|
180
|
-
for (const job of this.executionParams) {
|
|
181
|
-
if (job.key === 'mapCols') job.params[1] = resolveMapCallback(job.params[1])
|
|
182
|
-
}
|
|
183
175
|
|
|
184
176
|
// Mark as “in progress”
|
|
185
177
|
this.isComputed = false;
|
|
@@ -255,6 +247,13 @@ export default class OHLCV_INDICATORS {
|
|
|
255
247
|
|
|
256
248
|
isAlreadyComputed(this)
|
|
257
249
|
validateArray(colKeys, 'colKeys', methodName)
|
|
250
|
+
|
|
251
|
+
const invalidItem = colKeys.find(v => typeof v !== 'string' || v === '')
|
|
252
|
+
|
|
253
|
+
if(invalidItem !== undefined) {
|
|
254
|
+
throw new Error(`Invalid item "${invalidItem}" (column name) in "colKeys" array param of "${methodName}()".`)
|
|
255
|
+
}
|
|
256
|
+
|
|
258
257
|
validateNumber(lookback, {min:1, max: this.len, allowDecimals: false}, 'lookback', methodName)
|
|
259
258
|
|
|
260
259
|
this._registerIndicator({key: methodName, params: [colKeys, lookback]})
|
|
@@ -275,11 +274,12 @@ export default class OHLCV_INDICATORS {
|
|
|
275
274
|
validateNumber(size, {min:1, max: this.len, allowDecimals: false}, 'size', methodName)
|
|
276
275
|
validateObject(options, 'options', methodName)
|
|
277
276
|
|
|
278
|
-
const { lag = 0} = options;
|
|
277
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const {target = 'close', lag = 0} = options
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validateString(target, 'options.target', methodName)
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validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
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validateBoolean(retLogs, 'options.retLogs', methodName)
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this._registerIndicator({key: methodName, params: [methodName, size, {target, lag}]})
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this._registerIndicator({key: methodName, params: [methodName, size, {target, lag, retLogs}]})
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@@ -372,12 +373,13 @@ export default class OHLCV_INDICATORS {
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validateNumber(size, {min: 1, max: this.len, allowDecimals: false}, 'size', methodName)
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validateObject(options, 'options', methodName)
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const {target = 'close', lag = 0} = options
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const {target = 'close', lag = 0, retLogs = false} = options
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validateString(target, 'options.target', methodName)
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validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
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validateBoolean(retLogs, 'options.retLogs', methodName)
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this._registerIndicator({key: methodName, params: [methodName, size, {target, lag}]})
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this._registerIndicator({key: methodName, params: [methodName, size, {target, lag, retLogs}]})
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}
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@@ -387,9 +389,9 @@ export default class OHLCV_INDICATORS {
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isAlreadyComputed(this)
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const
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const noSmoothing = smoothLength === null && afterSmoothLength === null;
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if(
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if(noSmoothing === false) {
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validateNumber(smoothLength, {min: 1, max: this.len, allowDecimals: false}, 'smoothLength', methodName)
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validateNumber(afterSmoothLength, {min: 1, max: this.len, allowDecimals: false}, 'afterSmoothLength', methodName)
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}
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@@ -403,7 +405,7 @@ export default class OHLCV_INDICATORS {
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const order = 0
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|
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this._registerIndicator({key: methodName, order, params: [smoothLength, afterSmoothLength, {lag,
|
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408
|
+
this._registerIndicator({key: methodName, order, params: [smoothLength, afterSmoothLength, {lag, noSmoothing, retLogs}]})
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return this
