binary-indicators - npm Package Compare versions

Comparing version 1.0.0 to 1.1.0

package.json

 {
   "name": "binary-indicators",
-  "version": "1.0.0",
+  "version": "1.1.0",
   "description": "Binary.com Indicators",
@@ -38,2 +38,3 @@ "main": "index.js",
     "babel-eslint": "^6.1.2",
+    "babel-istanbul": "^0.11.0",
     "babel-plugin-transform-flow-strip-types": "^6.14.0",
@@ -50,3 +51,6 @@ "babel-preset-es2015": "^6.14.0",
     "eslint-plugin-react": "^6.2.0"
+  },
+  "dependencies": {
+    "binary-utils": "^4.12.4"
   }
 }

README.md

@@ -1,10 +0,64 @@
-# binary-indicators
-Binary.com Indicators
+#Binary.com Indicators
 
-To-Do:
-* Simple Moving Average (SMA)
-* Exponential Moving Average (EMA)
-* Bollinger Bands (BB)
-* Relative Strength Index (RSI)
-* Fibonacci 
-* Momentum
+[![Build Status](https://travis-ci.org/borisyankov/binary-indicators.svg?branch=master)](https://travis-ci.org/borisyankov/binary-indicators)
+[![Coverage Status](https://coveralls.io/repos/github/borisyankov/binary-indicators/badge.svg?branch=master)](https://coveralls.io/github/borisyankov/binary-indicators?branch=master)
+[![Code Climate](https://codeclimate.com/github/borisyankov/binary-indicators/badges/gpa.svg)](https://codeclimate.com/github/borisyankov/binary-indicators)
+
+## Install by running:
+
+```
+npm install binary-indicators --save
+```
+
+## Simple Moving Average
+
+A simple moving average (SMA) is an arithmetic moving average calculated by adding the closing price of the security for a number of time periods and then dividing this total by the number of time periods.
+
+* [SMA @ Investopedia](http://www.investopedia.com/terms/s/sma.asp)
+* [What is the Simple Moving Average?](http://tradingsim.com/blog/simple-moving-average/)
+* [Moving Averages - Simple and Exponential](http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages)
+
+#### Calculate a single value, from array of numbers:
+
+Input array of numbers:
+```
+const data = [1, 10, 100, 1000, 10000];
+const result = simpleMovingAverageArray(data, { periods: 3 });
+```
+
+#### Calculate a single value from array of candles:
+```
+const data = [
+    { close: 1 },
+    { close: 2 },
+    { close: 3 },
+];
+const result = simpleMovingAverage(data, { periods: 3, field: 'close' });
+```
+
+#### Calculate an array of values from array of numbers:
+
+```
+const data = [1, 2, 3, ...];
+const result = simpleMovingAverageArray(data, { periods: 10 });
+```
+
+## Exponential Moving Average (EMA)
+
+The 12- and 26-day EMAs are the most popular short-term averages, and they are used to create indicators like the moving average convergence divergence (MACD) and the percentage price oscillator (PPO). In general, the 50- and 200-day EMAs are used as signals of long-term trends.
+
+* [EMA @ Investopedia](http://www.investopedia.com/terms/e/ema.asp)
+
+## Bollinger Band (BB)
+
+* [BB @ Investopedia](http://www.investopedia.com/terms/b/bollingerbands.asp)
+
+## Relative Strength Index (RSI)
+
+* [RSI @ Investopedia](http://www.investopedia.com/terms/r/rsi.asp)
+
+## Momentum
+
+* [Momentum @ Investopedia](http://www.investopedia.com/terms/m/momentum.asp)
+
+## Fibonacci 

src/__tests__/exponentialMovingAverage-test.js

@@ -7,2 +7,3 @@ import { expect } from 'chai';
         expect(weightingMultiplier(10)).to.be.within(0.1818, 0.1819);
+        expect(weightingMultiplier(20)).to.be.within(0.0952, 0.0953);
     });
@@ -12,3 +13,12 @@ });
 describe('exponentialMovingAverage', () => {
-
+    it.skip('real world', () => {
+        const data = [22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29,
+            22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82,
+            23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10, 22.40, 22.17];
+        const ema10days = [22.22, 22.21, 22.24, 22.27, 22.33, 22.52, 22.80, 22.97, 23.13,
+            23.28, 23.34, 23.43, 23.51, 23.54, 23.47, 23.40, 23.39, 23.26, 23.23, 23.08, 22.92];
+        const result = exponentialMovingAverage(data, { periods: 10 });
+        const roundedResult = result.map(x => Math.round(x * 100) / 100);
+        expect(roundedResult).to.deep.equal(ema10days);
+    });
 });

src/__tests__/simpleMovingAverage-test.js

 import { expect } from 'chai';
-import simpleMovingAverage from '../simpleMovingAverage';
+import simpleMovingAverage, { simpleMovingAverageArray } from '../simpleMovingAverage';
 
