react-financial-charts/lib/indicator/elderImpulse.js

React charts specific to finance.

import { isDefined, isNotDefined, merge, rebind, slidingWindow } from "../utils";
import baseIndicator from "./baseIndicator";
import { ElderImpulse as appearanceOptions } from "./defaultOptionsForAppearance";
const ALGORITHM_TYPE = "ElderImpulse";
export default function () {
    let macdSource;
    let emaSource;
    const base = baseIndicator()
        .type(ALGORITHM_TYPE)
        .stroke(appearanceOptions.stroke)
        .fill(undefined);
    const underlyingAlgorithm = slidingWindow()
        .windowSize(2)
        .undefinedValue("neutral")
        .accumulator(([prev, curr]) => {
        if (isNotDefined(macdSource)) {
            throw new Error(`macdSource not defined for ${ALGORITHM_TYPE} calculator`);
        }
        if (isNotDefined(emaSource)) {
            throw new Error(`emaSource not defined for ${ALGORITHM_TYPE} calculator`);
        }
        if (isDefined(macdSource(prev)) && isDefined(emaSource(prev))) {
            const prevMACDDivergence = macdSource(prev).divergence;
            const currMACDDivergence = macdSource(curr).divergence;
            const prevEMA = emaSource(prev);
            const currEMA = emaSource(curr);
            if (currMACDDivergence >= prevMACDDivergence
                && currEMA >= prevEMA) {
                return "up";
            }
            if (currMACDDivergence <= prevMACDDivergence
                && currEMA <= prevEMA) {
                return "down";
            }
        }
        return "neutral";
    });
    const mergedAlgorithm = merge()
        .algorithm(underlyingAlgorithm)
        .merge((datum, i) => { datum.elderImpulse = i; });
    const indicator = function (data, options = { merge: true }) {
        const newData = options.merge
            ? mergedAlgorithm(data)
            : underlyingAlgorithm(data);
        return newData;
    };
    indicator.macdSource = function (x) {
        if (!arguments.length) {
            return macdSource;
        }
        macdSource = x;
        return indicator;
    };
    indicator.emaSource = function (x) {
        if (!arguments.length) {
            return emaSource;
        }
        emaSource = x;
        return indicator;
    };
    rebind(indicator, base, "id", "echo", "type", "stroke");
    rebind(indicator, mergedAlgorithm, "merge", "skipUndefined");
    return indicator;
}
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