ta.min.js

/* ta.js (c) Nino Kroesen. MIT License. */ function median(e,n=e.length){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r);t.sort((e,n)=>e-n),_.push(t[Math.round(t.length/2)-1])}return _}function kmeans(e,n){for(var r,_=[],t=[],l=[],$=!1,a=Math.round(e.length/(n+1)),h=0;h<n;h++)t[h]=e[a*(h+1)];do{for(var h=0;h<n;h++)_[h]=[];for(var s=0;s<e.length;s++){for(var u=-1,o=0;o<n;o++){var i=Math.abs(t[o]-e[s]);-1===u?(u=i,r=o):i<=u&&(u=i,r=o)}_[r].push(e[s])}l=t;for(var s=0;s<n;s++){for(var p=0,o=0;o<_[s].length;o++)p+=_[s][o];var g=p/_[r].length;t[s]=g}for(var s=0;s<n;s++)t[s]!==l[s]&&($=!0)}while($);return _}function normalize(e,n=0){for(var r=0,_=Math.max.apply(null,e.slice())*(1+n),t=Math.min.apply(null,e.slice())*(1-n),l=[];r<e.length;r++)l.push(1-(_-e[r])/(_-t));return l}function denormalize(e,n,r=0){for(var _=0,t=Math.max.apply(null,e.slice())*(1+r),l=Math.min.apply(null,e.slice())*(1-r),$=[];_<n.length;_++)$.push(l+n[_]*(t-l));return $}function normalize_pair(e,n){for(var r=1,_=(e[0]+n[0])/2,t=[[_,_]];r<e.length;r++)t.push([t[t.length-1][0]*((e[r]-e[r-1])/e[r-1]+1),t[t.length-1][1]*((n[r]-n[r-1])/n[r-1]+1)]);return t}function normalize_from(e,n){for(var r=1,_=[n];r<e.length;r++)_.push(_[_.length-1]*((e[r]-e[r-1])/e[r-1]+1));return _}function standardize(e){for(var n=sma(e,e.length),r=std(e),_=[],t=0;t<e.length;t++)_.push((e[t]-n[0])/r);return _}function mad(e,n=e.length){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=median(t),$=t.map(e=>Math.abs(e-l[l.length-1]));$=median($),_.push($[$.length-1])}return _}function aad(e,n=e.length){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=0,$=sma(t,n);for(var a in t)l+=Math.abs(t[a]-$[$.length-1]);_.push(l/n)}return _}function ssd(e,n=e.length){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=sma(t,n),$=0;for(var a in t)$+=(t[a]-l[l.length-1])**2;_.push(Math.sqrt($))}return _}function er(e){var n=[],r=[],_=1,t=1;for(var l in e)e[l]>=0?n.push(1+e[l]):r.push(1+e[l]);var $=n.length/e.length,a=r.length/e.length;for(var l in r)t*=r[l];for(var l in n)_*=n[l];return((_**(1/n.length)-1)*100*$+(t**(1/r.length)-1)*100*a)/100}function ar(e,n=e.length){for(var r=n,_=[];r<e.length;r++){var t=er(e.slice(r-n,r));_.push(e[r]-t)}return _}function kelly(e){var n=er(e)+1,r=winratio(e);return isNaN(n)&&(n=1),r-(1-r)/n}function martingale(e,n,r,_=2){var t=n;for(var l in e)e[l]<0?t*=_:e[l]>0&&(t=n);return t>r?r:t}function antimartingale(e,n,r,_=2){var t=n;for(var l in e)e[l]>0?t*=_:e[l]<0&&(t=n);return t>r?r:t}function winratio(e){var n=0,r=0;for(var _ in e)e[_]>=0?n++:r++;return n/(r+n)}function avgwin(e){for(var n=0,r=[];n<e.length;n++)e[n]>=0&&r.push(e[n]);return sma(r,r.length)[0]}function avgloss(e){for(var n=[],r=0;r<e.length;r++)e[r]<0&&n.push(e[r]);return sma(n,n.length)[0]}function zscore(e,n=e.length){for(var r=n-1,_=[],t=e.slice(0,n-1);r<e.length;r++){t.push(e[r]);var l=sma(t,n),$=std(t,n);_.push((e[r]-l[0])/$),t.splice(0,1)}return _}function 