80 lines
2.2 KiB
JavaScript
Executable File
80 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} [optons.periods=14]
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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 ROC(options = {}) {
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if (!new.target) throw new Error('ERROR: ROC() must be called with new');
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this._options = {
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periods: 14,
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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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ROC.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 { startIndex, endIndex, periods, lazyEvaluation, sliceOffset } = 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 resultItem = null;
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for (let i = startIndex; i <= endIndex; i++) {
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let currentPrice = this._collection[i];
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if (i <= startIndex + periods - 1) {
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if (!sliceOffset) {
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resultItem = { roc: 0, price: currentPrice };
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results.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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}
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continue;
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}
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let prevPrice = this._collection[i - periods];
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let roc = ((currentPrice - prevPrice) / prevPrice) * 100;
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resultItem = { roc: NumberUtil.roundTo(roc, 2), price: currentPrice };
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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 ROC;
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