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@d3fc/d3fc-technical-indicator

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@d3fc/d3fc-technical-indicator - npm Package Compare versions

Comparing version 7.0.24 to 7.0.25

1026

build/d3fc-technical-indicator.js
(function (global, factory) {
typeof exports === 'object' && typeof module !== 'undefined' ? factory(exports, require('d3-array')) :
typeof define === 'function' && define.amd ? define(['exports', 'd3-array'], factory) :
(factory((global.fc = global.fc || {}),global.d3));
}(this, (function (exports,d3Array) { 'use strict';
typeof exports === 'object' && typeof module !== 'undefined' ? factory(exports, require('d3-array')) :
typeof define === 'function' && define.amd ? define(['exports', 'd3-array'], factory) :
(global = global || self, factory(global.fc = global.fc || {}, global.d3));
}(this, function (exports, d3Array) { 'use strict';
var createReboundMethod = (function (target, source, name) {
var method = source[name];
if (typeof method !== 'function') {
throw new Error('Attempt to rebind ' + name + ' which isn\'t a function on the source object');
}
return function () {
for (var _len = arguments.length, args = Array(_len), _key = 0; _key < _len; _key++) {
args[_key] = arguments[_key];
var createReboundMethod = (function (target, source, name) {
var method = source[name];
if (typeof method !== 'function') {
throw new Error('Attempt to rebind ' + name + ' which isn\'t a function on the source object');
}
return function () {
for (var _len = arguments.length, args = Array(_len), _key = 0; _key < _len; _key++) {
args[_key] = arguments[_key];
}
var value = method.apply(source, args);
return value === source ? target : value;
};
});
var value = method.apply(source, args);
return value === source ? target : value;
};
});
var rebind = (function (target, source) {
for (var _len = arguments.length, names = Array(_len > 2 ? _len - 2 : 0), _key = 2; _key < _len; _key++) {
names[_key - 2] = arguments[_key];
}
var rebind = (function (target, source) {
for (var _len = arguments.length, names = Array(_len > 2 ? _len - 2 : 0), _key = 2; _key < _len; _key++) {
names[_key - 2] = arguments[_key];
}
var _iteratorNormalCompletion = true;
var _didIteratorError = false;
var _iteratorError = undefined;
var _iteratorNormalCompletion = true;
var _didIteratorError = false;
var _iteratorError = undefined;
try {
for (var _iterator = names[Symbol.iterator](), _step; !(_iteratorNormalCompletion = (_step = _iterator.next()).done); _iteratorNormalCompletion = true) {
var name = _step.value;
try {
for (var _iterator = names[Symbol.iterator](), _step; !(_iteratorNormalCompletion = (_step = _iterator.next()).done); _iteratorNormalCompletion = true) {
var name = _step.value;
target[name] = createReboundMethod(target, source, name);
}
} catch (err) {
_didIteratorError = true;
_iteratorError = err;
} finally {
try {
if (!_iteratorNormalCompletion && _iterator.return) {
_iterator.return();
target[name] = createReboundMethod(target, source, name);
}
} catch (err) {
_didIteratorError = true;
_iteratorError = err;
} finally {
if (_didIteratorError) {
throw _iteratorError;
try {
if (!_iteratorNormalCompletion && _iterator.return) {
_iterator.return();
}
} finally {
if (_didIteratorError) {
throw _iteratorError;
}
}
}
}
return target;
});
return target;
});
var createTransform = function createTransform(transforms) {
return function (name) {
return transforms.reduce(function (name, fn) {
return name && fn(name);
}, name);
var createTransform = function createTransform(transforms) {
return function (name) {
return transforms.reduce(function (name, fn) {
return name && fn(name);
}, name);
};
};
};
var rebindAll = (function (target, source) {
for (var _len = arguments.length, transforms = Array(_len > 2 ? _len - 2 : 0), _key = 2; _key < _len; _key++) {
transforms[_key - 2] = arguments[_key];
}
var rebindAll = (function (target, source) {
for (var _len = arguments.length, transforms = Array(_len > 2 ? _len - 2 : 0), _key = 2; _key < _len; _key++) {
transforms[_key - 2] = arguments[_key];
}
var transform = createTransform(transforms);
var _iteratorNormalCompletion = true;
var _didIteratorError = false;
var _iteratorError = undefined;
