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

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

"use strict";

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

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; }

/**
 * Simple Moving Average
 * @see https://en.wikipedia.org/wiki/Moving_average
 *
 * <output series> = sma(<input series>, length)
 */
var SMA = exports.SMA = function SMA(outputKey, inputKey, length) {
  return function (lastPoint, dataStream) {
    var segment = dataStream.getLastSegment(length);
    var segmentLength = segment.length;

    if (segmentLength < length) {
      // Not enough to calculate
      return null;
    }

    var sma = segment.reduce(function (n, point) {
      return n + point[inputKey];
    }, 0) / segmentLength;

    return _defineProperty({}, outputKey, sma);
  };
};