rxjs-trading-signals/dist/WSMA/WSMA.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.WSMA = void 0;
const big_js_1 = __importDefault(require("big.js"));
const rxjs_1 = require("rxjs");
const SMA_1 = require("../SMA/SMA");
const isZero_1 = require("../utils/isZero");
const WSMA = (interval) => {
    return (observable) => new rxjs_1.Observable((subscriber) => {
        let result = new big_js_1.default(0);
        let curr = new big_js_1.default(0);
        const smoothingFactor = new big_js_1.default(1).div(interval);
        const subscription = observable
            .pipe((0, rxjs_1.tap)(price => (curr = price)), (0, SMA_1.SMA)(interval), (0, rxjs_1.concatMap)(sma => {
            if (!(0, isZero_1.isZero)(result)) {
                const smoothed = new big_js_1.default(curr).minus(result).times(smoothingFactor);
                result = smoothed.plus(result);
            }
            else if ((0, isZero_1.isZero)(result) && sma) {
                result = new big_js_1.default(sma);
            }
            return (0, rxjs_1.of)(result).pipe((0, rxjs_1.filter)(x => !(0, isZero_1.isZero)(x)));
        }))
            .subscribe({
            next(x) {
                subscriber.next(x);
            },
            error(err) {
                subscriber.error(err);
            },
            complete() {
                subscriber.complete();
            },
        });
        return () => {
            subscription.unsubscribe();
            result = null;
            curr = null;
        };
    });
};
exports.WSMA = WSMA;
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