fast-technical-indicators/lib/volume/obv.js

High-performance technical indicators with zero dependencies - compatible with technicalindicators package

export function obv(input) {
    const { close, volume } = input;
    if (close.length !== volume.length || close.length < 2) {
        return [];
    }
    const result = [];
    let cumulativeVolume = 0; // Start with 0
    for (let i = 1; i < close.length; i++) {
        if (close[i] > close[i - 1]) {
            // Price up, add volume
            cumulativeVolume += volume[i];
        }
        else if (close[i] < close[i - 1]) {
            // Price down, subtract volume
            cumulativeVolume -= volume[i];
        }
        // If price unchanged, volume doesn't change cumulative total
        result.push(cumulativeVolume);
    }
    return result;
}
export class OBV {
    constructor(input) {
        this.closeValues = [];
        this.volumeValues = [];
        this.cumulativeVolume = 0;
        this.initialized = false;
        if (input?.close?.length && input?.volume?.length) {
            for (let i = 0; i < Math.min(input.close.length, input.volume.length); i++) {
                this.nextValue(input.close[i], input.volume[i]);
            }
        }
    }
    nextValue(close, volume) {
        this.closeValues.push(close);
        this.volumeValues.push(volume);
        if (!this.initialized) {
            this.cumulativeVolume = 0; // Start with 0
            this.initialized = true;
            return undefined; // Don't return value for first data point
        }
        const previousClose = this.closeValues[this.closeValues.length - 2];
        if (close > previousClose) {
            this.cumulativeVolume += volume;
        }
        else if (close < previousClose) {
            this.cumulativeVolume -= volume;
        }
        // No change if price unchanged
        return this.cumulativeVolume;
    }
    getResult() {
        if (!this.initialized) {
            return [];
        }
        return [this.cumulativeVolume];
    }
}
OBV.calculate = obv;