ct-react-stockcharts/es/lib/calculator/atr.js

Highly customizable stock charts with ReactJS and d3

var _extends = Object.assign || function (target) { for (var i = 1; i < arguments.length; i++) { var source = arguments[i]; for (var key in source) { if (Object.prototype.hasOwnProperty.call(source, key)) { target[key] = source[key]; } } } return target; };

import { sum } from "d3-array";

import { ATR as defaultOptions } from "./defaultOptionsForComputation";
import { slidingWindow, last, isDefined } from "../utils";

export default function () {

	var options = defaultOptions;
	var source = function source(d) {
		return { open: d.open, high: d.high, low: d.low, close: d.close };
	};

	function calculator(data) {
		var _options = options,
		    windowSize = _options.windowSize;


		var trueRangeAlgorithm = slidingWindow().windowSize(2).source(source).undefinedValue(function (d) {
			return d.high - d.low;
		}) // the first TR value is simply the High minus the Low
		.accumulator(function (values) {
			var prev = values[0];
			var d = values[1];
			return Math.max(d.high - d.low, d.high - prev.close, d.low - prev.close);
		});

		var prevATR = void 0;

		var atrAlgorithm = slidingWindow().skipInitial(1) // trueRange starts from index 1 so ATR starts from 1
		.windowSize(windowSize).accumulator(function (values) {
			var tr = last(values);
			var atr = isDefined(prevATR) ? (prevATR * (windowSize - 1) + tr) / windowSize : sum(values) / windowSize;

			prevATR = atr;
			return atr;
		});

		var newData = atrAlgorithm(trueRangeAlgorithm(data));

		return newData;
	}
	calculator.undefinedLength = function () {
		var _options2 = options,
		    windowSize = _options2.windowSize;

		return windowSize - 1;
	};
	calculator.options = function (x) {
		if (!arguments.length) {
			return options;
		}
		options = _extends({}, defaultOptions, x);
		return calculator;
	};

	calculator.source = function (x) {
		if (!arguments.length) {
			return source;
		}
		source = x;
		return calculator;
	};

	return calculator;
}
//# sourceMappingURL=atr.js.map