algotrader
Version:
Algorithmically trade stocks and options using Robinhood, Yahoo Finance, and more.
785 lines (749 loc) • 32.3 kB
JavaScript
const LibraryError = require('../globals/LibraryError');
const Quote = require('../globals/Quote');
const Match = require('../globals/Match');
const request = require('request');
const _ = require('lodash');
/**
* Further documentation can be found here: https://www.alphavantage.co/documentation/
*/
class AlphaVantage {
/**
* Creates a new AlphaVantage instance.
* @author Torrey Leonard <https://github.com/Ladinn>
* @constructor
* @param {String} apiKey - The free API key retrieved from
*/
constructor(apiKey) {
this.apiKey = apiKey;
this.url = "https://www.alphavantage.co/query"
}
/**
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {Object} qs The query string object to pass along to the request module
* @param {string} objectKeyOverride Set this to the name of the property in the response object that you wish to return.
* Leave empty to let _requester use it's default implementation
* @private
*/
_requester(qs, objectKeyOverride = undefined) {
const _this = this;
return new Promise((resolve, reject) => {
qs.apikey = _this.apiKey;
qs.datatype = "json";
request({
uri: _this.url,
qs: qs
}, (error, response, body ) => {
if (error) reject(error);
else if (body.indexOf("application-error.html") !== -1) reject(new LibraryError("The Alpha Vantage servers are overloaded. Please try again."));
else if (response.statusCode !== 200) reject(body);
else {
const json = JSON.parse(body);
const objectKey = objectKeyOverride ? objectKeyOverride : Object.keys(json)[1];
resolve(json[objectKey]);
}
})
});
}
/**
* Returns an array of objects showing historical and real time S&P sector performance.
* @author Torrey Leonard <https://github.com/Ladinn>
* @returns {Promise}
*/
sectorPerformance() {
const _this = this;
return new Promise((resolve, reject) => {
request({
uri: _this.url,
qs: {
apikey: _this.apiKey,
datatype: "json",
function: "SECTOR"
}
}, (error, response, body ) => {
if (error) reject(error);
else if (body.indexOf("application-error.html") !== -1) reject(new LibraryError("The Alpha Vantage servers are overloaded. Please try again."));
else if (response.statusCode !== 200) reject(body);
else {
resolve(JSON.parse(body));
}
})
});
}
/**
* Returns an array of quotes for the equity specified, updated in real time.
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - How long each quote should represent: 1min, 5min, 15min, 30min, 60min
* @returns {Promise.<Array>}
*/
timeSeriesIntraday(symbol, interval) {
return this._requester({
function: "TIME_SERIES_INTRADAY",
symbol: symbol,
interval: interval
}).then(res => {
let array = [];
for (const key in res) {
if (res.hasOwnProperty(key)) {
const o = res[key];
array.push(new Quote({
symbol: symbol,
date: new Date(key),
source: "Alpha Vantage",
price: {
open: Number(o["1. open"]),
high: Number(o["2. high"]),
low: Number(o["3. low"]),
close: Number(o["4. close"]),
volume: Number(o["5. volume"])
},
original: JSON.stringify(o)
}))
}
}
return _.sortBy(array, 'date');
})
}
/**
* Returns an array of quotes for the equity specified, covering up to 20 years of historical data.
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {Boolean} compact - If true, this will return the last 100 data points. If false, it will return up to 20 years of historical data.
* @param {Boolean} adjusted - If true, prices will be adjusted for split/dividend events.
