@thuantan2060/technicalindicators
Version:
Techincal Indicators written in javascript
72 lines (71 loc) • 1.95 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", {
value: true
});
exports.AvgLossInput = exports.AverageLoss = void 0;
exports.averageloss = averageloss;
var _indicator = require("../indicator/indicator");
class AvgLossInput extends _indicator.IndicatorInput {
values;
period;
}
exports.AvgLossInput = AvgLossInput;
class AverageLoss extends _indicator.Indicator {
generator;
constructor(input) {
super(input);
let values = input.values;
let period = input.period;
let format = this.format;
this.generator = function* (period) {
var currentValue = yield;
var counter = 1;
var lossSum = 0;
var avgLoss;
var loss;
var lastValue = currentValue;
currentValue = yield;
while (true) {
loss = lastValue - currentValue;
loss = loss > 0 ? loss : 0;
if (loss > 0) {
lossSum = lossSum + loss;
}
if (counter < period) {
counter++;
} else if (avgLoss === undefined) {
avgLoss = lossSum / period;
} else {
avgLoss = (avgLoss * (period - 1) + loss) / period;
}
lastValue = currentValue;
avgLoss = avgLoss !== undefined ? format(avgLoss) : undefined;
currentValue = yield avgLoss;
}
}(period);
this.generator.next();
this.result = [];
values.forEach(tick => {
var result = this.generator.next(tick);
if (result.value !== undefined) {
this.result.push(result.value);
}
});
}
static calculate = averageloss;
nextValue(price) {
return this.generator.next(price).value;
}
}
exports.AverageLoss = AverageLoss;
function averageloss(input) {
_indicator.Indicator.reverseInputs(input);
var result = new AverageLoss(input).result;
if (input.reversedInput) {
result.reverse();
}
_indicator.Indicator.reverseInputs(input);
return result;
}
;
//# sourceMappingURL=AverageLoss.js.map