pricehistory/dist/esm/candle.setMacd.js

Transforms raw OHLCV series data into enriched candles with technical indicators, pattern recognition, and trend analysis.

import * as utilN from "@nameer/utils";
function setCandleMacd(opt, candle, ctx) {
    var _a;
    if (opt.macd === false)
        return;
    const fast = candle[`ema${opt.macd[0]}`];
    const slow = candle[`ema${opt.macd[1]}`];
    if (fast === undefined || slow === undefined)
        return;
    const macdLine = fast - slow;
    candle.macd = utilN.math.num(macdLine);
    const signal = opt.macd[2];
    const winKey = `macd${signal}`;
    (_a = ctx.window)[winKey] ?? (_a[winKey] = []);
    ctx.window[winKey].push(macdLine);
    if (ctx.window[winKey].length > signal)
        ctx.window[winKey].shift();
    if (ctx.window[winKey].length < signal)
        return;
    if (ctx.macd.initialized !== true) {
        const sma = utilN.math.mean(ctx.window[winKey]);
        if (sma === undefined)
            return;
        ctx.macd.prev = sma;
        ctx.macd.initialized = true;
        candle.macdSignal = utilN.math.num(sma);
        candle.macdHist = utilN.math.num(macdLine - sma);
        delete ctx.window[winKey];
        return;
    }
    if (ctx.macd.prev === undefined)
        return;
    const multiplier = 2 / (signal + 1);
    const emaSignal = (macdLine - ctx.macd.prev) * multiplier + ctx.macd.prev;
    ctx.macd.prev = emaSignal;
    candle.macdSignal = utilN.math.num(emaSignal);
    candle.macdHist = utilN.math.num(macdLine - emaSignal);
}
export default setCandleMacd;
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