rxjs-trading-signals/dist/OBV/OBV.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.OBV = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const OBV = () => {
    return (observable) => new rxjs_1.Observable((subscriber) => {
        let prevCandle;
        let result = new big_js_1.default(0);
        const subscription = observable
            .pipe((0, rxjs_1.concatMap)(candle => {
            if (!prevCandle) {
                prevCandle = candle;
                return (0, rxjs_1.of)(result);
            }
            else {
                const prevPrice = prevCandle.close;
                const prevResult = result;
                const currentPrice = new big_js_1.default(candle.close);
                const nextResult = currentPrice.gt(prevPrice)
                    ? candle.volume
                    : currentPrice.lt(prevPrice)
                        ? -candle.volume
                        : 0;
                prevCandle = candle;
                result = prevResult.add(nextResult);
                return (0, rxjs_1.of)(result);
            }
        }), (0, rxjs_1.filter)(x => !x.eq(0)))
            .subscribe({
            next(x) {
                subscriber.next(x);
            },
            error(err) {
                subscriber.error(err);
            },
            complete() {
                subscriber.complete();
            },
        });
        return () => {
            subscription.unsubscribe();
            prevCandle = null;
            result = null;
        };
    });
};
exports.OBV = OBV;
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