* @returns {Promise<Array>}
*/
timeSeriesDaily(symbol, compact, adjusted) {
return this._requester({
function: adjusted ? "TIME_SERIES_DAILY_ADJUSTED" : "TIME_SERIES_DAILY",
symbol: symbol,
outputsize: compact ? "compact" : "full"
}).then(res => {
let array = [];
for (const key in res) {
if (res.hasOwnProperty(key)) {
const o = res[key];
if (adjusted) array.push(new Quote(
{
symbol: symbol,
date: new Date(key),
source: "Alpha Vantage",
price: {
open: Number(o["1. open"]),
high: Number(o["2. high"]),
low: Number(o["3. low"]),
close: Number(o["4. close"]),
volume: Number(o["6. volume"]),
adjustedClose: Number(o["5. adjusted close"])
},
meta: {
dividendAmount: o["7. dividend amount"],
splitCoefficient: o["8. split coefficient"]
},
original: JSON.stringify(o)
}
));
else array.push(new Quote(
{
symbol: symbol,
date: new Date(key),
source: "Alpha Vantage",
price: {
open: Number(o["1. open"]),
high: Number(o["2. high"]),
low: Number(o["3. low"]),
close: Number(o["4. close"]),
volume: Number(o["5. volume"])
},
original: JSON.stringify(o)
}
))
}
}
return _.sortBy(array, 'date');;
})
}
/**
* Returns an array of quotes for the equity specified, covering up to 20 years of historical data.
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {Boolean} adjusted - If true, prices will be adjusted for split/dividend events.
* @returns {Promise<Array>}
*/
timeSeriesWeekly(symbol, adjusted) {
return this._requester({
function: adjusted ? "TIME_SERIES_WEEKLY_ADJUSTED" : "TIME_SERIES_WEEKLY",
symbol: symbol
}).then(res => {
let array = [];
for (const key in res) {
if (res.hasOwnProperty(key)) {
const o = res[key];
if (adjusted) array.push(new Quote(
{
symbol: symbol,
date: new Date(key),
source: "Alpha Vantage",
price: {
open: Number(o["1. open"]),
high: Number(o["2. high"]),
low: Number(o["3. low"]),
close: Number(o["4. close"]),
volume: Number(o["6. volume"]),
adjustedClose: Number(o["5. adjusted close"])
},
meta: {
dividendAmount: o["7. dividend amount"],
splitCoefficient: o["8. split coefficient"]
},
original: o
}
));
else array.push(new Quote(
{
symbol: symbol,
date: new Date(key),
source: "Alpha Vantage",
price: {
open: Number(o["1. open"]),
high: Number(o["2. high"]),
low: Number(o["3. low"]),
close: Number(o["4. close"]),
volume: Number(o["5. volume"])
},
original: o
}
))
}
}
return _.sortBy(array, 'date');;
})
}
/**
* Returns an array of quotes for the equity specified, covering up to 20 years of historical data.
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {Boolean} adjusted - If true, prices will be adjusted for split/dividend events.
* @returns {Promise<Array>}
*/
timeSeriesMonthly(symbol, adjusted) {
return this._requester({
function: adjusted ? "TIME_SERIES_MONTHLY_ADJUSTED" : "TIME_SERIES_MONTHLY",
symbol: symbol
}).then(res => {
let array = [];
for (const key in res) {
if (res.hasOwnProperty(key)) {
const o = res[key];
if (adjusted) array.push(new Quote(
{
symbol: symbol,
date: new Date(key),
source: "Alpha Vantage",
price: {
open: Number(o["1. open"]),
high: Number(o["2. high"]),
low: Number(o["3. low"]),
close: Number(o["4. close"]),
volume: Number(o["6. volume"]),
adjustedClose: Number(o["5. adjusted close"])
},
meta: {
dividendAmount: o["7. dividend amount"],
splitCoefficient: o["8. split coefficient"]
},
original: o
}
));
else array.push(new Quote(
{
symbol: symbol,
date: new Date(key),
source: "Alpha Vantage",
price: {
open: Number(o["1. open"]),
high: Number(o["2. high"]),
low: Number(o["3. low"]),
close: Number(o["4. close"]),
volume: Number(o["5. volume"])
},
original: o
}
))
}
}
return _.sortBy(array, 'date');
})
}
/**
* Returns an array of search results based off your keyword search string
* @author Nicklas Laine Overgaard <https://github.com/nover>
* @param {String} keyword The search keyword(s), e.g 'Microsoft' or 'Toshiba'
* @returns {Promise<Array{Match}>}
*/
search(keyword) {
return this._requester({
function: 'SYMBOL_SEARCH',
keywords: keyword,
}, 'bestMatches').then(res => {
const array = [];
for (const data of res) {
array.push(new Match(data));
}
return array;
})
}
/**
* Get a price quote from the market for the given symbol
* @author Nicklas Laine Overgaard <https://github.com/nover>
* @param {String} symbol The symbol to get a the current quote price for, e.g AAPL
* @returns {Promise<Quote>} A quote instance
*/
quote(symbol) {
return this._requester({
function: 'GLOBAL_QUOTE',
symbol
