trading-signals/dist/base/Indicator.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { NotEnoughDataError } from '../error/NotEnoughDataError.js';
export const TradingSignal = {
    BEARISH: 'BEARISH',
    BULLISH: 'BULLISH',
    SIDEWAYS: 'SIDEWAYS',
    UNKNOWN: 'UNKNOWN',
};
export class TechnicalIndicator {
    result;
    getResult() {
        try {
            return this.getResultOrThrow();
        }
        catch {
            return null;
        }
    }
    getResultOrThrow() {
        if (this.result === undefined) {
            throw new NotEnoughDataError(this.getRequiredInputs());
        }
        return this.result;
    }
    get isStable() {
        return this.result !== undefined;
    }
    add(input) {
        return this.update(input, false);
    }
    replace(input) {
        return this.update(input, true);
    }
    updates(inputs, replace = false) {
        return inputs.map(input => this.update(input, replace));
    }
}
export class IndicatorSeries extends TechnicalIndicator {
    previousResult;
    setResult(value, replace) {
        if (replace) {
            this.result = this.previousResult;
        }
        this.previousResult = this.result;
        return (this.result = value);
    }
    rollbackLastResult() {
        this.result = this.previousResult;
    }
}
export class TrendIndicatorSeries extends IndicatorSeries {
    #previousSignalState;
    setResult(value, replace) {
        if (replace && this.previousResult !== undefined) {
            this.#previousSignalState = this.calculateSignalState(this.previousResult);
        }
        else if (!replace) {
            this.#previousSignalState = this.calculateSignalState(this.result);
        }
        return super.setResult(value, replace);
    }
    getSignal() {
        const currentState = this.calculateSignalState(this.getResult());
        const hasChanged = this.#previousSignalState !== undefined && this.#previousSignalState !== currentState;
        return {
            hasChanged,
            state: currentState,
        };
    }
}
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