@dendaio/n8n-nodes-collection
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🚀 Comprehensive n8n node collection for financial analysis and automation. Features 55+ technical indicators (RSI, MACD, Bollinger Bands), 32+ candlestick patterns (Doji, Hammer, Engulfing), automated trading strategies, RSS feed processing, and OAuth2 v
326 lines • 14.6 kB
JavaScript
;
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var __importStar = (this && this.__importStar) || (function () {
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};
})();
Object.defineProperty(exports, "__esModule", { value: true });
exports.VolatilityStrategy = void 0;
const n8n_workflow_1 = require("n8n-workflow");
const indicatorts = __importStar(require("indicatorts"));
class VolatilityStrategy {
constructor() {
this.description = {
displayName: 'Volatility Strategy',
name: 'volatilityStrategy',
icon: 'file:icon.svg',
group: ['transform'],
version: 1,
description: 'Execute volatility trading strategies using the indicatorts library',
defaults: {
name: 'Volatility Strategy',
},
inputs: ["main"],
outputs: ["main"],
properties: [
{
displayName: 'Strategy',
name: 'strategy',
type: 'options',
options: [
{
name: 'Acceleration Bands Strategy',
value: 'accelerationBandsStrategy',
description: 'Strategy based on Acceleration Bands volatility indicator',
},
{
name: 'Bollinger Bands Strategy',
value: 'bollingerBandsStrategy',
description: 'Strategy based on Bollinger Bands volatility indicator',
},
{
name: 'Projection Oscillator Strategy',
value: 'projectionOscillatorStrategy',
description: 'Strategy based on Projection Oscillator volatility indicator',
},
],
default: 'bollingerBandsStrategy',
noDataExpression: true,
},
{
displayName: 'OHLCV Data',
name: 'ohlcvData',
type: 'string',
default: '={{ $json.ohlcv }}',
description: 'JSON string containing OHLCV data array',
},
{
displayName: 'Date Data',
name: 'dateData',
type: 'string',
default: '={{ $json.dates }}',
description: 'JSON string containing date array (optional, will use index if not provided)',
},
{
displayName: 'AB Period',
name: 'abPeriod',
type: 'number',
default: 20,
description: 'Period for Acceleration Bands calculation',
displayOptions: {
show: {
strategy: ['accelerationBandsStrategy'],
},
},
},
{
displayName: 'AB Multiplier',
name: 'abMultiplier',
type: 'number',
default: 4,
description: 'Multiplier for Acceleration Bands calculation',
displayOptions: {
show: {
strategy: ['accelerationBandsStrategy'],
},
},
},
{
displayName: 'BB Period',
name: 'bbPeriod',
type: 'number',
default: 20,
description: 'Period for Bollinger Bands calculation',
displayOptions: {
show: {
strategy: ['bollingerBandsStrategy'],
},
},
},
{
displayName: 'PO Period',
name: 'poPeriod',
type: 'number',
default: 14,
description: 'Period for Projection Oscillator calculation',
displayOptions: {
show: {
strategy: ['projectionOscillatorStrategy'],
},
},
},
{
displayName: 'PO Smooth',
name: 'poSmooth',
type: 'number',
default: 3,
description: 'Smooth period for Projection Oscillator calculation',
displayOptions: {
show: {
strategy: ['projectionOscillatorStrategy'],
},
},
},
{
displayName: 'Options',
name: 'options',
type: 'collection',
placeholder: 'Add Option',
default: {},
options: [
{
displayName: 'Return Type',
name: 'returnType',
type: 'options',
options: [
{
name: 'Actions Only',
value: 'actions',
description: 'Return only the strategy actions (BUY/SELL/HOLD)',
},
{
name: 'With Metadata',
value: 'metadata',
description: 'Return actions with additional metadata and analysis',
},
],
default: 'actions',
},
{
displayName: 'Include Gains Calculation',
name: 'includeGains',
type: 'boolean',
default: false,
description: 'Whether to calculate and include strategy gains based on actions',
displayOptions: {
show: {
returnType: ['metadata'],
},
},
},
],
},
],
};
}
async execute() {
const items = this.getInputData();
const returnData = [];
