binary-indicators - npm Package Compare versions

Comparing version 1.2.0 to 1.3.0

Gulpfile.js

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

lib/exponentialMovingAverage.js

@@ -6,26 +6,40 @@ '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;
+
+    return (0, _binaryUtils.sequence)(data.length - periods + 1).map(function (x, i) {
+        return exponentialMovingAverage(data.slice(i, i + periods), config);
+    });
+};
+
+exports.default = exponentialMovingAverage;

package.json

 {
   "name": "binary-indicators",
-  "version": "1.2.0",
+  "version": "1.3.0",
   "description": "Binary.com Indicators",
@@ -5,0 +5,0 @@ "main": "index.js",

README.md

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

src/__tests__/bollingerBands-test.js

@@ -0,0 +0,0 @@ import { expect } from 'chai';

src/__tests__/exponentialMovingAverage-test.js

@@ -5,3 +5,3 @@ import { expect } from 'chai';
 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 });
@@ -11,21 +11,22 @@ expect(result).to.equal(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).to.deep.equal(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).to.deep.equal([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);
@@ -32,0 +33,0 @@ expect(roundedResult).to.deep.equal(ema10days);

src/__tests__/macd-test.js

@@ -0,0 +0,0 @@ import { expect } from 'chai';

src/__tests__/math-test.js

@@ -0,0 +0,0 @@ import { expect } from 'chai';

src/__tests__/relativeStrengthIndex-test.js

@@ -0,0 +0,0 @@ import { expect } from 'chai';

src/__tests__/simpleMovingAverage-test.js

@@ -0,0 +0,0 @@ import { expect } from 'chai';

src/__tests__/trendLine-test.js

@@ -0,0 +0,0 @@ import { expect } from 'chai';

src/bollingerBands.js

@@ -0,0 +0,0 @@ import { sequence } from 'binary-utils';

src/exponentialMovingAverage.js

@@ -1,23 +0,41 @@
-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,
 };
 
-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 } = config;
+    return sequence(data.length - periods + 1)
+        .map((x, i) =>
+            exponentialMovingAverage(data.slice(i, i + periods), config)
+        );
+};
+
+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

@@ -0,0 +0,0 @@ import { sequence } from 'binary-utils';

wallaby.conf.js

@@ -0,0 +0,0 @@ module.exports = wallaby => ({

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Found 1 instance in 1 package

Fixed alerts

Major refactor

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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.

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Improved metrics

Total package byte prevSize

37782

increased by0.54%

Lines of code

680

increased by3.98%

No dependency changes