stock-indicator/src/idicators/obv.ts

Stock Indicator Library

import {
  aEqB,
  aGtB,
  checkArrayOfNumbers,
  checkNumber,
  funMA,
  funRound,
  TMixed,
} from "../common";
/**
 *
 * @param CLOSE
 * @param VOL
 * @param M
 * @returns
 * 传入的VOL 单位为股，需要转换为手
 */

export function OBV(
  CLOSE: number[],
  VOL: number[],
  M: number = 30
): {
  OBV: TMixed[];
  MAOBV: TMixed[];
  [key: string]: TMixed[];
} {
  // check input data
  checkArrayOfNumbers(CLOSE, "CLOSE");
  checkArrayOfNumbers(VOL, "VOL");
  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) =>
      aGtB(v, CLOSE[i]) ? VOL[i + 1] : -VOL[i + 1]
    ),
  ];

  // OBV:SUM(IF(CLOSE=REF(CLOSE,1),0,VA),0);
  const OBV: TMixed[] = [
    null,
    ...CLOSE.slice(1).map((v, i) => {
      return aEqB(v, CLOSE[i]) ? 0 : VA[i + 1];
    }),
  ].reduce((acc: TMixed[], cur, i) => {
    if (i === 0) {
      acc.push(null);
      return acc;
    }
    acc.push((cur ?? 0) + (acc[i - 1] ?? 0));
    return acc;
  }, []);

  // MAOBV:MA(OBV,M);
  const MAOBV = funMA(OBV, M).map((v) => funRound(v, 3));
  return {
    OBV: OBV.map((v) => funRound(v, 3)),
    MAOBV,
  };
}