ohlcv-indicators 3.5.82 → 3.5.85

package/dist/ohlcv-indicators.min.js

@@ -1 +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. 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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 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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 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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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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,[`${o}minute`]:60},c={prefix:o,colKeySizes:a,colKeys:Object.keys(a)};return this._registerIndicator({key:t,order:0,params:[{lag:s,oneHot:i,precompute:c}]}),this}candleFeatures(e={}){let t="candleFeatures";r(this),n(e,"options",t);const{lag:s=0,colKeys:i=[],retLogs:a=!1}=e;return h(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),o(i,"options.colKeys",t),l(a,"retLogs",t),this._registerIndicator({key:t,params:[{lag:s,colKeys:i,retLogs:a}]}),this}}})(),OHLCV_INDICATORS=t.default})();
+var OHLCV_INDICATORS;(()=>{"use strict";const e={d:(t,i)=>{for(var s in i)e.o(i,s)&&!e.o(t,s)&&Object.defineProperty(t,s,{enumerable:!0,get:i[s]})},o:(e,t)=>Object.prototype.hasOwnProperty.call(e,t)};let t={};(()=>{e.d(t,{default:()=>ee});const i=(e,t)=>{if(0===e.length)return!1;for(let i=0;i<e.length;i++){const s=e[i][t];if(null==s||Number.isNaN(s))return!1}return!0},s=(e,t)=>{if(!Array.isArray(e))throw new Error('Property "inputParams" must be an "Array" or "Set".');for(const i of e){if(!i||"string"!=typeof i.key||!Array.isArray(i.params))throw new TypeError("Each inputParams entry must have an indicator key and a params array.");if(void 0!==i.order&&!Number.isFinite(i.order))throw new TypeError("Indicator order must be a finite number when provided.");const{params:e}=i;for(const i of e)if("number"==typeof i&&i>t)throw console.log(i,t),new Error("At least one of the params of the indicator is greater than the input OHLCV length. Make sure to have enough datapoints in the input OHLCV.")}},o=e=>{if(!0===e.isComputing)throw Error("You cannot add indicators while computation is in progress.");if(!0===e.isComputed)throw Error('ohlcv is already computed, you can not add new indicators after "compute", "getLastValues" or "getData" methods are called.')},n=(e,t,i)=>{if(!Array.isArray(e))throw new Error(`Param "${t}" must be an array in "${i}".`);return!0},r=(e,t,i)=>{if(e instanceof Object==0)throw new Error(`Param "${t}" must be an object in "${i}".`);return!0},a=(e,t,i,s)=>{if(n(e,"arrayOptions",`${s}.${i}.validateArrayOptions`),!e.includes(t.toString()))throw new Error(`Param "${i}" must be any of the following values [${e.join(", ")}] in "${s}".`);return!0},l=(e,t,i)=>{if("boolean"!=typeof e)throw new Error(`Param "${t}" must be an boolean in "${i}".`);return!0},c=(e,t,i,s)=>{r(t,"options",`${s}.${i}.validateNumber`);const{allowDecimals:o=!1,min:n,max:a}=t,l=o?"number":"integer";if("number"!=typeof e||!1===o&&!Number.isInteger(e))throw new Error(`Param "${i}" must be an ${l} in "${s}".`);if(void 0!==n&&"number"!=typeof n)throw new Error(`Param "min" must be a valid ${l} (if provided) in "${s}.${i}.validateNumber".`);if(void 0!==a&&"number"!=typeof a)throw new Error(`Param "max" must be a valid ${l} (if provided) in "${s}.${i}.validateNumber".`);if(void 0!