technicalindicators - npm Package Compare versions

Comparing version 1.0.15 to 1.0.16

.vscode/launch.json

@@ -5,13 +5,21 @@ {
         {
-            "name": "Run mocha",
+            "name": "Debug",
             "type": "node",
             "request": "launch",
-            "program": "${workspaceRoot}/node_modules/mocha/bin/_mocha",
+            "program": "${workspaceRoot}/debug.js",
             "stopOnEntry": false,
-            "args": ["--compilers", "js:babel-core/register", "--require", "babel-polyfill"],
+            "args": [],
             "cwd": "${workspaceRoot}",
-            "runtimeExecutable": null,
-            "env": { "NODE_ENV": "testing"}
+            "preLaunchTask": null,
+            "runtimeExecutable": "${workspaceRoot}/node_modules/.bin/babel-node",
+            "runtimeArgs": [
+                "--nolazy"
+            ],
+            "env": {
+                "NODE_ENV": "development"
+            },
+            "console": "internalConsole",
+            "sourceMaps": true
         }
     ]
 }

dist/browser.js

@@ -1,3 +0,3 @@
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t=e.open[0],r=e.close[0],n=e.high[0],o=(e.low[0],e.open[1]),i=e.close[1],a=e.high[1],u=(e.low[1],e.open[2]),s=e.close[2],h=e.high[2],l=(e.low[2],a>n&&h>a),c=t<r&&o<i&&u<s,v=r>o&&o<n&&a>u&&u<i;return l&&c&&v}}]),t}(Le),Ke=[new ze,new Fe,new He,new Be,new Ne,new De,new We,new Ge,new Xe],Je=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="Bullish Candlesticks",e}return ne(t,e),re(t,[{key:"hasPattern",value:function(e){return Ke.reduce(function(t,r){var n=r.hasPattern(e);return n&&console.log("Matched pattern ",r.name),t||n},!1)}}]),t}(Le),Qe=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="BearishEngulfingPattern",e.requiredCount=2,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=(e.high[0],e.low[0],e.open[1]),o=e.close[1];e.high[1],e.low[1];return r>t&&t<n&&r<n&&t>o}}]),t}(Le),Ue=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.requiredCount=2,e.name="BearishHarami",e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=(e.low[0],e.open[1]),i=e.close[1],a=e.high[1],u=e.low[1];return t>o&&r<o&&r<i&&t>u&&n>a}}]),t}(Le),Ye=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.requiredCount=2,e.name="BearishHaramiCross",e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=(e.low[0],e.open[1]),i=e.close[1],a=e.high[1],u=e.low[1],s=t>o&&r<o&&r<i&&t>u&&n>a,h=this.approximateEqual(o,i);return s&&h}}]),t}(Le),Ze=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="EveningDojiStar",e.requiredCount=3,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=(e.low[0],e.open[1]),i=e.close[1],a=e.high[1],u=e.low[1],s=e.open[2],h=e.close[2],l=(e.high[2],e.low[2],(t+r)/2),c=r>t,v=(new Te).hasPattern({open:[o],close:[i],high:[a],low:[u]}),p=s>h,f=a>n&&u>n&&s<u&&i>s,g=h<l;return c&&v&&f&&p&&g}}]),t}(Le),$e=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="EveningStar",e.requiredCount=3,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=(e.low[0],e.open[1],e.close[1]),i=e.high[1],a=e.low[1],u=e.open[2],s=e.close[2],h=(e.high[2],e.low[2],(t+r)/2),l=r>t,c=n<a&&n<i,v=u>s,p=i>n&&a>n&&u<a&&o>u,f=s<h;return l&&c&&p&&v&&f}}]),t}(Le),et=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="BearishMarubozu",e.requiredCount=1,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=e.low[0];return this.approximateEqual(t,n)&&this.approximateEqual(o,r)&&t>r&&t>o}}]),t}(Le),tt=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="ThreeBlackCrows",e.requiredCount=3,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=(e.high[0],e.low[0]),o=e.open[1],i=e.close[1],a=(e.high[1],e.low[1]),u=e.open[2],s=e.close[2],h=(e.high[2],e.low[2]),l=n>a&&a>h,c=t>r&&o>i&&u>s,v=t>o&&o>r&&o>u&&u>i;return l&&c&&v}}]),t}(Le),rt=[new Qe,new Ue,new Ye,new Ze,new $e,new et,new tt],nt=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="Bearish Candlesticks",e}return ne(t,e),re(t,[{key:"hasPattern",value:function(e){return rt.reduce(function(t,r){return t||r.hasPattern(e)},!1)}}]),t}(Le),ot=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="AbandonedBaby",e.requiredCount=3,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=(e.high[0],e.low[0]),o=e.open[1],i=e.close[1],a=e.high[1],u=e.low[1],s=e.open[2],h=e.close[2],l=e.high[2],c=e.low[2],v=r<t,p=(new Te).hasPattern({open:[o],close:[i],high:[a],low:[u]}),f=a<n&&c>a&&h>s,g=l<t;return v&&p&&f&&g}}]),t}(Le),it=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="DarkCloudCover",e.requiredCount=2,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=(e.low[0],e.open[1]),i=e.close[1],a=(e.high[1],e.low[1],(r+t)/2),u=r>t,s=i<o,h=o>n&&i<a&&i>t;return u&&s&&h}}]),t}(Le),at=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.requiredCount=1,e.name="DragonFlyDoji",e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=this.approximateEqual(t,r),i=this.approximateEqual(t,n);return o&&i}}]),t}(Le),ut=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.requiredCount=1,e.name="GraveStoneDoji",e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.low[0],o=this.approximateEqual(t,r),i=this.approximateEqual(t,n);return o&&i}}]),t}(Le),st=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="BullishSpinningTop",e.requiredCount=1,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=e.low[0],i=Math.abs(r-t),a=Math.abs(n-r),u=Math.abs(t-o);return i<a&&i<u}}]),t}(Le),ht=function(e){function t(){te(this,t);var e=oe(this,(t.__proto__||Object.getPrototypeOf(t)).call(this));return e.name="BearishSpinningTop",e.requiredCount=1,e}return ne(t,e),re(t,[{key:"logic",value:function(e){var t=e.open[0],r=e.close[0],n=e.high[0],o=e.low[0],i=Math.abs(r-t),a=Math.abs(n-t),u=Math.abs(n-o);return i<a&&i<u}}]),t}(Le);e.getAvailableIndicators=$,e.sma=o,e.SMA=he,e.ema=i,e.EMA=le,e.wma=a,e.WMA=ce,e.wema=u,e.WEMA=ve,e.macd=s,e.MACD=pe,e.rsi=c,e.RSI=de,e.bollingerbands=p,e.BollingerBands=xe,e.adx=d,e.ADX=Oe,e.atr=_,e.ATR=Pe,e.truerange=g,e.TrueRange=ke,e.roc=w,e.ROC=je,e.kst=x,e.KST=Ie,e.stochastic=m,e.Stochastic=Re,e.williamsr=b,e.WilliamsR=Ve,e.adl=y,e.ADL=Ce,e.obv=k,e.OBV=qe,e.trix=O,e.TRIX=Ee,e.averagegain=h,e.AverageGain=fe,e.averageloss=l,e.AverageLoss=ge,e.sd=v,e.SD=we,e.renko=P,e.HeikinAshi=Ae,e.heikinashi=j,e.bullish=D,e.bearish=G,e.abandonedbaby=X,e.doji=q,e.bearishengulfingpattern=z,e.bullishengulfingpattern=R,e.darkcloudcover=K,e.downsidetasukigap=M,e.dragonflydoji=J,e.gravestonedoji=Q,e.bullishharami=V,e.bearishharami=H,e.bullishharamicross=C,e.bearishharamicross=B,e.eveningdojistar=T,e.eveningstar=N,e.morningdojistar=E,e.morningstar=I,e.bullishmarubozu=S,e.bearishmarubozu=F,e.piercingline=A,e.bullishspinningtop=U,e.bearishspinningtop=Y,e.threeblackcrows=W,e.threewhitesoldiers=L,e.fibonacciretracement=Z,e.setConfig=t,e.getConfig=r}(this.window=this.window||{});
 //# sourceMappingURL=browser.js.map

