'use strict'; import _ from 'underscore'; import NumberUtil from '../utils/number.js'; import ValidateMixin from '../mixin/validate.js'; import SetOptionsMixin from '../mixin/set-options.js'; import HandleGeneratorMixin from '../mixin/handle-generator.js'; /** * @param {object} [options] * @param {number} [optons.periods=10] * @param {number} [options.startIndex] * @param {number} [options.endIndex}] * @param {boolean} [options.sliceOffset=false] * @param {boolean} [options.lazyEvaluation=true] * @param {number} [option.maxTickDuration=10] */ function SMA(options = {}) { if (!new.target) { throw new Error('ERROR: SMA() must be called with new'); } this._options = { periods: 10, startIndex: null, endIndex: null, sliceOffset: false, lazyEvaluation: true, maxTickDuration: 10, }; let m = [SetOptionsMixin, ValidateMixin, HandleGeneratorMixin]; Object.assign(this, ...m); this.setOptions(options); this._collection = []; } SMA.prototype = { setValues(values) { if (!Array.isArray(values)) { throw new Error('ERROR: values param is not an array'); } this._collection = values; }, clear() { this._collection = []; }, calculate() { this._validate(this._collection, this._options); return this._handleGenerator(this._compute()); }, _compute: function* () { let results = []; let { periods, startIndex, endIndex, sliceOffset, lazyEvaluation } = this._options; let convertToResultItem = (price, sma) => { return { price, sma: NumberUtil.roundTo(sma, 2) }; } if (_.isNull(startIndex)) startIndex = 0; if (_.isNull(endIndex)) endIndex = this._collection.length - 1; if (startIndex >= endIndex) { throw new Error('ERROR: startIndex option must be lower than endIndex'); } let cnt = (endIndex + 1) - (startIndex + 1) - periods + 2; if (cnt <= 0) { throw new Error('ERROR: Invalid range length'); } let idx = startIndex; let endRangeIndex = endIndex - periods + 1; if (!sliceOffset) { for (let i = startIndex; i < startIndex + periods - 1; i++) { let resultItem = convertToResultItem(this._collection[i], 0); results.push(resultItem); if (lazyEvaluation) yield resultItem; } } while (idx <= endRangeIndex) { let endPeriodIndex = idx + periods - 1; let avg = this._avg(idx, endPeriodIndex); let resultItem = convertToResultItem(this._collection[endPeriodIndex], avg); results.push(resultItem); if (lazyEvaluation) yield resultItem; idx++; } if (!lazyEvaluation) yield results; }, _avg(startIndex, endIndex) { let sum = 0; let cnt = 0; for (let i = startIndex; i <= endIndex; i++) { sum += this._collection[i]; cnt++; } return (parseFloat(sum) / cnt); } } export default SMA;