rxjs-trading-signals/dist/RSI/RSI.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.RSI = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const WSMA_1 = require("../WSMA/WSMA");
const RSI = (interval, SmoothingIndicator = WSMA_1.WSMA) => {
    return (observable) => new rxjs_1.Observable((subscriber) => {
        let prevPrice;
        let maxValue = new big_js_1.default(100);
        const source$ = observable.pipe((0, rxjs_1.concatMap)((price, index) => {
            if (!index) {
                prevPrice = new big_js_1.default(price);
                return (0, rxjs_1.of)();
            }
            const currentPrice = new big_js_1.default(price);
            const previousPrice = new big_js_1.default(prevPrice);
            prevPrice = new big_js_1.default(price);
            if (currentPrice.gt(previousPrice)) {
                return (0, rxjs_1.of)({
                    avgLoss: new big_js_1.default(0),
                    avgGain: currentPrice.minus(previousPrice),
                });
            }
            else {
                return (0, rxjs_1.of)({
                    avgLoss: previousPrice.minus(currentPrice),
                    avgGain: new big_js_1.default(0),
                });
            }
        }), (0, rxjs_1.share)());
        const subscription = (0, rxjs_1.zip)(source$.pipe((0, rxjs_1.map)(({ avgLoss }) => avgLoss), SmoothingIndicator(interval)), source$.pipe((0, rxjs_1.map)(({ avgGain }) => avgGain), SmoothingIndicator(interval)))
            .pipe((0, rxjs_1.concatMap)(([avgLoss, avgGain]) => {
            if (new big_js_1.default(avgLoss).eq(0)) {
                return (0, rxjs_1.of)(new big_js_1.default(100));
            }
            const relativeStrength = new big_js_1.default(avgGain).div(avgLoss);
            return (0, rxjs_1.of)(maxValue.minus(maxValue.div(relativeStrength.plus(1))));
        }))
            .subscribe({
            next(x) {
                subscriber.next(x);
            },
            error(err) {
                subscriber.error(err);
            },
            complete() {
                subscriber.complete();
            },
        });
        return () => {
            subscription.unsubscribe();
            prevPrice = null;
            maxValue = null;
        };
    });
};
exports.RSI = RSI;
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