pricehistory
Version:
Transforms raw OHLCV series data into enriched candles with technical indicators, pattern recognition, and trend analysis.
53 lines • 2.17 kB
JavaScript
import * as utilN from "@nameer/utils";
function setCandleRsi(opt, candle, ctx) {
var _a, _b;
if (opt.rsi === false ||
candle.priceClose === undefined ||
ctx.prevClose === undefined) {
return;
}
const period = opt.rsi;
const change = candle.priceClose - ctx.prevClose;
const gain = change > 0 ? change : 0;
const loss = change < 0 ? -change : 0;
const gainWinKey = `rsi${period}Gain`;
const lossWinKey = `rsi${period}Loss`;
(_a = ctx.window)[gainWinKey] ?? (_a[gainWinKey] = []);
(_b = ctx.window)[lossWinKey] ?? (_b[lossWinKey] = []);
ctx.window[gainWinKey].push(gain);
ctx.window[lossWinKey].push(loss);
if (ctx.window[gainWinKey].length > period)
ctx.window[gainWinKey].shift();
if (ctx.window[lossWinKey].length > period)
ctx.window[lossWinKey].shift();
if (ctx.window[gainWinKey].length < period)
return;
if (ctx.rsi.initialized !== true) {
const avgGain = utilN.math.mean(ctx.window[gainWinKey]);
const avgLoss = utilN.math.mean(ctx.window[lossWinKey]);
if (avgGain === undefined || avgLoss === undefined)
return;
candle.rsi = utilN.math.num(avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss));
candle.averageGain = avgGain;
candle.averageLoss = avgLoss;
ctx.rsi.initialized = true;
ctx.rsi.prevAvgGain = avgGain;
ctx.rsi.prevAvgLoss = avgLoss;
delete ctx.window[gainWinKey];
delete ctx.window[lossWinKey];
return;
}
if (ctx.rsi.prevAvgGain === undefined || ctx.rsi.prevAvgLoss === undefined) {
return;
}
const avgGain = (ctx.rsi.prevAvgGain * (period - 1) + gain) / period;
const avgLoss = (ctx.rsi.prevAvgLoss * (period - 1) + loss) / period;
const rsi = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
candle.rsi = utilN.math.num(rsi);
candle.averageGain = utilN.math.num(avgGain);
candle.averageLoss = utilN.math.num(avgLoss);
ctx.rsi.prevAvgGain = avgGain;
ctx.rsi.prevAvgLoss = avgLoss;
}
export default setCandleRsi;
//# sourceMappingURL=candle.setRsi.js.map