@sunrise1002/tats/lib/chart_types/HeikinAshi.js

Techincal Indicators written in javascript

import { CandleList } from '../StockData';
/**
 * Created by AAravindan on 5/4/16.
 */
import { Indicator, IndicatorInput } from '../indicator/indicator';
export class HeikinAshiInput extends IndicatorInput {
}
export class HeikinAshi extends Indicator {
    constructor(input) {
        super(input);
        var format = this.format;
        this.result = new CandleList();
        let lastOpen = null;
        let lastHigh = 0;
        let lastLow = Infinity;
        let lastClose = 0;
        let lastVolume = 0;
        let lastTimestamp = 0;
        this.generator = (function* () {
            let candleData = yield;
            let calculated = null;
            while (true) {
                if (lastOpen === null) {
                    lastOpen = (candleData.close + candleData.open) / 2;
                    lastHigh = candleData.high;
                    lastLow = candleData.low;
                    lastClose = (candleData.close + candleData.open + candleData.high + candleData.low) / 4;
                    lastVolume = (candleData.volume || 0);
                    lastTimestamp = (candleData.timestamp || 0);
                    calculated = {
                        open: lastOpen,
                        high: lastHigh,
                        low: lastLow,
                        close: lastClose,
                        volume: candleData.volume || 0,
                        timestamp: (candleData.timestamp || 0)
                    };
                }
                else {
                    let newClose = (candleData.close + candleData.open + candleData.high + candleData.low) / 4;
                    let newOpen = (lastOpen + lastClose) / 2;
                    let newHigh = Math.max(newOpen, newClose, candleData.high);
                    let newLow = Math.min(candleData.low, newOpen, newClose);
                    calculated = {
                        close: newClose,
                        open: newOpen,
                        high: newHigh,
                        low: newLow,
                        volume: (candleData.volume || 0),
                        timestamp: (candleData.timestamp || 0)
                    };
                    lastClose = newClose;
                    lastOpen = newOpen;
                    lastHigh = newHigh;
                    lastLow = newLow;
                }
                candleData = yield calculated;
            }
        })();
        this.generator.next();
        input.low.forEach((tick, index) => {
            var result = this.generator.next({
                open: input.open[index],
                high: input.high[index],
                low: input.low[index],
                close: input.close[index],
                volume: input.volume ? input.volume[index] : input.volume,
                timestamp: input.timestamp ? input.timestamp[index] : input.timestamp
            });
            if (result.value) {
                this.result.open.push(result.value.open);
                this.result.high.push(result.value.high);
                this.result.low.push(result.value.low);
                this.result.close.push(result.value.close);
                this.result.volume.push(result.value.volume);
                this.result.timestamp.push(result.value.timestamp);
            }
        });
    }
    nextValue(price) {
        var result = this.generator.next(price).value;
        return result;
    }
    ;
}
HeikinAshi.calculate = heikinashi;
export function heikinashi(input) {
    Indicator.reverseInputs(input);
    var result = new HeikinAshi(input).result;
    if (input.reversedInput) {
        result.open.reverse();
        result.high.reverse();
        result.low.reverse();
        result.close.reverse();
        result.volume.reverse();
        result.timestamp.reverse();
    }
    Indicator.reverseInputs(input);
    return result;
}
;