refactor: Sort supported technical indicators

bennycode · Jan 3, 2022 · c2be219 · c2be219
1 parent 65b2314
commit c2be219
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Showing 2 changed files with 27 additions and 27 deletions.
diff --git a/README.md b/README.md
@@ -50,13 +50,13 @@ All indicators can be updated over time by streaming data (prices or candles) to
 1. Mean Absolute Deviation (MAD)
 1. Momentum (MOM / MTM)
 1. Moving Average Convergence Divergence (MACD)
+1. On-Balance Volume (OBV)
 1. Rate-of-Change (ROC)
 1. Relative Strength Index (RSI)
 1. Simple Moving Average (SMA)
 1. Stochastic Oscillator (STOCH)
 1. Stochastic RSI (STOCHRSI)
 1. True Range (TR)
-1. On-Balance Volume (OBV)
 1. Wilder's Smoothed Moving Average (WSMA / WMA / WWS / SMMA / MEMA)
 
 Utility Methods:

diff --git a/src/start/startBenchmark.ts b/src/start/startBenchmark.ts
@@ -61,73 +61,73 @@ import {
 const shortInterval = 10;
 const interval = 20;
 const longInterval = 40;
-const prices: number[] = candles.map(candle => parseInt(candle.close, 10));
-const openHighLowCloseVolumes: OpenHighLowCloseVolumeNumber[] = candles.map(candle => ({
-  close: parseInt(candle.close, 10),
-  high: parseInt(candle.high, 10),
-  low: parseInt(candle.low, 10),
-  open: parseInt(candle.open, 10),
-  volume: parseInt(candle.volume, 10),
+const prices: number[] = candles.map(candle => parseFloat(candle.close));
+const floatCandles: OpenHighLowCloseVolumeNumber[] = candles.map(candle => ({
+  close: parseFloat(candle.close),
+  high: parseFloat(candle.high),
+  low: parseFloat(candle.low),
+  open: parseFloat(candle.open),
+  volume: parseFloat(candle.volume),
 }));
 
 new Benchmark.Suite('Technical Indicators')
   .add('AccelerationBands', () => {
     const accBands = new AccelerationBands(interval, 4);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       accBands.update(candle);
     }
   })
   .add('FasterAccelerationBands', () => {
     const fasterAccBands = new FasterAccelerationBands(interval, 4);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterAccBands.update(candle);
     }
   })
   .add('AC', () => {
     const ac = new AC(shortInterval, longInterval, interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       ac.update(candle);
     }
   })
   .add('FasterAC', () => {
     const fasterAC = new FasterAC(shortInterval, longInterval, interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterAC.update(candle);
     }
   })
   .add('ADX', () => {
     const adx = new ADX(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       adx.update(candle);
     }
   })
   .add('FasterADX', () => {
     const fasterADX = new FasterADX(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterADX.update(candle);
     }
   })
   .add('AO', () => {
     const ao = new AO(shortInterval, interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       ao.update(candle);
     }
   })
   .add('FasterAO', () => {
     const fasterAO = new FasterAO(shortInterval, interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterAO.update(candle);
     }
   })
   .add('ATR', () => {
     const atr = new ATR(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       atr.update(candle);
     }
   })
   .add('FasterATR', () => {
     const fasterATR = new FasterATR(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterATR.update(candle);
     }
   })
@@ -157,13 +157,13 @@ new Benchmark.Suite('Technical Indicators')
   })
   .add('CCI', () => {
     const cci = new CCI(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       cci.update(candle);
     }
   })
   .add('FasterCCI', () => {
     const fasterCCI = new FasterCCI(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterCCI.update(candle);
     }
   })
@@ -205,13 +205,13 @@ new Benchmark.Suite('Technical Indicators')
   })
   .add('DX', () => {
     const dx = new DX(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       dx.update(candle);
     }
   })
   .add('FasterDX', () => {
     const fasterDX = new FasterDX(interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterDX.update(candle);
     }
   })
@@ -270,13 +270,13 @@ new Benchmark.Suite('Technical Indicators')
   })
   .add('OBV', () => {
     const obv = new OBV();
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       obv.update(candle);
     }
   })
   .add('FasterOBV', () => {
     const fasterOBV = new FasterOBV();
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterOBV.update(candle);
     }
   })
@@ -336,7 +336,7 @@ new Benchmark.Suite('Technical Indicators')
   })
   .add('FasterStochasticOscillator', () => {
     const fasterStoch = new FasterStochasticOscillator(shortInterval, interval, interval);
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterStoch.update(candle);
     }
   })
@@ -354,13 +354,13 @@ new Benchmark.Suite('Technical Indicators')
   })
   .add('TR', () => {
     const tr = new TR();
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       tr.update(candle);
     }
   })
   .add('FasterTR', () => {
     const fasterTR = new FasterTR();
-    for (const candle of openHighLowCloseVolumes) {
+    for (const candle of floatCandles) {
       fasterTR.update(candle);
     }
   })