var transform = createTransform(transforms);
var _iteratorNormalCompletion = true;
var _didIteratorError = false;
var _iteratorError = undefined;
try {
for (var _iterator = Object.keys(source)[Symbol.iterator](), _step; !(_iteratorNormalCompletion = (_step = _iterator.next()).done); _iteratorNormalCompletion = true) {
var name = _step.value;
try {
for (var _iterator = Object.keys(source)[Symbol.iterator](), _step; !(_iteratorNormalCompletion = (_step = _iterator.next()).done); _iteratorNormalCompletion = true) {
var name = _step.value;
var result = transform(name);
if (result) {
target[result] = createReboundMethod(target, source, name);
var result = transform(name);
if (result) {
target[result] = createReboundMethod(target, source, name);
}
}
}
} catch (err) {
_didIteratorError = true;
_iteratorError = err;
} finally {
try {
if (!_iteratorNormalCompletion && _iterator.return) {
_iterator.return();
}
} catch (err) {
_didIteratorError = true;
_iteratorError = err;
} finally {
if (_didIteratorError) {
throw _iteratorError;
try {
if (!_iteratorNormalCompletion && _iterator.return) {
_iterator.return();
}
} finally {
if (_didIteratorError) {
throw _iteratorError;
}
}
}
}
return target;
});
return target;
});
var includeMap = (function (mappings) {
return function (name) {
return mappings[name];
};
});
var includeMap = (function (mappings) {
return function (name) {
return mappings[name];
};
});
function identity(d) {
return d;
}
function noop(d) {}
function identity(d) {
return d;
}
function noop(d) {}
function functor(v) {
return typeof v === 'function' ? v : function () {
return v;
};
}
function convertNaN(value) {
return typeof value === 'number' && isNaN(value) ? undefined : value;
}
function functor(v) {
return typeof v === 'function' ? v : function () {
return v;
};
}
function convertNaN(value) {
return typeof value === 'number' && isNaN(value) ? undefined : value;
}
var _slidingWindow = function () {
function _slidingWindow () {
var period = function period() {
return 10;
};
var accumulator = noop;
var value = identity;
var defined = function defined(d) {
return d != null;
};
var period = function period() {
return 10;
};
var accumulator = noop;
var value = identity;
var defined = function defined(d) {
return d != null;
};
var slidingWindow = function slidingWindow(data) {
var size = period.apply(this, arguments);
var windowData = data.slice(0, size).map(value);
return data.map(function (d, i) {
if (i >= size) {
// Treat windowData as FIFO rolling buffer
windowData.shift();
windowData.push(value(d, i));
var slidingWindow = function slidingWindow(data) {
var size = period.apply(this, arguments);
var windowData = data.slice(0, size).map(value);
return data.map(function (d, i) {
if (i >= size) {
// Treat windowData as FIFO rolling buffer
windowData.shift();
windowData.push(value(d, i));
}
if (i < size - 1 || windowData.some(function (d) {
return !defined(d);
})) {
return accumulator(undefined, i);
}
return accumulator(windowData, i);
});
};
slidingWindow.period = function () {
if (!arguments.length) {
return period;
}
if (i < size - 1 || windowData.some(function (d) {
return !defined(d);
})) {
return accumulator(undefined, i);
period = functor(arguments.length <= 0 ? undefined : arguments[0]);
return slidingWindow;
};
slidingWindow.accumulator = function () {
if (!arguments.length) {
return accumulator;
}
return accumulator(windowData, i);
});
};
accumulator = arguments.length <= 0 ? undefined : arguments[0];
return slidingWindow;
};
slidingWindow.defined = function () {
if (!arguments.length) {
return defined;
}
defined = arguments.length <= 0 ? undefined : arguments[0];
return slidingWindow;
};
slidingWindow.value = function () {
if (!arguments.length) {
return value;
}
value = arguments.length <= 0 ? undefined : arguments[0];
return slidingWindow;
};
slidingWindow.period = function () {
if (!arguments.length) {
return period;
}
period = functor(arguments.length <= 0 ? undefined : arguments[0]);
return slidingWindow;
};
slidingWindow.accumulator = function () {
if (!arguments.length) {
return accumulator;
}
accumulator = arguments.length <= 0 ? undefined : arguments[0];
return slidingWindow;
};
slidingWindow.defined = function () {
