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

Techincal Indicators written in javascript

"use strict";

var _interopRequireDefault = require("@babel/runtime/helpers/interopRequireDefault");
Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.StochasticOutput = exports.StochasticInput = exports.Stochastic = void 0;
exports.stochastic = stochastic;
var _indicator = require("../indicator/indicator");
var _FixedSizeLinkedList = _interopRequireDefault(require("../Utils/FixedSizeLinkedList"));
var _SMA = require("../moving_averages/SMA");
/**
 * Created by AAravindan on 5/10/16.
 */
"use strict";
class StochasticInput extends _indicator.IndicatorInput {
  period;
  low;
  high;
  close;
  signalPeriod;
}
exports.StochasticInput = StochasticInput;
;
class StochasticOutput {
  k;
  d;
}
exports.StochasticOutput = StochasticOutput;
;
class Stochastic extends _indicator.Indicator {
  result;
  generator;
  constructor(input) {
    super(input);
    let lows = input.low;
    let highs = input.high;
    let closes = input.close;
    let period = input.period;
    let signalPeriod = input.signalPeriod;
    let format = this.format;
    if (!(lows.length === highs.length && highs.length === closes.length)) {
      throw 'Inputs(low,high, close) not of equal size';
    }
    this.result = [];
    //%K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
    //%D = 3-day SMA of %K
    //
    //Lowest Low = lowest low for the look-back period
    //Highest High = highest high for the look-back period
    //%K is multiplied by 100 to move the decimal point two places
    this.generator = function* () {
      let index = 1;
      let pastHighPeriods = new _FixedSizeLinkedList.default(period, true, false);
      let pastLowPeriods = new _FixedSizeLinkedList.default(period, false, true);
      let dSma = new _SMA.SMA({
        period: signalPeriod,
        values: [],
        format: v => {
          return v;
        }
      });
      let k, d;
      var tick = yield;
      while (true) {
        pastHighPeriods.push(tick.high);
        pastLowPeriods.push(tick.low);
        if (index < period) {
          index++;
          tick = yield;
          continue;
        }
        let periodLow = pastLowPeriods.periodLow;
        k = (tick.close - periodLow) / (pastHighPeriods.periodHigh - periodLow) * 100;
        k = isNaN(k) ? 0 : k; //This happens when the close, high and low are same for the entire period; Bug fix for 
        d = dSma.nextValue(k);
        tick = yield {
          k: format(k),
          d: d !== undefined ? format(d) : undefined
        };
      }
    }();
    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 = stochastic;
  nextValue(input) {
    let nextResult = this.generator.next(input);
    if (nextResult.value !== undefined) return nextResult.value;
  }
}
exports.Stochastic = Stochastic;
function stochastic(input) {
  _indicator.Indicator.reverseInputs(input);
  var result = new Stochastic(input).result;
  if (input.reversedInput) {
    result.reverse();
  }
  _indicator.Indicator.reverseInputs(input);
  return result;
}
;
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