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

Transducers for statistical / technical analysis

import { comp } from "@thi.ng/transducers/comp";
import { drop } from "@thi.ng/transducers/drop";
import { iterator1 } from "@thi.ng/transducers/iterator";
import { map } from "@thi.ng/transducers/map";
import { multiplex } from "@thi.ng/transducers/multiplex";
import { momentum } from "./momentum.js";
import { sma } from "./sma.js";
function rsi(period, src) {
  return src ? iterator1(rsi(period), src) : comp(
    momentum(1),
    multiplex(
      comp(
        map((x) => x > 0 ? x : 0),
        sma(period)
      ),
      comp(
        map((x) => x < 0 ? -x : 0),
        sma(period)
      )
    ),
    drop(period - 1),
    map((hl) => 100 - 100 / (1 + hl[0] / Math.max(1e-6, hl[1])))
  );
}
export {
  rsi
};