@arction/lcjs-analysis - npm Package Compare versions

Comparing version 1.0.1 to 1.0.2

dist/lcjs-analysis.d.ts

@@ -1,1 +0,1 @@
-export { simpleMovingAverage } from './trading';
+export { simpleMovingAverage, exponentialMovingAverage, bollingerBands, relativeStrengthIndex } from './trading';

dist/lcjs-analysis.es.js

@@ -20,4 +20,99 @@ var simpleMovingAverage = function (xohlcValues, averagingFrameLength) {
 };
+var exponentialMovingAverage = function (xohlcValues, averagingFrameLength) {
+    var len = xohlcValues.length;
+    var result = [];
+    var weighingMultiplier = 2 / (averagingFrameLength + 1);
+    var i;
+    var previousEMASum = 0;
+    for (i = 0; i < averagingFrameLength; i++) {
+        var xohlc = xohlcValues[i];
+        var value = xohlc[4];
+        previousEMASum += value;
+    }
+    var previousEMA = previousEMASum / averagingFrameLength;
+    for (; i < len; i++) {
+        var xohlc = xohlcValues[i];
+        var value = xohlc[4];
+        var ema = value * weighingMultiplier + (previousEMA !== undefined ? previousEMA * (1 - weighingMultiplier) : 0);
+        if (i >= averagingFrameLength - 1) {
+            result.push({ x: xohlc[0], y: ema });
+        }
+        previousEMA = ema;
+    }
+    return result;
+};
+var standardDeviation = function (values) {
+    var len = values.length;
+    var sum = 0;
+    for (var i = 0; i < len; i++) {
+        sum += values[i];
+    }
+    var avg = sum / len;
+    var sumSqDiff = 0;
+    for (var i = 0; i < len; i++) {
+        var value = values[i];
+        sumSqDiff += (value - avg) * (value - avg);
+    }
+    return Math.sqrt(sumSqDiff / len);
+};
+var bollingerBands = function (xohlcValues, averagingFrameLength) {
+    var len = xohlcValues.length;
+    var smaValues = simpleMovingAverage(xohlcValues, averagingFrameLength);
+    var typicalPrices = [];
+    for (var i = 0; i < len; i++) {
+        var xohlc = xohlcValues[i];
+        typicalPrices[i] = (xohlc[4] + xohlc[3] + xohlc[2]) / 3;
+    }
+    var bollingerBands = [];
+    for (var i = averagingFrameLength - 1; i < len; i++) {
+        var valuesForSD = typicalPrices.slice(i - (averagingFrameLength - 1), i + 1);
+        var standardDeviation2 = 2 * standardDeviation(valuesForSD);
+        var sma = smaValues[i - (averagingFrameLength - 1)];
+        bollingerBands.push({
+            position: sma.x,
+            high: sma.y + standardDeviation2,
+            low: sma.y - standardDeviation2
+        });
+    }
+    return bollingerBands;
+};
+var relativeStrengthIndex = function (xohlcValues, averagingFrameLength) {
+    var len = xohlcValues.length;
+    var result = [];
+    var upValues = [];
+    var downValues = [];
+    var prevValue;
+    for (var i = 0; i < len; i++) {
+        var value = xohlcValues[i][4];
+        if (prevValue !== undefined) {
+            var diff = value - prevValue;
+            if (diff > 0) {
+                upValues[i] = diff;
+                downValues[i] = 0;
+            }
+            else {
+                downValues[i] = -diff;
+                upValues[i] = 0;
+            }
+        }
+        prevValue = value;
+    }
+    for (var i = averagingFrameLength - 1; i < len; i++) {
+        var avgUpSum = 0;
+        var avgDownSum = 0;
+        var count = 0;
+        for (var j = i; j > Math.max(i - averagingFrameLength, 0); j--) {
+            avgUpSum += upValues[j];
+            avgDownSum += downValues[j];
+            count++;
+        }
+        var avgUp = avgUpSum / count;
+        var avgDown = avgDownSum / count;
+        var rsi = 100 - (100 / (1 + avgUp / avgDown));
+        result.push({ x: xohlcValues[i][0], y: rsi });
+    }
+    return result;
+};
 
-export { simpleMovingAverage };
+export { bollingerBands, exponentialMovingAverage, relativeStrengthIndex, simpleMovingAverage };
 //# sourceMappingURL=lcjs-analysis.es.js.map

dist/lcjs-analysis.iife.js

@@ -1,1 +0,1 @@
-var lcjsa=function(r){"use strict";return r.simpleMovingAverage=function(r,n){for(var t=r.length,u=[],a=[],f=0,i=0;i<t;i++){var v=r[i],c=v[4];if(f+=c,i>=n-1){var e=f/n;u.push({x:v[0],y:e}),f-=a.shift()}a.push(c)}return u},r}({});
+var lcjsa=function(r){"use strict";var a=function(r,a){for(var v=r.length,o=[],n=[],f=0,t=0;t<v;t++){var i=r[t],u=i[4];if(f+=u,t>=a-1){var c=f/a;o.push({x:i[0],y:c}),f-=n.shift()}n.push(u)}return o},v=function(r){for(var a=r.length,v=0,o=0;o<a;o++)v+=r[o];var n=v/a,f=0;for(o=0;o<a;o++){var t=r[o];f+=(t-n)*(t-n)}return Math.sqrt(f/a)};return r.bollingerBands=function(r,o){for(var n=r.length,f=a(r,o),t=[],i=0;i<n;i++){var u=r[i];t[i]=(u[4]+u[3]+u[2])/3}var c=[];for(i=o-1;i<n;i++){var e=t.slice(i-(o-1),i+1),h=2*v(e),s=f[i-(o-1)];c.push({position:s.x,high:s.y+h,low:s.y-h})}return c},r.exponentialMovingAverage=function(r,a){var v,o=r.length,n=[],f=2/(a+1),t=0;for(v=0;v<a;v++){t+=(u=r[v])[4]}for(var i=t/a;v<o;v++){var u,c=(u=r[v])[4]*f+(void 0!==i?i*(1-f):0);v>=a-1&&n.push({x:u[0],y:c}),i=c}return n},r.relativeStrengthIndex=function(r,a){for(var v,o=r.length,n=[],f=[],t=[],i=0;i<o;i++){var u=r[i][4];if(void 0!==v){var c=u-v;c>0?(f[i]=c,t[i]=0):(t[i]=-c,f[i]=0)}v=u}for(i=a-1;i<o;i++){for(var e=0,h=0,s=0,x=i;x>Math.max(i-a,0);x--)e+=f[x],h+=t[x],s++;var y=100-100/(1+e/s/(h/s));n.push({x:r[i][0],y:y})}return n},r.simpleMovingAverage=a,r}({});

