trading-signals/dist/volatility/IQR/IQR.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
import { getQuartile } from '../../util/getQuartile.js';
export class IQR extends IndicatorSeries {
    #values = [];
    interval;
    constructor(interval) {
        super();
        this.interval = interval;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(value, replace) {
        if (replace) {
            this.#values.pop();
        }
        this.#values.push(value);
        if (this.#values.length > this.interval) {
            this.#values.shift();
        }
        if (this.#values.length < this.interval) {
            return null;
        }
        const q1 = getQuartile(this.#values, 0.25);
        const q3 = getQuartile(this.#values, 0.75);
        return this.setResult(q3 - q1, replace);
    }
}
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