stock-indicator
Version:
Stock Indicator Library
47 lines • 1.45 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.OBV = OBV;
const common_1 = require("../common");
/**
*
* @param CLOSE
* @param VOL
* @param M
* @returns
* 传入的VOL 单位为股，需要转换为手
*/
function OBV(CLOSE, VOL, M = 30) {
// check input data
(0, common_1.checkArrayOfNumbers)(CLOSE, "CLOSE");
(0, common_1.checkArrayOfNumbers)(VOL, "VOL");
(0, common_1.checkNumber)(M, 2, CLOSE, "M", "CLOSE");
VOL = VOL.map((v) => v / 100);
// calculate OBV and MAOBV
// VA:=IF(CLOSE>REF(CLOSE,1),VOL,-VOL);
const VA = [
null,
...CLOSE.slice(1).map((v, i) => (0, common_1.aGtB)(v, CLOSE[i]) ? VOL[i + 1] : -VOL[i + 1]),
];
// OBV:SUM(IF(CLOSE=REF(CLOSE,1),0,VA),0);
const OBV = [
null,
...CLOSE.slice(1).map((v, i) => {
return (0, common_1.aEqB)(v, CLOSE[i]) ? 0 : VA[i + 1];
}),
].reduce((acc, cur, i) => {
var _a;
if (i === 0) {
acc.push(null);
return acc;
}
acc.push((cur !== null && cur !== void 0 ? cur : 0) + ((_a = acc[i - 1]) !== null && _a !== void 0 ? _a : 0));
return acc;
}, []);
// MAOBV:MA(OBV,M);
const MAOBV = (0, common_1.funMA)(OBV, M).map((v) => (0, common_1.funRound)(v, 3));
return {
OBV: OBV.map((v) => (0, common_1.funRound)(v, 3)),
MAOBV,
};
}
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