trading-signals/dist/volume/RVOL/RVOL.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
export class RVOL extends IndicatorSeries {
    #period;
    #priorVolumes = [];
    #snapshot = null;
    constructor(period) {
        super();
        if (period < 1) {
            throw new Error(`period must be >= 1, got "${period}"`);
        }
        this.#period = period;
    }
    getRequiredInputs() {
        return this.#period + 1;
    }
    update(volume, replace) {
        if (replace) {
            if (!this.#snapshot) {
                throw new Error('Cannot replace before any input has been added.');
            }
            this.#priorVolumes.length = 0;
            this.#priorVolumes.push(...this.#snapshot.priorVolumes);
            this.previousResult = this.#snapshot.resultBeforeUpdate;
        }
        else {
            this.#snapshot = {
                priorVolumes: [...this.#priorVolumes],
                resultBeforeUpdate: this.result,
            };
        }
        if (this.#priorVolumes.length < this.#period) {
            this.#priorVolumes.push(volume);
            return null;
        }
        const window = this.#priorVolumes.slice(-this.#period);
        const baseline = window.reduce((a, b) => a + b, 0) / this.#period;
        this.#priorVolumes.push(volume);
        if (this.#priorVolumes.length > this.#period * 2) {
            this.#priorVolumes.splice(0, this.#priorVolumes.length - this.#period);
        }
        if (baseline === 0) {
            this.result = undefined;
            return null;
        }
        return this.setResult(volume / baseline, replace);
    }
}
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