}, 'Global Quote').then(res => {
return new Quote({
symbol: res['01. symbol'],
source: 'Alpha Vantage',
date: res['07. latest trading day'],
price: {
open: Number(res['02. open']),
high: Number(res['03. high']),
low: Number(res['04. low']),
last: Number(res['05. price']),
volume: Number(res['06. volume']),
},
original: JSON.stringify(res),
meta: {
previousClose: Number(res['08. previous close']),
change: Number(res['09. change']),
changePercent: res['10. change percent'],
}
});
});
}
// TECHNICALS
/**
* @author Torrey Leonard <https://github.com/Ladinn>
* @private
*/
_technical(type, symbol, interval, timePeriod, seriesType, qs) {
let query = {
function: type,
symbol: symbol,
interval: interval,
time_period: timePeriod,
series_type: seriesType
};
if (qs) qs.forEach(q => {
query[q.key] = q.val;
});
return this._requester(query).then(res => {
let array = [];
for (const key in res) {
if (res.hasOwnProperty(key)) {
const o = res[key];
let newObject = { date: new Date(key) };
Object.keys(o).forEach(k => {
newObject[k] = o[k];
});
array.push(newObject);
}
}
return array;
})
}
/**
* Returns an array of simple moving averages for the equity specified.
* https://www.investopedia.com/articles/technical/052201.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
sma(symbol, interval, timePeriod, seriesType) {
return this._technical("SMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of exponential moving averages for the equity specified.
* https://www.investopedia.com/terms/e/ema.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
ema(symbol, interval, timePeriod, seriesType) {
return this._technical("EMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of weighted moving averages for the equity specified.
* https://www.investopedia.com/articles/technical/060401.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
wma(symbol, interval, timePeriod, seriesType) {
return this._technical("WMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of double exponential moving averages for the equity specified.
* http://www.investopedia.com/articles/trading/10/double-exponential-moving-average.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
dema(symbol, interval, timePeriod, seriesType) {
return this._technical("DEMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of double exponential moving averages for the equity specified.
* http://www.investopedia.com/articles/trading/10/double-exponential-moving-average.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
dema(symbol, interval, timePeriod, seriesType) {
return this._technical("DEMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of triple exponential moving averages for the equity specified.
* https://www.investopedia.com/terms/t/triple-exponential-moving-average.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
tema(symbol, interval, timePeriod, seriesType) {
return this._technical("TEMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of triangular moving averages for the equity specified.
* http://www.fmlabs.com/reference/default.htm?url=TriangularMA.htm
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
trima(symbol, interval, timePeriod, seriesType) {
return this._technical("TRIMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of Kaufman adaptive moving averages for the equity specified.
* http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
kama(symbol, interval, timePeriod, seriesType) {
return this._technical("KAMA", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of MESA adaptive moving averages for the equity specified.
* http://www.binarytribune.com/forex-trading-indicators/ehlers-mesa-adaptive-moving-average
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {Number} fastLimit
* @param {Number} slowLimit
* @returns {Promise<Array>}
*/
mama(symbol, interval, timePeriod, seriesType, fastLimit, slowLimit) {
return this._technical("MAMA", symbol, interval, timePeriod, seriesType, [
{
key: "fastlimit",
val: fastLimit
},
{
key: "slowlimit",
val: slowLimit
}
]);
}
/**
* Returns an array of T3 values for the equity specified.
* http://www.fmlabs.com/reference/default.htm?url=T3.htm
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
t3(symbol, interval, timePeriod, seriesType) {
return this._technical("T3", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of moving average convergence / divergence values for the equity specified.
