rxjs-trading-signals/dist/EMA/EMA.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.EMA = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const isZero_1 = require("../utils/isZero");
const EMA = (interval, isOutput = false) => {
    return (observable) => new rxjs_1.Observable((subscriber) => {
        let result = new big_js_1.default(0);
        let weightFactor = 2 / (interval + 1);
        let count = 0;
        const subscription = observable
            .pipe((0, rxjs_1.concatMap)(_price => {
            count++;
            const price = new big_js_1.default(_price);
            if ((0, isZero_1.isZero)(result)) {
                result = price;
            }
            const w = new big_js_1.default(result).times(1 - weightFactor);
            result = price.times(weightFactor).add(w);
            return (0, rxjs_1.of)(result).pipe((0, rxjs_1.filter)(() => isOutput || count >= interval));
        }))
            .subscribe({
            next(x) {
                subscriber.next(x);
            },
            error(err) {
                subscriber.error(err);
            },
            complete() {
                subscriber.complete();
            },
        });
        return () => {
            subscription.unsubscribe();
            result = null;
            weightFactor = null;
            count = null;
        };
    });
};
exports.EMA = EMA;
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