rxjs-trading-signals
Version:
The user - defined operator helps users quickly output index values. base trading-signals library
36 lines • 1.71 kB
JavaScript
;
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.CCI = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const SMA_1 = require("../SMA/SMA");
const CCI = (interval) => {
return (observable) => new rxjs_1.Observable((subscriber) => {
const source$ = observable.pipe((0, rxjs_1.concatMap)(({ high, low, close }) => {
return (0, rxjs_1.of)(new big_js_1.default(high).plus(low).plus(close).div(3));
}), (0, rxjs_1.share)());
const subscription = (0, rxjs_1.zip)(source$.pipe((0, SMA_1.SMA)(interval)), source$.pipe((0, rxjs_1.bufferCount)(interval, 1)))
.pipe((0, rxjs_1.concatMap)(([mean, typicalPrices]) => {
return (0, rxjs_1.zip)((0, rxjs_1.of)(typicalPrices[typicalPrices.length - 1].minus(mean)), (0, rxjs_1.from)(typicalPrices).pipe((0, rxjs_1.scan)((curr, next) => curr.plus(next.minus(mean).abs()), new big_js_1.default(0)), (0, rxjs_1.last)(), (0, rxjs_1.map)(x => x.div(interval)))).pipe((0, rxjs_1.map)(([numerator, meanDeviation]) => numerator.div(new big_js_1.default(0.015).mul(meanDeviation))));
}))
.subscribe({
next(x) {
subscriber.next(x);
},
error(err) {
subscriber.error(err);
},
complete() {
subscriber.complete();
},
});
return () => {
subscription.unsubscribe();
};
});
};
exports.CCI = CCI;
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