ta-crypto 0.1.5 → 0.3.0

package/dist/stateful.js

@@ -0,0 +1,142 @@
+export function createSMA(period = 14) {
+    if (period <= 0) {
+        throw new Error("period must be > 0");
+    }
+    const window = [];
+    let sum = 0;
+    return {
+        next(value) {
+            if (!Number.isFinite(value)) {
+                throw new Error("value must be a finite number");
+            }
+            window.push(value);
+            sum += value;
+            if (window.length < period) {
+                return null;
+            }
+            if (window.length > period) {
+                sum -= window.shift();
+            }
+            return sum / period;
+        },
+        reset() {
+            window.length = 0;
+            sum = 0;
+        }
+    };
+}
+export function createEMA(period = 14) {
+    if (period <= 0) {
+        throw new Error("period must be > 0");
+    }
+    const k = 2 / (period + 1);
+    let seedSum = 0;
+    let seedCount = 0;
+    let prev = null;
+    return {
+        next(value) {
+            if (!Number.isFinite(value)) {
+                throw new Error("value must be a finite number");
+            }
+            if (prev === null) {
+                seedSum += value;
+                seedCount += 1;
+                if (seedCount < period) {
+                    return null;
+                }
+                prev = seedSum / period;
+                return prev;
+            }
+            prev = (value - prev) * k + prev;
+            return prev;
+        },
+        reset() {
+            seedSum = 0;
+            seedCount = 0;
+            prev = null;
+        }
+    };
+}
+export function createRSI(period = 14) {
+    if (period <= 0) {
+        throw new Error("period must be > 0");
+    }
+    let prevPrice = null;
+    let avgGain = 0;
+    let avgLoss = 0;
+    let seedGain = 0;
+    let seedLoss = 0;
+    let seedCount = 0;
+    let count = 0;
+    return {
+        next(price) {
+            if (!Number.isFinite(price)) {
+                throw new Error("price must be a finite number");
+            }
+            count += 1;
+            if (prevPrice === null) {
+                prevPrice = price;
+                return null;
+            }
+            const diff = price - prevPrice;
+            prevPrice = price;
+            const gain = diff > 0 ? diff : 0;
+            const loss = diff < 0 ? -diff : 0;
+            if (seedCount < period) {
+                seedGain += gain;
+                seedLoss += loss;
+                seedCount += 1;
+                if (seedCount < period)
+                    return null;
+                avgGain = seedGain / period;
+                avgLoss = seedLoss / period;
+            }
+            else {
+                avgGain = (avgGain * (period - 1) + gain) / period;
+                avgLoss = (avgLoss * (period - 1) + loss) / period;
+            }
+            if (count < period + 1)
+                return null;
+            if (avgLoss === 0)
+                return 100;
+            const rs = avgGain / avgLoss;
+            return 100 - 100 / (1 + rs);
+        },
+        reset() {
+            prevPrice = null;
+            avgGain = 0;
+            avgLoss = 0;
+            seedGain = 0;
+            seedLoss = 0;
+            seedCount = 0;
+            count = 0;
+        }
+    };
+}
+export function createVWAPSession() {
+    let cumPV = 0;
+    let cumV = 0;
+    let lastSession;
+    return {
+        next(candle) {
+            const { high, low, close, volume, sessionId } = candle;
+            if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close) || !Number.isFinite(volume)) {
+                throw new Error("high, low, close and volume must be finite numbers");
+            }
+            if (lastSession !== sessionId) {
+                cumPV = 0;
+                cumV = 0;
+                lastSession = sessionId;
+            }
+            const typical = (high + low + close) / 3;
+            cumPV += typical * volume;
+            cumV += volume;
+            return cumV === 0 ? null : cumPV / cumV;
+        },
+        reset() {
+            cumPV = 0;
+            cumV = 0;
+            lastSession = undefined;
+        }
+    };
+}

package/dist/types.d.ts

@@ -1,10 +1,38 @@
 export type NumericSeries = number[];
 export type Series = Array<number | null>;
-export type Candle = {
-    time?: number | string | Date;
+export type TimeValue = number | string | Date;
+export type CandleObject = {
     open: number;
     high: number;
     low: number;
     close: number;
     volume?: number;
+    time?: TimeValue;
 };
+export type CandleAlias = {
+    o: number;
+    h: number;
+    l: number;
+    c: number;
+    v?: number;
+    t?: TimeValue;
+};
+export type Candle = CandleObject | CandleAlias;
+export type OHLCV = {
+    open: number[];
+    high: number[];
+    low: number[];
+    close: number[];
+    volume: number[];
+    time: Array<TimeValue | undefined>;
+};
+export type OHLCVAlias = {
+    o: number[];
+    h: number[];
+    l: number[];
+    c: number[];
+    v?: number[];
+    t?: Array<TimeValue | undefined>;
+};
+export type OHLCVInput = OHLCV | OHLCVAlias;
+export type PriceInput = NumericSeries | Candle[];