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}
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@@ -464,11 +466,12 @@ export default class OHLCV_INDICATORS {
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validateNumber(stdDev, {min: 0.01, max: 50, allowDecimals: true}, 'stdDev', methodName)
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465
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|
validateObject(options, 'options', methodName)
|
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466
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|
467
|
-
const { lag = 0} = options
|
|
469
|
+
const { lag = 0, retLogs = false } = options
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|
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|
469
471
|
validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
|
|
472
|
+
validateBoolean(retLogs, 'options.retLogs', methodName)
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470
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|
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|
471
|
-
this._registerIndicator({key: methodName, params: [size, stdDev, {lag}]});
|
|
474
|
+
this._registerIndicator({key: methodName, params: [size, stdDev, {lag, retLogs}]});
|
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472
475
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|
|
473
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|
return this;
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477
|
}
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|
@@ -492,6 +495,21 @@ export default class OHLCV_INDICATORS {
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|
492
495
|
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|
493
496
|
return this
|
|
494
497
|
}
|
|
498
|
+
mfi(size = 14, options = {}) {
|
|
499
|
+
const methodName = 'mfi'
|
|
500
|
+
|
|
501
|
+
isAlreadyComputed(this)
|
|
502
|
+
validateNumber(size, {min: 1, max: this.len, allowDecimals: false}, 'size', methodName)
|
|
503
|
+
validateObject(options, 'options', methodName)
|
|
504
|
+
|
|
505
|
+
const {lag = 0, retLogs = false} = options
|
|
506
|
+
validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
|
|
507
|
+
validateBoolean(retLogs, 'options.retLogs', methodName)
|
|
508
|
+
|
|
509
|
+
this._registerIndicator({key: methodName, params: [size, {lag, retLogs}]})
|
|
510
|
+
return this
|
|
511
|
+
}
|
|
512
|
+
|
|
495
513
|
donchianChannels(size = 20, offset = 0, options = {}) {
|
|
496
514
|
|
|
497
515
|
const methodName = 'donchianChannels'
|
|
@@ -502,11 +520,12 @@ export default class OHLCV_INDICATORS {
|
|
|
502
520
|
validateNumber(offset, {min: 0, max: this.len, allowDecimals: false}, 'offset', methodName)
|
|
503
521
|
|
|
504
522
|
validateObject(options, 'options', methodName)
|
|
505
|
-
const {
|
|
523
|
+
const { lag = 0, retLogs = false } = options;
|
|
506
524
|
|
|
507
525
|
validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
|
|
526
|
+
validateBoolean(retLogs, 'options.retLogs', methodName)
|
|
508
527
|
|
|
509
|
-
this._registerIndicator({ key: methodName, order: 0, params: [size, offset, {lag}] });
|
|
528
|
+
this._registerIndicator({ key: methodName, order: 0, params: [size, offset, {lag, retLogs}] });
|
|
510
529
|
|
|
511
530
|
return this;
|
|
512
531
|
}
|
|
@@ -588,33 +607,4 @@ export default class OHLCV_INDICATORS {
|
|
|
588
607
|
return this
|
|
589
608
|
}
|
|
590
609
|
|
|
591
|
-
mapCols(newCols = ['change'], callback = null, options = {}) {
|
|
592
|
-
|
|
593
|
-
isAlreadyComputed(this)
|
|
594
|
-
|
|
595
|
-
const methodName = 'mapCols'
|
|
596
|
-
|
|
597
|
-
if(typeof callback === 'undefined' || callback === null)
|
|
598
|
-
{
|
|
599
|
-
callback = 'default'
|
|
600
|
-
}
|
|
601
|
-
|
|
602
|
-
validateObject(options, 'options', methodName)
|
|
603
|
-
|
|
604
|
-
const {lag = 0, isPriceBased = false, callbackParams = {}} = options
|
|
605
|
-
resolveMapCallback(callback)
|
|
606
|
-
const savedCallbackParams = copyConfig(callbackParams)
|
|
607
|
-
|
|
608
|
-
validateArray(newCols, 'newCols', methodName)
|
|
609
|
-
validateNumber(lag, {min: 0, allowDecimals: false}, 'options.lag', methodName)
|
|
610
|
-
validateBoolean(isPriceBased, 'isPriceBased', 'mapCols')
|
|
611
|
-
|
|
612
|
-
if(this.precision === false && isPriceBased) {
|
|
613
|
-
throw new Error(`Invalid param: If "mapCols.options.isPriceBased" is true, the "constructor.precision" param must be also true.`)
|
|
614
|
-
}
|
|
615
|
-
|
|
616
|
-
this._registerIndicator({key: methodName, params: [newCols, callback, {lag, isPriceBased, callbackParams: savedCallbackParams}]})
|
|
617
|
-
|
|
618
|
-
return this
|
|
619
|
-
}
|
|
620
610
|
}
|