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l=ema(_,n);t.push(l[l.length-1]),_.splice(0,1)}return t}function asi(e){for(var n=1,r=[];n<e.length;n++){var _,t=e[n][1],l=e[n-1][1],$=e[n][0],a=e[n-1][0],h=e[n][2],s=e[n-1][2],u=a-t>s-t?a-t:s-t,o=e[n][0],i=e[n-1][0],p=Math.max(e[n][0],e[n-1][0])-Math.min(e[n][2],e[n-1][2]);$-l>h-l&&$-l>$-h&&(_=$-l-(h-l)/2+(l-i)/4),h-l>$-l&&h-l>$-h&&(_=h-l-($-l)/2+(l-i)/4),$-h>$-l&&$-h>h-l&&(_=$-h+(l-i)/4),r.push(50*((l-t+(l-i)/2+(t-o)/2)/_)*u/p)}return r}function ao(e,n=5,r=35){e=e.map(e=>(e[0]+e[1])/2);for(var _=r,t=[];_<=e.length;_++){var l=e.slice(_-r,_),$=sma(l,n),a=sma(l,r);t.push($[$.length-1]-a[a.length-1])}return t}function ac(e,n=5,r=35){var _=ao(e,n,r),t=sma(_,n),l=[];for(var $ in _.length>t.length?_.splice(0,_.length-t.length):t.splice(0,t.length-_.length),_)l.push(_[$]-t[$]);return l}const fib=(e,n)=>[e,(n-e)*.236+e,(n-e)*.382+e,(n-e)*.5+e,(n-e)*.618+e,(n-e)*.786+e,n,(n-e)*1.618+e,(n-e)*2.618+e,(n-e)*3.618+e,(n-e)*4.236+e];function pr(e,n=14){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=Math.max.apply(null,t),$=Math.min.apply(null,t);_.push(-((l-e[r-1])/(l-$)*100))}return _}function lsma(e,n=25){for(var r=n,_=[];r<=e.length;r++){for(var t,l,$=e.slice(r-n,r),a=0,h=0,s=0,u=0,o=0,i=1;i<=n;i++)a+=i,h+=$[i-1],s+=$[i-1]*i,u+=i*i,o+=$[i-1]*$[i-1];t=(s-a*h/n)/(u-a*a/n),l=h/n-t*a/n,_.push(t*n+l)}return _}function don(e,n=20){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=[],$=[];for(var a in t)l.push(t[a][0]),$.push(t[a][1]);var h=Math.max.apply(null,l.slice()),s=Math.min.apply(null,$.slice());_.push([h,(h+s)/2,s])}return _}function ichimoku(e,n=9,r=26,_=52,t=26){for(var l=0,$=[],a=[],h=[];l<e.length;l++)if($.push(e[l]),$.length>=_){var s=[],u=[];for(var o in $)s.push($[o][0]),u.push($[o][2]);var i=(Math.max.apply(null,s.slice(s.length-n,s.length))+Math.min.apply(null,u.slice(u.length-n,u.length)))/2,p=(Math.max.apply(null,s.slice(s.length-r,s.length))+Math.min.apply(null,u.slice(u.length-r,u.length)))/2,g=e[l][1]+p,v=(Math.max.apply(null,s.slice(s.length-_,s.length))+Math.min.apply(null,u.slice(u.length-r,u.length)))/2;chik=e[l][1],h.push([i,p,g,v,chik]),$.splice(0,1)}for(var l=t;l<h.length-t;l++)a.push([h[l][0],h[l][1],h[l+t][2],h[l+t][3],h[l-t][4]]);return a}function stoch(e,n=14,r=3,_=3){n<r&&([n,r]=[r,n]),_>r&&([_,r]=[r,_]);for(var t=0,l=[],$=[],a=[],h=[];t<e.length;t++){if($.push(e[t][0]),a.push(e[t][2]),$.length>=n){var s=Math.max.apply(null,$),u=Math.min.apply(null,a),o=100*(e[t][1]-u)/(s-u);h.push(o)}if(_>0&&h.length>_){var i=sma(h,_);h.push(i[i.length-1])}if(h.length-_>=r){var p=sma(h,r);l.push([o,p[p.length-1]]),$.splice(0,1),a.splice(0,1),h.splice(0,1)}}return l}function atr(e,n=14){for(var r=1,_=[e[0][0]-e[0][2]];r<e.length;r++){var t=Math.max(e[r][0]-e[r-1][1],e[r][2]-e[r-1][1],e[r][0]-e[r][2]);_.push((_[_.length-1]*(n-1)+t)/n)}return _}function sma(e,n=14){for(var r=n,_=[];r<=e.length;r++){var t=sum(e.slice(r-n,r));_.push(t/n)}return _}function smma(e,n=14){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=0;for(var $ in t)l+=t[$];_.length<=0?