@4ex/indicators/dist/indicators/moving-average.js

Technical indicators for ohlc charts written in TypeScript

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.MA = void 0;
const fp_1 = require("lodash/fp");
const technicalindicators_1 = require("technicalindicators");
const types_1 = require("../types");
const defaultInput = {
    source: types_1.OHLCEnum.CLOSE,
    method: types_1.MovingAverageEnum.SMA,
};
/**
 * In statistics, a moving average is a calculation used to analyze data points
 * by creating a series of averages of different subsets of the full data set.
 * In finance, a moving average (MA) is a stock indicator that is commonly used
 * in technical analysis. The reason for calculating the moving average of a
 * stock is to help smooth out the price data by creating a constantly updated
 * average price.
 * [Investopedia](https://www.investopedia.com/terms/m/movingaverage.asp)
 */
class MA {
    /**
     * Create a new instance for Moving Average
     * @param {number} period number of period to calculate moving average
     * @param {OHLC[]} series series of candle
     * @param {OHLCEnum} source source of calculation
     * @param {MovingAverageEnum} method type of moving average calculation
     */
    constructor(period, series = [], source = defaultInput.source, method = defaultInput.method) {
        // // super();
        let indicator;
        const values = fp_1.map(source)(series);
        switch (method) {
            case types_1.MovingAverageEnum.SMA:
                indicator = new technicalindicators_1.SMA({ values, period });
                break;
            case types_1.MovingAverageEnum.EMA:
                indicator = new technicalindicators_1.EMA({ values, period });
                break;
            case types_1.MovingAverageEnum.WMA:
                indicator = new technicalindicators_1.WMA({ values, period });
                break;
            case types_1.MovingAverageEnum.WEMA:
                indicator = new technicalindicators_1.WEMA({ values, period });
        }
        this.indicator = indicator;
        this.method = method;
        this.source = source;
    }
    /**
     * Calculate Moving Average from object
     * @param {MovingAverageInput} input input data for calculation
     * @return {number[]} array of MAs based on input
     */
    static calculate(input) {
        const { series, source, method, period } = Object.assign(Object.assign({}, defaultInput), input);
        const values = fp_1.map(source)(series);
        switch (method) {
            case types_1.MovingAverageEnum.SMA:
                return technicalindicators_1.SMA.calculate({ values, period });
            case types_1.MovingAverageEnum.EMA:
                return technicalindicators_1.EMA.calculate({ values, period });
            case types_1.MovingAverageEnum.WMA:
                return technicalindicators_1.WMA.calculate({ values, period });
            case types_1.MovingAverageEnum.WEMA:
                return technicalindicators_1.WEMA.calculate({ values, period });
            default:
                throw new Error('[MA] unrecognized MA method for calculation!');
        }
    }
    /**
     * Generate instance of MA indicator
     * @param {MovingAverageInput} input object with input for MA
     * @return {MA} instance of indicator
     */
    static generator({ series, source, method, period, }) {
        return new MA(period, series, source, method);
    }
    /**
     * Calculate moving average for next tick
     * @param {OHLC} candle price candle
     * @return {number} next ma value or undefined if period is greater
     * than actual series length
     */
    next(candle) {
        return this.indicator.nextValue(candle[this.source]);
    }
    /**
     * Same as calculate bat for instance data
     * @return {number[]} moving average.
     */
    getResults() {
        return this.indicator.getResult();
    }
}
exports.MA = MA;