93 lines
2.2 KiB
JavaScript
Executable File
93 lines
2.2 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} [options.startIndex]
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* @param {number} [options.endIndex}]
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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 OBV(options = {}) {
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if (!new.target) throw new Error('ERROR: OBV() must be called with new');
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this._options = {
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startIndex: null,
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endIndex: null,
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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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OBV.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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values.forEach((item) => {
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if (_.has(item, 'price') && _.has(item, 'volume')) {
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let { price, volume } = item;
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this._collection.push({ price, volume });
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}
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else throw new Error('ERROR: Invalid value');
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});
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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 result = [];
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let sum = 0;
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let { startIndex, endIndex, lazyEvaluation } = this._options;
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if (!NumberUtil.isNumeric(startIndex)) startIndex = 0;
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if (!NumberUtil.isNumeric(endIndex)) endIndex = this._collection.length - 1;
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let collection = this._collection.slice(startIndex, endIndex + 1);
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for (let i = 0; i < collection.length; i++) {
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let currItem = collection[i];
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let resultItem = {
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obv: 0,
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price: currItem.price,
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};
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if (!i) {
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result.push(resultItem);
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yield resultItem;
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continue;
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}
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let prevItem = collection[i - 1];
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if (prevItem.price > currItem.price) sum -= currItem.volume;
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else if (prevItem.price < currItem.price) sum += currItem.volume;
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resultItem.obv = sum;
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result.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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};
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return result;
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},
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}
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export default OBV;
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