_.push(l/n):_.push((l-_[_.length-1])/n)}return _.splice(0,1),_}function wma(e,n=14){for(var r=1,_=0,t=[];r<=n;r++)_+=r;for(var r=n;r<=e.length;r++){var l=e.slice(r-n,r),$=0;for(var a in l)$+=l[a]*(Number(a)+1)/_;t.push($)}return t}function wsma(e,n=14){for(var r=n,_=[],t=1/n;r<=e.length;r++){if(_.length>0){_.push((e[r-1]-_[_.length-1])*t+_[_.length-1]);continue}var l=e.slice(r-n,r),$=0;for(var a in l)$+=l[a];_.push($/n)}return _}function pwma(e,n=14){for(var r=n/2,_=n,t=0,l=[],$=[];r>=1;r--,_--)r%1!=0?t+=(r=Math.round(r))*_:($.push(r*_),t+=r*_*2),$.unshift(r*_);for(var r=n;r<=e.length;r++){for(var a=0,h=e.slice(r-n,r),s=n-1;s>=0;s--)a+=h[s]*$[s]/t;l.push(a)}return l}function hwma(e,n=14){for(var r=1,_=n,t=0,l=[],$=[];r<=n/2;r++,_--)r%1!=0?t+=(r=Math.round(r))*_:($.push(r*_),t+=r*_*2),$.unshift(r*_);for(var r=n;r<=e.length;r++){for(var a=0,h=e.slice(r-n,r),s=n-1;s>=0;s--)a+=h[s]*$[s]/t;l.push(a)}return l}function vwma(e,n=20){e=e.map(e=>[e[0]*e[1],e[1]]);for(var r=n,_=[];r<=e.length;r++){for(var t=e.slice(r-n,r),l=0,$=0,a=0;a<t.length;a++)l+=t[a][1],$+=t[a][0];_.push($/l)}return _}function ema(e,n=12){for(var r=n,_=[],t=2/(n+1);r<=e.length;r++){if(_.length>0){_.push((e[r-1]-_[_.length-1])*t+_[_.length-1]);continue}var l=e.slice(r-n,r),$=0;for(var a in l)$+=l[a];_.push($/n)}return _}function hull(e,n=14){var r=[],_=[],t=wma(e,n),l=Math.round(Math.sqrt(n)),$=wma(e,Math.round(n/2));for(var a in $.splice(0,$.length-t.length),t)if(r.push(2*$[a]-t[a]),r.length>=l){var h=wma(r,l);_.push(h[0]),r.splice(0,1)}return _}function kama(e,n=10,r=2,_=30){for(var t=n+1,l=sma(e,n),l=[l[l.length-1]];t<e.length;t++){for(var $=0,a=Math.abs(e[t]-e[t-n]),h=1;h<n;h++)$+=Math.abs(e[t-h]-e[t-h-1]);var s=(a/$*(2/(r+1)-2/(_+1)+2/(_+1)))**2;l.push(l[l.length-1]+s*(e[t]-l[l.length-1]))}return l}function macd(e,n=12,r=26){n>r&&([n,r]=[r,n]);var _=ema(e,n),t=ema(e,r),l=[];_.splice(0,r-n);for(var $=0;$<t.length;$++)l.push(_[$]-t[$]);return l}function macd_signal(e,n=12,r=26,_=9){var t=macd(e,n,r);return ema(t,_)}function macd_bars(e,n=12,r=26,_=9){var t=macd(e,n,r),l=ema(t,_),$=[];for(var a in t.splice(0,t.length-l.length),t)$.push(t[a]-l[a]);return $}function bands(e,n=14,r=1){for(var _=0,t=[],l=[],$=[],a=sma(e,n);_<e.length;_++)if(t.push(e[_]),t.length>=n){var h=std(t,n);l.push(h),t.splice(0,1)}for(var _=0;_<a.length;_++)$.push([a[_]+l[_]*r,a[_],a[_]-l[_]*r]);return $}function bandwidth(e,n=14,r=1){for(var _=0,t=[],l=bands(e,n,r);_<l.length;_++)t.push((l[_][0]-l[_][2])/l[_][1]);return t}function keltner(e,n=14,r=1){var _,t=[],l=atr(e,n),$=[];for(var a in e)t.push((e[a][0]+e[a][1]+e[a][2])/3);_=sma(t,n),l.splice(0,n-1);for(var a=0;a<_.length;a++)$.push([_[a]+l[a]*r,_[a],_[a]-l[a]*r]);return $}function variance(e,n=e.length){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=sma(t,n),$=0;for(var a in t)$+=(t[a]-l[l.length-1])**2;_.push($/n)}return _}function std(e,n=e.length){n<e.length&&e.splice(0,e.length-n);var