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

Transducers for statistical / technical analysis

import { illegalArgs } from "@thi.ng/errors/illegal-arguments";
import { compR } from "@thi.ng/transducers/compr";
import { iterator1 } from "@thi.ng/transducers/iterator";
function ema(period, src) {
  if (src) {
    return iterator1(ema(period), src);
  }
  period |= 0;
  period < 2 && illegalArgs("period must be >= 2");
  const k = 2 / (period + 1);
  return (rfn) => {
    const reduce = rfn[2];
    let window = [];
    let ema2;
    let sum = 0;
    return compR(rfn, (acc, x) => {
      if (ema2 != null) {
        ema2 += (x - ema2) * k;
        return rfn[2](acc, ema2);
      } else {
        window.push(x);
        sum += x;
        if (window.length == period) {
          ema2 = sum / period;
          window = null;
          return reduce(acc, ema2);
        }
        return acc;
      }
    });
  };
}
export {
  ema
};