* http://www.investopedia.com/articles/forex/05/macddiverge.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {Number|Null} fastPeriod
* @param {Number|Null} slowPeriod
* @param {Number|Null} signalPeriod
* @returns {Promise<Array>}
*/
macd(symbol, interval, timePeriod, seriesType, fastPeriod, slowPeriod, signalPeriod) {
return this._technical("MACD", symbol, interval, timePeriod, seriesType, [
{
key: "fastperiod",
val: fastPeriod !== null ? fastPeriod : 12
},
{
key: "slowperiod",
val: slowPeriod !== null ? fastPeriod : 26
},
{
key: "signalperiod",
val: signalPeriod !== null ? signalPeriod : 9
}
]);
}
/**
* Returns an array of moving average convergence / divergence values with controllable moving average type for the equity specified.
* http://www.investopedia.com/articles/forex/05/macddiverge.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {Number|Null} fastPeriod
* @param {Number|Null} slowPeriod
* @param {Number|Null} signalPeriod
* @param {Number|Null} fastMaType - Integers 0 - 8 are accepted with the following mappings: 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @param {Number|Null} slowMaType - Integers 0 - 8 are accepted with the following mappings: 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @param {Number|Null} signalMaType - Integers 0 - 8 are accepted with the following mappings: 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @returns {Promise<Array>}
*/
macd(symbol, interval, timePeriod, seriesType, fastPeriod, slowPeriod, signalPeriod, fastMaType, slowMaType, signalMaType) {
return this._technical("MACD", symbol, interval, timePeriod, seriesType, [
{
key: "fastperiod",
val: fastPeriod !== null ? fastPeriod : 12
},
{
key: "slowperiod",
val: slowPeriod !== null ? fastPeriod : 26
},
{
key: "signalperiod",
val: signalPeriod !== null ? signalPeriod : 9
},
{
key: "fastmatype",
val: fastMaType !== null ? fastMaType : 0
},
{
key: "slowmatype",
val: slowMaType !== null ? slowMaType : 0
},
{
key: "signalmatype",
val: signalMaType !== null ? signalMaType : 0
}
]);
}
/**
* Returns an array of stochastic oscillators for the equity specified.
* http://www.investopedia.com/university/indicator_oscillator/ind_osc8.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {Number|Null} fastKPeriod
* @param {Number|Null} slowKPeriod
* @param {Number|Null} slowDPeriod
* @param {Number|Null} slowKmaType - Integers 0 - 8 are accepted with the following mappings: 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @param {Number|Null} slowDmaType - Integers 0 - 8 are accepted with the following mappings: 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @returns {Promise<Array>}
*/
stoch(symbol, interval, timePeriod, seriesType, fastKPeriod, slowKPeriod, slowDPeriod, slowKmaType, slowDmaType) {
return this._technical("STOCH", symbol, interval, timePeriod, seriesType, [
{
key: "fastkperiod",
val: fastKPeriod !== null ? fastKPeriod : 12
},
{
key: "slowkperiod",
val: slowKPeriod !== null ? slowKPeriod : 26
},
{
key: "slowdperiod",
val: slowDPeriod !== null ? slowDPeriod : 9
},
{
key: "slowkmatype",
val: slowKmaType !== null ? slowKmaType : 0
},
{
key: "slowdmatype",
val: slowDmaType !== null ? slowDmaType : 0
}
]);
}
/**
* Returns an array of stochastic fast oscillators for the equity specified.
* http://www.investopedia.com/university/indicator_oscillator/ind_osc8.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {Number|Null} fastKPeriod
* @param {Number|Null} fastDPeriod
* @param {Number|Null} fastDmaType - Integers 0 - 8 are accepted with the following mappings: 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @returns {Promise<Array>}
*/
stochf(symbol, interval, timePeriod, seriesType, fastKPeriod, fastDPeriod, fastDmaType) {
return this._technical("STOCHF", symbol, interval, timePeriod, seriesType, [
{
key: "fastkperiod",
val: fastKPeriod !== null ? fastKPeriod : 12
},
{
key: "fastdperiod",
val: fastDPeriod !== null ? fastDPeriod : 26
},
{
key: "fastdmatype",
val: fastDmaType !== null ? fastDmaType : 9
}
]);
}
/**
* Returns an array of relative strength index values for the equity specified.
* http://www.investopedia.com/articles/technical/071601.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @returns {Promise<Array>}
*/
rsi(symbol, interval, timePeriod, seriesType) {
return this._technical("RSI", symbol, interval, timePeriod, seriesType);
}
/**
* Returns an array of stochastic relative strength index values for the equity specified.