if (!arguments.length) {
return defined;
}
defined = arguments.length <= 0 ? undefined : arguments[0];
return slidingWindow;
};
slidingWindow.value = function () {
if (!arguments.length) {
return value;
}
value = arguments.length <= 0 ? undefined : arguments[0];
return slidingWindow;
};
}
return slidingWindow;
};
function bollingerBands () {
var bollingerBands = function () {
var multiplier = 2;
var multiplier = 2;
var slidingWindow = _slidingWindow().accumulator(function (values) {
var stdDev = values && d3Array.deviation(values);
var average = values && d3Array.mean(values);
return {
average: average,
upper: convertNaN(average + multiplier * stdDev),
lower: convertNaN(average - multiplier * stdDev)
};
});
var slidingWindow = _slidingWindow().accumulator(function (values) {
var stdDev = values && d3Array.deviation(values);
var average = values && d3Array.mean(values);
return {
average: average,
upper: convertNaN(average + multiplier * stdDev),
lower: convertNaN(average - multiplier * stdDev)
var bollingerBands = function bollingerBands(data) {
return slidingWindow(data);
};
});
var bollingerBands = function bollingerBands(data) {
return slidingWindow(data);
};
bollingerBands.multiplier = function () {
if (!arguments.length) {
return multiplier;
}
multiplier = arguments.length <= 0 ? undefined : arguments[0];
return bollingerBands;
};
bollingerBands.multiplier = function () {
if (!arguments.length) {
return multiplier;
}
multiplier = arguments.length <= 0 ? undefined : arguments[0];
rebind(bollingerBands, slidingWindow, 'period', 'value');
return bollingerBands;
};
}
rebind(bollingerBands, slidingWindow, 'period', 'value');
function exponentialMovingAverage () {
return bollingerBands;
};
var value = identity;
var period = function period() {
return 9;
};
var exponentialMovingAverage = function () {
var value = identity;
var period = function period() {
return 9;
};
var initialMovingAverageAccumulator = function initialMovingAverageAccumulator(period) {
var values = [];
return function (value) {
var movingAverage = void 0;
if (values.length < period) {
if (value != null) {
values.push(value);
var initialMovingAverageAccumulator = function initialMovingAverageAccumulator(period) {
var values = [];
return function (value) {
var movingAverage = void 0;
if (values.length < period) {
if (value != null) {
values.push(value);
} else {
values = [];
}
}
if (values.length >= period) {
movingAverage = d3Array.mean(values);
}
return movingAverage;
};
};
var exponentialMovingAverage = function exponentialMovingAverage(data) {
var size = period.apply(this, arguments);
var alpha = 2 / (size + 1);
var initialAccumulator = initialMovingAverageAccumulator(size);
var ema = void 0;
return data.map(function (d, i) {
var v = value(d, i);
if (ema === undefined) {
ema = initialAccumulator(v);
} else {
values = [];
ema = v * alpha + (1 - alpha) * ema;
}
return convertNaN(ema);
});
};
exponentialMovingAverage.period = function () {
if (!arguments.length) {
return period;
}
if (values.length >= period) {
movingAverage = d3Array.mean(values);
period = functor(arguments.length <= 0 ? undefined : arguments[0]);
return exponentialMovingAverage;
};
exponentialMovingAverage.value = function () {
if (!arguments.length) {
return value;
}
return movingAverage;
value = arguments.length <= 0 ? undefined : arguments[0];
return exponentialMovingAverage;
};
};
var exponentialMovingAverage = function exponentialMovingAverage(data) {
var size = period.apply(this, arguments);
var alpha = 2 / (size + 1);
var initialAccumulator = initialMovingAverageAccumulator(size);
var ema = void 0;
return data.map(function (d, i) {
var v = value(d, i);
if (ema === undefined) {
ema = initialAccumulator(v);
} else {
ema = v * alpha + (1 - alpha) * ema;
}
return convertNaN(ema);
});
};
exponentialMovingAverage.period = function () {
if (!arguments.length) {
return period;
}
period = functor(arguments.length <= 0 ? undefined : arguments[0]);
return exponentialMovingAverage;
};
}
exponentialMovingAverage.value = function () {
if (!arguments.length) {
return value;
}
value = arguments.length <= 0 ? undefined : arguments[0];
return exponentialMovingAverage;
};
function macd () {
return exponentialMovingAverage;
