pricehistory
Version:
Transforms raw OHLCV series data into enriched candles with technical indicators, pattern recognition, and trend analysis.
73 lines • 2.98 kB
JavaScript
;
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__setModuleDefault(result, mod);
return result;
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})();
Object.defineProperty(exports, "__esModule", { value: true });
const utilN = __importStar(require("@nameer/utils"));
function setCandleVwap(opt, candle, ctx, period) {
var _a, _b;
if (opt.vwap !== true || candle.volume === undefined)
return;
const typicalPrice = utilN.math.mean(candle.priceHigh, candle.priceLow, candle.priceClose) ??
candle.priceClose;
if (typicalPrice === undefined)
return;
if (period !== undefined) {
const priceWinKey = `vwap${period}TypicalPrice`;
const volWinKey = `vwap${period}Volume`;
(_a = ctx.window)[priceWinKey] ?? (_a[priceWinKey] = []);
(_b = ctx.window)[volWinKey] ?? (_b[volWinKey] = []);
ctx.window[priceWinKey].push(typicalPrice);
ctx.window[volWinKey].push(candle.volume);
if (ctx.window[priceWinKey].length > period) {
ctx.window[priceWinKey].shift();
}
if (ctx.window[volWinKey].length > period) {
ctx.window[volWinKey].shift();
}
let vwapPV = 0;
let vwapVolume = 0;
for (let i = 0; i < ctx.window[priceWinKey].length; i++) {
vwapPV += ctx.window[priceWinKey][i] * ctx.window[volWinKey][i];
vwapVolume += ctx.window[volWinKey][i];
}
candle[`sma${period}Vwap`] = utilN.math.num(vwapPV / vwapVolume);
}
else {
ctx.vwapPV += typicalPrice * candle.volume;
ctx.vwapVolume += candle.volume;
candle.vwap = utilN.math.num(ctx.vwapPV / ctx.vwapVolume);
}
}
exports.default = setCandleVwap;
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