98 lines
2.5 KiB
JavaScript
Executable File
98 lines
2.5 KiB
JavaScript
Executable File
'use strict';
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import _ from 'underscore';
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import NumberUtil from '../utils/number.js';
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import ValidateMixin from '../mixin/validate.js';
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import SetOptionsMixin from '../mixin/set-options.js';
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import HandleGeneratorMixin from '../mixin/handle-generator.js';
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/**
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* @param {object} [options]
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* @param {number} [optons.periods=20]
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* @param {number} [options.startIndex]
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* @param {number} [options.endIndex}]
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* @param {boolean} [options.sliceOffset=false]
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* @param {boolean} [options.lazyEvaluation=true]
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* @param {number} [option.maxTickDuration=10]
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*/
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function LWMA(options = {}) {
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if (!new.target) throw new Error('ERROR: LWMA() must be called with new');
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this._options = {
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periods: 20,
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startIndex: null,
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endIndex: null,
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sliceOffset: false,
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lazyEvaluation: true,
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maxTickDuration: 10,
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}
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let m = [SetOptionsMixin, ValidateMixin, HandleGeneratorMixin];
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Object.assign(this, ...m);
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this.setOptions(options);
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this._collection = [];
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}
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LWMA.prototype = {
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setValues(values) {
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if (!Array.isArray(values)) {
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throw new Error('ERROR: values param is not an array');
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}
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this._collection = values;
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},
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calculate() {
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this._validate(this._collection, this._options);
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return this._handleGenerator(this._compute());
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},
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_compute: function* () {
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let results = [];
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let { periods, startIndex, endIndex, sliceOffset, lazyEvaluation } = this._options;
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let convertToResultItem = (lwma, price) => {
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return {
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lwma: NumberUtil.roundTo(lwma, 2),
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price,
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};
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};
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if (_.isNull(startIndex)) startIndex = 0;
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if (_.isNull(endIndex)) endIndex = this._collection.length - 1;
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let endRangeIndex = endIndex - periods + 1;
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if (!sliceOffset) {
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for (let i = startIndex; i < startIndex + periods - 1; i++) {
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let resultItem = convertToResultItem(0, this._collection[i]);
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results.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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}
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}
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let itr_i = 0;
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for (let i = startIndex; i <= endRangeIndex; i++) {
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let sum_vals = 0;
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let sum_weight = 0;
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itr_i++;
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let itr_j = 0;
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let lastIdxInPeriod = 0;
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for (let j = i, len = i + periods; j < len; j++) {
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let n = itr_i + itr_j;
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sum_vals += (this._collection[j] * n);
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sum_weight += n;
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itr_j++;
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lastIdxInPeriod = j;
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}
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let resultItem = convertToResultItem(sum_vals / sum_weight, this._collection[lastIdxInPeriod]);
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results.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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};
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return results;
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},
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};
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export default LWMA;
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