@symblight/react-stockcharts/es/lib/calculator/cci.js

Highly customizable stock charts with ReactJS and d3

var _extends = Object.assign || function (target) { for (var i = 1; i < arguments.length; i++) { var source = arguments[i]; for (var key in source) { if (Object.prototype.hasOwnProperty.call(source, key)) { target[key] = source[key]; } } } return target; };

import { max, min, mean } from "d3-array";

import { ATR as defaultOptions } from "./defaultOptionsForComputation";
import { slidingWindow, last, isDefined } from "../utils";
import { cci } from "../indicator";

export default function () {

	var options = defaultOptions;
	var source = function source(d) {
		return { open: d.open, high: d.high, low: d.low, close: d.close };
	};

	function calculator(data) {
		var _options = options,
		    windowSize = _options.windowSize;


		var high = function high(d) {
			return source(d).high;
		},
		    low = function low(d) {
			return source(d).low;
		},
		    close = function close(d) {
			return source(d).close;
		};

		var cciAlgorithm = slidingWindow().windowSize(windowSize).source(source).accumulator(function (values) {
			var highestHigh = max(values, low);
			var lowestLow = min(values, high);
			var currentClose = close(last(values));
			var TP = (highestHigh + lowestLow + currentClose) / 3;
			var smaTP = TP / windowSize;
			var meanDeviation = TP / smaTP;
			var cciData = (TP - smaTP) / (0.15 * meanDeviation);
			return cciData;
		});

		var newData = cciAlgorithm(data);

		return newData;
	}
	calculator.undefinedLength = function () {
		var _options2 = options,
		    windowSize = _options2.windowSize;

		return windowSize - 1;
	};
	calculator.options = function (x) {
		if (!arguments.length) {
			return options;
		}
		options = _extends({}, defaultOptions, x);
		return calculator;
	};

	calculator.source = function (x) {
		if (!arguments.length) {
			return source;
		}
		source = x;
		return calculator;
	};

	return calculator;
}
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