series-processing/lib/study-builder/true-range.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; }

/**
 * True range
 * tr = max(high - low, high - lowPrev, low - closePrev)
 *
 * <output series> = max(<high series>, <low series>, <close series>)
 */
var truerange = exports.truerange = function truerange(outputKey, inputKey1, inputKey2, inputKey3) {
  return function (lastPoint, dataStream) {
    var previousPoint = dataStream.getPrevious();

    if (typeof lastPoint === 'undefined' || lastPoint === null || typeof lastPoint[inputKey1] === 'undefined' || typeof lastPoint[inputKey2] === 'undefined' || typeof previousPoint === 'undefined' || previousPoint === null || typeof previousPoint[inputKey2] === 'undefined' || typeof previousPoint[inputKey3] === 'undefined') {
      return null;
    }

    var t = Math.max(lastPoint[inputKey1] - lastPoint[inputKey2], lastPoint[inputKey1] - previousPoint[inputKey2], lastPoint[inputKey2] - previousPoint[inputKey3]);

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