binary-indicators - npm Package Compare versions

Comparing version 1.2.0 to 1.2.1

Gulpfile.js

@@ -0,0 +0,0 @@ const gulp = require('gulp');

lib/bollingerBands.js

@@ -26,2 +26,4 @@ 'use strict';
     var stdDevDown = _config$stdDevDown === undefined ? 2 : _config$stdDevDown;
+    var _config$pipSize = config.pipSize;
+    var pipSize = _config$pipSize === undefined ? 2 : _config$pipSize;
 
@@ -34,3 +36,3 @@ var vals = (0, _math.takeLast)(data, periods, field);
 
-    return [middle, upper, lower];
+    return [+middle.toFixed(pipSize), +upper.toFixed(pipSize), +lower.toFixed(pipSize)];
 };
@@ -37,0 +39,0 @@

lib/exponentialMovingAverage.js

@@ -6,26 +6,42 @@ 'use strict';
 });
+exports.exponentialMovingAverageArray = undefined;
 
+var _binaryUtils = require('binary-utils');
+
 var _math = require('./math');
 
-var _simpleMovingAverage = require('./simpleMovingAverage');
+var ema = function ema(vals, periods) {
+    if (vals.length === 1) {
+        return vals[0];
+    }
 
-var _simpleMovingAverage2 = _interopRequireDefault(_simpleMovingAverage);
+    var prev = ema(vals.slice(0, vals.length - 1), periods);
 
-function _interopRequireDefault(obj) { return obj && obj.__esModule ? obj : { default: obj }; }
-
-var EMA = function EMA(previousDay) {
-    return 1;
+    return (vals.slice(-1)[0] - prev) * (0, _math.weightingMultiplier)(periods) + prev;
 };
 
-exports.default = function (data, config) {
+var exponentialMovingAverage = function exponentialMovingAverage(data, config) {
     var periods = config.periods;
+    var field = config.field;
 
-    var sma = (0, _simpleMovingAverage2.default)(data, config);
 
-    var multiplier = (0, _math.weightingMultiplier)(periods);
+    if (data.length < periods) {
+        throw new Error('Periods longer than data length');
+    }
 
-    // const prevEMA = EMA(previousDay);
-    // const ema = close - prevEMA * multiplier + prevEMA;
+    var vals = (0, _math.takeLast)(data, periods, field);
 
-    return 0;
-};
+    return ema(vals, periods);
+};
+
+var exponentialMovingAverageArray = exports.exponentialMovingAverageArray = function exponentialMovingAverageArray(data, config) {
+    var periods = config.periods;
+    var _config$pipSize = config.pipSize;
+    var pipSize = _config$pipSize === undefined ? 2 : _config$pipSize;
+
+    return (0, _binaryUtils.sequence)(data.length - periods + 1).map(function (x, i) {
+        return +exponentialMovingAverage(data.slice(i, i + periods), config).toFixed(pipSize);
+    });
+};
+
+exports.default = exponentialMovingAverage;

lib/simpleMovingAverage.js

@@ -28,5 +28,7 @@ 'use strict';
     var periods = config.periods;
+    var _config$pipSize = config.pipSize;
+    var pipSize = _config$pipSize === undefined ? 2 : _config$pipSize;
 
     return (0, _binaryUtils.sequence)(data.length - periods + 1).map(function (x, i) {
-        return simpleMovingAverage(data.slice(i, i + periods), config);
+        return +simpleMovingAverage(data.slice(i, i + periods), config).toFixed(pipSize);
     });
@@ -33,0 +35,0 @@ };

