@thuantan2060/technicalindicators/lib/momentum/KST.js

Techincal Indicators written in javascript

"use strict";

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.KSTOutput = exports.KSTInput = exports.KST = void 0;
exports.kst = kst;
var _indicator = require("../indicator/indicator");
var _SMA = require("../moving_averages/SMA");
var _ROC = require("./ROC");
class KSTInput extends _indicator.IndicatorInput {
  ROCPer1;
  ROCPer2;
  ROCPer3;
  ROCPer4;
  SMAROCPer1;
  SMAROCPer2;
  SMAROCPer3;
  SMAROCPer4;
  signalPeriod;
  values;
}
exports.KSTInput = KSTInput;
class KSTOutput {
  kst;
  signal;
}
exports.KSTOutput = KSTOutput;
class KST extends _indicator.Indicator {
  result;
  generator;
  constructor(input) {
    super(input);
    let priceArray = input.values;
    let rocPer1 = input.ROCPer1;
    let rocPer2 = input.ROCPer2;
    let rocPer3 = input.ROCPer3;
    let rocPer4 = input.ROCPer4;
    let smaPer1 = input.SMAROCPer1;
    let smaPer2 = input.SMAROCPer2;
    let smaPer3 = input.SMAROCPer3;
    let smaPer4 = input.SMAROCPer4;
    let signalPeriod = input.signalPeriod;
    let roc1 = new _ROC.ROC({
      period: rocPer1,
      values: []
    });
    let roc2 = new _ROC.ROC({
      period: rocPer2,
      values: []
    });
    let roc3 = new _ROC.ROC({
      period: rocPer3,
      values: []
    });
    let roc4 = new _ROC.ROC({
      period: rocPer4,
      values: []
    });
    let sma1 = new _SMA.SMA({
      period: smaPer1,
      values: [],
      format: v => {
        return v;
      }
    });
    let sma2 = new _SMA.SMA({
      period: smaPer2,
      values: [],
      format: v => {
        return v;
      }
    });
    let sma3 = new _SMA.SMA({
      period: smaPer3,
      values: [],
      format: v => {
        return v;
      }
    });
    let sma4 = new _SMA.SMA({
      period: smaPer4,
      values: [],
      format: v => {
        return v;
      }
    });
    let signalSMA = new _SMA.SMA({
      period: signalPeriod,
      values: [],
      format: v => {
        return v;
      }
    });
    var format = this.format;
    this.result = [];
    let firstResult = Math.max(rocPer1 + smaPer1, rocPer2 + smaPer2, rocPer3 + smaPer3, rocPer4 + smaPer4);
    this.generator = function* () {
      let index = 1;
      let tick = yield;
      let kst;
      let RCMA1, RCMA2, RCMA3, RCMA4, signal, result;
      while (true) {
        let roc1Result = roc1.nextValue(tick);
        let roc2Result = roc2.nextValue(tick);
        let roc3Result = roc3.nextValue(tick);
        let roc4Result = roc4.nextValue(tick);
        RCMA1 = roc1Result !== undefined ? sma1.nextValue(roc1Result) : undefined;
        RCMA2 = roc2Result !== undefined ? sma2.nextValue(roc2Result) : undefined;
        RCMA3 = roc3Result !== undefined ? sma3.nextValue(roc3Result) : undefined;
        RCMA4 = roc4Result !== undefined ? sma4.nextValue(roc4Result) : undefined;
        if (index < firstResult) {
          index++;
        } else {
          kst = RCMA1 * 1 + RCMA2 * 2 + RCMA3 * 3 + RCMA4 * 4;
        }
        signal = kst !== undefined ? signalSMA.nextValue(kst) : undefined;
        result = kst !== undefined ? {
          kst: format(kst),
          signal: signal ? format(signal) : undefined
        } : undefined;
        tick = yield result;
      }
    }();
    this.generator.next();
    priceArray.forEach(tick => {
      let result = this.generator.next(tick);
      if (result.value != undefined) {
        this.result.push(result.value);
      }
    });
  }
  static calculate = kst;
  nextValue(price) {
    let nextResult = this.generator.next(price);
    if (nextResult.value != undefined) return nextResult.value;
  }
}
exports.KST = KST;
function kst(input) {
  _indicator.Indicator.reverseInputs(input);
  var result = new KST(input).result;
  if (input.reversedInput) {
    result.reverse();
  }
  _indicator.Indicator.reverseInputs(input);
  return result;
}
;
//# sourceMappingURL=KST.js.map