lib/chart_types/Renko.js

@@ -45,17 +45,24 @@ import { CandleList } from '../StockData';
                 }
-                if (Math.abs(candleData.close - lastOpen) >= brickSize) {
+                let absoluteMovementFromClose = Math.abs(candleData.close - lastClose);
+                let absoluteMovementFromOpen = Math.abs(candleData.close - lastOpen);
+                if ((absoluteMovementFromClose >= brickSize) && (absoluteMovementFromOpen >= brickSize)) {
+                    let reference = absoluteMovementFromClose > absoluteMovementFromOpen ? lastOpen : lastClose;
                     let calculated = {
-                        open: lastOpen,
+                        open: reference,
                         high: lastHigh > candleData.high ? lastHigh : candleData.high,
                         low: lastLow < candleData.Low ? lastLow : candleData.low,
-                        close: lastOpen > candleData.close ? (lastOpen - brickSize) : (lastOpen + brickSize),
+                        close: reference > candleData.close ? (reference - brickSize) : (reference + brickSize),
                         volume: lastVolume + candleData.volume,
                         timestamp: candleData.timestamp
                     };
+                    lastOpen = calculated.open;
+                    lastHigh = calculated.close;
+                    lastLow = calculated.close;
+                    lastClose = calculated.close;
+                    lastVolume = 0;
                     candleData = yield calculated;
                 }
                 else {
-                    lastHigh = candleData.high;
-                    lastLow = candleData.low;
-                    lastClose = candleData.close;
+                    lastHigh = lastHigh > candleData.high ? lastHigh : candleData.high;
+                    lastLow = lastLow < candleData.Low ? lastLow : candleData.low;
                     lastVolume = lastVolume + candleData.volume;
@@ -62,0 +69,0 @@ lastTimestamp = candleData.timestamp;

