@4ex/indicators/dist/indicators/rate-of-change.js

Technical indicators for ohlc charts written in TypeScript

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.ROC = void 0;
const fp_1 = require("lodash/fp");
const technicalindicators_1 = require("technicalindicators");
const types_1 = require("../types");
const defaultInput = {
    period: 9,
    source: types_1.OHLCEnum.CLOSE,
};
/**
 * The rate of change (ROC) is the speed at which a variable changes
 * over a specific period of time. ROC is often used when speaking
 * about momentum, and it can generally be expressed as a ratio between
 * a change in one variable relative to a corresponding change in another;
 * graphically, the rate of change is represented by the slope of a line.
 * The ROC is often illustrated by the Greek letter delta.
 */
class ROC {
    /**
     * @param {OHLC[]} series candles series
     * @param {OHLCEnum} source source of values
     * @param {number} period period for indicator
     */
    constructor(series, source = defaultInput.source, period = defaultInput.period) {
        // super();
        const values = fp_1.map(source)(series);
        this.indicator = new technicalindicators_1.ROC({ values, period });
        this.source = source;
    }
    /**
     * Retrieve ROC values for instance
     * @return {number[]} values for instance data
     */
    getResults() {
        return this.indicator.getResult();
    }
    /**
     * Calculate ROC to next tick
     * @param {OHLC} candle new candle to add to series
     * @return {number | undefined} next ROC value or undefined if period is
     * greater than actual series length
     */
    next(candle) {
        return this.indicator.nextValue(candle[this.source]);
    }
    /**
     * Create instance from data
     * @param {RateOfChangeInput} input input data
     * @return {ROC} ROC instance
     */
    static generator({ series, source, period, }) {
        return new ROC(series, source, period);
    }
    /**
     * Get ROC values from input
     * @param {RateOfChangeInput} input input data
     * @return {number[]} ROC values
     */
    static calculate(input) {
        const { series, source, period } = Object.assign(Object.assign({}, defaultInput), input);
        const values = fp_1.map(source)(series);
        return technicalindicators_1.ROC.calculate({
            values,
            period,
        });
    }
}
exports.ROC = ROC;