package/package.json

@@ -1,55 +1,80 @@
-{
-  "name": "ta-crypto",
-  "version": "0.1.5",
-  "description": "Technical analysis for crypto markets in Node.js",
-  "type": "module",
-  "license": "MIT",
-  "author": "",
-  "exports": {
-    ".": {
-      "types": "./dist/index.d.ts",
-      "import": "./dist/index.js"
-    }
-  },
-  "types": "dist/index.d.ts",
-  "main": "dist/index.js",
-  "files": [
-    "dist",
-    "README.md",
-    "LICENSE"
-  ],
-  "scripts": {
-    "build": "tsc -p tsconfig.json",
-    "clean": "rimraf dist",
-    "prepublishOnly": "npm run clean && npm run build",
-    "release": "node ./scripts/release.js",
-    "release:patch": "npm version patch && npm run release",
-    "release:minor": "npm version minor && npm run release",
-    "release:major": "npm version major && npm run release",
-    "version:patch": "npm version patch",
-    "version:minor": "npm version minor",
-    "version:major": "npm version major",
-    "changelog": "node ./scripts/changelog.js",
-    "test": "node -e \"console.log('no tests yet')\""
-  },
-  "devDependencies": {
-    "rimraf": "^5.0.5",
-    "typescript": "^5.4.5"
-  },
-  "keywords": [
-    "crypto",
-    "bitcoin",
-    "technical-analysis",
-    "indicators",
-    "trading",
-    "ohlcv"
-  ],
-  "repository": {
-    "type": "git",
-    "url": "git+https://github.com/TDamiao/ta-crypto.git"
-  },
-  "bugs": {
-    "url": "https://github.com/TDamiao/ta-crypto/issues"
-  },
-  "homepage": "https://github.com/TDamiao/ta-crypto#readme"
-}
+{
+  "name": "ta-crypto",
+  "version": "0.3.0",
+  "description": "Technical analysis for crypto markets in Node.js",
+  "type": "module",
+  "license": "MIT",
+  "author": "",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js"
+    },
+    "./indicators": {
+      "types": "./dist/indicators.d.ts",
+      "import": "./dist/indicators.js"
+    },
+    "./crypto": {
+      "types": "./dist/crypto.d.ts",
+      "import": "./dist/crypto.js"
+    },
+    "./candles": {
+      "types": "./dist/candles.d.ts",
+      "import": "./dist/candles.js"
+    },
+    "./stateful": {
+      "types": "./dist/stateful.d.ts",
+      "import": "./dist/stateful.js"
+    }
+  },
+  "sideEffects": false,
+  "types": "dist/index.d.ts",
+  "main": "dist/index.js",
+  "files": [
+    "dist",
+    "README.md",
+    "LICENSE"
+  ],
+  "scripts": {
+    "build": "tsc -p tsconfig.json",
+    "clean": "rimraf dist",
+    "prepublishOnly": "npm run clean && npm run build",
+    "release": "node ./scripts/release.js",
+    "release:patch": "npm version patch && npm run release",
+    "release:minor": "npm version minor && npm run release",
+    "release:major": "npm version major && npm run release",
+    "version:patch": "npm version patch",
+    "version:minor": "npm version minor",
+    "version:major": "npm version major",
+    "changelog": "node ./scripts/changelog.js",
+    "generate:golden": "npm run build && node ./scripts/generate-golden.js",
+    "generate:compat": "npm run build && node ./scripts/export-compat-vectors.js",
+    "bench": "npm run build && node ./scripts/bench.js",
+    "test": "npm run build && node --test test/*.test.mjs",
+    "test:golden": "npm run build && node --test test/golden.test.mjs",
+    "test:compat:technicalindicators": "npm run generate:compat && node ./scripts/compare-technicalindicators.js",
+    "test:compat:python": "npm run generate:compat && python ./scripts/compare-python-refs.py",
+    "test:compat": "npm run test:compat:technicalindicators && npm run test:compat:python"
+  },
+  "devDependencies": {
+    "rimraf": "^5.0.5",
+    "technicalindicators": "^3.1.0",
+    "typescript": "^5.4.5"
+  },
+  "keywords": [
+    "crypto",
+    "bitcoin",
+    "technical-analysis",
+    "indicators",
+    "trading",
+    "ohlcv"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/TDamiao/ta-crypto.git"
+  },
+  "bugs": {
+    "url": "https://github.com/TDamiao/ta-crypto/issues"
+  },
+  "homepage": "https://github.com/TDamiao/ta-crypto#readme"
+}