};
var value = identity;
var macd = function () {
var fastEMA = exponentialMovingAverage().period(12);
var slowEMA = exponentialMovingAverage().period(26);
var signalEMA = exponentialMovingAverage().period(9);
var value = identity;
var macd = function macd(data) {
var fastEMA = exponentialMovingAverage().period(12);
var slowEMA = exponentialMovingAverage().period(26);
var signalEMA = exponentialMovingAverage().period(9);
fastEMA.value(value);
slowEMA.value(value);
var macd = function macd(data) {
var diff = d3Array.zip(fastEMA(data), slowEMA(data)).map(function (d) {
return d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined;
});
fastEMA.value(value);
slowEMA.value(value);
var averageDiff = signalEMA(diff);
var diff = d3Array.zip(fastEMA(data), slowEMA(data)).map(function (d) {
return d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined;
});
return d3Array.zip(diff, averageDiff).map(function (d) {
return {
macd: d[0],
signal: d[1],
divergence: d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined
};
});
};
var averageDiff = signalEMA(diff);
macd.value = function () {
if (!arguments.length) {
return value;
}
value = arguments.length <= 0 ? undefined : arguments[0];
return macd;
};
return d3Array.zip(diff, averageDiff).map(function (d) {
return {
macd: d[0],
signal: d[1],
divergence: d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined
};
});
};
rebindAll(macd, fastEMA, includeMap({ 'period': 'fastPeriod' }));
rebindAll(macd, slowEMA, includeMap({ 'period': 'slowPeriod' }));
rebindAll(macd, signalEMA, includeMap({ 'period': 'signalPeriod' }));
macd.value = function () {
if (!arguments.length) {
return value;
}
value = arguments.length <= 0 ? undefined : arguments[0];
return macd;
};
}
rebindAll(macd, fastEMA, includeMap({ 'period': 'fastPeriod' }));
rebindAll(macd, slowEMA, includeMap({ 'period': 'slowPeriod' }));
rebindAll(macd, signalEMA, includeMap({ 'period': 'signalPeriod' }));
var slicedToArray = function () {
function sliceIterator(arr, i) {
var _arr = [];
var _n = true;
var _d = false;
var _e = undefined;
return macd;
};
try {
for (var _i = arr[Symbol.iterator](), _s; !(_n = (_s = _i.next()).done); _n = true) {
_arr.push(_s.value);
var slicedToArray = function () {
function sliceIterator(arr, i) {
var _arr = [];
var _n = true;
var _d = false;
var _e = undefined;
if (i && _arr.length === i) break;
}
} catch (err) {
_d = true;
_e = err;
} finally {
try {
if (!_n && _i["return"]) _i["return"]();
} finally {
if (_d) throw _e;
}
}
try {
for (var _i = arr[Symbol.iterator](), _s; !(_n = (_s = _i.next()).done); _n = true) {
_arr.push(_s.value);
if (i && _arr.length === i) break;
return _arr;
}
} catch (err) {
_d = true;
_e = err;
} finally {
try {
if (!_n && _i["return"]) _i["return"]();
} finally {
if (_d) throw _e;
}
}
return _arr;
}
return function (arr, i) {
if (Array.isArray(arr)) {
return arr;
} else if (Symbol.iterator in Object(arr)) {
return sliceIterator(arr, i);
} else {
throw new TypeError("Invalid attempt to destructure non-iterable instance");
}
};
}();
return function (arr, i) {
if (Array.isArray(arr)) {
return arr;
} else if (Symbol.iterator in Object(arr)) {
return sliceIterator(arr, i);
} else {
throw new TypeError("Invalid attempt to destructure non-iterable instance");
}
};
}();
var toConsumableArray = function (arr) {
if (Array.isArray(arr)) {
for (var i = 0, arr2 = Array(arr.length); i < arr.length; i++) arr2[i] = arr[i];
return arr2;
} else {
return Array.from(arr);
}
};
function relativeStrengthIndex () {
var slidingWindow = _slidingWindow().period(14);
var wildersSmoothing = function wildersSmoothing(values, prevAvg) {
return prevAvg + (values[values.length - 1] - prevAvg) / values.length;
};
var downChange = function downChange(_ref) {
var _ref2 = slicedToArray(_ref, 2),
prevClose = _ref2[0],
close = _ref2[1];
return prevClose < close ? 0 : prevClose - close;
};
var upChange = function upChange(_ref3) {
var _ref4 = slicedToArray(_ref3, 2),
prevClose = _ref4[0],
close = _ref4[1];
return prevClose > close ? 0 : close - prevClose;
};
var updateAverage = function updateAverage(changes, prevAverage) {
return prevAverage !== undefined ? wildersSmoothing(changes, prevAverage) : d3Array.mean(changes);