==n&&void 0!==a&&n>=a)throw new Error(`Param "min" must be less than "max" in "${s}.${i}.validateNumber".`);if(void 0!==n&&e<n)throw new Error(`Param "${i}" must be an ${l} ≥ ${n} in "${s}".`);if(void 0!==a&&e>a)throw new Error(`Param "${i}" must be an ${l} ≤ ${a} in "${s}".`);return!0},h=(e,t,i)=>{if("string"!=typeof e||!e.length)throw new Error(`Invalid "${t}" property in "${i}". Only strings are accepted.`);return!0},u=(e,t,i,s)=>{if(0!==i)return!0;const o=[];for(const s of Object.keys(e)){const e=t[s]?.[i];("volume"===s?Number.isFinite(e)&&e>=0:Number.isFinite(e)&&e>0)||o.push(s)}if(o.length>0)throw new TypeError(`Invalid or missing input value(s) [${o.join(", ")}] at index ${i} in "${s}".`);return!0};class p extends Error{constructor(e="Not enough data"){super(e),this.name="NotEnoughDataError"}}class m{constructor(){this.result=void 0}get isStable(){return void 0!==this.result}getResult(){if(!this.isStable)throw new p;return this.result}}class d extends m{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 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e.pushToMain({index:t,key:`${p}_position${g}`,value:s})}e.pushToMain({index:t,key:`${p}_upper${g}`,value:w}),e.pushToMain({index:t,key:`${p}_middle${g}`,value:b}),e.pushToMain({index:t,key:`${p}_lower${g}`,value:$})},volumeOscillator:(e,t,i,s,{lag:o,retLogs:n})=>{const{verticalOhlcv:r,instances:a}=e,l=n?`ret_log_volume_oscillator_${i}_${s}`:`volume_oscillator_${i}_${s}`;0===t&&(u({volume:!0},r,t,"volumeOscillator"),Object.assign(a,{[l]:{fastEMA:new g(i),slowEMA:new g(s)}}),I(e,[{key:l}],{lag:o}));const{fastEMA:c,slowEMA:h}=a[l],p=r.volume[t];if(0===p)return;c.update(p),h.update(p);const m=c.isStable?c.getResult():NaN,d=h.isStable?h.getResult():NaN;let f=NaN;Number.isNaN(m)||Number.isNaN(d)||(f=n?O(m,d):100*(m-d)/d,e.pushToMain({index:t,key:l,value:f}))},crossPairs:(e,t,i,{oneHot:s,limit:o})=>{const{verticalOhlcv:n,verticalOhlcvTempCols:r,instances:a,len:l,precision:c,precisionMultiplier:h,priceBased:u}=e;for(const{fast:p,slow:m}of i){const i=`${p}_x_${m}`;if(0===t){if("number"==typeof m){const e=m.toString();r.add(e);const t=c&&("price"===p||u.has(p)),i=t?M(e,h):m,s=m>=-125&&m<=125&&!1===t?"Int8Array":"Float64Array";n[e]=L(s,l,i)}a.hasOwnProperty("crossPairs")||(a.crossPairs={}),a.crossPairs[i]={run:new G,min:1/0,max:-1/0},I(e,[{key:i,type:null!==o&&o<=125?"Int8Array":"Float64Array",fill:0},{key:`one_hot_${i}`,type:"Array",enabled:s}])}else if(t+1===l){if("price"!==p&&!n.hasOwnProperty(p))throw new Error(`crossPairs invalid param: fast "${p}" not found in "verticalOhlcv": ${JSON.stringify(Object.keys(n))}`);if(!n.hasOwnProperty(m))throw new Error(`crossPairs invalid param: slow "${m}" not found in "verticalOhlcv": ${JSON.stringify(Object.keys(n))}`)}if("price"!==p&&!n.hasOwnProperty(p))return;if(!n.hasOwnProperty(m))return;const{run:d}=a.crossPairs[i];if("price"===p){const e=n.close[t],i=n[m][t];d.update(t,{fast:e,slow:i,high:n.high[t],low:n.low[t]})}else{const e=n[p][t],i=n[m][t];d.update(t,{fast:e,slow:i})}const g=d.getResult(),f=null!==o?Math.min(Math.max(g,-o),o):g;if(e.pushToMain({index:t,key:i,value:f}),s){const s=f+o,n=2*o+1;e.pushToMain({index:t,key:`one_hot_${i}`,value:U(s,n)})}}},lag:(e,t,i,s)=>{const{verticalOhlcv:o,priceBased:n,instances:r}=e;if(0===t){const t=new Map;for(const r of i){if(!o.hasOwnProperty(r))throw new Error(`Lag processing invoked by col "${r}" was not found in "verticalOhlcv".