r=e.reduce((e,n)=>e+n)/n;return Math.sqrt(e.reduce((e,n)=>e+Math.pow(n-r,2),0)/n)}function normsinv(e){if(e<0||e>1)return 0;if(e<.02425){var n=Math.sqrt(-2*Math.log(e));return(((((-.00778489400243029*n+-.322396458041136)*n+-2.40075827716184)*n+-2.54973253934373)*n+4.37466414146497)*n+2.93816398269878)/((((.00778469570904146*n+.32246712907004)*n+2.445134137143)*n+3.75440866190742)*n+1)}if(e<=.97575){var n=e-.5,r=n*n;return(((((-39.6968302866538*r+220.946098424521)*r+-275.928510446969)*r+138.357751867269)*r+-30.6647980661472)*r+2.50662827745924)*n/(((((-54.4760987982241*r+161.585836858041)*r+-155.698979859887)*r+66.8013118877197)*r+-13.2806815528857)*r+1)}var n=Math.sqrt(-2*Math.log(1-e));return-(((((-.00778489400243029*n+-.322396458041136)*n+-2.40075827716184)*n+-2.54973253934373)*n+4.37466414146497)*n+2.93816398269878)/((((.00778469570904146*n+.32246712907004)*n+2.445134137143)*n+3.75440866190742)*n+1)}function sim(e,n=50,r=1e3,_){for(var t=0,l=[];t<r;t++){for(var $=e.slice(),a=0;a<n;a++){for(var h=[],s=1;s<$.length;s++){var u=dif($[s],$[s-1]);h.push(u)}var o=sma(h,h.length),i=std(h),p=normsinv(Math.random());$.push($[$.length-1]*Math.exp(o[0]-i*i/2+i*p))}l.push($)}return _?percentile(l,_):l}function percentile(e,n){for(var r=0,_=[];r<e[0].length;r++)e.sort((e,n)=>e[r]-n[r]),_.push(e[Math.round((e.length-1)*n)][r]);return _}function cor(e,n){for(var r=sma(e,e.length),_=sma(n,n.length),t=0,l=0,$=0,a=0;a<e.length;a++){var h=e[a]-r,s=n[a]-_;t+=h*s,l+=Math.pow(h,2),$+=Math.pow(s,2)}var u=e.length-1;return l/=u,$/=u,t/(u*(l=Math.sqrt(l))*($=Math.sqrt($)))}const dif=(e,n)=>(e-n)/n,log=e=>e.map(e=>Math.log(e)),exp=e=>e.map(e=>Math.exp(e));function drawdown(e){for(var n=1,r=e[0],_=e[0],t=0;n<e.length;n++){if(e[n]>r){if(0!=_){var l=dif(_,r);l<t&&(t=l),_=e[n]}r=e[n]}e[n]<_&&(_=e[n])}var l=dif(_,r);return l<t&&(t=l),t}function aroon_up(e,n=10){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=t.slice();l.sort((e,n)=>e-n),_.push(100*(n-1-t.reverse().findIndex(e=>e===l[n-1]))/(n-1))}return _}function aroon_down(e,n=10){for(var r=n,_=[];r<=e.length;r++){var t=e.slice(r-n,r),l=t.slice();l.sort((e,n)=>e-n),_.push(100*(n-1-t.reverse().findIndex(e=>e===l[0]))/(n-1))}return _}function aroon_osc(e,n=25){for(var r=0,_=[],t=aroon.up(e,n),l=aroon.down(e,n);r<t.length;r++)_.push(t[r]-l[r]);return _}function mfi(e,n=14){for(var r=n,_=[],t=e.map(e=>e[1]),l=e.map(e=>e[0]),$=0,a=0;r<=e.length;r++,$=0,a=0){for(var h=r-n;h<r;h++)$+=l[h],a+=t[h];_.push(100-100/(1+$/a))}return _}function roc(e,n=14){for(var r=n,_=[];r<=e.length;r++)_.push((e[r-1]-e[r-n])/e[r-n]);return _}function cop(e,n=11,r=14,_=10){for(var t=Math.max(n,r),l=[],$=t+_;$<e.length;$++){var a=e.slice($-(t+_),$),h=a.slice(),s=[];a=roc(a,n),h=roc(h,r),a.splice(0,a.length-h.length),h.splice(0,h.length-a.length);for(var u=0;u<a.length;u++)s.push(a[u]+h[u]);s=wma(s,_),l.push(s[s.length-1])}return l}function kst(e,n=10,r=15,_=20,t=30,l=10,$=10,a=10,h=15,s=9){for(var u=[],o=[],i=Math.max(n,r,_,t)+Math.max(l,$,a,h),p=i;p<=e.length;p++){var