140 lines
3.8 KiB
JavaScript
Executable File
140 lines
3.8 KiB
JavaScript
Executable File
'use strict';
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import SMA from './simple-moving-average.js';
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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.smaPeriods=3]
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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 SO(options = {}) {
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if (!new.target) throw new Error('ERROR: SO() must be called with new');
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this._options = {
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periods: 14,
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smaPeriods: 3,
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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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SO.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 k_results = [];
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let { periods, smaPeriods, 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; i++) {
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let resultItem = { k: 0, d: 0, price: 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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if (startIndex + periods > endIndex) {
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throw new Error('ERROR: Out of Range');
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}
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for (let i = startIndex + periods; i <= endIndex; i++) {
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let currentPrice = this._collection[i];
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let pastRangeStart = i - periods;
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let pastRangeEnd = i - 1;
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let resultLowest = this._findPrice('lowest', pastRangeStart, pastRangeEnd);
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let resultHighest = this._findPrice('highest', pastRangeStart, pastRangeEnd);
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let k = ((currentPrice - resultLowest) / (resultHighest - resultLowest)) * 100;
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k = NumberUtil.roundTo(k, 2);
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let d = 0;
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if (k_results.length > smaPeriods) {
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let smaStartRangeIndex = k_results.length - smaPeriods;
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let smaEndRangeIndex = k_results.length - 1;
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let sma = new SMA({ periods: smaPeriods, lazyEvaluation: false, sliceOffset: true });
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let smaCollection = k_results.slice(smaStartRangeIndex, smaEndRangeIndex + 1);
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sma.setValues(smaCollection);
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let smaResult = sma.calculate();
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if (Array.isArray(smaResult) && smaResult.length == 1) {
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d = NumberUtil.roundTo(smaResult[0].sma, 2);
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}
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else {
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throw new Error('ERROR: calculated SMA value invalid');
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}
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}
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k_results.push(k);
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let resultItem = { k, d, 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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_findPrice(type, startIndex, endIndex) {
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let idx = startIndex;
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let resultPrice = null;
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while (idx <= endIndex) {
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let currentPrice = this._collection[idx];
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if (idx == startIndex) {
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resultPrice = currentPrice;
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idx++;
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continue;
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}
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switch (type) {
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case 'lowest':
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if (currentPrice < resultPrice) resultPrice = currentPrice;
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break;
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case 'highest':
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if (currentPrice > resultPrice) resultPrice = currentPrice;
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break;
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}
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idx++;
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}
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return resultPrice;
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},
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}
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export default SO;
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