};
var makeAccumulator = function makeAccumulator() {
var prevClose = void 0;
var downChangesAvg = void 0;
var upChangesAvg = void 0;
return function (closes) {
if (!closes) {
if (prevClose !== undefined) {
prevClose = NaN;
}
return undefined;
}
if (prevClose === undefined) {
prevClose = closes[0];
return undefined;
}
var closePairs = d3Array.pairs([prevClose].concat(toConsumableArray(closes)));
downChangesAvg = updateAverage(closePairs.map(downChange), downChangesAvg);
upChangesAvg = updateAverage(closePairs.map(upChange), upChangesAvg);
var rs = !isNaN(prevClose) ? upChangesAvg / downChangesAvg : NaN;
return convertNaN(100 - 100 / (1 + rs));
};
};
var rsi = function rsi(data) {
var rsiAccumulator = makeAccumulator();
slidingWindow.accumulator(rsiAccumulator);
return slidingWindow(data);
};
rebind(rsi, slidingWindow, 'period', 'value');
return rsi;
}
function movingAverage () {
var slidingWindow = _slidingWindow().accumulator(function (values) {
return values && d3Array.mean(values);
});
var toConsumableArray = function (arr) {
if (Array.isArray(arr)) {
for (var i = 0, arr2 = Array(arr.length); i < arr.length; i++) arr2[i] = arr[i];
var movingAverage = function movingAverage(data) {
return slidingWindow(data);
};
return arr2;
} else {
return Array.from(arr);
}
};
rebind(movingAverage, slidingWindow, 'period', 'value');
var relativeStrengthIndex = function () {
return movingAverage;
}
var slidingWindow = _slidingWindow().period(14);
var wildersSmoothing = function wildersSmoothing(values, prevAvg) {
return prevAvg + (values[values.length - 1] - prevAvg) / values.length;
};
var downChange = function downChange(_ref) {
var _ref2 = slicedToArray(_ref, 2),
prevClose = _ref2[0],
close = _ref2[1];
function stochasticOscillator () {
return prevClose < close ? 0 : prevClose - close;
};
var upChange = function upChange(_ref3) {
var _ref4 = slicedToArray(_ref3, 2),
prevClose = _ref4[0],
close = _ref4[1];
var closeValue = function closeValue(d, i) {
return d.close;
};
var highValue = function highValue(d, i) {
return d.high;
};
var lowValue = function lowValue(d, i) {
return d.low;
};
return prevClose > close ? 0 : close - prevClose;
};
var kWindow = _slidingWindow().period(5).defined(function (d) {
return closeValue(d) != null && highValue(d) != null && lowValue(d) != null;
}).accumulator(function (values) {
var maxHigh = values && d3Array.max(values, highValue);
var minLow = values && d3Array.min(values, lowValue);
var kValue = values && 100 * (closeValue(values[values.length - 1]) - minLow) / (maxHigh - minLow);
return convertNaN(kValue);
});
var updateAverage = function updateAverage(changes, prevAverage) {
return prevAverage !== undefined ? wildersSmoothing(changes, prevAverage) : d3Array.mean(changes);
};
var dWindow = movingAverage().period(3);
var makeAccumulator = function makeAccumulator() {
var prevClose = void 0;
var downChangesAvg = void 0;
var upChangesAvg = void 0;
return function (closes) {
if (!closes) {
if (prevClose !== undefined) {
prevClose = NaN;
}
return undefined;
var stochastic = function stochastic(data) {
var kValues = kWindow(data);
var dValues = dWindow(kValues);
return kValues.map(function (k, i) {
return { k: k, d: dValues[i] };
});
};
stochastic.closeValue = function () {
if (!arguments.length) {
return closeValue;
}
if (prevClose === undefined) {
prevClose = closes[0];
return undefined;
closeValue = arguments.length <= 0 ? undefined : arguments[0];
return stochastic;
};
stochastic.highValue = function () {
if (!arguments.length) {
return highValue;
}
var closePairs = d3Array.pairs([prevClose].concat(toConsumableArray(closes)));
downChangesAvg = updateAverage(closePairs.map(downChange), downChangesAvg);
upChangesAvg = updateAverage(closePairs.map(upChange), upChangesAvg);
var rs = !isNaN(prevClose) ? upChangesAvg / downChangesAvg : NaN;
return convertNaN(100 - 100 / (1 + rs));
highValue = arguments.length <= 0 ? undefined : arguments[0];
return stochastic;
};
};
stochastic.lowValue = function () {
if (!arguments.length) {
return lowValue;
}
lowValue = arguments.length <= 0 ? undefined : arguments[0];
return stochastic;
};
var rsi = function rsi(data) {
var rsiAccumulator = makeAccumulator();
slidingWindow.accumulator(rsiAccumulator);