package.json

 {
   "name": "binary-indicators",
-  "version": "1.2.0",
+  "version": "1.2.1",
   "description": "Binary.com Indicators",
@@ -9,8 +9,8 @@ "main": "index.js",
     "prepublish": "npm run build",
-    "test": "mocha --compilers js:babel-core/register ./src/__tests__/*.js -R progress",
-    "test:coverage": "./node_modules/.bin/babel-node ./node_modules/.bin/babel-istanbul cover ./node_modules/.bin/_mocha -- ./src/__tests__/*.js",
+    "test": "jest",
+    "test:coverage": "jest --coverage",
     "test:coveralls": "npm run test:coverage && cat ./coverage/lcov.info | ./node_modules/coveralls/bin/coveralls.js && rm -rf ./coverage",
     "test:eslint": "eslint src/**/*.js",
     "test:flow": "flow check --all --show-all-errors",
-    "test:watch": "mocha --watch --compilers js:babel-core/register ./src/__tests__/*.js -R progress",
+    "test:watch": "jest --watch",
     "test:full": "npm run test:eslint && npm run test:flow && npm run test:coveralls"
@@ -25,5 +25,3 @@ },
     "presets": [
-      "es2015",
-      "es2016",
-      "es2017"
+      "latest"
     ],
@@ -41,25 +39,21 @@ "sourceMaps": true,
   "devDependencies": {
-    "babel-cli": "^6.14.0",
-    "babel-core": "^6.14.0",
-    "babel-eslint": "^6.1.2",
-    "babel-istanbul": "^0.11.0",
+    "babel-cli": "^6.16.0",
+    "babel-core": "^6.17.0",
+    "babel-eslint": "^7.0.0",
     "babel-plugin-transform-flow-strip-types": "^6.14.0",
-    "babel-preset-es2015": "^6.14.0",
-    "babel-preset-es2016": "^6.11.3",
-    "babel-preset-es2017": "^6.14.0",
-    "chai": "^3.5.0",
-    "coveralls": "^2.11.13",
-    "eslint": "^3.4.0",
-    "eslint-config-airbnb": "^10.0.1",
-    "eslint-plugin-flowtype": "^2.11.4",
-    "eslint-plugin-import": "^1.14.0",
-    "eslint-plugin-jsx-a11y": "^2.2.1",
-    "eslint-plugin-react": "^6.2.0",
+    "babel-preset-latest": "^6.16.0",
+    "coveralls": "^2.11.14",
+    "eslint": "^3.7.1",
+    "eslint-config-airbnb": "^12.0.0",
+    "eslint-plugin-flowtype": "^2.20.0",
+    "eslint-plugin-import": "^2.0.0",
+    "eslint-plugin-jsx-a11y": "^2.2.3",
+    "eslint-plugin-react": "^6.4.0",
     "gulp": "^3.9.1",
     "gulp-babel": "^6.1.2",
-    "mocha": "^3.0.2"
+    "jest-cli": "^16.0.1"
   },
   "dependencies": {
-    "binary-utils": "^4.12.4"
+    "binary-utils": "^4.19.1"
   }
 }

README.md

@@ -0,0 +0,0 @@ #Binary.com Indicators

src/__tests__/bollingerBands-test.js

@@ -1,2 +0,1 @@
-import { expect } from 'chai';
 import bollingerBands, { bollingerBandsArray } from '../bollingerBands';
@@ -13,3 +12,3 @@
         const result = bollingerBands([5], { periods: 1 });
-        expect(result).to.deep.equal([5, 5, 5]);
+        expect(result).toEqual([5, 5, 5]);
     });
@@ -20,3 +19,3 @@
         const roundedResult = roundResult(result);
-        expect(roundedResult).to.deep.equal([2, 3.63, 0.37]);
+        expect(roundedResult).toEqual([2, 3.63, 0.37]);
     });
@@ -32,3 +31,3 @@
         const roundedResult = roundResult(result);
-        expect(roundedResult).to.deep.equal([2, 3.63, 0.37]);
+        expect(roundedResult).toEqual([2, 3.63, 0.37]);
     });
@@ -40,3 +39,3 @@
         const roundedResult = roundResult(result);
-        expect(roundedResult).to.deep.equal([28.65, 29.09, 28.20]);
+        expect(roundedResult).toEqual([28.65, 29.09, 28.20]);
     });
@@ -47,3 +46,3 @@
             bollingerBands([1, 2, 3], { periods: 5 })
-        ).to.throw();
+        ).toThrow();
     });
@@ -60,3 +59,3 @@
         const roundedResult = result.map(x => roundResult(x));
-        expect(roundedResult).to.deep.equal(expected);
+        expect(roundedResult).toEqual(expected);
     });
@@ -88,4 +87,4 @@
 
