@thuantan2060/technicalindicators/lib/candlestick/CandlestickFinder.js

Techincal Indicators written in javascript

"use strict";

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.default = exports.DEFAULT_CANDLESTICK_CONFIG = void 0;
/**
 * Basic configuration interface for CandlestickFinder base class.
 * Only contains the scale parameter used by approximateEqual function.
 */

/**
 * Default configuration for CandlestickFinder base class.
 */
const DEFAULT_CANDLESTICK_CONFIG = exports.DEFAULT_CANDLESTICK_CONFIG = {
  scale: 0.1
};
class CandlestickFinder {
  requiredCount;
  name;

  /**
   * Scale parameter for price comparison precision in approximateEqual function.
   * This should ONLY be used in the approximateEqual method, not in other pattern calculations.
   */
  scale;
  constructor(config = DEFAULT_CANDLESTICK_CONFIG) {
    // Apply configuration with defaults
    const finalConfig = {
      ...DEFAULT_CANDLESTICK_CONFIG,
      ...config
    };
    this.scale = finalConfig.scale;
  }

  /**
   * Compares two numbers for approximate equality using scale-dependent threshold.
   * This is the ONLY place where this.scale should be used in pattern detection.
   * 
   * @param a First number to compare
   * @param b Second number to compare
   * @returns true if the numbers are approximately equal, false otherwise
   */
  approximateEqual(a, b) {
    // Handle edge cases
    if (a === b) return true;
    if (isNaN(a) || isNaN(b) || !isFinite(a) || !isFinite(b)) return false;
    let left = parseFloat(Math.abs(a - b).toPrecision(4)) * 1;
    return left <= this.scale;
  }

  /**
   * Helper method to validate OHLC data integrity
   */
  validateOHLC(open, high, low, close) {
    // Check for NaN or infinite values
    if (!isFinite(open) || !isFinite(high) || !isFinite(low) || !isFinite(close)) {
      return false;
    }

    // Check basic OHLC constraints
    if (high < Math.max(open, close) || low > Math.min(open, close)) {
      return false;
    }

    // Check for negative prices (optional, depends on use case)
    if (open < 0 || high < 0 || low < 0 || close < 0) {
      return false;
    }
    return true;
  }
  logic(data) {
    throw "this has to be implemented";
  }
  getAllPatternIndex(data) {
    if (!data || !data.close || data.close.length < this.requiredCount) {
      return [];
    }

    // Validate data arrays have same length
    if (data.open.length !== data.close.length || data.high.length !== data.close.length || data.low.length !== data.close.length) {
      return [];
    }
    if (data.reversedInput) {
      data.open.reverse();
      data.high.reverse();
      data.low.reverse();
      data.close.reverse();
    }
    let strategyFn = this.logic;
    return this._generateDataForCandleStick(data).map((current, index) => {
      return strategyFn.call(this, current) ? index : undefined;
    }).filter(hasIndex => {
      return hasIndex !== undefined;
    });
  }
  hasPattern(data) {
    if (!data || !data.close || data.close.length < this.requiredCount) {
      return false;
    }

    // Validate data arrays have same length
    if (data.open.length !== data.close.length || data.high.length !== data.close.length || data.low.length !== data.close.length) {
      return false;
    }
    if (data.reversedInput) {
      data.open.reverse();
      data.high.reverse();
      data.low.reverse();
      data.close.reverse();
    }
    let strategyFn = this.logic;
    return strategyFn.call(this, this._getLastDataForCandleStick(data));
  }
  _getLastDataForCandleStick(data) {
    let requiredCount = this.requiredCount;
    if (data.close.length === requiredCount) {
      return data;
    } else {
      let returnVal = {
        open: [],
        high: [],
        low: [],
        close: []
      };
      let i = 0;
      // For ascending order data, get the last requiredCount elements
      let startIndex = data.close.length - requiredCount;
      while (i < requiredCount) {
        returnVal.open.push(data.open[startIndex + i]);
        returnVal.high.push(data.high[startIndex + i]);
        returnVal.low.push(data.low[startIndex + i]);
        returnVal.close.push(data.close[startIndex + i]);
        i++;
      }
      return returnVal;
    }
  }
  _generateDataForCandleStick(data) {
    let requiredCount = this.requiredCount;
    let generatedData = [];

    // Generate sliding windows for pattern detection
    for (let index = 0; index <= data.close.length - requiredCount; index++) {
      let returnVal = {
        open: [],
        high: [],
        low: [],
        close: []
      };
      for (let i = 0; i < requiredCount; i++) {
        returnVal.open.push(data.open[index + i]);
        returnVal.high.push(data.high[index + i]);
        returnVal.low.push(data.low[index + i]);
        returnVal.close.push(data.close[index + i]);
      }
      generatedData.push(returnVal);
    }
    return generatedData;
  }
}
exports.default = CandlestickFinder;
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