rxjs-trading-signals
Version:
The user - defined operator helps users quickly output index values. base trading-signals library
43 lines • 1.9 kB
JavaScript
;
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.StochasticRSI = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const RSI_1 = require("../RSI/RSI");
const WSMA_1 = require("../WSMA/WSMA");
const StochasticRSI = (interval, SmoothingIndicator = WSMA_1.WSMA) => {
return (observable) => new rxjs_1.Observable((subscriber) => {
let rsiResult = new big_js_1.default(0);
const subscription = observable
.pipe((0, RSI_1.RSI)(interval, SmoothingIndicator), (0, rxjs_1.tap)(x => (rsiResult = x)), (0, rxjs_1.bufferCount)(interval, 1), (0, rxjs_1.filter)(x => x.length === interval), (0, rxjs_1.concatMap)(periods => {
return (0, rxjs_1.zip)((0, rxjs_1.from)(periods).pipe((0, rxjs_1.max)((a, b) => (a.lt(b) ? -1 : 1))), (0, rxjs_1.from)(periods).pipe((0, rxjs_1.min)((a, b) => (a.lt(b) ? -1 : 1)))).pipe((0, rxjs_1.concatMap)(([max, min]) => {
const denominator = max.minus(min);
if (denominator.eq(0)) {
return (0, rxjs_1.of)(new big_js_1.default(100));
}
const numerator = rsiResult.minus(min);
return (0, rxjs_1.of)(numerator.div(denominator));
}));
}))
.subscribe({
next(x) {
subscriber.next(x);
},
error(err) {
subscriber.error(err);
},
complete() {
subscriber.complete();
},
});
return () => {
subscription.unsubscribe();
rsiResult = null;
};
});
};
exports.StochasticRSI = StochasticRSI;
//# sourceMappingURL=StochasticRSI.js.map