trading-signals/dist/trend/LINREG/LinearRegression.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TechnicalIndicator } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class LinearRegression extends TechnicalIndicator {
    prices = [];
    interval;
    constructor(interval) {
        super();
        this.interval = interval;
    }
    getRequiredInputs() {
        return this.interval;
    }
    #calculateRegression(prices) {
        const n = prices.length;
        const isPerfectLinearTrend = prices.every((price, i) => {
            if (i === 0) {
                return true;
            }
            return Math.abs(price - prices[i - 1] - 1) < 1e-10;
        });
        if (isPerfectLinearTrend) {
            const slope = 1;
            const intercept = prices[0] - slope;
            const nextX = n;
            const prediction = slope * nextX + intercept;
            return { intercept, prediction, slope };
        }
        const sumX = ((n - 1) * n) / 2;
        const sumY = prices.reduce((a, b) => a + b, 0);
        let sumXY = 0;
        let sumXX = 0;
        for (let i = 0; i < n; i++) {
            sumXY += i * prices[i];
            sumXX += i * i;
        }
        const slope = (n * sumXY - sumX * sumY) / (n * sumXX - sumX * sumX);
        const intercept = (sumY - slope * sumX) / n;
        const prediction = slope * n + intercept;
        return {
            intercept,
            prediction,
            slope,
        };
    }
    update(price, replace) {
        pushUpdate(this.prices, replace, price, this.interval);
        if (this.prices.length < this.interval) {
            return null;
        }
        return (this.result = this.#calculateRegression(this.prices));
    }
    get isStable() {
        try {
            this.getResultOrThrow();
            return true;
        }
        catch {
            return false;
        }
    }
}
//# sourceMappingURL=LinearRegression.js.map