rxjs-trading-signals/dist/CG/CG.js

The user - defined operator helps users quickly output index values. base trading-signals library

"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.CG = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const SMA_1 = require("../SMA/SMA");
const CG = (interval, signalInterval) => {
    return (observable) => new rxjs_1.Observable((subscriber) => {
        let prices = [];
        const source$ = observable.pipe((0, rxjs_1.concatMap)((price) => {
            prices.push(new big_js_1.default(price));
            if (prices.length > interval) {
                prices.shift();
            }
            let nominator = new big_js_1.default(0);
            let denominator = new big_js_1.default(0);
            return (0, rxjs_1.range)(0, prices.length).pipe((0, rxjs_1.concatMap)(i => {
                const price = new big_js_1.default(prices[i]);
                nominator = nominator.plus(price.times(i + 1));
                denominator = denominator.plus(price);
                return (0, rxjs_1.of)({
                    nominator,
                    denominator,
                });
            }), (0, rxjs_1.last)(), (0, rxjs_1.map)(({ nominator, denominator }) => (denominator.gt(0) ? nominator.div(denominator) : new big_js_1.default(0))));
        }), (0, rxjs_1.share)());
        const subscription = (0, rxjs_1.zip)(source$.pipe((0, rxjs_1.skip)(signalInterval)), source$.pipe((0, SMA_1.SMA)(signalInterval)))
            .pipe((0, rxjs_1.concatMap)(([cg, signal]) => (0, rxjs_1.of)({ cg, signal })))
            .subscribe({
            next(x) {
                subscriber.next(x);
            },
            error(err) {
                subscriber.error(err);
            },
            complete() {
                subscriber.complete();
            },
        });
        return () => {
            subscription.unsubscribe();
            prices = null;
        };
    });
};
exports.CG = CG;
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