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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class VROC extends TrendIndicatorSeries {
    #volumes = [];
    #historyLength;
    interval;
    constructor(interval) {
        super();
        this.interval = interval;
        this.#historyLength = interval + 1;
    }
    getRequiredInputs() {
        return this.#historyLength;
    }
    update(volume, replace) {
        pushUpdate(this.#volumes, replace, volume, this.#historyLength);
        if (this.#volumes.length < this.#historyLength) {
            return null;
        }
        const previousVolume = this.#volumes[0];
        if (previousVolume === 0) {
            return this.setResult(0, replace);
        }
        const vroc = ((volume - previousVolume) / previousVolume) * 100;
        return this.setResult(vroc, replace);
    }
    calculateSignalState(result) {
        if (result === null || result === undefined) {
            return TradingSignal.UNKNOWN;
        }
        if (result > 0) {
            return TradingSignal.BULLISH;
        }
        if (result < 0) {
            return TradingSignal.BEARISH;
        }
        return TradingSignal.SIDEWAYS;
    }
}
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