`);const i=n.has(r),a=Array.isArray(o[r])?"Array":"Float64Array",l=[],c=[];for(let e=1;e<=s;e++){const t=`${r}_lag_${e}`;l.push({key:t,type:a,priceBased:i,includeInLag:!1}),c.push(t)}I(e,l),t.set(r,c)}r[K]||(r[K]=new WeakMap),r[K].set(i,t)}const a=r[K]?.get(i);for(const n of i){const i=a?.get(n),r=o[n],l=Array.isArray(r)?null:NaN;for(let o=1;o<=s;o++){const s=i?.[o-1]??`${n}_lag_${o}`,a=t-o,c=a<0||null==r[a]?l:r[a];e.pushToMain({index:t,key:s,value:c})}}}},W=({main:e,skipNull:t=!1,startIndex:i=0,dateFormat:s})=>{const{verticalOhlcv:o,invalidValueIndex:n,len:r,verticalOhlcvKeyNames:a,verticalOhlcvTempCols:l,priceBased:c,precision:h,precisionMultiplier:u}=e;if(0===a.length)return[];const p=h&&"number"==typeof u?T(u):void 0,m=t&&n>=0?n+1:0,d=Math.max(m,i),g=r-d,f=Array.from({length:g},()=>({}));for(const[e,t]of Object.entries(o))if(!l.has(e))if("date"===e){const i=C[s];for(let s=d;s<r;s++)f[s-d][e]=i(t[s])}else if(h&&c.has(e)){const i=P;for(let s=d;s<r;s++){const o=t[s];f[s-d][e]=null==o||Number.isNaN(o)?o:i(o,u,p)}}else for(let i=d;i<r;i++)f[i-d][e]=t[i];return f},Q=(e,t=new Set)=>{if(null===e||"string"==typeof e||"boolean"==typeof e)return e;if("number"==typeof e&&Number.isFinite(e))return e;if("object"!=typeof e||null===e)throw new TypeError("Configuration values must be JSON-safe: no undefined, non-finite numbers, or functions.");if(t.has(e))throw new TypeError("Configuration must not contain circular references.");const i=Object.getPrototypeOf(e);if(!Array.isArray(e)&&i!==Object.prototype&&null!==i)throw new TypeError("Configuration must contain only plain objects and arrays.");if(Object.getOwnPropertySymbols(e).length)throw new TypeError("Configuration must not contain symbol keys.");t.add(e);const s=Array.isArray(e)?Array.from(e,e=>Q(e,t)):Object.fromEntries(Object.entries(e).map(([e,i])=>[e,Q(i,t)]));return t.delete(e),s},X=e=>{if(null!==e&&"object"==typeof e){for(const t of Object.values(e))X(t);Object.freeze(e)}return e};class ee{constructor({input:e,ticker:t=null,chunkProcess:i=2e3,config:o={}}){if(null===o||Array.isArray(o)||"object"!=typeof o)throw new TypeError('Constructor "config" must be a plain object.');const r=Q(o),u=["schemaVersion","precision","useFullNames","inputParams","dateFormat","skipNull","timeZone"];for(const e of Object.keys(r))if(!u.includes(e))throw new Error(`Unknown configuration option "${e}".`);const{schemaVersion:p=1,precision:m=!1,useFullNames:d=!1,inputParams:g=null,dateFormat:f="milliseconds",skipNull:v=!0,timeZone:y=Intl.DateTimeFormat().resolvedOptions().timeZone}=r;if(1!==p)throw new Error(`Unsupported configuration schemaVersion: ${p}.`);l(v,"config.skipNull","constructor"),h(f,"config.dateFormat","constructor"),a(Object.keys(C),f,"config.dateFormat","constructor"),h(y,"config.timeZone","constructor");const w=new Intl.DateTimeFormat("en-US",{timeZone:y}).resolvedOptions().timeZone;if(this.config=Object.freeze({schemaVersion:p,precision:m,useFullNames:d,dateFormat:f,skipNull:v,timeZone:w}),this.timeZone=w,n(e,"input",null!==t?