return slidingWindow(data);
};
rebindAll(stochastic, kWindow, includeMap({ 'period': 'kPeriod' }));
rebindAll(stochastic, dWindow, includeMap({ 'period': 'dPeriod' }));
rebind(rsi, slidingWindow, 'period', 'value');
return rsi;
};
return stochastic;
}
var movingAverage = function () {
function forceIndex () {
var slidingWindow = _slidingWindow().accumulator(function (values) {
return values && d3Array.mean(values);
});
var volumeValue = function volumeValue(d, i) {
return d.volume;
};
var closeValue = function closeValue(d, i) {
return d.close;
};
var movingAverage = function movingAverage(data) {
return slidingWindow(data);
};
var emaComputer = exponentialMovingAverage().period(13);
rebind(movingAverage, slidingWindow, 'period', 'value');
return movingAverage;
};
var stochasticOscillator = function () {
var closeValue = function closeValue(d, i) {
return d.close;
};
var highValue = function highValue(d, i) {
return d.high;
};
var lowValue = function lowValue(d, i) {
return d.low;
};
var kWindow = _slidingWindow().period(5).defined(function (d) {
return closeValue(d) != null && highValue(d) != null && lowValue(d) != null;
}).accumulator(function (values) {
var maxHigh = values && d3Array.max(values, highValue);
var minLow = values && d3Array.min(values, lowValue);
var kValue = values && 100 * (closeValue(values[values.length - 1]) - minLow) / (maxHigh - minLow);
return convertNaN(kValue);
});
var dWindow = movingAverage().period(3);
var stochastic = function stochastic(data) {
var kValues = kWindow(data);
var dValues = dWindow(kValues);
return kValues.map(function (k, i) {
return { k: k, d: dValues[i] };
var slidingWindow = _slidingWindow().period(2).defined(function (d) {
return closeValue(d) != null && volumeValue(d) != null;
}).accumulator(function (values) {
return values && convertNaN((closeValue(values[1]) - closeValue(values[0])) * volumeValue(values[1]));
});
};
stochastic.closeValue = function () {
if (!arguments.length) {
return closeValue;
}
closeValue = arguments.length <= 0 ? undefined : arguments[0];
return stochastic;
};
stochastic.highValue = function () {
if (!arguments.length) {
return highValue;
}
highValue = arguments.length <= 0 ? undefined : arguments[0];
return stochastic;
};
stochastic.lowValue = function () {
if (!arguments.length) {
return lowValue;
}
lowValue = arguments.length <= 0 ? undefined : arguments[0];
return stochastic;
};
var force = function force(data) {
var forceIndex = slidingWindow(data);
return emaComputer(forceIndex);
};
rebindAll(stochastic, kWindow, includeMap({ 'period': 'kPeriod' }));
rebindAll(stochastic, dWindow, includeMap({ 'period': 'dPeriod' }));
force.volumeValue = function () {
if (!arguments.length) {
return volumeValue;
}
volumeValue = arguments.length <= 0 ? undefined : arguments[0];
return force;
};
force.closeValue = function () {
if (!arguments.length) {
return closeValue;
}
closeValue = arguments.length <= 0 ? undefined : arguments[0];
return force;
};
return stochastic;
};
rebind(force, emaComputer, 'period');
var forceIndex = function () {
var volumeValue = function volumeValue(d, i) {
return d.volume;
};
var closeValue = function closeValue(d, i) {
return d.close;
};
var emaComputer = exponentialMovingAverage().period(13);
var slidingWindow = _slidingWindow().period(2).defined(function (d) {
return closeValue(d) != null && volumeValue(d) != null;
}).accumulator(function (values) {
return values && convertNaN((closeValue(values[1]) - closeValue(values[0])) * volumeValue(values[1]));
});
var force = function force(data) {
var forceIndex = slidingWindow(data);
return emaComputer(forceIndex);
};
force.volumeValue = function () {
if (!arguments.length) {
return volumeValue;
}
volumeValue = arguments.length <= 0 ? undefined : arguments[0];
return force;
};
force.closeValue = function () {
if (!arguments.length) {
return closeValue;
}
closeValue = arguments.length <= 0 ? undefined : arguments[0];
return force;
};
}
rebind(force, emaComputer, 'period');
function envelope () {
return force;
};
var factor = 0.1;
var value = identity;
var envelope = function () {
var envelope = function envelope(data) {
return data.map(function (d) {
var lower = convertNaN(value(d) * (1.0 - factor));
