bfx-hf-indicators
Version:
A library of trading indicators for Node.JS
100 lines (77 loc) • 5.96 kB
JavaScript
;
function _typeof(obj) { "@babel/helpers - typeof"; if (typeof Symbol === "function" && typeof Symbol.iterator === "symbol") { _typeof = function _typeof(obj) { return typeof obj; }; } else { _typeof = function _typeof(obj) { return obj && typeof Symbol === "function" && obj.constructor === Symbol && obj !== Symbol.prototype ? "symbol" : typeof obj; }; } return _typeof(obj); }
function _classCallCheck(instance, Constructor) { if (!(instance instanceof Constructor)) { throw new TypeError("Cannot call a class as a function"); } }
function _defineProperties(target, props) { for (var i = 0; i < props.length; i++) { var descriptor = props[i]; descriptor.enumerable = descriptor.enumerable || false; descriptor.configurable = true; if ("value" in descriptor) descriptor.writable = true; Object.defineProperty(target, descriptor.key, descriptor); } }
function _createClass(Constructor, protoProps, staticProps) { if (protoProps) _defineProperties(Constructor.prototype, protoProps); if (staticProps) _defineProperties(Constructor, staticProps); return Constructor; }
function _get(target, property, receiver) { if (typeof Reflect !== "undefined" && Reflect.get) { _get = Reflect.get; } else { _get = function _get(target, property, receiver) { var base = _superPropBase(target, property); if (!base) return; var desc = Object.getOwnPropertyDescriptor(base, property); if (desc.get) { return desc.get.call(receiver); } return desc.value; }; } return _get(target, property, receiver || target); }
function _superPropBase(object, property) { while (!Object.prototype.hasOwnProperty.call(object, property)) { object = _getPrototypeOf(object); if (object === null) break; } return object; }
function _inherits(subClass, superClass) { if (typeof superClass !== "function" && superClass !== null) { throw new TypeError("Super expression must either be null or a function"); } subClass.prototype = Object.create(superClass && superClass.prototype, { constructor: { value: subClass, writable: true, configurable: true } }); if (superClass) _setPrototypeOf(subClass, superClass); }
function _setPrototypeOf(o, p) { _setPrototypeOf = Object.setPrototypeOf || function _setPrototypeOf(o, p) { o.__proto__ = p; return o; }; return _setPrototypeOf(o, p); }
function _createSuper(Derived) { var hasNativeReflectConstruct = _isNativeReflectConstruct(); return function _createSuperInternal() { var Super = _getPrototypeOf(Derived), result; if (hasNativeReflectConstruct) { var NewTarget = _getPrototypeOf(this).constructor; result = Reflect.construct(Super, arguments, NewTarget); } else { result = Super.apply(this, arguments); } return _possibleConstructorReturn(this, result); }; }
function _possibleConstructorReturn(self, call) { if (call && (_typeof(call) === "object" || typeof call === "function")) { return call; } return _assertThisInitialized(self); }
function _assertThisInitialized(self) { if (self === void 0) { throw new ReferenceError("this hasn't been initialised - super() hasn't been called"); } return self; }
function _isNativeReflectConstruct() { if (typeof Reflect === "undefined" || !Reflect.construct) return false; if (Reflect.construct.sham) return false; if (typeof Proxy === "function") return true; try { Boolean.prototype.valueOf.call(Reflect.construct(Boolean, [], function () {})); return true; } catch (e) { return false; } }
function _getPrototypeOf(o) { _getPrototypeOf = Object.setPrototypeOf ? Object.getPrototypeOf : function _getPrototypeOf(o) { return o.__proto__ || Object.getPrototypeOf(o); }; return _getPrototypeOf(o); }
var _isFinite = require('lodash/isFinite');
var Indicator = require('./indicator');
var AccumulationDistribution = /*#__PURE__*/function (_Indicator) {
_inherits(AccumulationDistribution, _Indicator);
var _super = _createSuper(AccumulationDistribution);
function AccumulationDistribution() {
var args = arguments.length > 0 && arguments[0] !== undefined ? arguments[0] : [];
_classCallCheck(this, AccumulationDistribution);
return _super.call(this, {
args: args,
id: AccumulationDistribution.id,
name: 'Accum/Dist',
dataType: 'candle',
dataKey: '*'
});
}
_createClass(AccumulationDistribution, [{
key: "reset",
value: function reset() {
_get(_getPrototypeOf(AccumulationDistribution.prototype), "reset", this).call(this);
}
}, {
key: "update",
value: function update(candle) {
var high = candle.high,
low = candle.low,
close = candle.close,
volume = candle.volume;
var moneyFlowMult = high === low ? 0 : (close - low - (high - close)) / (high - low);
var moneyFlowVol = moneyFlowMult * volume;
var prev = this.prev();
return _get(_getPrototypeOf(AccumulationDistribution.prototype), "update", this).call(this, _isFinite(prev) ? prev + moneyFlowVol : moneyFlowVol);
}
}, {
key: "add",
value: function add(candle) {
var high = candle.high,
low = candle.low,
close = candle.close,
volume = candle.volume;
var moneyFlowMult = high === low ? 0 : (close - low - (high - close)) / (high - low);
var moneyFlowVol = moneyFlowMult * volume;
var prev = this.v();
return _get(_getPrototypeOf(AccumulationDistribution.prototype), "add", this).call(this, _isFinite(prev) ? prev + moneyFlowVol : moneyFlowVol);
}
}], [{
key: "unserialize",
value: function unserialize() {
var args = arguments.length > 0 && arguments[0] !== undefined ? arguments[0] : [];
return new AccumulationDistribution(args);
}
}]);
return AccumulationDistribution;
}(Indicator);
AccumulationDistribution.id = 'ad';
AccumulationDistribution.label = 'Accum/Dist';
AccumulationDistribution.humanLabel = 'Accum/Dist';
AccumulationDistribution.ui = {
position: 'external',
type: 'line'
};
AccumulationDistribution.args = [];
module.exports = AccumulationDistribution;