pricehistory
Version:
Transforms raw OHLCV series data into enriched candles with technical indicators, pattern recognition, and trend analysis.
49 lines • 2.28 kB
JavaScript
import * as utilN from "@nameer/utils";
function setCandlePrice(opt, curr, candle, ctx) {
const open = curr[opt.open];
const high = curr[opt.high];
const low = curr[opt.low];
const close = curr[opt.close];
if (utilN.isNumber(open))
candle.priceOpen = open;
if (utilN.isNumber(high))
candle.priceHigh = high;
if (utilN.isNumber(low))
candle.priceLow = low;
if (utilN.isNumber(close))
candle.priceClose = close;
const prevClose = ctx.prevClose;
if (opt.leverage !== undefined && utilN.isNumber(open)) {
const levOpen = calcLeverage(opt.leverage, ctx.prevClose2, open, prevClose);
candle.priceOpen = levOpen;
if (utilN.isNumber(high)) {
candle.priceHigh = calcLeverage(opt.leverage, open, high, levOpen);
}
if (utilN.isNumber(low)) {
candle.priceLow = calcLeverage(opt.leverage, open, low, levOpen);
}
if (utilN.isNumber(close)) {
const levClose = calcLeverage(opt.leverage, open, close, levOpen);
if (levClose !== undefined)
candle.priceClose = levClose;
}
}
if (opt.price !== true)
return;
candle.priceMean = utilN.math.mean(candle.priceOpen, candle.priceHigh, candle.priceLow, candle.priceClose);
candle.priceChange = utilN.math.change.percent(prevClose, candle.priceClose);
candle.priceChangePremarket = utilN.math.change.percent(prevClose, candle.priceOpen);
candle.priceChangeIntraday = utilN.math.change.percent(candle.priceOpen, candle.priceClose);
candle.priceChangeCumulative = utilN.math.change.percent(opt.basePrice, candle.priceClose);
candle.priceRange = utilN.math.change.num(candle.priceLow, candle.priceHigh);
candle.priceRangeDiff = utilN.math.change.percent(candle.priceLow, candle.priceHigh);
candle.priceRangeMean = utilN.math.mean(candle.priceLow, candle.priceHigh);
}
function calcLeverage(lev, prev, curr, mark) {
if (!utilN.isNumber(mark) || !utilN.isNumber(prev) || !utilN.isNumber(curr))
return;
const change = (utilN.math.change.percent(prev, curr) / 100) * lev;
return utilN.math.num(mark * (1 + change));
}
export default setCandlePrice;
//# sourceMappingURL=candle.setPrice.js.map