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

Transducers for statistical / technical analysis

import { compR } from "@thi.ng/transducers/compr";
import { iterator1 } from "@thi.ng/transducers/iterator";
import { Deque } from "./deque.js";
function donchian(period, src) {
  return src ? iterator1(donchian(period), src) : (rfn) => {
    const samples = [];
    const minDeque = new Deque(samples, (a, b) => a >= b);
    const maxDeque = new Deque(samples, (a, b) => a <= b);
    return compR(rfn, (acc, x) => {
      const num = samples.push(x);
      minDeque.add(x);
      maxDeque.add(x);
      if (num > period) {
        samples.shift();
        minDeque.shift();
        maxDeque.shift();
      }
      return num >= period ? rfn[2](acc, [minDeque.head(), maxDeque.head()]) : acc;
    });
  };
}
export {
  donchian
};