118 lines
3.5 KiB
JavaScript
Executable File
118 lines
3.5 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=12]
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* @param {number} [options.startIndex=0]
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* @param {number} [options.endIndex}]
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* @param {boolean} [options.emaResultsOnly=false]
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* @param {boolean} [option.startWithFirst=false]
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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 EMA(options = {}) {
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if (!new.target) throw new Error('ERROR: EMA() must be called with new');
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this._options = {
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startIndex: 0,
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endIndex: null,
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periods: 12,
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emaResultsOnly: false,
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startWithFirst: false,
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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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EMA.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 firstVal = 0;
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let { startIndex, endIndex, periods, startWithFirst, lazyEvaluation, floating } = this._options;
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let convertToResultItem = (price, ema) => {
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return { price, ema: NumberUtil.roundTo(ema, 2) };
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}
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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 (startWithFirst) {
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firstVal = this._collection[startIndex];
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}
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else {
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firstVal = this._avg(startIndex, startIndex + periods - 1);
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if (!this._options.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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startIndex = startIndex + periods - 1;
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}
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let resultItem = convertToResultItem(this._collection[startIndex], firstVal);
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results.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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let z = 1;
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let multiplier = 2 / (periods + 1);
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for (let i = startIndex + 1; i <= endIndex; i++) {
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let ema = (this._collection[i] * multiplier) + (results[results.length - 1].ema * (1 - multiplier));
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let resultItem = convertToResultItem(this._collection[i], ema);
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results.push(resultItem);
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if (lazyEvaluation) yield resultItem;
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z++;
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}
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if (!lazyEvaluation) {
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if (this._options.emaResultsOnly) return _.pluck(results, 'ema');
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return results;
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}
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},
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_avg(indexStart, indexEnd) {
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if (!_.isNumber(indexStart) || (indexStart >= indexEnd)) throw new Error('Error: Invalid indexStart argument');
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if (!_.isNumber(indexEnd)) throw new Error('Error: Invalid indexEnd argument');
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let coll_len = this._collection.length;
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if (coll_len - 1 < indexStart || coll_len - 1 < indexEnd) throw new Error('Error: Invalid collection length');
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let n = 0;
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for (let i = indexStart; i <= indexEnd; i++) n += this._collection[i];
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return (n / (indexEnd - indexStart + 1));
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}
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}
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export default EMA;
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