@sunrise1002/tats/lib/momentum/ROC.js

Techincal Indicators written in javascript

import { Indicator, IndicatorInput } from '../indicator/indicator';
import LinkedList from '../Utils/FixedSizeLinkedList';
export class ROCInput extends IndicatorInput {
}
export class ROC extends Indicator {
    constructor(input) {
        super(input);
        var period = input.period;
        var priceArray = input.values;
        this.result = [];
        this.generator = (function* () {
            let index = 1;
            var pastPeriods = new LinkedList(period);
            ;
            var tick = yield;
            var roc;
            while (true) {
                pastPeriods.push(tick);
                if (index < period) {
                    index++;
                }
                else {
                    roc = ((tick - pastPeriods.lastShift) / (pastPeriods.lastShift)) * 100;
                }
                tick = yield roc;
            }
        })();
        this.generator.next();
        priceArray.forEach((tick) => {
            var result = this.generator.next(tick);
            if (result.value != undefined && (!isNaN(result.value))) {
                this.result.push(this.format(result.value));
            }
        });
    }
    nextValue(price) {
        var nextResult = this.generator.next(price);
        if (nextResult.value != undefined && (!isNaN(nextResult.value))) {
            return this.format(nextResult.value);
        }
    }
    ;
}
ROC.calculate = roc;
;
export function roc(input) {
    Indicator.reverseInputs(input);
    var result = new ROC(input).result;
    if (input.reversedInput) {
        result.reverse();
    }
    Indicator.reverseInputs(input);
    return result;
}
;