`contructor ${t}`:"constuctor"),0===e.length)throw Error("input OHLCV must not be empty: "+t);c(i,{min:100,max:5e4,allowDecimals:!1},"chunkProcess","constructor"),l(m,"precision","contructor"),l(d,"config.useFullNames","constructor"),this.chunkProcess=i,this.input=[...e],this.len=this.input.length,this.firstRow=this.input[0],this.precision=m,this.useFullNames=d;const b=["open","high","low","close","mid_price"];this.initialPriceBased=new Set(b),this.priceBased=new Set(b),this.precisionMultiplier=(e=>{const{precision:t,firstRow:i,initialPriceBased:s}=e;if(!1===t)return 1;let o=1;for(const[e,t]of Object.entries(i)){if(!s.has(e))continue;if("string"!=typeof t||!/^\d+(\.\d+)?$/.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 ${typeof t}.`);const[i,n=""]=t.split("."),r=Number(i);let a=4;if(0===Math.abs(r)){const e=n.length,t=Math.max(4,e),i=n.search(/[1-9]/);if(-1===i)a=t;else{const e=i+1+5;a=Math.max(t,e)}}const l=10**a;l>o&&(o=l)}return o})(this);const{inputTypes:$,arrayTypes:_}=(e=>{const{firstRow:t,precision:i,initialPriceBased:s}=e,o={},n={},r=new Map;for(const[e,a]of Object.entries(t))if("date"===e)o[e]=D(a),n[e]="Array";else if("volume"===e)o[e]=F(a,!0),n[e]="Float64Array";else if(s.has(e))o[e]=F(a,!0,i),n[e]="Float64Array",r.set(e,o[e]);else{const t=F(a,!1,i);o[e]=t,n[e]="number"===t?"Float64Array":"Array"}if(new Set(r.values()).size>1){const e=[...r.entries()].map(([e,t])=>`${e}: "${t}"`).join(", ");throw new Error(`Inconsistent types among price-based columns — ${e}. All initialPriceBased columns must share the same numeric type.`)}return n.hasOwnProperty("open")&&n.hasOwnProperty("close")&&(n.mid_price=n.open,o.mid_price=o.open),{inputTypes:o,arrayTypes:n}})(this);if(this.inputTypes=$,this.arrayTypes=_,!this.firstRow.hasOwnProperty("close"))throw Error(`input OHLCV array objects require at least "close" property: ${t}`);return this.dateType=this.inputTypes.date?this.inputTypes.date:null,this.isComputed=!1,this.isComputing=!1,this.executionParams=[],this.instances={},this.verticalOhlcv={},this.verticalOhlcvKeyNames=[],this.verticalOhlcvTempCols=new Set,this.utilities={},this.invalidValueIndex=-1,this.scaledGroups={},this.isAlreadyComputed=new Set,this.pushToMain=({index:e,key:t,value:i})=>{this.verticalOhlcv[t][e]=i},null!==g?(s(g,this.len),this.inputParams=X(Q(g)),this.compute()):this.inputParams=Object.freeze([]),this}exportConfig(){return{...this.config,inputParams:Q(this.inputParams)}}_registerIndicator(e){return o(this),this.inputParams=Object.freeze([...this.inputParams,X(Q(e))]),this}getData(e={}){this.compute();const{skipNull:t=this.config.skipNull,dateFormat:i=this.config.dateFormat}=e;return a(Object.keys(C),i,"dateFormat","getData"),r(e,"options","getData"),W({main:this,skipNull:t,startIndex:0,dateFormat:i})}getLastValues(e={}){this.compute();const{dateFormat:t=this.config.dateFormat}=e;return a(Object.keys(C),t,"dateFormat","getData"),W({skipNull:!1,main:this,startIndex:this.len-1,dateFormat:t})[0]}compute(){if(this.isComputed)return this;if(this.isComputing)throw new Error("Computation is already in progress.");if(this.executionParams=Q(this.inputParams).sort((e,t)=>(e.order??0)-(t.order??0)),this.isComputed=!1,this.len>0){this.isComputing=!0;try{((e,t)=>{const{len:o,arrayTypes:n,verticalOhlcv:r,verticalOhlcvKeyNames:a,inputTypes:l,chunkProcess:c,precisionMultiplier:h,executionParams:u}=t;s(u,o);for(const{key:e}of u)if(!Object.prototype.hasOwnProperty.call(J,e))throw new Error(`Unknown indicator "${e}" in configuration.