package.json

 {
   "name": "technicalindicators",
-  "version": "1.0.15",
+  "version": "1.0.16",
   "description": "Techincal Indicators written in javascript",
@@ -5,0 +5,0 @@ "main": "dist/index.js",

README.md

@@ -88,3 +88,3 @@ [![Travis CI](https://img.shields.io/travis/anandanand84/technicalindicators.svg?style=flat-square)](https://travis-ci.org/anandanand84/technicalindicators)
 15. [Triple Exponentially Smoothed Average (TRIX)](https://tonicdev.com/anandaravindan/trix "TRIX").
-16. [Average Directional Index (ADX)](https://tonicdev.com/anandaravindan/adx "ADX").
+16. [Average Directional Index (ADX)](https://github.com/anandanand84/technicalindicators/blob/master/test/directionalmovement/ADX.js "ADX").
 17. [Commodity Channel Index (CCI)](https://github.com/anandanand84/technicalindicators/blob/master/test/oscillators/CCI.js "CCI").
@@ -91,0 +91,0 @@ 18. [Volume Weighted Average Price (VWAP)](https://github.com/anandanand84/technicalindicators/blob/master/test/volume/VWAP.js "VWAP").

src/chart_types/Renko.ts

@@ -58,16 +58,24 @@ import { CandleData, CandleList } from '../StockData';
             }
-            if(Math.abs(candleData.close - lastOpen) >= brickSize) {
+            let absoluteMovementFromClose = Math.abs(candleData.close - lastClose);
+            let absoluteMovementFromOpen = Math.abs(candleData.close - lastOpen);
+
+            if((absoluteMovementFromClose >= brickSize) && (absoluteMovementFromOpen >= brickSize)) {
+                let reference = absoluteMovementFromClose > absoluteMovementFromOpen ? lastOpen : lastClose
                 let calculated = <any>{
-                    open : lastOpen,
+                    open : reference,
                     high : lastHigh > candleData.high ? lastHigh : candleData.high,
                     low : lastLow < candleData.Low ? lastLow : candleData.low,
-                    close : lastOpen > candleData.close ? (lastOpen - brickSize) : (lastOpen + brickSize),
+                    close : reference > candleData.close ? (reference - brickSize) : (reference + brickSize),
                     volume : lastVolume + candleData.volume,
                     timestamp : candleData.timestamp
                 };
+                lastOpen = calculated.open;
+                lastHigh = calculated.close;
+                lastLow = calculated.close;
+                lastClose = calculated.close;
+                lastVolume = 0;
                 candleData = yield calculated
             } else {
-                lastHigh = candleData.high;
-                lastLow = candleData.low;
-                lastClose = candleData.close;
+                lastHigh = lastHigh > candleData.high ? lastHigh : candleData.high;
+                lastLow = lastLow < candleData.Low ? lastLow : candleData.low;
                 lastVolume = lastVolume + candleData.volume;
@@ -74,0 +82,0 @@ lastTimestamp = candleData.timestamp;

test/oscillators/RSI.js

@@ -16,7 +16,7 @@ "use strict"
 
-
-//var inputRSI = {
-//  values : [45.8433,46.0826,45.8931,46.0328,45.6140,46.2820,46.2820,46.0028,46.0328,46.4116,46.2222,45.6439, 46.2122,46.2521,45.7137,46.4515,45.7835,45.3548,44.0288,44.1783,44.2181,44.5672,43.4205,42.6628,43.1314],
+//have issue with this input
+// var inputRSI = {
+//  values : [[ 294435, 294435, 294435, 294500, 294500, 294500, 294520, 294539, 294539, 294600, 294600, 294600, 294600, 294600, 294700 ]],
 //  period : 14
-//};
+// };
 //var expectedResult = [
@@ -23,0 +23,0 @@ //  70.53,66.32,66.55,69.41,66.36,57.97,62.93,63.26,56.06,62.38

No alert changes

Improved metrics

Total package byte prevSize

1127805

increased by0.5%

Number of package files

370

increased by0.54%

Lines of code

13936

increased by0.5%

No dependency changes