var upper = convertNaN(value(d) * (1.0 + factor));
return { lower: lower, upper: upper };
});
};
var factor = 0.1;
var value = identity;
envelope.factor = function () {
if (!arguments.length) {
return factor;
}
factor = arguments.length <= 0 ? undefined : arguments[0];
return envelope;
};
var envelope = function envelope(data) {
return data.map(function (d) {
var lower = convertNaN(value(d) * (1.0 - factor));
var upper = convertNaN(value(d) * (1.0 + factor));
return { lower: lower, upper: upper };
});
};
envelope.value = function () {
if (!arguments.length) {
return value;
}
value = arguments.length <= 0 ? undefined : arguments[0];
return envelope;
};
envelope.factor = function () {
if (!arguments.length) {
return factor;
}
factor = arguments.length <= 0 ? undefined : arguments[0];
return envelope;
};
}
envelope.value = function () {
if (!arguments.length) {
return value;
}
value = arguments.length <= 0 ? undefined : arguments[0];
return envelope;
};
function elderRay () {
return envelope;
};
var closeValue = function closeValue(d, i) {
return d.close;
};
var highValue = function highValue(d, i) {
return d.high;
};
var lowValue = function lowValue(d, i) {
return d.low;
};
var elderRay = function () {
var emaComputer = exponentialMovingAverage().period(13);
var closeValue = function closeValue(d, i) {
return d.close;
};
var highValue = function highValue(d, i) {
return d.high;
};
var lowValue = function lowValue(d, i) {
return d.low;
};
var elderRay = function elderRay(data) {
emaComputer.value(closeValue);
return d3Array.zip(data, emaComputer(data)).map(function (d) {
var bullPower = convertNaN(highValue(d[0]) - d[1]);
var bearPower = convertNaN(lowValue(d[0]) - d[1]);
return { bullPower: bullPower, bearPower: bearPower };
});
};
var emaComputer = exponentialMovingAverage().period(13);
elderRay.closeValue = function () {
if (!arguments.length) {
return closeValue;
}
closeValue = arguments.length <= 0 ? undefined : arguments[0];
return elderRay;
};
var elderRay = function elderRay(data) {
emaComputer.value(closeValue);
return d3Array.zip(data, emaComputer(data)).map(function (d) {
var bullPower = convertNaN(highValue(d[0]) - d[1]);
var bearPower = convertNaN(lowValue(d[0]) - d[1]);
return { bullPower: bullPower, bearPower: bearPower };
});
};
elderRay.highValue = function () {
if (!arguments.length) {
return highValue;
}
highValue = arguments.length <= 0 ? undefined : arguments[0];
return elderRay;
};
elderRay.lowValue = function () {
if (!arguments.length) {
return lowValue;
}
lowValue = arguments.length <= 0 ? undefined : arguments[0];
return elderRay;
};
elderRay.closeValue = function () {
if (!arguments.length) {
return closeValue;
}
closeValue = arguments.length <= 0 ? undefined : arguments[0];
return elderRay;
};
rebind(elderRay, emaComputer, 'period');
elderRay.highValue = function () {
if (!arguments.length) {
return highValue;
}
highValue = arguments.length <= 0 ? undefined : arguments[0];
return elderRay;
};
elderRay.lowValue = function () {
if (!arguments.length) {
return lowValue;
}
lowValue = arguments.length <= 0 ? undefined : arguments[0];
return elderRay;
};
}
rebind(elderRay, emaComputer, 'period');
exports.indicatorBollingerBands = bollingerBands;
exports.indicatorElderRay = elderRay;
exports.indicatorEnvelope = envelope;
exports.indicatorExponentialMovingAverage = exponentialMovingAverage;
exports.indicatorForceIndex = forceIndex;
exports.indicatorMacd = macd;
exports.indicatorMovingAverage = movingAverage;
exports.indicatorRelativeStrengthIndex = relativeStrengthIndex;
exports.indicatorStochasticOscillator = stochasticOscillator;
return elderRay;
};
Object.defineProperty(exports, '__esModule', { value: true });
exports.indicatorBollingerBands = bollingerBands;
exports.indicatorExponentialMovingAverage = exponentialMovingAverage;
exports.indicatorMacd = macd;
exports.indicatorRelativeStrengthIndex = relativeStrengthIndex;
exports.indicatorStochasticOscillator = stochasticOscillator;
exports.indicatorForceIndex = forceIndex;
exports.indicatorEnvelope = envelope;
exports.indicatorElderRay = elderRay;
exports.indicatorMovingAverage = movingAverage;
Object.defineProperty(exports, '__esModule', { value: true });
})));
}));