for (let i = 0; i < items.length; i++) {
try {
const strategy = this.getNodeParameter('strategy', i);
const ohlcvDataString = this.getNodeParameter('ohlcvData', i);
const dateDataString = this.getNodeParameter('dateData', i, '');
const options = this.getNodeParameter('options', i, {});
let ohlcvData;
try {
ohlcvData = JSON.parse(ohlcvDataString);
}
catch (error) {
throw new n8n_workflow_1.NodeOperationError(this.getNode(), `Failed to parse OHLCV data: ${error instanceof Error ? error.message : 'Unknown error'}`);
}
if (!Array.isArray(ohlcvData) || ohlcvData.length === 0) {
throw new n8n_workflow_1.NodeOperationError(this.getNode(), 'OHLCV data must be a non-empty array');
}
let dates = [];
if (dateDataString) {
try {
const dateArray = JSON.parse(dateDataString);
if (Array.isArray(dateArray)) {
dates = dateArray.map((date) => new Date(date));
}
}
catch (error) {
console.warn('Failed to parse date data, using index-based dates');
}
}
if (dates.length === 0) {
dates = ohlcvData.map((_, index) => new Date(Date.now() - (ohlcvData.length - index - 1) * 24 * 60 * 60 * 1000));
}
const opens = ohlcvData.map((candle) => candle[0]);
const highs = ohlcvData.map((candle) => candle[1]);
const lows = ohlcvData.map((candle) => candle[2]);
const closes = ohlcvData.map((candle) => candle[3]);
const volumes = ohlcvData.map((candle) => candle[4] || 0);
const asset = {
dates,
openings: opens,
highs,
lows,
closings: closes,
volumes,
};
let actions;
let config = {};
switch (strategy) {
case 'accelerationBandsStrategy':
config.period = this.getNodeParameter('abPeriod', i, 20);
config.multiplier = this.getNodeParameter('abMultiplier', i, 4);
actions = indicatorts.accelerationBandsStrategy(asset, config);
break;
case 'bollingerBandsStrategy':
config.period = this.getNodeParameter('bbPeriod', i, 20);
actions = indicatorts.bollingerBandsStrategy(asset, config);
break;
case 'projectionOscillatorStrategy':
config.period = this.getNodeParameter('poPeriod', i, 14);
config.smooth = this.getNodeParameter('poSmooth', i, 3);
actions = indicatorts.projectionOscillatorStrategy(asset, config);
break;
default:
throw new n8n_workflow_1.NodeOperationError(this.getNode(), `Unsupported strategy: ${strategy}`);
}
const outputData = {
strategy,
parameters: config,
actions: actions.map((action) => {
switch (action) {
case indicatorts.Action.BUY:
return 'BUY';
case indicatorts.Action.SELL:
return 'SELL';
case indicatorts.Action.HOLD:
return 'HOLD';
default:
return 'UNKNOWN';
}
}),
actionValues: actions,
};
if (options.returnType === 'metadata') {
const buyCount = actions.filter((a) => a === indicatorts.Action.BUY).length;
const sellCount = actions.filter((a) => a === indicatorts.Action.SELL).length;
const holdCount = actions.filter((a) => a === indicatorts.Action.HOLD).length;
const metadata = {
totalActions: actions.length,
buySignals: buyCount,
sellSignals: sellCount,
holdSignals: holdCount,
buyPercentage: ((buyCount / actions.length) * 100).toFixed(2) + '%',
sellPercentage: ((sellCount / actions.length) * 100).toFixed(2) + '%',
holdPercentage: ((holdCount / actions.length) * 100).toFixed(2) + '%',
inputLength: ohlcvData.length,
calculationTimestamp: new Date().toISOString(),
};
outputData.metadata = metadata;
if (options.includeGains) {
try {
const gains = indicatorts.applyActions(closes, actions);
outputData.gains = gains;
outputData.totalGain = gains[gains.length - 1] || 0;
metadata.totalGain = gains[gains.length - 1] || 0;
}
catch (error) {
outputData.gainsError = error instanceof Error ? error.message : 'Unknown error';
}
}
}
returnData.push({
json: outputData,
});
}
catch (error) {
if (this.continueOnFail()) {
returnData.push({
json: {
error: error instanceof Error ? error.message : 'Unknown error occurred',
},
});
continue;
}
throw error;
}
}
return [returnData];
}
}
exports.VolatilityStrategy = VolatilityStrategy;
//# sourceMappingURL=VolatilityStrategy.node.js.map