@4ex/indicators/dist/indicators/on-balance-volume.js

Technical indicators for ohlc charts written in TypeScript

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.OBV = void 0;
const fp_1 = require("lodash/fp");
const technicalindicators_1 = require("technicalindicators");
const types_1 = require("../types");
/**
 * On-balance volume (OBV) is a technical trading momentum indicator that
 * uses volume flow to predict changes in stock price. Joseph Granville
 * first developed the OBV metric in the 1963 book Granville's New Key to
 * Stock Market Profits. Granville believed that volume was the key force
 * behind markets and designed OBV to project when major moves in the markets
 * would occur based on volume changes. In his book, he described the
 * predictions generated by OBV as "a spring being wound tightly." He believed
 * that when volume increases sharply without a significant change in the
 * stock's price, the price will eventually jump upward or fall downward.
 */
class OBV {
    /**
     * @param {OHLC[]} series candles series
     */
    constructor(series) {
        // super();
        const volume = fp_1.map('volume')(series);
        const close = fp_1.map(types_1.OHLCEnum.CLOSE)(series);
        this.indicator = new technicalindicators_1.OBV({ close, volume });
    }
    /**
     * Retrieve OBV values for instance
     * @return {number[]} values for instance data
     */
    getResults() {
        return this.indicator.getResult();
    }
    /**
     * Calculate OBV to next tick
     * @param {OHLC} candle new candle to add to series
     * @return {number | undefined} next OBV value or undefined if period is
     * greater than actual series length
     */
    next(candle) {
        return this.indicator.nextValue(candle);
    }
    /**
     * Create instance from data
     * @param {OnBalanceVolumeInput} input input data
     * @return {OBV} OBV instance
     */
    static generator({ series }) {
        return new OBV(series);
    }
    /**
     * Get OBV values from input
     * @param {OnBalanceVolumeInput} input input data
     * @return {number[]} OBV values
     */
    static calculate({ series, }) {
        const volume = fp_1.map('volume')(series);
        const close = fp_1.map(types_1.OHLCEnum.CLOSE)(series);
        return technicalindicators_1.OBV.calculate({
            close,
            volume,
        });
    }
}
exports.OBV = OBV;