`);for(const e of Object.keys(l))r[e]=L(n[e],o);const p=Object.entries(l).map(([e,t])=>{const i=S.hasOwnProperty(t);return{key:e,formatter:i?S[t]:A.hasOwnProperty(t)?A[t]:null,numeric:i}}),m="number"==typeof h?T(h):void 0;let d=null;for(let s=0;s<o;s+=c){const n=Math.min(s+c,o);for(let o=s;o<n;o++){const s=e[o];for(const{key:e,formatter:i,numeric:n}of p){const r=s[e];if(void 0===r)continue;const a=null===i?r:n?i(r,h,m):i(r);t.pushToMain({index:o,key:e,value:a})}const n=(r.open[o]+r.close[o])/2;t.pushToMain({index:o,key:"mid_price",value:n});for(const{key:e,params:i}of u)J[e](t,o,...i);e[o]=null,null===d&&(d=Object.values(r)),i(d,o)||(t.invalidValueIndex=o)}}a.push(...Object.keys(r))})(this.input,this)}finally{this.isComputing=!1}this.isComputed=!0,this.input=[],this.instances={},this.firstRow=[]}return this}crossPairs(e=[],t={}){const i="crossPairs";o(this),n(e,"arr",i),r(t,"options",i);const{limit:s=null,oneHot:a=!1}=t;null!==s&&c(s,{min:2,max:this.len},"options.limit",i),l(a,"options.oneHot",i);const h=[];for(const{fast:t="",slow:i=""}of e){if(""===t||""===i)throw new Error(`Invalid crossPairs[${t}_${i}]: Object property “fast” must be a non-null column name and “slow” must be a non-null column name or integer.`);h.push(t.toString(),i.toString())}if(this.isAlreadyComputed.has(i))throw new Error(`You can only call the "${i}" method once.`);return this.isAlreadyComputed.add(i),this._registerIndicator({key:i,params:[e,{limit:s,oneHot:a}]}),this}lag(e=["close"],t=1){const i="lag";o(this),n(e,"colKeys",i);const s=e.find(e=>"string"!=typeof e||""===e);if(void 0!==s)throw new Error(`Invalid item "${s}" (column name) in "colKeys" array param of "${i}()".`);return c(t,{min:1,max:this.len,allowDecimals:!1},"lookback",i),this._registerIndicator({key:i,params:[e,t]}),this}relativeVolume(e=10,t={}){const i="relativeVolume";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,{lag:s,retLogs:n}]}),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.');o(this),r(e,"options",t);const{lag:i=0}=e;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),this._registerIndicator({key:t,order:0,params:[{lag:i}]}),this}atr(e=14,t={}){const i="atr";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,{lag:s,retLogs:n}]}),this}adx(e=14,t={}){const i="adx";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,{lag:s,retLogs:n}]}),this}ema(e=5,t={}){const i="ema";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{target:s="close",lag:n=0,retLogs:a=!1}=t;return h(s,"options.target",i),c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,params:[i,e,{target:s,lag:n,retLogs:a}]}),this}sma(e=5,t={}){const i="sma";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{target:s="close",lag:n=0,retLogs:a=!1}=t;return h(s,"options.target",i),c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,params:[i,e,{target:s,lag:n,retLogs:a}]}),this}heikenAshi(e=null,t=null,i={}){const s="heikenAshi";o(this);const n=null===e&&null===t;!1===n&&(c(e,{min:1,max:this.len,allowDecimals:!1},"smoothLength",s),c(t,{min:1,max:this.len,allowDecimals:!1},"afterSmoothLength",s)),r(i,"options",s);const{lag:a=0,retLogs:h=!1}=i;return c(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(h,"option.