feat(indicator): adding algorithm indicator

Used for MA crossover.

packages/indicators/src/indicator/algorithm.ts

@@ -0,0 +1,53 @@
+import { identity, merge, slidingWindow } from "@react-financial-charts/core";
+
+export interface Algorithm {
+    (data: any[]): any;
+    accumulator(): any;
+    accumulator(newAccumulator: any): Algorithm;
+    windowSize(): number;
+    windowSize(windowSize: number): Algorithm;
+    merge(): any;
+    merge(newMerge: any): Algorithm;
+}
+
+export default function () {
+    let windowSize = 1;
+    let accumulator = identity;
+    let mergeAs = identity;
+
+    function algorithm(data: any[]) {
+        const defaultAlgorithm = slidingWindow().windowSize(windowSize).accumulator(accumulator);
+
+        const calculator = merge().algorithm(defaultAlgorithm).merge(mergeAs);
+
+        const newData = calculator(data);
+
+        return newData;
+    }
+
+    algorithm.accumulator = (newAccumulator?: any) => {
+        if (newAccumulator === undefined) {
+            return accumulator;
+        }
+        accumulator = newAccumulator;
+        return algorithm;
+    };
+
+    algorithm.windowSize = (newWindowSize?: number) => {
+        if (newWindowSize === undefined) {
+            return windowSize;
+        }
+        windowSize = newWindowSize;
+        return algorithm;
+    };
+
+    algorithm.merge = (newMerge?: any) => {
+        if (newMerge === undefined) {
+            return mergeAs;
+        }
+        mergeAs = newMerge;
+        return algorithm;
+    };
+
+    return algorithm as Algorithm;
+}

packages/indicators/src/indicator/index.ts

@@ -1,3 +1,4 @@
+export { default as algo } from "./algorithm";
 export { default as ema } from "./ema";
 export { default as sma } from "./sma";
 export { default as wma } from "./wma";