@thoshpathi/utils-smartapi/dist/ta_lib.js

Extended utilities for Angel One's smartapi-javascript SDK, including custom methods and helpers for market data like candles, P&L, and more.

"use strict";
var __defProp = Object.defineProperty;
var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
var __getOwnPropNames = Object.getOwnPropertyNames;
var __hasOwnProp = Object.prototype.hasOwnProperty;
var __export = (target, all) => {
  for (var name in all)
    __defProp(target, name, { get: all[name], enumerable: true });
};
var __copyProps = (to, from, except, desc) => {
  if (from && typeof from === "object" || typeof from === "function") {
    for (let key of __getOwnPropNames(from))
      if (!__hasOwnProp.call(to, key) && key !== except)
        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
  }
  return to;
};
var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);

// src/ta_lib.ts
var ta_lib_exports = {};
__export(ta_lib_exports, {
  atrSeries: () => atrSeries,
  emaCrossoverTrends: () => emaCrossoverTrends,
  emaSeries: () => emaSeries,
  rmaSeries: () => rmaSeries,
  smaSeries: () => smaSeries,
  trSeries: () => trSeries
});
module.exports = __toCommonJS(ta_lib_exports);
function round4Decimal(n) {
  return Math.round(n * 1e4) / 1e4;
}
function arrayAverage(numArray) {
  const sum = numArray.reduce((pv, cv) => pv + cv, 0);
  const avg = sum / numArray.length;
  return round4Decimal(avg);
}
function smaSeries(prices, period = 14) {
  if (prices.length < period) return [];
  else if (period === 1) return prices;
  const sma = [];
  for (let i = period; i <= prices.length; i++) {
    const slice = prices.slice(i - period, i);
    sma.push(arrayAverage(slice));
  }
  return sma;
}
function emaSeries(prices, period = 9) {
  if (prices.length < period) return [];
  else if (period === 1) return prices;
  const k = 2 / (period + 1);
  let prevEMA = arrayAverage(prices.slice(0, period));
  const ema = [prevEMA];
  for (let i = period; i < prices.length; i++) {
    prevEMA = (prices[i] - prevEMA) * k + prevEMA;
    ema.push(prevEMA);
  }
  return ema;
}
function emaCrossoverTrends(ohlcsArray, shortLength = 9, longLength = 20) {
  if (shortLength > longLength)
    [shortLength, longLength] = [longLength, shortLength];
  if (!ohlcsArray || ohlcsArray.length < longLength) return [];
  const prices = ohlcsArray.map((v) => v.close);
  const longEmaSeries = emaSeries(prices, longLength);
  const loopLength = longEmaSeries.length;
  const shortEmaSeries = emaSeries(prices, shortLength).slice(-loopLength);
  ohlcsArray = ohlcsArray.slice(-loopLength);
  const signals = [];
  for (let i = 0; i < loopLength; i++) {
    const prevShort = shortEmaSeries[i - 1];
    const prevLong = longEmaSeries[i - 1];
    const currentShort = shortEmaSeries[i];
    const currentLong = longEmaSeries[i];
    const ohlc = ohlcsArray[i];
    if (prevShort < prevLong && currentShort > currentLong) {
      signals.push({ date: ohlc.date, trend: "BUY", close: ohlc.close });
    } else if (prevShort > prevLong && currentShort < currentLong) {
      signals.push({ date: ohlc.date, trend: "SELL", close: ohlc.close });
    }
  }
  return signals;
}
function trSeries(ohlcArr, includeFirst = true) {
  if (ohlcArr.length === 0) return [];
  const trArr = [];
  if (includeFirst) {
    const { high, low } = ohlcArr[0];
    trArr.push(high - low);
  }
  for (let i = 1; i < ohlcArr.length; i++) {
    const { high, low } = ohlcArr[i];
    const { close: prevClose } = ohlcArr[i - 1];
    trArr.push(
      Math.max(
        high - low,
        Math.abs(high - prevClose),
        Math.abs(low - prevClose)
      )
    );
  }
  return trArr;
}
function rmaSeries(prices, period = 15) {
  if (prices.length < period) return [];
  else if (period === 1) return prices;
  const k = 1 / period;
  let prevRMA = arrayAverage(prices.slice(0, period));
  const rma = [prevRMA];
  for (let i = period; i < prices.length; i++) {
    prevRMA = (prices[i] - prevRMA) * k + prevRMA;
    rma.push(prevRMA);
  }
  return rma;
}
function atrSeries(ohlcArr, period) {
  if (ohlcArr.length < period) return [];
  const trArr = trSeries(ohlcArr, true);
  return period === 1 ? trArr : rmaSeries(trArr, period);
}
// Annotate the CommonJS export names for ESM import in node:
0 && (module.exports = {
  atrSeries,
  emaCrossoverTrends,
  emaSeries,
  rmaSeries,
  smaSeries,
  trSeries
});