crypto-backtest/lib/IndicatorService.js

Backtesting on market data imported from crypto exchange

"use strict";
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
    if (k2 === undefined) k2 = k;
    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
}) : (function(o, m, k, k2) {
    if (k2 === undefined) k2 = k;
    o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
    Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
    o["default"] = v;
});
var __importStar = (this && this.__importStar) || function (mod) {
    if (mod && mod.__esModule) return mod;
    var result = {};
    if (mod != null) for (var k in mod) if (k !== "default" && Object.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
    __setModuleDefault(result, mod);
    return result;
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.IndicatorService = void 0;
const tulind = __importStar(require("tulind"));
class IndicatorService {
    static getStart(name, options) {
        return tulind.indicators[name].start(options);
    }
    static async execute(options) {
        const { candles, name, options: indicatorOptions } = options;
        const indicatorOutputs = await tulind.indicators[name].indicator(tulind.indicators[name].input_names.map((e) => candles.map((c) => c[e === "real" ? "close" : e])), indicatorOptions); // некоторые индикаторы возвращают несколько рядов данных, например, MACD
        const length = indicatorOutputs[0].length;
        const indicators = [];
        // перебирать начиная с последнего элемента
        for (let i = 1; i <= length; i++) {
            indicators.push({
                time: candles[candles.length - i].time,
                values: indicatorOutputs.map((e) => e[length - i]),
            });
        }
        return indicators.reverse();
    }
}
exports.IndicatorService = IndicatorService;
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