108 lines
3.0 KiB
JavaScript
Executable File
108 lines
3.0 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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import SMA from './simple-moving-average.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 SMMA(options = {}) {
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if (!new.target) throw new Error('ERROR: SMMA() 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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SMMA.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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clear() {
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this._collection = [];
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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 convertToResultItem = (price, value) => {
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return {
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price: price,
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smma: NumberUtil.roundTo(value, 2),
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};
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};
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let { periods, startIndex, endIndex, sliceOffset, 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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if (!sliceOffset) {
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for (let i = startIndex; i < startIndex + periods - 1; i++) {
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let resultItem = convertToResultItem(this._collection[i], 0);
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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 sma = new SMA({ periods, startIndex, endIndex: startIndex + periods - 1, lazyEvaluation: false, sliceOffset: true });
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sma.setValues(this._collection);
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let smaResults = sma.calculate();
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let smma1 = smaResults[0].sma;
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let resultItem = convertToResultItem(smaResults[0].price, smma1);
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results.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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let price = this._collection[startIndex + periods];
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let smma2 = (smma1 * (periods - 1) + price) / periods;
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resultItem = convertToResultItem(price, smma2);
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results.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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for (let i = startIndex + periods + 1; i <= endIndex; i++) {
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let prevSMMA = results[results.length - 1].smma;
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let prevSum = prevSMMA * periods;
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let currentPrice = this._collection[i];
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let smma = (prevSum - prevSMMA + currentPrice) / periods;
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let resultItem = convertToResultItem(currentPrice, smma);
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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 SMMA;
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