series-processing/lib/study-builder/EMA.js

Time-series processing for forex, market analysis, including MA, EMA,...

'use strict';

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.EMA = undefined;

var _SMA = require('./SMA');

function _defineProperty(obj, key, value) { if (key in obj) { Object.defineProperty(obj, key, { value: value, enumerable: true, configurable: true, writable: true }); } else { obj[key] = value; } return obj; }

/**
 * Exponential Moving Average
 * @see https://en.wikipedia.org/wiki/Exponential_smoothing
 *
 * <output series> = ema(<input series>, length)
 */
var EMA = exports.EMA = function EMA(outputKey, inputKey, length) {
  return function (lastPoint, dataStream) {
    if (typeof lastPoint === 'undefined' || typeof lastPoint[inputKey] === 'undefined') {
      return null;
    }

    var previousPoint = dataStream.getPrevious();
    var previousEma = null;
    if (previousPoint && previousPoint[outputKey]) {
      previousEma = previousPoint[outputKey];
    } else {
      // Use SMA when the first previous EMA value is not available
      var sma = (0, _SMA.SMA)('test', 'close', length)(lastPoint, dataStream);
      if (sma && sma['test']) {
        previousEma = sma['test'];
      }
    }

    if (!previousEma) return null;

    var K = 2 / (1 + length);
    var ema = (lastPoint[inputKey] - previousEma) * K + previousEma;
    return _defineProperty({}, outputKey, ema);
  };
};