rxjs-trading-signals/dist/MAD/MAD.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.MAD = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const SMA_1 = require("../SMA/SMA");
const MAD = (interval) => {
    return (observable) => new rxjs_1.Observable((subscriber) => {
        const source$ = observable.pipe((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), (0, rxjs_1.filter)(x => x.length === interval)))
            .pipe((0, rxjs_1.concatMap)(([mean, prices]) => {
            return (0, rxjs_1.from)(prices).pipe((0, rxjs_1.scan)((curr, next) => curr.plus(new big_js_1.default(next).minus(mean).abs()), new big_js_1.default(0)), (0, rxjs_1.last)(), (0, rxjs_1.map)(x => x.div(prices.length || 1)));
        }))
            .subscribe({
            next(x) {
                subscriber.next(x);
            },
            error(err) {
                subscriber.error(err);
            },
            complete() {
                subscriber.complete();
            },
        });
        return () => {
            subscription.unsubscribe();
        };
    });
};
exports.MAD = MAD;
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