103 lines
2.5 KiB
JavaScript
Executable File
103 lines
2.5 KiB
JavaScript
Executable File
'use strict';
|
|
|
|
import _ from 'underscore';
|
|
import NumberUtil from '../utils/number.js';
|
|
import ValidateMixin from '../mixin/validate.js';
|
|
import SetOptionsMixin from '../mixin/set-options.js';
|
|
import HandleGeneratorMixin from '../mixin/handle-generator.js';
|
|
|
|
/**
|
|
* @param {object} [options]
|
|
* @param {number} [optons.periods=14]
|
|
* @param {number} [options.startIndex]
|
|
* @param {number} [options.endIndex}]
|
|
* @param {boolean} [options.sliceOffset=false]
|
|
* @param {boolean} [options.lazyEvaluation=true]
|
|
* @param {number} [option.maxTickDuration=10]
|
|
*/
|
|
function WMA(options = {}) {
|
|
if (!new.target) throw new Error('ERROR: WMA() must be called with new');
|
|
this._options = {
|
|
startIndex: null,
|
|
endIndex: null,
|
|
periods: 14,
|
|
sliceOffset: false,
|
|
lazyEvaluation: true,
|
|
maxTickDuration: 10,
|
|
};
|
|
let m = [SetOptionsMixin, ValidateMixin, HandleGeneratorMixin];
|
|
Object.assign(this, ...m);
|
|
this.setOptions(options);
|
|
this._collection = [];
|
|
};
|
|
|
|
WMA.prototype = {
|
|
|
|
setValues(values) {
|
|
if (!Array.isArray(values)) {
|
|
throw new Error('ERROR: values param is not an array');
|
|
}
|
|
this._collection = values;
|
|
},
|
|
|
|
clear() {
|
|
this._collection = [];
|
|
},
|
|
|
|
calculate() {
|
|
this._validate(this._collection, this._options);
|
|
return this._handleGenerator(this._compute());
|
|
},
|
|
|
|
_compute: function* () {
|
|
let results = [];
|
|
let weight = this._getWeight();
|
|
|
|
let convertToResultItem = (price, value) => {
|
|
return {
|
|
price,
|
|
wma: NumberUtil.roundTo(value, 2),
|
|
};
|
|
};
|
|
|
|
let { startIndex, endIndex, periods, sliceOffset, lazyEvaluation } = this._options;
|
|
|
|
if (!NumberUtil.isNumeric(startIndex)) startIndex = 0;
|
|
if (!NumberUtil.isNumeric(endIndex)) endIndex = this._collection.length - 1;
|
|
|
|
let resultItem = null;
|
|
|
|
if (!sliceOffset) {
|
|
for (let i = startIndex; i < startIndex + periods - 1; i++) {
|
|
resultItem = convertToResultItem(this._collection[i], 0);
|
|
results.push(resultItem);
|
|
if (lazyEvaluation) yield resultItem;
|
|
}
|
|
}
|
|
|
|
for (let i = startIndex + periods - 1; i <= endIndex; i++) {
|
|
let sum = 0;
|
|
let cnt = 1;
|
|
for (let j = i - periods + 1; j <= i; j++) {
|
|
sum += this._collection[j] * cnt;
|
|
cnt++;
|
|
}
|
|
resultItem = convertToResultItem(this._collection[i], sum / weight);
|
|
results.push(resultItem);
|
|
if (lazyEvaluation) yield resultItem;
|
|
}
|
|
|
|
return results;
|
|
},
|
|
|
|
_getWeight() {
|
|
let weight = 1;
|
|
let cnt = 1;
|
|
while (cnt < this._options.periods) weight += ++cnt;
|
|
return weight;
|
|
}
|
|
|
|
}
|
|
|
|
export default WMA;
|