turingtrader.js/dist/indicators/trend.js

A backtesting engine for Node.js

"use strict";

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

var _ = require(".");

//==============================================================================
// Name:        indicators/trend
// Description: trend indicators.
// History:     FUB, 2021v07, created
//==============================================================================
var IndicatorsTrend = function IndicatorsTrend(sim, id0, promise0) {
  return {
    sma: function sma(length) {
      var id = "".concat(id0, ".sma(").concat(length, ")");
      return sim.cache(id, function () {
        return (0, _.IndicatorsNum)(sim, id, promise0.then(function (data) {
          var b = [];
          var s = 0.0;
          return {
            t: data.t,
            x: data.x.map(function (v) {
              s += v;
              b.push(v);

              while (b.length > length) {
                s -= b[0];
                b.shift();
              }

              return s / b.length;
            })
          };
        }) // FIXME: catch here
        );
      });
    },
    //----------------------------------------
    ema: function ema(length) {
      var id = "".concat(id0, ".ema(").concat(length, ")");
      return sim.cache(id, function () {
        return (0, _.IndicatorsNum)(sim, id, promise0.then(function (data) {
          var a = 2.0 / (length + 1.0);
          var x = data.x[0];
          return {
            t: data.t,
            x: data.x.map(function (v) {
              return a * (v - x) + x;
            })
          };
        }) // FIXME: catch here
        );
      });
    } //----------------------------------------
    // dema
    // tema
    // zlema
    // kama
    // macd

  };
}; //==============================================================================
// end of file


exports.IndicatorsTrend = IndicatorsTrend;