g=e.slice(p-i,p),v=roc(g,n),f=roc(g,r),c=roc(g,_),m=roc(g,t);v=sma(v,l),f=sma(f,$),c=sma(c,a),m=sma(m,h),u.push(v[v.length-1]+f[f.length-1]+c[c.length-1]+m[m.length-1])}var x=sma(u,s);for(var p in u.splice(0,u.length-x.length),x)o.push([u[p],x[p]]);return o}function obv(e){for(var 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pvalue(e,n){if(n>25)throw Error("ta.js | pvalue | df too high!");if(n<1)throw Error("ta.js | pvalue | df too low!");for(var r=0;r<t_table.length-1;r++)if(e>=t_table[r][Number(n).toString()]&&e<=t_table[Number(r)+1][Number(n).toString()])return t_table[r+1].value+(t_table[Number(r)+1].value-t_table[r].value)*(t_table[r+1][Number(n).toString()]-e)/(t_table[r][Number(n).toString()]-t_table[r+1][Number(n).toString()]);return 1e-4}function rvi(e,n=20){for(var r=3,_=[],t=[],l=[];r<e.length;r++)if(_.push((e[r][3]-e[r][0]+2*(e[r][3]-e[r-1][0])+2*(e[r][3]-e[r-2][0])+(e[r][3]-e[r-3][0]))/6),t.push((e[r][1]-e[r][2]+2*(e[r][1]-e[r-1][2])+2*(e[r][1]-e[r-2][2])+(e[r][1]-e[r-3][2]))/6),_.length>=n){var $=sma(_,n),a=sma(t,n);l.push($[0]/a[0]),_.splice(0,1),t.splice(0,1)}return l}function rvi_signal(e){for(var n=3,r=[];n<e.length;n++)r.push((e[n]+2*e[n-1]+2*e[n-2]+e[n-3])/6);return r}function rsi_divergence(e,n,r){r||(r=wrsi);var _=r(e,n),t=[];e=mom(e.slice(n-1,e.length),2);for(var l=0;l<e.length;l++)e[l]>0&&_[l]<0||e[l]<0&&_[l]>0?t.push(1):t.push(0);return t}function divergence(e,n){e.length>n.length&&e.splice(0,e.length-n.length),n.length>e.length&&n.splice(0,n.length-e.length);for(var r=1,_=[];r<e.length;r++)e[r]>e[r-1]&&n[r]<n[r-1]||e[r]<e[r-1]&&n[r]>n[r-1]?_.push(1):_.push(0);return _}function times_up(e,n){for(var r=[],_=n;_<e.length;_++){for(var t=1,l=_-n+1;l<=_;l++)if(e[l-1]>e[l]){t=0;break}r.push(t)}return r}function times_down(e,n){for(var r=[],_=n;_<e.length;_++){for(var t=1,l=_-n+1;l<=_;l++)if(e[l-1]<e[l]){t=0;break}r.push(t)}return r}function divergence_state(e,n,r,_,t=1,l=.03,$=.01){e.length>n.length&&e.splice(0,e.length-n.length),n.length>e.length&&n.splice(0,n.length-e.length);for(var a=r,h=[];a<e.length;a++){var s=e.slice(a-r,a+1),u=support(s,recent_low(s,_)),o=u.slope/u.lowest,i=resistance(s,recent_high(s,_)),p=i.slope/i.highest,g=n.slice(a-r,a+1),v=support(g,recent_low(g,_)),f=v.slope/v.lowest,c=resistance(g,recent_high(g,_)),m=c.slope/c.highest;if(e[a]>e[a-t]&&n[a]<n[a-t]||e[a]<e[a-t]&&n[a]>n[a-t]){var x=[];p<-l&&m>-$&&x.push("exaggerated_bearish"),o<$&&f>l&&x.push("exaggerated_bullish"),p<-$&&m<$&&x.push("hidden_bearish"),o>$&&f<-$&&x.push("hidden_bullish"),p>$&&m<-$&&x.push("regular_bearish"),o<-$&&f>$&&x.push("regular_bullish"),x.length<=0&&x.push("divergence"),h.push(x)}else h.push(["convergence"])}return h}function return_negative(e){for(var n=0,r=[];n<e.length;n++)e[n]<0&&r.push(e[n]);return r}function return_positive(e){for(var n=0,r=[];n<e.length;n++)e[n]>0&&r.push(e[n]);return r}const random={range,pick,float,order,prng};const aroon={up:aroon_up,down:aroon_down,osc:aroon_osc};