@thi.ng/transducers-stats/stochastic.js

Transducers for statistical / technical analysis

import { compR } from "@thi.ng/transducers/compr";
import { __iter } from "@thi.ng/transducers/iterator";
import { step } from "@thi.ng/transducers/step";
import { donchian } from "./donchian.js";
import { sma } from "./sma.js";
function stochastic(...args) {
  return __iter(stochastic, args) || ((rfn) => {
    const reduce = rfn[2];
    const xfD = step(donchian(args[0] || 5));
    const ma1 = step(sma(args[1] || 3));
    const ma2 = step(sma(args[2] || 3));
    return compR(rfn, (acc, x) => {
      const b = xfD(x);
      if (b == null) return acc;
      const k = (x - b[0]) / (b[1] - b[0]);
      const d1 = ma1(k);
      if (d1 == null) return acc;
      const d2 = ma2(d1);
      if (d2 == null) return acc;
      return reduce(acc, { k, d1, d2 });
    });
  });
}
export {
  stochastic
};