turingtrader.js/dist/indicators/index.js

A backtesting engine for Node.js

"use strict";

var _interopRequireDefault = require("@babel/runtime/helpers/interopRequireDefault");

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.IndicatorsNum = exports.IndicatorsBar = void 0;

var _defineProperty2 = _interopRequireDefault(require("@babel/runtime/helpers/defineProperty"));

var _ohlcv = require("./ohlcv");

var _trend = require("./trend");

function ownKeys(object, enumerableOnly) { var keys = Object.keys(object); if (Object.getOwnPropertySymbols) { var symbols = Object.getOwnPropertySymbols(object); enumerableOnly && (symbols = symbols.filter(function (sym) { return Object.getOwnPropertyDescriptor(object, sym).enumerable; })), keys.push.apply(keys, symbols); } return keys; }

function _objectSpread(target) { for (var i = 1; i < arguments.length; i++) { var source = null != arguments[i] ? arguments[i] : {}; i % 2 ? ownKeys(Object(source), !0).forEach(function (key) { (0, _defineProperty2["default"])(target, key, source[key]); }) : Object.getOwnPropertyDescriptors ? Object.defineProperties(target, Object.getOwnPropertyDescriptors(source)) : ownKeys(Object(source)).forEach(function (key) { Object.defineProperty(target, key, Object.getOwnPropertyDescriptor(source, key)); }); } return target; }

var IndicatorsNum = function IndicatorsNum(sim, id0, promise0) {
  var lookup = null;
  return _objectSpread({
    //---------- properties
    get id() {
      return id0;
    },

    get data() {
      return promise0;
    },

    //---------- methods
    t: function t(offset) {
      // NOTE: an indicator's time series may have a different length
      // than the simulator's, e.g. monthly bars. Therefore, we need
      // to spend some effort here to find the correct index
      return promise0.then(function (data) {
        var simTime = sim.t(0).getTime();

        if (!lookup) {
          lookup = {};
          data.t.forEach(function (t, idx) {
            return lookup[t.getTime()] = idx;
          });
        }

        var idxNow = lookup[simTime]; //const idxNow = data.t.findIndex((t) => t.getTime() === simTime)

        var idxOffset = Math.min(data.t.length - 1, Math.max(0, idxNow - offset));
        return data.x[idxOffset];
      });
    }
  }, (0, _trend.IndicatorsTrend)(sim, id0, promise0));
}; //------------------------------------------------------------------------------


exports.IndicatorsNum = IndicatorsNum;

var IndicatorsBar = function IndicatorsBar(sim, id0, promise0) {
  return _objectSpread({
    get id() {
      return id0;
    },

    get data() {
      return promise0;
    },

    alloc: function alloc(_alloc, type, price) {
      return {
        time: sim.t(0),
        id: id0,
        ticker: promise0.then(function (data) {
          return data.meta.ticker;
        }),
        data: (0, _ohlcv.IndicatorsOHLCV)(sim, id0, promise0),
        alloc: _alloc,
        type: type,
        price: price
      };
    }
  }, (0, _ohlcv.IndicatorsOHLCV)(sim, id0, promise0));
}; //==============================================================================
// end of file


exports.IndicatorsBar = IndicatorsBar;