pricehistory/dist/candle.setVWAP.js

Series data with technical indicators.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
const simpul_1 = require("simpul");
function setCandleVWAP(option, candle, series, period) {
    if (option.vwap !== true)
        return;
    let p = 0;
    let pv = 0;
    let v = 0;
    for (const i of series) {
        if (typeof i.priceHigh === "number" &&
            typeof i.priceLow === "number" &&
            typeof i.priceClose === "number" &&
            typeof i.volume === "number") {
            p = (i.priceHigh + i.priceLow + i.priceClose) / 3;
            pv += p * i.volume;
            v += i.volume;
        }
    }
    if (v === 0)
        return;
    const vwap = simpul_1.math.num(pv / v);
    const vwapValue = simpul_1.math.num(pv);
    let vwapSignal, volValue;
    if (typeof vwap === "number")
        vwapSignal = simpul_1.math.change.percent(vwap, p);
    if (typeof candle.volume === "number")
        volValue = simpul_1.math.num(p * candle.volume);
    if ((option.sma === true && typeof period === "number") || period === 1) {
        if (typeof vwap === "number") {
            candle[`sma${period}Vwap`] = vwap;
        }
        if (typeof vwapSignal === "number") {
            candle[`sma${period}VwapSignal`] = vwapSignal;
        }
        if (typeof vwapValue === "number") {
            candle[`sma${period}VwapValue`] = vwapValue;
        }
    }
    else {
        if (typeof vwap === "number") {
            candle.vwap = vwap;
        }
        if (typeof vwapSignal === "number") {
            candle.vwapSignal = vwapSignal;
        }
        if (typeof vwapValue === "number") {
            candle.vwapValue = vwapValue;
        }
        if (typeof v === "number") {
            candle.volumeTotal = v;
        }
        if (typeof volValue === "number") {
            candle.volumeValue = volValue;
        }
    }
}
exports.default = setCandleVWAP;