ohlcv-indicators 3.5.79 → 3.5.82

package/src/studies/lag.js

@@ -10,27 +10,27 @@ export const lag = (main, index, colKeys, lookback) => {
   {
     const lagColumns = new Map()
 
-    for (const targetKey of colKeys) {
-      if (!verticalOhlcv.hasOwnProperty(targetKey)) {
+    for (const target of colKeys) {
+      if (!verticalOhlcv.hasOwnProperty(target)) {
         throw new Error(
-        `Lag processing invoked by col "${targetKey}" was not found in "verticalOhlcv".`
+        `Lag processing invoked by col "${target}" was not found in "verticalOhlcv".`
         )
       }
 
-      const addToPriceBased = priceBased.has(targetKey)
-      const type = Array.isArray(verticalOhlcv[targetKey]) ? 'Array' : 'Float64Array'
+      const addToPriceBased = priceBased.has(target)
+      const type = Array.isArray(verticalOhlcv[target]) ? 'Array' : 'Float64Array'
       const columns = []
       const keyNames = []
 
       for (let step = 1; step <= lookback; step++) {
-        const key = `${targetKey}_lag_${step}`
+        const key = `${target}_lag_${step}`
 
         columns.push({ key, type, priceBased: addToPriceBased, includeInLag: false })
         keyNames.push(key)
       }   
 
       initializeColumns(main, columns)
-      lagColumns.set(targetKey, keyNames)
+      lagColumns.set(target, keyNames)
     }
 
     // colKeys belongs to the runtime queue; keep cached names out of exported params.
@@ -40,15 +40,14 @@ export const lag = (main, index, colKeys, lookback) => {
 
   const lagColumns = instances[lagColumnsKey]?.get(colKeys)
 
-  for (const targetKey of colKeys) {
-    const keyNames = lagColumns?.get(targetKey)
-    const currentColumn = verticalOhlcv[targetKey]
+  for (const target of colKeys) {
+    const keyNames = lagColumns?.get(target)
+    const currentColumn = verticalOhlcv[target]
     const missingValue = Array.isArray(currentColumn) ? null : NaN
 
     // Populate the lagged values each tick:
     for (let step = 1; step <= lookback; step++) {
-      // Runtime callbacks may change the target list or lookback after initialization.
-      const key = keyNames?.[step - 1] ?? `${targetKey}_lag_${step}`
+      const key = keyNames?.[step - 1] ?? `${target}_lag_${step}`
       const laggedIndex = index - step
       const value =
         laggedIndex < 0 || currentColumn[laggedIndex] == null

package/src/utilities/assignTypes.js

@@ -47,7 +47,7 @@ export const assignTypes = main => {
     }
     else if (colName === 'volume') {
       inputTypes[colName] = classifyNum(cellValue, true)
-      arrayTypes[colName] = 'Int32Array'
+      arrayTypes[colName] = 'Float64Array'
     }
     else if (initialPriceBased.has(colName)) {
       inputTypes[colName] = classifyNum(cellValue, true, precision)

package/src/utilities/config.js

@@ -1,15 +1,11 @@
-import { defaultMapColsCallback } from '../studies/mapCols.js';
-
 export const CONFIG_VERSION = 1;
-const mapCallbacks = new Map([['default', defaultMapColsCallback]]);
 
 // Copy configuration without JSON's silent conversion of functions/NaN to null.
-export const copyConfig = (value, allowFunctions = false, ancestors = new Set()) => {
+export const copyConfig = (value, ancestors = new Set()) => {
   if (value === null || typeof value === 'string' || typeof value === 'boolean') return value;
   if (typeof value === 'number' && Number.isFinite(value)) return value;
-  if (typeof value === 'function' && allowFunctions) return value;
   if (typeof value !== 'object' || value === null) {
-    throw new TypeError('Configuration values must be JSON-safe: no undefined, non-finite numbers, or unregistered functions.');
+    throw new TypeError('Configuration values must be JSON-safe: no undefined, non-finite numbers, or functions.');
   }
   if (ancestors.has(value)) throw new TypeError('Configuration must not contain circular references.');
   const prototype = Object.getPrototypeOf(value);
@@ -20,8 +16,8 @@ export const copyConfig = (value, allowFunctions = false, ancestors = new Set())
 