8

CHANGELOG.md

@@ -6,2 +6,10 @@ # Change Log

<a name="7.0.25"></a>
## [7.0.25](https://github.com/d3fc/d3fc/compare/@d3fc/d3fc-technical-indicator@7.0.24...@d3fc/d3fc-technical-indicator@7.0.25) (2019-08-12)
**Note:** Version bump only for package @d3fc/d3fc-technical-indicator
<a name="7.0.24"></a>

@@ -8,0 +16,0 @@ ## [7.0.24](https://github.com/d3fc/d3fc/compare/@d3fc/d3fc-technical-indicator@7.0.23...@d3fc/d3fc-technical-indicator@7.0.24) (2019-05-28)

22

package.json
{
"name": "@d3fc/d3fc-technical-indicator",
"version": "7.0.24",
"version": "7.0.25",
"description": "Components for calculating technical indicators on data series",

@@ -36,13 +36,13 @@ "license": "MIT",

"scripts": {
"bundle": "d3fc-scripts bundle",
"test": "d3fc-scripts test",
"screenshot": "d3fc-scripts screenshot"
"bundle": "npx rollup -c ../../scripts/rollup.config.js",
"test": "npx jasmine --config=../../scripts/jasmine.json",
"lint": "npx eslint src/**/*.js",
"screenshots": "node ../../scripts/screenshot.js"
},
"devDependencies": {
"@d3fc/d3fc-annotation": "^2.4.1",
"@d3fc/d3fc-extent": "^3.1.4",
"@d3fc/d3fc-random-data": "^3.0.8",
"@d3fc/d3fc-rebind": "^5.0.7",
"@d3fc/d3fc-scripts": "^2.0.5",
"@d3fc/d3fc-series": "^4.0.18",
"@d3fc/d3fc-annotation": "^2.4.2",
"@d3fc/d3fc-extent": "^3.1.5",
"@d3fc/d3fc-random-data": "^3.0.9",
"@d3fc/d3fc-rebind": "^5.0.8",
"@d3fc/d3fc-series": "^4.0.19",
"babel-polyfill": "^6.13.0",

@@ -53,3 +53,3 @@ "d3": "^4.2.5",

"dependencies": {
"@d3fc/d3fc-rebind": "^5.0.7",
"@d3fc/d3fc-rebind": "^5.0.8",
"d3-array": "^1.0.0"

@@ -56,0 +56,0 @@ },

.eslintrc.json
build/d3fc-technical-indicator.min.js
LICENSE
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