@4ex/indicators
Version:
Technical indicators for ohlc charts written in TypeScript
75 lines (74 loc) • 2.77 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.RSI = void 0;
const fp_1 = require("lodash/fp");
const technicalindicators_1 = require("technicalindicators");
const types_1 = require("../types");
const defaultInput = {
period: 14,
source: types_1.OHLCEnum.CLOSE,
};
/**
* The relative strength index (RSI) is a momentum indicator used in technical
* analysis that measures the magnitude of recent price changes to evaluate
* overbought or oversold conditions in the price of a stock or other asset.
* The RSI is displayed as an oscillator (a line graph that moves between two
* extremes) and can have a reading from 0 to 100. The indicator was originally
* developed by J. Welles Wilder Jr. and introduced in his seminal 1978 book,
* "New Concepts in Technical Trading Systems". Traditional interpretation and
* usage of the RSI are that values of 70 or above indicate that a security is
* becoming overbought or overvalued and may be primed for a trend reversal or
* corrective pullback in price. An RSI reading of 30 or below indicates an
* oversold or undervalued condition.
*/
class RSI {
/**
* @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.RSI({ values, period });
this.source = source;
}
/**
* Retrieve RSI values for instance
* @return {number[]} values for instance data
*/
getResults() {
return this.indicator.getResult();
}
/**
* Calculate RSI to next tick
* @param {OHLC} candle new candle to add to series
* @return {number | undefined} next RSI 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 {RelativeStrengthIndexInput} input input data
* @return {RSI} RSI instance
*/
static generator({ series, source, period, }) {
return new RSI(series, source, period);
}
/**
* Get RSI values from input
* @param {RelativeStrengthIndexInput} input input data
* @return {number[]} RSI values
*/
static calculate(input) {
const { series, source, period } = Object.assign(Object.assign({}, defaultInput), input);
const values = fp_1.map(source)(series);
return technicalindicators_1.RSI.calculate({
values,
period,
});
}
}
exports.RSI = RSI;