@react-financial-charts/indicators/src/calculator/sar.ts

Indicators for react-financial-charts

import { mappedSlidingWindow } from "../utils";
import { SAR as defaultOptions } from "./defaultOptionsForComputation";

function calc(prev: any, now: any) {
    const risingSar = prev.risingSar + prev.af * (prev.risingEp - prev.risingSar);

    const fallingSar = prev.fallingSar - prev.af * (prev.fallingSar - prev.fallingEp);

    const risingEp = Math.max(prev.risingEp, now.high);
    const fallingEp = Math.min(prev.fallingEp, now.low);

    return {
        risingSar,
        fallingSar,
        risingEp,
        fallingEp,
    };
}

export interface SAROptions {
    readonly accelerationFactor: number;
    readonly maxAccelerationFactor: number;
}

export default function () {
    let options = defaultOptions;

    const calculator = (data: any[]) => {
        const { accelerationFactor, maxAccelerationFactor } = options;

        const algorithm = mappedSlidingWindow()
            .windowSize(2)
            // @ts-ignore
            .undefinedValue(({ high, low }) => {
                return {
                    risingSar: low,
                    risingEp: high,
                    fallingSar: high,
                    fallingEp: low,
                    af: accelerationFactor,
                };
            })
            .accumulator(([prev, now]: any) => {
                const { risingSar, fallingSar, risingEp, fallingEp } = calc(prev, now);

                if (prev.use === undefined && risingSar > now.low && fallingSar < now.high) {
                    return {
                        risingSar,
                        fallingSar,
                        risingEp,
                        fallingEp,
                    };
                }

                const use =
                    prev.use !== undefined
                        ? prev.use === "rising"
                            ? risingSar > now.low
                                ? "falling"
                                : "rising"
                            : fallingSar < now.high
                            ? "rising"
                            : "falling"
                        : risingSar > now.low
                        ? "falling"
                        : "rising";

                const current =
                    prev.use === use
                        ? {
                              af: Math.min(maxAccelerationFactor, prev.af + accelerationFactor),
                              fallingEp,
                              risingEp,
                              fallingSar,
                              risingSar,
                          }
                        : {
                              af: accelerationFactor,
                              fallingEp: now.low,
                              risingEp: now.high,
                              fallingSar: Math.max(prev.risingEp, now.high),
                              risingSar: Math.min(prev.fallingEp, now.low),
                          };

                const { date, high, low } = now;

                return {
                    date,
                    high,
                    low,
                    ...current,
                    use,
                    sar: use === "falling" ? current.fallingSar : current.risingSar,
                };
            });

        const calculatedData = algorithm(data).map((d: any) => d.sar);

        return calculatedData;
    };

    calculator.undefinedLength = () => {
        return 1;
    };

    calculator.options = (newOptions?: SAROptions) => {
        if (newOptions === undefined) {
            return options;
        }

        options = { ...defaultOptions, ...newOptions };

        return calculator;
    };

    return calculator;
}