refactor(ADX,ATR,STOCH): Share high low close type

bennycode · Sep 5, 2021 · e3d677f · e3d677f
1 parent 300b441
commit e3d677f
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Showing 5 changed files with 23 additions and 16 deletions.
diff --git a/src/ADX/ADX.ts b/src/ADX/ADX.ts
@@ -1,6 +1,6 @@
 import {Big} from 'big.js';
 import {NotEnoughDataError} from '../error';
-import {ATR, ATRCandle, MovingAverageTypeContext, SMMA} from '..';
+import {ATR, HighLowClose, MovingAverageTypeContext, SMMA} from '..';
 import {Indicator} from '../Indicator';
 import {getAverage} from '../util/getAverage';
 import {MovingAverage} from '../MA/MovingAverage';
@@ -32,12 +32,12 @@ export type ADXResult = {
  * @see https://learn.tradimo.com/technical-analysis-how-to-work-with-indicators/adx-determing-the-strength-of-price-movement
  */
 export class ADX implements Indicator<ADXResult> {
-  private readonly candles: ATRCandle[] = [];
+  private readonly candles: HighLowClose[] = [];
   private readonly atr: ATR;
   private readonly smoothedPDM: MovingAverage;
   private readonly smoothedMDM: MovingAverage;
   private readonly dxValues: Big[] = [];
-  private prevCandle: ATRCandle | undefined;
+  private prevCandle: HighLowClose | undefined;
   private adx: Big | undefined;
   private pdi: Big = new Big(0);
   private mdi: Big = new Big(0);
@@ -52,7 +52,7 @@ export class ADX implements Indicator<ADXResult> {
     return this.dxValues.length >= this.interval;
   }
 
-  update(candle: ATRCandle): void {
+  update(candle: HighLowClose): void {
     this.candles.push(candle);
     const atrResult = this.atr.update(candle);
 
@@ -153,7 +153,7 @@ export class ADX implements Indicator<ADXResult> {
     };
   }
 
-  private directionalMovement(prevCandle: ATRCandle, currentCandle: ATRCandle): {mdm: Big; pdm: Big} {
+  private directionalMovement(prevCandle: HighLowClose, currentCandle: HighLowClose): {mdm: Big; pdm: Big} {
     const currentHigh = new Big(currentCandle.high);
     const lastHigh = new Big(prevCandle.high);
 

diff --git a/src/ATR/ATR.ts b/src/ATR/ATR.ts
@@ -1,10 +1,10 @@
-import Big, {BigSource} from 'big.js';
-import {NotEnoughDataError, SMMA} from '..';
+import Big from 'big.js';
+import {NotEnoughDataError} from '../error';
 import {SimpleIndicator} from '../Indicator';
 import {MovingAverage} from '../MA/MovingAverage';
 import {MovingAverageTypeContext} from '../MA/MovingAverageTypeContext';
-
-export type ATRCandle = {close: BigSource; high: BigSource; low: BigSource};
+import {SMMA} from '../SMMA/SMMA';
+import {HighLowClose} from '../util';
 
 /**
  * Average True Range (ATR)
@@ -17,9 +17,9 @@ export type ATRCandle = {close: BigSource; high: BigSource; low: BigSource};
  * @see https://www.investopedia.com/terms/a/atr.asp
  */
 export class ATR extends SimpleIndicator {
-  private readonly candles: ATRCandle[] = [];
+  private readonly candles: HighLowClose[] = [];
   private readonly smoothing: MovingAverage;
-  private prevCandle: ATRCandle | undefined;
+  private prevCandle: HighLowClose | undefined;
 
   constructor(public readonly interval: number, SmoothingIndicator: MovingAverageTypeContext = SMMA) {
     super();
@@ -30,7 +30,7 @@ export class ATR extends SimpleIndicator {
     return this.candles.length > this.interval;
   }
 
-  override update(candle: ATRCandle): Big | void {
+  override update(candle: HighLowClose): Big | void {
     this.candles.push(candle);
 
     if (!this.prevCandle) {
@@ -63,7 +63,7 @@ export class ATR extends SimpleIndicator {
     return this.result;
   }
 
-  private trueRange(prevCandle: ATRCandle, currentCandle: ATRCandle): Big {
+  private trueRange(prevCandle: HighLowClose, currentCandle: HighLowClose): Big {
     const prevClose = new Big(prevCandle.close);
     const low = new Big(currentCandle.low);
     const high = new Big(currentCandle.high);

diff --git a/src/STOCH/StochasticOscillator.ts b/src/STOCH/StochasticOscillator.ts
@@ -1,12 +1,12 @@
 import {Indicator} from '../Indicator';
 import Big from 'big.js';
 import {SMA} from '../SMA/SMA';
-import {ATRCandle} from '../ATR/ATR';
 import {MovingAverageTypeContext} from '../MA/MovingAverageTypeContext';
 import {MovingAverage} from '../MA/MovingAverage';
 import {getMaximum} from '../util/getMaximum';
 import {getMinimum} from '../util/getMinimum';
 import {NotEnoughDataError} from '../error';
+import {HighLowClose} from '../util';
 
 export interface StochasticResult {
   d: Big;
@@ -33,7 +33,7 @@ export interface StochasticResult {
 export class StochasticOscillator implements Indicator<StochasticResult> {
   public readonly d: MovingAverage;
 
-  private readonly candles: ATRCandle[] = [];
+  private readonly candles: HighLowClose[] = [];
   private result?: StochasticResult;
 
   /**
@@ -59,7 +59,7 @@ export class StochasticOscillator implements Indicator<StochasticResult> {
     return this.result;
   }
 
-  update(candle: ATRCandle): StochasticResult | void {
+  update(candle: HighLowClose): StochasticResult | void {
     this.candles.push(candle);
 
     if (this.candles.length > this.periodK) {

diff --git a/src/util/HighLowClose.ts b/src/util/HighLowClose.ts
@@ -0,0 +1,3 @@
+import {BigSource} from 'big.js';
+
+export type HighLowClose = {close: BigSource; high: BigSource; low: BigSource};
diff --git a/src/util/index.ts b/src/util/index.ts
@@ -1,2 +1,6 @@
+export * from './BandsResult';
 export * from './getAverage';
 export * from './getFixedArray';
+export * from './getMaximum';
+export * from './getMinimum';
+export * from './HighLowClose';
Original file line number	Diff line number	Diff line change
		@@ -0,0 +1,3 @@
		import {BigSource} from 'big.js';

		export type HighLowClose = {close: BigSource; high: BigSource; low: BigSource};