dist/lcjs-analysis.js

@@ -24,4 +24,102 @@ 'use strict';
 };
+var exponentialMovingAverage = function (xohlcValues, averagingFrameLength) {
+    var len = xohlcValues.length;
+    var result = [];
+    var weighingMultiplier = 2 / (averagingFrameLength + 1);
+    var i;
+    var previousEMASum = 0;
+    for (i = 0; i < averagingFrameLength; i++) {
+        var xohlc = xohlcValues[i];
+        var value = xohlc[4];
+        previousEMASum += value;
+    }
+    var previousEMA = previousEMASum / averagingFrameLength;
+    for (; i < len; i++) {
+        var xohlc = xohlcValues[i];
+        var value = xohlc[4];
+        var ema = value * weighingMultiplier + (previousEMA !== undefined ? previousEMA * (1 - weighingMultiplier) : 0);
+        if (i >= averagingFrameLength - 1) {
+            result.push({ x: xohlc[0], y: ema });
+        }
+        previousEMA = ema;
+    }
+    return result;
+};
+var standardDeviation = function (values) {
+    var len = values.length;
+    var sum = 0;
+    for (var i = 0; i < len; i++) {
+        sum += values[i];
+    }
+    var avg = sum / len;
+    var sumSqDiff = 0;
+    for (var i = 0; i < len; i++) {
+        var value = values[i];
+        sumSqDiff += (value - avg) * (value - avg);
+    }
+    return Math.sqrt(sumSqDiff / len);
+};
+var bollingerBands = function (xohlcValues, averagingFrameLength) {
+    var len = xohlcValues.length;
+    var smaValues = simpleMovingAverage(xohlcValues, averagingFrameLength);
+    var typicalPrices = [];
+    for (var i = 0; i < len; i++) {
+        var xohlc = xohlcValues[i];
+        typicalPrices[i] = (xohlc[4] + xohlc[3] + xohlc[2]) / 3;
+    }
+    var bollingerBands = [];
+    for (var i = averagingFrameLength - 1; i < len; i++) {
+        var valuesForSD = typicalPrices.slice(i - (averagingFrameLength - 1), i + 1);
+        var standardDeviation2 = 2 * standardDeviation(valuesForSD);
+        var sma = smaValues[i - (averagingFrameLength - 1)];
+        bollingerBands.push({
+            position: sma.x,
+            high: sma.y + standardDeviation2,
+            low: sma.y - standardDeviation2
+        });
+    }
+    return bollingerBands;
+};
+var relativeStrengthIndex = function (xohlcValues, averagingFrameLength) {
+    var len = xohlcValues.length;
+    var result = [];
+    var upValues = [];
+    var downValues = [];
+    var prevValue;
+    for (var i = 0; i < len; i++) {
+        var value = xohlcValues[i][4];
+        if (prevValue !== undefined) {
+            var diff = value - prevValue;
+            if (diff > 0) {
+                upValues[i] = diff;
+                downValues[i] = 0;
+            }
+            else {
+                downValues[i] = -diff;
+                upValues[i] = 0;
+            }
+        }
+        prevValue = value;
+    }
+    for (var i = averagingFrameLength - 1; i < len; i++) {
+        var avgUpSum = 0;
+        var avgDownSum = 0;
+        var count = 0;
+        for (var j = i; j > Math.max(i - averagingFrameLength, 0); j--) {
+            avgUpSum += upValues[j];
+            avgDownSum += downValues[j];
+            count++;
+        }
+        var avgUp = avgUpSum / count;
+        var avgDown = avgDownSum / count;
+        var rsi = 100 - (100 / (1 + avgUp / avgDown));
+        result.push({ x: xohlcValues[i][0], y: rsi });
+    }
+    return result;
+};
 
+exports.bollingerBands = bollingerBands;
+exports.exponentialMovingAverage = exponentialMovingAverage;
+exports.relativeStrengthIndex = relativeStrengthIndex;
 exports.simpleMovingAverage = simpleMovingAverage;
 //# sourceMappingURL=lcjs-analysis.js.map

package.json

 {
   "name": "@arction/lcjs-analysis",
-  "version": "1.0.1",
+  "version": "1.0.2",
   "description": "A data analysis library.",
@@ -5,0 +5,0 @@ "keywords": [

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Major refactor

Supply chain risk

Package has recently undergone a major refactor. It may be unstable or indicate significant internal changes. Use caution when updating to versions that include significant changes.

Found 1 instance in 1 package

Improved metrics

Total package byte prevSize

50395

61.83%

Lines of code

254

316.39%

Worsened metrics

Number of medium supply chain risk alerts

1

Infinity%

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