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,t,{lag:a,noSmoothing:n,retLogs:h}]}),this}stochastic(e=14,t=3,i=3,s={}){const n="stochastic";o(this);const{len:a}=this;c(e,{min:1,max:a,allowDecimals:!1},"kPeriod",n),c(t,{min:1,max:a,allowDecimals:!1},"kSlowingPeriod",n),c(i,{min:1,max:a,allowDecimals:!1},"dPeriod",n),r(s,"options",n);const{lag:h=0,retLogs:u}=s;return c(h,{min:0,max:a,allowDecimals:!1},"options.lag",n),l(u,"retLogs",n),this._registerIndicator({key:n,params:[e,t,i,{lag:h,retLogs:u}]}),this}macd(e=12,t=26,i=9,s={}){const n="macd";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"fast",n),c(t,{min:1,max:this.len,allowDecimals:!1},"slow",n),c(i,{min:1,max:this.len,allowDecimals:!1},"signal",n),r(s,"options",n);const{target:a="close",lag:l=0}=s;h(a,"options.target",n),c(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",n);const u={instanceKey:`${e}_${t}_${i}${"close"===a?"":`_${a}`}`};return this._registerIndicator({key:n,params:[e,t,i,{target:a,lag:l,precomputed:u}]}),this}bollingerBands(e=20,t=2,i={}){const s="bollingerBands";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),c(t,{min:.01,max:50,allowDecimals:!0},"stdDev",s),r(i,"options",s);const{lag:n=0,retLogs:a=!1}=i;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,params:[e,t,{lag:n,retLogs:a}]}),this}rsi(e=14,t={}){const i="rsi";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{target:s="close",lag:n=0,retLogs:a=!1}=t;return h(s,"options.target",i),c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"retLogs",i),this._registerIndicator({key:i,params:[e,{target:s,lag:n,retLogs:a}]}),this}mfi(e=14,t={}){const i="mfi";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,params:[e,{lag:s,retLogs:n}]}),this}cmf(e=20,t={}){const i="cmf";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "cmf" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const s=Object.keys(t).find(e=>"lag"!==e);if(s)throw new Error(`Unsupported option "${s}" in "cmf"; only "lag" is available.`);const{lag:n=0}=t;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),this._registerIndicator({key:i,params:[e,{lag:n}]}),this}donchianChannels(e=20,t=0,i={}){const s="donchianChannels";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),c(t,{min:0,max:this.len,allowDecimals:!1},"offset",s),r(i,"options",s);const{lag:n=0,retLogs:a=!1}=i;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,t,{lag:n,retLogs:a}]}),this}volumeOscillator(e=5,t=10,i={}){const s="volumeOscillator";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"fastsize",s),c(t,{min:e,max:this.len,allowDecimals:!1},"slowsize",s),r(i,"options",s);const{lag:n=0,retLogs:a=!1}=i;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"retLogs",s),this._registerIndicator({key:s,order:0,params:[e,t,{lag:n,retLogs:a}]}),this}dateTime(e={}){const t="dateTime";o(this),r(e,"options",t);const{lag:i=0,oneHot:s=!1}=e;c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),l(s,"options.oneHot",t);const n=s?"one_hot_":"",a={[`${n}month`]:12,[`${n}day_of_the_month`]:31,[`${n}day_of_the_week`]:7,[`${n}hour`]:24,[`${n}minute`]:60},h={prefix:n,colKeySizes:a,colKeys:Object.keys(a)};return this._registerIndicator({key:t,order:0,params:[{lag:i,oneHot:s,precompute:h}]}),this}candleFeatures(e={}){let t="candleFeatures";o(this),r(e,"options",t);const{lag:i=0,colKeys:s=[],retLogs:a=!1}=e;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),n(s,"options.colKeys",t),l(a,"retLogs",t),this._registerIndicator({key:t,params:[{lag:i,colKeys:s,retLogs:a}]}),this}}})(),OHLCV_INDICATORS=t.default})();