-        expect(roundedResult).to.deep.equal(wholeBand);
+        expect(roundedResult).toEqual(wholeBand);
     });
 });

src/__tests__/exponentialMovingAverage-test.js

@@ -1,32 +0,32 @@
-import { expect } from 'chai';
 import exponentialMovingAverage, { exponentialMovingAverageArray } from '../exponentialMovingAverage';
 
 describe('exponentialMovingAverage', () => {
-    it.skip('single value with periods of 1 equals the value', () => {
+    it('single value with periods of 1 equals the value', () => {
         const result = exponentialMovingAverage([1], { periods: 1 });
-        expect(result).to.equal(1);
+        expect(result).toEqual(1);
     });
 
-    it.skip('whole data sample', () => {
+    it('whole data sample', () => {
         const result = exponentialMovingAverage([1, 2, 3], { periods: 3 });
         // const roundedResult = roundResult(result);
-        expect(result).to.deep.equal(1);
+        expect(result).toEqual(2.25);
     });
 
-    it.skip('wuut2', () => {
+    it('wuut2', () => {
         const data = [1, 2, 3, 4, 5];
         const result = exponentialMovingAverageArray(data, { periods: 3 });
-        expect(result).to.deep.equal([1, 1.5, 2.25, 3.125, 4.063]);
+        expect(result).toEqual([2.25, 3.25, 4.25]);
     });
 
-    it.skip('real world', () => {
+    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 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 ema10days = [22.25, 22.22, 22.24, 22.28, 22.34, 22.52, 22.81,
+            23.01, 23.13, 23.29, 23.33, 23.45, 23.53, 23.58, 23.61,
+            23.61, 23.52, 23.38, 23.34, 23.13, 22.98];
+        const result = exponentialMovingAverageArray(data, { periods: 10 });
         const roundedResult = result.map(x => Math.round(x * 100) / 100);
-        expect(roundedResult).to.deep.equal(ema10days);
+        expect(roundedResult).toEqual(ema10days);
     });
 });

src/__tests__/macd-test.js

@@ -1,2 +0,1 @@
-import { expect } from 'chai';
 import macd, { macdArray } from '../relativeStrengthIndex';
@@ -7,3 +6,3 @@
         const result = macd([1], { periods: 1 });
-        expect(result).to.equal(1);
+        expect(result).toEqual(1);
     });
@@ -14,3 +13,3 @@
         // const roundedResult = roundResult(result);
-        expect(result).to.deep.equal(1);
+        expect(result).toEqual(1);
     });
@@ -21,3 +20,3 @@
         const result = macd(data, { periods: 3 });
-        expect(result).to.deep.equal([1, 1.5, 2.25, 3.125, 4.063]);
+        expect(result).toEqual([1, 1.5, 2.25, 3.125, 4.063]);
     });
@@ -33,4 +32,4 @@
         const roundedResult = result.map(x => Math.round(x * 100) / 100);
-        expect(roundedResult).to.deep.equal(ema10days);
+        expect(roundedResult).toEqual(ema10days);
     });
 });

src/__tests__/math-test.js

@@ -1,2 +0,1 @@
-import { expect } from 'chai';
 import { mean, stddev, sum, takeLast, weightingMultiplier } from '../math';
@@ -6,33 +5,33 @@
     it('mean', () => {
-        expect(mean([1, 2, 3])).to.equal(2);
-        expect(mean([3, 2, 1])).to.equal(2);
+        expect(mean([1, 2, 3])).toEqual(2);
+        expect(mean([3, 2, 1])).toEqual(2);
     });
 
