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

Techincal Indicators written in javascript

"use strict";

var _interopRequireDefault = require("@babel/runtime/helpers/interopRequireDefault");
Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.WilliamsRInput = exports.WilliamsR = void 0;
exports.williamsr = williamsr;
var _indicator = require("../indicator/indicator");
var _FixedSizeLinkedList = _interopRequireDefault(require("../Utils/FixedSizeLinkedList"));
class WilliamsRInput extends _indicator.IndicatorInput {
  low;
  high;
  close;
  period;
}
exports.WilliamsRInput = WilliamsRInput;
;
class WilliamsR 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 format = this.format;
    if (!(lows.length === highs.length && highs.length === closes.length)) {
      throw 'Inputs(low,high, close) not of equal size';
    }
    this.result = [];

    //%R = (Highest High - Close)/(Highest High - Lowest Low) * -100
    //Lowest Low = lowest low for the look-back period
    //Highest High = highest high for the look-back period
    //%R is multiplied by -100 correct the inversion and move the decimal.
    this.generator = function* () {
      let index = 1;
      let pastHighPeriods = new _FixedSizeLinkedList.default(period, true, false);
      let pastLowPeriods = new _FixedSizeLinkedList.default(period, false, true);
      let periodLow;
      let periodHigh;
      var tick = yield;
      let williamsR;
      while (true) {
        pastHighPeriods.push(tick.high);
        pastLowPeriods.push(tick.low);
        if (index < period) {
          index++;
          tick = yield;
          continue;
        }
        periodLow = pastLowPeriods.periodLow;
        periodHigh = pastHighPeriods.periodHigh;
        williamsR = format((periodHigh - tick.close) / (periodHigh - periodLow) * -100);
        tick = yield williamsR;
      }
    }();
    this.generator.next();
    lows.forEach((low, 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 = williamsr;
  nextValue(price) {
    var nextResult = this.generator.next(price);
    if (nextResult.value != undefined) return this.format(nextResult.value);
  }
}
exports.WilliamsR = WilliamsR;
function williamsr(input) {
  _indicator.Indicator.reverseInputs(input);
  var result = new WilliamsR(input).result;
  if (input.reversedInput) {
    result.reverse();
  }
  _indicator.Indicator.reverseInputs(input);
  return result;
}
;
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