@arction/lcjs-analysis - npm Package Compare versions

Comparing version 1.0.2 to 1.0.3

dist/lcjs-analysis.es.js

@@ -80,5 +80,7 @@ var simpleMovingAverage = function (xohlcValues, averagingFrameLength) {
     var len = xohlcValues.length;
+    if (len < averagingFrameLength)
+        return [];
     var result = [];
-    var upValues = [];
-    var downValues = [];
+    var gains = [];
+    var losses = [];
     var prevValue;
@@ -90,8 +92,8 @@ for (var i = 0; i < len; i++) {
             if (diff > 0) {
-                upValues[i] = diff;
-                downValues[i] = 0;
+                gains[i] = diff;
+                losses[i] = 0;
             }
             else {
-                downValues[i] = -diff;
-                upValues[i] = 0;
+                losses[i] = -diff;
+                gains[i] = 0;
             }
@@ -101,15 +103,23 @@ }
     }
-    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 });
+    var sum = function (prev, cur) { return prev + cur; };
+    var prevAvgGain = gains
+        .slice(0, averagingFrameLength + 1)
+        .reduce(sum, 0)
+        / averagingFrameLength;
+    var prevAvgLoss = losses
+        .slice(0, averagingFrameLength + 1)
+        .reduce(sum, 0)
+        / averagingFrameLength;
+    var firstRS = prevAvgGain / prevAvgLoss;
+    var firstRSI = 100 - (100 / (1 + firstRS));
+    result.push({ x: xohlcValues[averagingFrameLength][0], y: firstRSI });
+    for (var i = averagingFrameLength + 1; i < len; i++) {
+        var avgGain = (prevAvgGain * (averagingFrameLength - 1) + gains[i]) / averagingFrameLength;
+        var avgLoss = (prevAvgLoss * (averagingFrameLength - 1) + losses[i]) / averagingFrameLength;
+        var smoothedRS = (prevAvgGain * (averagingFrameLength - 1) + gains[i]) /
+            (prevAvgLoss * (averagingFrameLength - 1) + losses[i]);
+        var RSI = 100 - (100 / (1 + smoothedRS));
+        result.push({ x: xohlcValues[i][0], y: RSI });
+        prevAvgGain = avgGain;
+        prevAvgLoss = avgLoss;
     }
@@ -116,0 +126,0 @@ return result;

dist/lcjs-analysis.iife.js

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

dist/lcjs-analysis.js

@@ -84,5 +84,7 @@ 'use strict';
     var len = xohlcValues.length;
+    if (len < averagingFrameLength)
+        return [];
     var result = [];
-    var upValues = [];
-    var downValues = [];
+    var gains = [];
+    var losses = [];
     var prevValue;
@@ -94,8 +96,8 @@ for (var i = 0; i < len; i++) {
             if (diff > 0) {
-                upValues[i] = diff;
-                downValues[i] = 0;
+                gains[i] = diff;
+                losses[i] = 0;
             }
             else {
-                downValues[i] = -diff;
-                upValues[i] = 0;
+                losses[i] = -diff;
+                gains[i] = 0;
             }
@@ -105,15 +107,23 @@ }
     }
-    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 });
+    var sum = function (prev, cur) { return prev + cur; };
+    var prevAvgGain = gains
+        .slice(0, averagingFrameLength + 1)
+        .reduce(sum, 0)
+        / averagingFrameLength;
+    var prevAvgLoss = losses
+        .slice(0, averagingFrameLength + 1)
+        .reduce(sum, 0)
+        / averagingFrameLength;
+    var firstRS = prevAvgGain / prevAvgLoss;
+    var firstRSI = 100 - (100 / (1 + firstRS));
+    result.push({ x: xohlcValues[averagingFrameLength][0], y: firstRSI });
+    for (var i = averagingFrameLength + 1; i < len; i++) {
+        var avgGain = (prevAvgGain * (averagingFrameLength - 1) + gains[i]) / averagingFrameLength;
+        var avgLoss = (prevAvgLoss * (averagingFrameLength - 1) + losses[i]) / averagingFrameLength;
+        var smoothedRS = (prevAvgGain * (averagingFrameLength - 1) + gains[i]) /
+            (prevAvgLoss * (averagingFrameLength - 1) + losses[i]);
+        var RSI = 100 - (100 / (1 + smoothedRS));
+        result.push({ x: xohlcValues[i][0], y: RSI });
+        prevAvgGain = avgGain;
+        prevAvgLoss = avgLoss;
     }
@@ -120,0 +130,0 @@ return result;

package.json

 {
   "name": "@arction/lcjs-analysis",
-  "version": "1.0.2",
+  "version": "1.0.3",
   "description": "A data analysis library.",
@@ -58,6 +58,6 @@ "keywords": [
     "rollup-plugin-typescript2": "^0.22.1",
-    "ts-node": "^8.3.0",
+    "ts-node": "^8.4.1",
     "tslint": "^5.18.0",
     "typedoc": "^0.15.0",
-    "typescript": "^3.5.3"
+    "typescript": "^3.6.3"
   },
@@ -64,0 +64,0 @@ "publishConfig": {

Fixed alerts

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

56116

increased by11.35%

Lines of code

274

increased by7.87%

Number of medium supply chain risk alerts

0

decreased by-100%

No dependency changes