   ancestors.add(value);
   const result = Array.isArray(value)
-    ? Array.from(value, item => copyConfig(item, allowFunctions, ancestors))
-    : Object.fromEntries(Object.entries(value).map(([key, item]) => [key, copyConfig(item, allowFunctions, ancestors)]));
+    ? Array.from(value, item => copyConfig(item, ancestors))
+    : Object.fromEntries(Object.entries(value).map(([key, item]) => [key, copyConfig(item, ancestors)]));
   ancestors.delete(value);
   return result;
 };
@@ -33,32 +29,3 @@ export const freezeConfig = value => {
   }
   return value;
 };
-
-export const registerMapCallback = (name, callback) => {
-  if (typeof name !== 'string' || !name || typeof callback !== 'function') {
-    throw new TypeError('registerMapCallback requires a nonempty name and a function.');
-  }
-  if (mapCallbacks.has(name) && mapCallbacks.get(name) !== callback) {
-    throw new Error(`mapCols callback "${name}" is already registered. Use a new versioned name.`);
-  }
-  mapCallbacks.set(name, callback);
-};
-
-export const resolveMapCallback = callback => {
-  if (typeof callback === 'function') return callback;
-  if (typeof callback === 'string' && mapCallbacks.has(callback)) return mapCallbacks.get(callback);
-  throw new Error(`Unknown mapCols callback "${callback}". Register it before loading the configuration.`);
-};
-
-export const exportInputParams = inputParams => {
-  const result = copyConfig(inputParams, true);
-  for (const job of result) {
-    if (job.key !== 'mapCols' || typeof job.params[1] !== 'function') continue;
-    const entry = [...mapCallbacks].find(([, callback]) => callback === job.params[1]);
-    if (!entry) {
-      throw new Error('Cannot export an unregistered mapCols callback. Register it with OHLCV_INDICATORS.registerMapCallback(name, callback).');
-    }
-    job.params[1] = entry[0];
-  }
-  return copyConfig(result);
-};

package/src/utilities/numberUtilities.js

@@ -5,13 +5,13 @@ export const isPositiveInteger = n => Number.isInteger(n) && n >= 0;
 export const inputNumberFormatter = {
   number: n => n,
   numberCleanString: n => Number(n),
-  precisionNumberCleanString: (strNum, multiplier) => addPrecisionAsNumber(strNum, multiplier)
+  precisionNumberCleanString: (strNum, multiplier, cachedDecimals) => addPrecisionAsNumber(strNum, multiplier, cachedDecimals)
 }
 
 export const outputNumberFormatter = {
   number: n => n,
   numberCleanString: n => n,
-  precisionNumberCleanString: (strNum, multiplier) => revertPrecisionAsNumber(strNum, multiplier)
+  precisionNumberCleanString: (strNum, multiplier, cachedDecimals) => revertPrecisionAsNumber(strNum, multiplier, cachedDecimals)
 }
 
 export const classifyNum = (num, throwError = false, precision = false) => {
@@ -34,4 +34,4 @@ export const classifyNum = (num, throwError = false, precision = false) => {
 
   if(throwError) throw new TypeError('Invalid input: expected a number or numeric string')
   return typeof num
-}
+}

package/src/utilities/precisionMultiplier.js

@@ -51,8 +51,14 @@ export const calcPrecisionMultiplier = main => {
 }
 
 
+// Keep the existing decimal-width rule, including scientific-notation multipliers.
+export const getPrecisionDecimals = multiplier => {
+  const mulStr = String(multiplier)
+  return multiplier === 1 ? 0 : mulStr.length - 1
+}
+
 //this function converts the strNum into a integer * multiplier
-export const addPrecisionAsNumber = (strNum, multiplier) => {
+export const addPrecisionAsNumber = (strNum, multiplier, cachedDecimals) => {
   if (typeof strNum !== 'string') throw new Error('addPrecisionExact expects a string when precision=true')
 
   const negative = strNum.charAt(0) === '-'
@@ -60,8 +66,7 @@ export const addPrecisionAsNumber = (strNum, multiplier) => {
   const [intPart, decPart = ''] = s.split('.')
 
