trading-signals/dist/momentum/ROC/ROC.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TrendIndicatorSeries, TradingSignal } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class ROC extends TrendIndicatorSeries {
    prices = [];
    interval;
    #comparePrice = null;
    constructor(interval) {
        super();
        this.interval = interval;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(price, replace) {
        if (!replace || this.#comparePrice === null) {
            this.#comparePrice = this.prices.length === this.interval ? this.prices[0] : null;
        }
        pushUpdate(this.prices, replace, price, this.interval);
        if (this.#comparePrice !== null) {
            return this.setResult((price - this.#comparePrice) / this.#comparePrice, replace);
        }
        return null;
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const isBearish = hasResult && result < 0;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isBearish:
                return TradingSignal.BEARISH;
            default:
                return TradingSignal.BULLISH;
        }
    }
}
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