@thuantan2060/technicalindicators/lib/directionalmovement/TrueRange.js

Techincal Indicators written in javascript

"use strict";

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.TrueRangeInput = exports.TrueRange = void 0;
exports.truerange = truerange;
var _indicator = require("../indicator/indicator");
/**
 * Created by AAravindan on 5/8/16.
 */
/**
 * Created by AAravindan on 5/8/16.
 */
"use strict";
class TrueRangeInput extends _indicator.IndicatorInput {
  low;
  high;
  close;
}
exports.TrueRangeInput = TrueRangeInput;
;
class TrueRange extends _indicator.Indicator {
  result;
  generator;
  constructor(input) {
    super(input);
    var lows = input.low;
    var highs = input.high;
    var closes = input.close;
    var format = this.format;
    if (lows.length != highs.length) {
      throw 'Inputs(low,high) not of equal size';
    }
    this.result = [];
    this.generator = function* () {
      var current = yield;
      var previousClose, result;
      while (true) {
        if (previousClose === undefined) {
          previousClose = current.close;
          current = yield result;
        }
        result = Math.max(current.high - current.low, isNaN(Math.abs(current.high - previousClose)) ? 0 : Math.abs(current.high - previousClose), isNaN(Math.abs(current.low - previousClose)) ? 0 : Math.abs(current.low - previousClose));
        previousClose = current.close;
        if (result != undefined) {
          result = format(result);
        }
        current = yield result;
      }
    }();
    this.generator.next();
    lows.forEach((tick, index) => {
      var result = this.generator.next({
        high: highs[index],
        low: lows[index],
        close: closes[index]
      });
      if (result.value != undefined) {
        this.result.push(result.value);
      }
    });
  }
  static calculate = truerange;
  nextValue(price) {
    return this.generator.next(price).value;
  }
}
exports.TrueRange = TrueRange;
function truerange(input) {
  _indicator.Indicator.reverseInputs(input);
  var result = new TrueRange(input).result;
  if (input.reversedInput) {
    result.reverse();
  }
  _indicator.Indicator.reverseInputs(input);
  return result;
}
;
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