   // Compute decimals from multiplier (multiplier expected as 10^decimals)
-  const mulStr = String(multiplier);
-  const decimals = (multiplier === 1) ? 0 : (mulStr.length - 1)
+  const decimals = cachedDecimals === undefined ? getPrecisionDecimals(multiplier) : cachedDecimals
 
   const decPadded = decPart.padEnd(decimals, '0').slice(0, decimals); // pad or trim
   const integerString = intPart + decPadded // e.g. "12" + "3400" => "123400"
@@ -75,7 +80,7 @@ export const addPrecisionAsNumber = (strNum, multiplier) => {
 
 
 //this function converts the outputs the number generated in addPrecisionAsNumber / multiplier
-export const revertPrecisionAsNumber = (num, multiplier) => {
+export const revertPrecisionAsNumber = (num, multiplier, cachedDecimals) => {
   if (typeof num !== 'number' || !Number.isFinite(num)) {
     throw new Error('revertPrecisionAsNumber expects a finite number')
   }
@@ -86,7 +91,7 @@ export const revertPrecisionAsNumber = (num, multiplier) => {
   // Make sure we're working with an integer, mirroring addPrecisionAsNumber
   abs = Math.trunc(abs)
 
-  const decimals = (multiplier === 1) ? 0 : (String(multiplier).length - 1)
+  const decimals = cachedDecimals === undefined ? getPrecisionDecimals(multiplier) : cachedDecimals
 
   if (decimals === 0) {
     // No fractional part; just restore sign
@@ -106,4 +111,4 @@ export const revertPrecisionAsNumber = (num, multiplier) => {
     : `${intPart}.${fracStr}`
 
   return Number(negative ? `-${resultStr}` : resultStr)
-}
+}

package/src/utilities/validators.js

@@ -141,7 +141,7 @@ export const validateInputValues = (
     const value = verticalOhlcv[key]?.[index];
 
     const isValid = key === "volume"
-      ? Number.isInteger(value) && value >= 0
+      ? Number.isFinite(value) && value >= 0
       : Number.isFinite(value) && value > 0;
 
     if (!isValid) invalidParams.push(key);

package/src/utilities/verticalToHorizontal.js

@@ -1,5 +1,6 @@
 import { dateOutputFormaters } from "./dateUtilities.js" 
 import { outputNumberFormatter } from "./numberUtilities.js"
+import { getPrecisionDecimals } from "./precisionMultiplier.js"
 
 export const verticalToHorizontal = ({main, skipNull = false, startIndex = 0, dateFormat}) => {
 
@@ -8,6 +9,10 @@ export const verticalToHorizontal = ({main, skipNull = false, startIndex = 0, da
   
 
   if (verticalOhlcvKeyNames.length === 0) return []
+
+  const precisionDecimals = precision && typeof precisionMultiplier === 'number'
+    ? getPrecisionDecimals(precisionMultiplier)
+    : undefined
   
   const skipNullIndex = skipNull && invalidValueIndex >= 0 ? invalidValueIndex + 1 : 0
   const maxStartIndex = Math.max(skipNullIndex, startIndex)
@@ -33,7 +38,7 @@ export const verticalToHorizontal = ({main, skipNull = false, startIndex = 0, da
         const value = arr[i]
         result[i - maxStartIndex][key] = value == null || Number.isNaN(value)
           ? value
-          : formatter(value, precisionMultiplier)
+          : formatter(value, precisionMultiplier, precisionDecimals)
       }
     }
     else

package/src/volatility/atr.js

@@ -16,7 +16,7 @@ export const atr = (main, index, size, {lag, retLogs}) => {
 
     instances[baseKeyName] = new FasterATR(size, FasterWSMA)
 