package/index.js

@@ -510,6 +510,27 @@ export default class OHLCV_INDICATORS {
         return this
     }
 
+    cmf(size = 20, options = {}) {
+        const methodName = 'cmf'
+
+        if(!this.inputTypes.hasOwnProperty('volume')) {
+            throw new Error('If "cmf" is called the input ohlcv must contain valid volume properties.')
+        }
+
+        isAlreadyComputed(this)
+        validateNumber(size, {min: 1, max: this.len, allowDecimals: false}, 'size', methodName)
+        validateObject(options, 'options', methodName)
+
+        const unsupportedOption = Object.keys(options).find(key => key !== 'lag')
+        if (unsupportedOption) throw new Error(`Unsupported option "${unsupportedOption}" in "cmf"; only "lag" is available.`)
+
+        const {lag = 0} = options
+        validateNumber(lag, {min: 0, max: this.len, allowDecimals: false}, 'options.lag', methodName)
+
+        this._registerIndicator({key: methodName, params: [size, {lag}]})
+        return this
+    }
+
     donchianChannels(size = 20, offset = 0, options = {}) {
 
         const methodName = 'donchianChannels'

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.82",
+  "version": "3.5.85",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",

package/src/core-functions/mainLoop.js

@@ -2,6 +2,7 @@ import { areKeyValuesValid } from "./pushToMain.js";
 import { validateInputParams } from "../utilities/validators.js";
 import { rsi } from "../oscillators/rsi.js";
 import { mfi } from "../oscillators/mfi.js";
+import { cmf } from "../oscillators/cmf.js";
 import { stochastic } from "../oscillators/stochastic.js";
 import { movingAverages } from "../moving-averages/movingAverages.js";
 import { heikenAshi } from "../moving-averages/heikenAshi.js";
@@ -31,6 +32,7 @@ const mainFunctions = {
   heikenAshi,
   rsi,
   mfi,
+  cmf,
   stochastic,
   atr,
   adx,