     it('stddev', () => {
-        expect(stddev([1])).to.equal(0);
-        expect(stddev([1, 2, 3])).to.be.within(0.8164, 0.8165);
-        expect(stddev([3, 2, 1])).to.be.within(0.8164, 0.8165);
+        expect(stddev([1])).toEqual(0);
+        expect(stddev([1, 2, 3])).toBeCloseTo(0.8165);
+        expect(stddev([3, 2, 1])).toBeCloseTo(0.8165);
 
         const data20 = [91.80, 92.66, 92.68, 92.30, 92.77, 92.54, 92.95, 93.20, 91.07,
             89.83, 89.74, 90.40, 90.74, 88.02, 88.09, 88.84, 90.78, 90.54, 91.39, 90.65];
-        expect(stddev(data20)).to.be.within(1.54, 1.55);
+        expect(stddev(data20)).toBeCloseTo(1.55);
     });
 
     it('sum', () => {
-        expect(sum([1, 2, 3])).to.equal(6);
-        expect(sum([3, 2, 1])).to.equal(6);
-        expect(sum([-10, 10, 0])).to.equal(0);
+        expect(sum([1, 2, 3])).toEqual(6);
+        expect(sum([3, 2, 1])).toEqual(6);
+        expect(sum([-10, 10, 0])).toEqual(0);
     });
 
     it('takeLast', () => {
-        expect(takeLast([1], 1)).to.deep.equal([1]);
-        expect(takeLast([1, 2, 3], 2)).to.deep.equal([2, 3]);
-        expect(takeLast([1, 2, 3], 5)).to.deep.equal([1, 2, 3]);
-        expect(takeLast([{ close: 123 }], 1, 'close')).to.deep.equal([123]);
+        expect(takeLast([1], 1)).toEqual([1]);
+        expect(takeLast([1, 2, 3], 2)).toEqual([2, 3]);
+        expect(takeLast([1, 2, 3], 5)).toEqual([1, 2, 3]);
+        expect(takeLast([{ close: 123 }], 1, 'close')).toEqual([123]);
     });
 
     it('weightingMultiplier', () => {
-        expect(weightingMultiplier(10)).to.be.within(0.1818, 0.1819);
-        expect(weightingMultiplier(20)).to.be.within(0.0952, 0.0953);
+        expect(weightingMultiplier(10)).toBeCloseTo(0.1818);
+        expect(weightingMultiplier(20)).toBeCloseTo(0.0952);
     });
 });

src/__tests__/relativeStrengthIndex-test.js

@@ -1,2 +0,1 @@
-import { expect } from 'chai';
 import relativeStrengthIndex, { relativeStrengthIndexArray } from '../relativeStrengthIndex';
@@ -7,3 +6,3 @@
         const result = relativeStrengthIndex([1], { periods: 1 });
-        expect(result).to.equal(1);
+        expect(result).toEqual(1);
     });
@@ -14,3 +13,3 @@
         // const roundedResult = roundResult(result);
-        expect(result).to.deep.equal(1);
+        expect(result).toEqual(1);
     });
@@ -21,3 +20,3 @@
         const result = relativeStrengthIndex(data, { periods: 3 });
-        expect(result).to.deep.equal([1, 1.5, 2.25, 3.125, 4.063]);
+        expect(result).toEqual([1, 1.5, 2.25, 3.125, 4.063]);
     });
@@ -33,4 +32,4 @@
         const roundedResult = result.map(x => Math.round(x * 100) / 100);
-        expect(roundedResult).to.deep.equal(ema10days);
+        expect(roundedResult).toEqual(ema10days);
     });
 });