-    initializeColumns(main, [{ key: baseKeyName, priceBased: true }], { lag })
+    initializeColumns(main, [{ key: baseKeyName, priceBased: !retLogs }], { lag })
   }
 
   // Retrieve the current price value.

package/webpack.config.js

@@ -1,6 +1,5 @@
 import { resolve, dirname } from 'path';
 import { fileURLToPath } from 'url';
-//import TerserPlugin from 'terser-webpack-plugin';
 
 const __dirname = dirname(fileURLToPath(import.meta.url));
 
@@ -8,51 +7,12 @@ const entry = './index.js';
 const output = {
   filename: 'ohlcv-indicators.min.js',
   path: resolve(__dirname, './dist'),
-  library: 'OHLCV_INDICATORS'
+  library: {name: 'OHLCV_INDICATORS', type: 'var', export: 'default'}
 };
 
 export default {
   entry,
   output,
   mode: 'production',
-  target: 'web',
-/*   optimization: { //TerserPlugin start
-    minimize: true,
-    minimizer: [
-      new TerserPlugin({
-        terserOptions: {
-          output: {
-            beautify: true,  // Beautify the output
-            comments: true,  // Preserve comments
-          },
-        },
-      }),
-    ],
-  }, // TerserPlugin end */
-  module: {
-    rules: [
-      {
-        test: /\.js$/,
-        exclude: /node_modules/,
-        use: {
-          loader: 'babel-loader',
-          options: {
-            presets: ['@babel/preset-env'],
-            plugins: ['@babel/plugin-proposal-class-properties']
-          }
-        }
-      },
-      {
-        test: /\.js$/,
-        include: /node_modules\/trading-signals/,
-        use: {
-          loader: 'babel-loader',
-          options: {
-            presets: ['@babel/preset-env'],
-            plugins: ['@babel/plugin-proposal-class-properties']
-          }
-        }
-      }
-    ]
-  }
+  target: 'web'
 };

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

@@ -1,23 +0,0 @@
-/*!
- * Portions adapted from trading-signals 5.0.4.
- * MIT License
- * Copyright (c) 2020 Benny Neugebauer
- *
- * Permission is hereby granted, free of charge, to any person obtaining a copy
- * of this software and associated documentation files (the "Software"), to deal
- * in the Software without restriction, including without limitation the rights
- * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
- * copies of the Software, and to permit persons to whom the Software is
- * furnished to do so, subject to the following conditions:
- *
- * The above copyright notice and this permission notice shall be included in all
- * copies or substantial portions of the Software.
- *
- * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
- * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
- * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
- * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
- * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
- * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
- * SOFTWARE.
- */

package/src/studies/mapCols.js

@@ -1,45 +0,0 @@
-import { validateInputValues } from '../utilities/validators.js'
-import { initializeColumns } from '../core-functions/initializeColumns.js'
-
-export const mapCols = (main, index, newCols, callback, {lag, isPriceBased, callbackParams = {}}) => {
-
-    const {verticalOhlcv, precision} = main
-
-    if(index === 0)
-    {
-        if (callback === defaultMapColsCallback) {
-            validateInputValues({ open: true, close: true }, verticalOhlcv, index, 'mapCols')
-        }
-
-        for(const key of newCols)
-        {
-            if(verticalOhlcv.hasOwnProperty(key)) {
-                throw new Error(`New property "${key}" already exist in "verticalOhlcv" and can not be modified using mapCols.`)
-            }
-        }
-
-        initializeColumns(main, newCols.map(key => ({
-            key, type: 'Array', priceBased: precision && isPriceBased
-        })), { lag })
-    }
-
-    const cols = callback({index, main, params: callbackParams})
-
-    if(cols == null) return;
-
-    for(const [key, value] of Object.entries(cols))
-    {
-        main.pushToMain({ index, key, value })
-    }
-}
-
-export const defaultMapColsCallback = ({main, index}) => {
-    const {verticalOhlcv} = main
-
-    const close = verticalOhlcv.close[index]
-    const open = verticalOhlcv.open[index-1]
-    
-    return {
-        change: ((close - open) / open) * 100
-    }
-}