rxjs-trading-signals/dist/DX/DX.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.DX = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const WSMA_1 = require("../WSMA/WSMA");
const ATR_1 = require("../ATR/ATR");
const DX = (interval, SmoothingIndicator = WSMA_1.WSMA) => {
    return (observable) => new rxjs_1.Observable((subscriber) => {
        let prevCandle;
        const source$ = observable.pipe((0, rxjs_1.concatMap)((candle, i) => {
            if (i === 0) {
                prevCandle = candle;
                return (0, rxjs_1.of)({
                    candle,
                    pdm: 0,
                    mdm: 0,
                });
            }
            const currentHigh = new big_js_1.default(candle.high);
            const previousHigh = new big_js_1.default(prevCandle.high);
            const currentLow = new big_js_1.default(candle.low);
            const previousLow = new big_js_1.default(prevCandle.low);
            const higherHigh = currentHigh.minus(previousHigh);
            const lowerLow = previousLow.minus(currentLow);
            const noHigherHighs = higherHigh.lt(0);
            const lowsRiseFaster = higherHigh.lt(lowerLow);
            const pdm = noHigherHighs || lowsRiseFaster ? new big_js_1.default(0) : higherHigh;
            const noLowerLows = lowerLow.lt(0);
            const highsRiseFaster = lowerLow.lt(higherHigh);
            const mdm = noLowerLows || highsRiseFaster ? new big_js_1.default(0) : lowerLow;
            prevCandle = candle;
            return (0, rxjs_1.of)({
                candle,
                pdm,
                mdm,
            });
        }), (0, rxjs_1.share)());
        const subscription = (0, rxjs_1.zip)(source$.pipe((0, rxjs_1.map)(({ candle }) => candle), (0, ATR_1.ATR)(interval, SmoothingIndicator)), source$.pipe((0, rxjs_1.map)(({ mdm }) => mdm), SmoothingIndicator(interval)), source$.pipe((0, rxjs_1.map)(({ pdm }) => pdm), SmoothingIndicator(interval)))
            .pipe((0, rxjs_1.concatMap)(([atr, movesDown, movesUp]) => {
            const pdi = new big_js_1.default(movesUp).div(atr);
            const mdi = new big_js_1.default(movesDown).div(atr);
            const dmDiff = pdi.minus(mdi).abs();
            const dmSum = pdi.plus(mdi);
            if (dmSum.eq(0)) {
                return (0, rxjs_1.of)(new big_js_1.default(0));
            }
            return (0, rxjs_1.of)(dmDiff.div(dmSum).times(100));
        }))
            .subscribe({
            next(x) {
                subscriber.next(x);
            },
            error(err) {
                subscriber.error(err);
            },
            complete() {
                subscriber.complete();
            },
        });
        return () => {
            subscription.unsubscribe();
            prevCandle = null;
        };
    });
};
exports.DX = DX;
//# sourceMappingURL=DX.js.map