src/__tests__/simpleMovingAverage-test.js

@@ -1,2 +0,1 @@
-import { expect } from 'chai';
 import simpleMovingAverage, { simpleMovingAverageArray } from '../simpleMovingAverage';
@@ -7,3 +6,3 @@
         const result = simpleMovingAverage([1], { periods: 1 });
-        expect(result).to.equal(1);
+        expect(result).toEqual(1);
     });
@@ -13,3 +12,3 @@
         const result = simpleMovingAverage([1, 2, 3], { periods: 3 });
-        expect(result).to.equal(2);
+        expect(result).toEqual(2);
     });
@@ -20,3 +19,3 @@
         const result = simpleMovingAverage(data, { periods: 5 });
-        expect(result).to.be.within(28.64, 28.65);
+        expect(result).toBeCloseTo(28.65);
     });
@@ -27,3 +26,3 @@
             simpleMovingAverage([1, 2, 3], { periods: 5 })
-        ).to.throw();
+        ).toThrow();
     });
@@ -33,3 +32,3 @@
         const result = simpleMovingAverage([1, 2, 3, 4, 5], { periods: 3 });
-        expect(result).to.deep.equal(4);
+        expect(result).toEqual(4);
     });
@@ -39,3 +38,3 @@
         const result = simpleMovingAverage([11, 12, 13, 14, 15, 16, 17], { periods: 5 });
-        expect(result).to.deep.equal([13, 14, 15]);
+        expect(result).toEqual([13, 14, 15]);
     });
@@ -50,3 +49,3 @@
         const result = simpleMovingAverage(data, { periods: 3, field: 'close' });
-        expect(result).to.equal(2);
+        expect(result).toEqual(2);
     });
@@ -57,3 +56,3 @@
         const result = simpleMovingAverageArray(data, { periods: 3 });
-        expect(result).to.deep.equal([37, 370, 3700]);
+        expect(result).toEqual([37, 370, 3700]);
     });
@@ -66,7 +65,7 @@
         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];
+            23.08, 23.21, 23.38, 23.52, 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);
+        expect(roundedResult).toEqual(sma10days);
     });
 });

src/__tests__/trendLine-test.js

@@ -1,2 +0,1 @@
-import { expect } from 'chai';
 import linearTrendline, { linear } from '../linearTrendline';
@@ -7,3 +6,3 @@
         const result = linearTrendline([[1, 3], [2, 5], [3, 6.5]]);
-        expect(result).to.deep.equal([[0, 0], [0, 0]]);
+        expect(result).toEqual([[0, 0], [0, 0]]);
     });
@@ -13,3 +12,3 @@
         const result = linear([], []);
-        expect(result).to.deep.equal([[0, 0], [0, 0]]);
+        expect(result).toEqual([[0, 0], [0, 0]]);
     });
@@ -19,3 +18,3 @@
         const result = linear([1], [1]);
-        expect(result).to.deep.equal([[1, 1], [1, NaN]]);
+        expect(result).toEqual([[1, 1], [1, NaN]]);
     });
@@ -25,3 +24,3 @@
         const result = linear([1, 2, 3], [1, 2, 3]);
-        expect(result).to.deep.equal([[1, 1], [3, 3]]);
+        expect(result).toEqual([[1, 1], [3, 3]]);
     });
@@ -31,3 +30,3 @@
         const result = linear([3, 5, 6.5], [1, 2, 3]);
-        expect(result).to.deep.equal([[3, 1], [6.5, 2.9459459459459456]]);
+        expect(result).toEqual([[3, 1], [6.5, 2.9459459459459456]]);
     });
@@ -37,4 +36,4 @@
         const result = linear([5, 1, 3], [1, 2, 3]);
-        expect(result).to.deep.equal([[5, 1], [3, 2]]);
+        expect(result).toEqual([[5, 1], [3, 2]]);
     });
 });

src/bollingerBands.js

@@ -14,2 +14,3 @@ import { sequence } from 'binary-utils';
     stdDevDown: number,
+    pipSize: number,
 };
@@ -20,3 +21,3 @@
 const bollingerBands = (data: Candle[], config: BollingerBandConfig): BollingerBandEntry => {
-    const { periods = 20, field, stdDevUp = 2, stdDevDown = 2 } = config;
+    const { periods = 20, field, stdDevUp = 2, stdDevDown = 2, pipSize = 2 } = config;
     const vals = takeLast(data, periods, field);
@@ -28,3 +29,7 @@ const middle = simpleMovingAverage(vals, { periods });
 