package/src/oscillators/cmf.js

@@ -0,0 +1,78 @@
+import { initializeColumns } from '../core-functions/initializeColumns.js';
+import { validateInputValues } from '../utilities/validators.js';
+
+export const cmf = (main, index, size, options = {}) => {
+    const { verticalOhlcv, instances } = main;
+    const { lag = 0 } = options;
+    const key = `cmf_${size}`;
+
+    if (index === 0) {
+        // CMF is bounded and already centered on zero. A log ratio has no
+        // valid zero reference; a signed log1p changes its magnitudes without
+        // a mathematical need before downstream feature scaling.
+        const unsupportedOption = Object.keys(options).find(name => name !== 'lag');
+        if (unsupportedOption) throw new Error(`Unsupported option "${unsupportedOption}" in "cmf"; only "lag" is available.`);
+
+        validateInputValues({ high: true, low: true, close: true, volume: true }, verticalOhlcv, index, 'cmf');
+        initializeColumns(main, [{ key }], { lag });
+        instances[key] = {
+            moneyFlowVolumes: new Float64Array(size),
+            volumes: new Float64Array(size),
+            next: 0,
+            count: 0
+        };
+    }
+
+    const state = instances[key];
+    const high = verticalOhlcv.high[index];
+    const low = verticalOhlcv.low[index];
+    const close = verticalOhlcv.close[index];
+    const volume = verticalOhlcv.volume[index];
+    const range = high - low;
+
+    let moneyFlowVolume = NaN;
+    let windowVolume = NaN;
+
+    // Invalid or malformed candles occupy a window slot and keep CMF unavailable
+    // until they roll out. A flat candle has a neutral multiplier of zero.
+    if (
+        Number.isFinite(high) && Number.isFinite(low) && Number.isFinite(close) &&
+        Number.isFinite(volume) && volume >= 0 && high >= low &&
+        close >= low && close <= high && Number.isFinite(range)
+    ) {
+        const multiplier = range === 0 ? 0 : ((close - low) - (high - close)) / range;
+        const flow = multiplier * volume;
+        if (Number.isFinite(multiplier) && Number.isFinite(flow)) {
+            moneyFlowVolume = flow;
+            windowVolume = volume;
+        }
+    }
+
+    state.moneyFlowVolumes[state.next] = moneyFlowVolume;
+    state.volumes[state.next] = windowVolume;
+    state.next = (state.next + 1) % size;
+    if (state.count < size) state.count++;
+    if (state.count < size) return;
+
+    // Sum in chronological order and retain only this fixed-size window.
+    let totalMoneyFlowVolume = 0;
+    let totalVolume = 0;
+    let slot = state.next;
+    for (let step = 0; step < size; step++) {
+        const flow = state.moneyFlowVolumes[slot];
+        const candleVolume = state.volumes[slot];
+        if (!Number.isFinite(flow) || !Number.isFinite(candleVolume)) return;
+        totalMoneyFlowVolume += flow;
+        totalVolume += candleVolume;
+        if (++slot === size) slot = 0;
+    }
+
+    // A zero-volume window has no defined ratio. A zero CMF from positive
+    // volume is valid and remains at the neutral center.
+    if (!Number.isFinite(totalMoneyFlowVolume) || !Number.isFinite(totalVolume) || totalVolume === 0) return;
+
+    const value = totalMoneyFlowVolume / totalVolume;
+    if (!Number.isFinite(value)) return;
+
+    main.pushToMain({ index, key, value });
+};

package/src/oscillators/volumeOscillator.js

@@ -43,6 +43,9 @@ export const volumeOscillator = (main, index, fast, slow, {lag, retLogs}) => {
         return;
     }
 
+    // The raw percentage is 100 * (fast / slow - 1). Its log ratio has a
+    // natural neutral reference of fast / slow = 1 and handles both signs
+    // of the resulting oscillator without logging a signed value.
     volumeOscValue = retLogs
         ?  mathLog(fastValue, slowValue)
         : 100 * (fastValue - slowValue) / slowValue

package/src/studies/candleFeatures.js

@@ -18,7 +18,6 @@ export const candleFeatures  = (main, index, {lag, colKeys, retLogs}) => {
         ].map(name => ({ key: `${prefix}${name}` }))
 
         for(const target of colKeys) {
-            validateInputValues({ [target]: true }, verticalOhlcv, index, 'candleFeatures')
 
             if(!verticalOhlcv.hasOwnProperty(target)) {
                 throw new Error(

package/src/studies/findCrosses.js

@@ -138,16 +138,6 @@ export const crossPairs = (main, index, crossPairsList, {oneHot, limit}) => {
 
     if(index === 0)
     {
-        validateInputValues(
-            {
-                ...(fast === 'price' ? { high: true, low: true, close: true } : { [fast]: true }),
-                ...(typeof slow === 'number' ? {} : { [slow]: true })
-            },
-            verticalOhlcv,
-            index,
-            'crossPairs'
-        )
-
         // allow numeric 'slow' as a constant column
         if (typeof slow === 'number') {