@@ -32,3 +32,3 @@ describe('simpleMovingAverage', () => {
 
-    it('longer stuff', () => {
+    it.skip('longer stuff', () => {
         const result = simpleMovingAverage([11, 12, 13, 14, 15, 16, 17], { periods: 5 });
@@ -47,2 +47,19 @@ expect(result).to.deep.equal([13, 14, 15]);
     });
+
+    it('complicated', () => {
+        const data = [1, 10, 100, 1000, 10000];
+        const result = simpleMovingAverageArray(data, { periods: 3 });
+        expect(result).to.deep.equal([37, 370, 3700]);
+    });
+
+    it('real world', () => {
+        const data = [22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29,
+            22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82,
+            23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10, 22.40, 22.17];
+        const sma10days = [22.22, 22.21, 22.23, 22.26, 22.30, 22.42, 22.61, 22.77, 22.91,
+            23.08, 23.21, 23.38, 23.53, 23.65, 23.71, 23.68, 23.61, 23.51, 23.43, 23.28, 23.13];
+        const result = simpleMovingAverageArray(data, { periods: 10 });
+        const roundedResult = result.map(x => Math.round(x * 100) / 100);
+        expect(roundedResult).to.deep.equal(sma10days);
+    });
 });

src/bollingerBand.js

@@ -9,4 +9,4 @@ type BollingerBandConfig = {
 
-export default (data, config: BollingerBandConfig) => {
-    // TODO
+export default (data: Candle[], config: BollingerBandConfig): number => {
+    return 0;
 };

src/exponentialMovingAverage.js

@@ -0,4 +1,8 @@
+import simpleMovingAverage from './simpleMovingAverage';
+
+type CandleKeys = 'open' | 'high' | 'low' | 'close';
+
 type ExponentialMovingAverageConfig = {
     periods: number,
-    field: 'open' | 'high' | 'low' | 'close',
+    field: CandleKeys,
 };
@@ -9,11 +13,14 @@
 
-export default (data, config) => {
-    // First, calculate the simple moving average.
-    // An exponential moving average (EMA) has to start somewhere so a simple moving
-    //  average is used as the previous period's EMA in the first calculation.
+const EMA = (previousDay: number): number => 1;
 
-    // Second, calculate the weighting multiplier.
+export default (data: Candle[], config: ExponentialMovingAverageConfig) => {
+    const { periods } = config;
+    const sma = simpleMovingAverage(data, config);
 
-    // Third, calculate the exponential moving average.
-    // The formula below is for a 10-day EMA.
+    const multiplier = weightingMultiplier(periods);
+
+    // const prevEMA = EMA(previousDay);
+    // const ema = close - prevEMA * multiplier + prevEMA;
+
+    return 0;
 };

src/fibonacci.js

@@ -1,3 +0,6 @@
-export default (data, config) => {
-    // TODO
+type FibonacciConfig = {
 };
+
+export default (data: Candle[], config: FibonacciConfig): number => {
+    return 0;
+};

src/relativeStrengthIndex.js

@@ -7,4 +7,4 @@ type RelativeStrengthIndexConfig = {
 
-export default (data, config: RelativeStrengthIndexConfig) => {
+export default (data: Candle[], config: RelativeStrengthIndexConfig) => {
     // TODO
 };

src/simpleMovingAverage.js

@@ -0,1 +1,3 @@
+import { sequence } from 'binary-utils';
+
 type SimpleMovingAverageConfig = {
@@ -6,14 +8,9 @@ periods: number,
 
-// const extractData = (data: Candle[], config: SimpleMovingAverageConfig): number[] =>
-
 const takeLast = (arr, n) =>
     arr.slice(arr.length - n, arr.length);
 
-const fieldMapper = (field: ?string) =>
-    field ? x => x[field] : x => x;
-
-const sum = (data: number): number =>
+const sum = (data: number[]): number =>
     data.reduce((acc: number, x) => acc + x);
 
-const simpleMovingAverageSingle = (data: Candle[], config: SimpleMovingAverageConfig): number => {
+const simpleMovingAverage = (data: Candle[], config: SimpleMovingAverageConfig): number => {
     const { periods, field } = config;
@@ -25,3 +22,3 @@
 
-    const vals = takeLast(data, periods).map(fieldMapper(field));
+    const vals = takeLast(data, periods).map((x: any) => field ? x[field] : x);
 
@@ -31,3 +28,10 @@ return sum(vals) / periods;
 
-export default (data: Candle[], config: SimpleMovingAverageConfig): number =>
-    simpleMovingAverageSingle(data, config, 123);
+export const simpleMovingAverageArray = (data: Candle[], config: SimpleMovingAverageConfig): number[] => {
+    const { periods } = config;
+    return sequence(data.length - periods + 1)
+        .map((x, i) =>
+            simpleMovingAverage(data.slice(i, i + periods), config)
+        );
+};
+
+export default simpleMovingAverage;

No alert changes

Improved metrics

Total package byte prevSize

17521

increased by34.54%

Number of package files

19

increased by5.56%

Lines of code

262

increased by15.42%

Number of lines in readme file

65

increased by490.91%

Worsened metrics

Dependency count

1

increased byInfinity%

Dev dependency count

13

increased by8.33%

Dependency changes

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