-    return [middle, upper, lower];
+    return [
+        +(middle.toFixed(pipSize)),
+        +(upper.toFixed(pipSize)),
+        +(lower.toFixed(pipSize)),
+    ];
 };
@@ -31,0 +36,0 @@

src/exponentialMovingAverage.js

@@ -1,23 +0,42 @@
-import { weightingMultiplier } from './math';
-import simpleMovingAverage from './simpleMovingAverage';
+import { sequence } from 'binary-utils';
+import { takeLast, weightingMultiplier } from './math';
 
-type CandleKeys = 'open' | 'high' | 'low' | 'close';
+type CandleField = 'open' | 'high' | 'low' | 'close';
 
 type ExponentialMovingAverageConfig = {
     periods: number,
-    field?: CandleKeys,
+    field?: CandleField,
+    pipSize?: number,
 };
 
-const EMA = (previousDay: number): number => 1;
+const ema = (vals: [], periods: number) => {
+    if (vals.length === 1) {
+      return vals[0];
+    }
 
-export default (data: Candle[], config: ExponentialMovingAverageConfig) => {
-    const { periods } = config;
-    const sma = simpleMovingAverage(data, config);
+    const prev = ema(vals.slice(0, vals.length - 1), periods);
 
-    const multiplier = weightingMultiplier(periods);
+    return (vals.slice(-1)[0] - prev) * weightingMultiplier(periods) + prev;
+};
 
-    // const prevEMA = EMA(previousDay);
-    // const ema = close - prevEMA * multiplier + prevEMA;
+const exponentialMovingAverage = (data: Candle[], config: ExponentialMovingAverageConfig): number => {
+    const { periods, field } = config;
 
-    return 0;
+    if (data.length < periods) {
+        throw new Error('Periods longer than data length');
+    }
+
+    const vals = takeLast(data, periods, field);
+
+    return ema(vals, periods);
 };
+
+export const exponentialMovingAverageArray = (data: Candle[], config: ExponentialMovingAverageConfig): number[] => {
+    const { periods, pipSize = 2 } = config;
+    return sequence(data.length - periods + 1)
+        .map((x, i) =>
+            +(exponentialMovingAverage(data.slice(i, i + periods), config).toFixed(pipSize))
+        );
+};
+
+export default exponentialMovingAverage;

src/linearTrendline.js

@@ -0,0 +0,0 @@ const sum = (arr: number[], valFunc) =>

src/macd.js

@@ -0,0 +0,0 @@ type MomentumConfig = {

src/math.js

@@ -0,0 +0,0 @@ export const takeLast = (arr: any[], n: number, field?: string): any[] =>

src/relativeStrengthIndex.js

@@ -0,0 +0,0 @@ type RelativeStrengthIndexConfig = {

src/simpleMovingAverage.js

@@ -9,2 +9,3 @@ import { sequence } from 'binary-utils';
     field?: CandleField,
+    pipSize?: number,
 };
@@ -25,6 +26,6 @@
 export const simpleMovingAverageArray = (data: Candle[], config: SimpleMovingAverageConfig): number[] => {
-    const { periods } = config;
+    const { periods, pipSize = 2 } = config;
     return sequence(data.length - periods + 1)
         .map((x, i) =>
-            simpleMovingAverage(data.slice(i, i + periods), config)
+            +(simpleMovingAverage(data.slice(i, i + periods), config).toFixed(pipSize))
         );
@@ -31,0 +32,0 @@ };

wallaby.conf.js

@@ -15,9 +15,7 @@ module.exports = wallaby => ({
     },
-    testFramework: 'mocha',
+    testFramework: 'jest',
     compilers: {
         '**/*.js': wallaby.compilers.babel({
             presets: [
-                'es2015',
-                'es2016',
-                'es2017',
+                'latest',
             ],
@@ -24,0 +22,0 @@ }),

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

180192

increased by379.5%

Dev dependency count

15

decreased by-21.05%

Number of package files

32

increased by3.23%

Lines of code

684

increased by4.59%

Number of medium supply chain risk alerts

0

decreased by-100%

Dependency changes

• Updatedbinary-utils@^4.19.1