* http://www.fmlabs.com/reference/default.htm?url=StochRSI.htm
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @param {String} seriesType - What to base the SMA on: open, high, low, close
* @param {Number|Null} fastKPeriod
* @param {Number|Null} fastDPeriod
* @param {Number|Null} fastDmaType - Integers 0 - 8 are accepted with the following mappings: 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @returns {Promise<Array>}
*/
stochRSI(symbol, interval, timePeriod, seriesType, fastKPeriod, fastDPeriod, fastDmaType) {
return this._technical("STOCHRSI", symbol, interval, timePeriod, seriesType, [
{
key: "fastkperiod",
val: fastKPeriod !== null ? fastKPeriod : 12
},
{
key: "fastdperiod",
val: fastDPeriod !== null ? fastDPeriod : 26
},
{
key: "fastdmatype",
val: fastDmaType !== null ? fastDmaType : 9
}
]);
}
/**
* Returns an array of bollinger bands for the equity specified.
* https://www.investopedia.com/articles/technical/04/030304.asp
* @author Torrey Leonard <https://github.com/Ladinn>
* @param {String} symbol
* @param {String} interval - Time interval between two consecutive data points in the time series. The following values are supported: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each BBANDS value. Positive integers are accepted (e.g., time_period=60, time_period=200)
* @param {String} seriesType - The desired price type in the time series. Four types are supported: close, open, high, low
* @param {Number|Null} nbdevup - The standard deviation multiplier of the upper band. Positive integers are accepted. By default, nbdevup=2.
* @param {Number|Null} nbdevdn - The standard deviation multiplier of the lower band. Positive integers are accepted. By default, nbdevdn=2.
* @param {Number|Null} matype - Moving average type of the time series. By default, matype=0. Integers 0 - 8 are accepted with the following mappings. 0 = Simple Moving Average (SMA), 1 = Exponential Moving Average (EMA), 2 = Weighted Moving Average (WMA), 3 = Double Exponential Moving Average (DEMA), 4 = Triple Exponential Moving Average (TEMA), 5 = Triangular Moving Average (TRIMA), 6 = T3 Moving Average, 7 = Kaufman Adaptive Moving Average (KAMA), 8 = MESA Adaptive Moving Average (MAMA).
* @returns {Promise<Array>}
*/
bbands(symbol, interval, timePeriod, seriesType, nbdevup, nbdevdn, matype) {
return this._technical("BBANDS", symbol, interval, timePeriod, seriesType, [
{
key: "nbdevup",
val: nbdevup !== null ? nbdevup : 2
},
{
key: "nbdevdn",
val: nbdevdn !== null ? nbdevdn : 2
},
{
key: "matype",
val: matype !== null ? matype : 0
}
]);
}
/**
* This API returns the minus directional indicator (MINUS_DI) values
* http://www.investopedia.com/articles/technical/02/050602.asp
* @author Colin Gillingham <https://github.com/Gillinghammer>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @returns {Promise<Array>}
*/
minus_di(symbol, interval, timePeriod) {
return this._technical('MINUS_DI', symbol, interval, timePeriod);
}
/**
* This API returns the plus directional indicator (PLUS_DI) values
* http://www.investopedia.com/articles/technical/02/050602.asp
* @author Colin Gillingham <https://github.com/Gillinghammer>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each moving average value. Positive integers are accepted.
* @returns {Promise<Array>}
*/
plus_di(symbol, interval, timePeriod) {
return this._technical('PLUS_DI', symbol, interval, timePeriod);
}
/**
* This API returns the average directional movement index (ADX) values
* http://www.investopedia.com/articles/trading/07/adx-trend-indicator.as
* @author Colin Gillingham <https://github.com/Gillinghammer>
* @param {String} symbol
* @param {String} interval - Time between two data points in the series: 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly
* @param {Number} timePeriod - Number of data points used to calculate each ADX value. Positive integers are accepted
* @returns {Promise<Array>}
*/
adx(symbol, interval, timePeriod) {
return this._technical('ADX', symbol, interval, timePeriod);
}
}
module.exports = AlphaVantage;