series-processing

Time-series processing for forex, market analysis, including SMA, EMA, MACD...

Install

NPM

npm intall --save series-processing

Yarn (Recommended)

yarn add series-processing

Example

More examples

Simple with studyBuilder

const { TimeSeries, studyBuilder } = require('../lib');

const series = new TimeSeries();
series.map(studyBuilder.EMA('ema1', 'close', 2));

series.initData(data); // data: Array of candle object

console.log(series.getDataSeries()); // Print result: Array of transformed candle object

More studyBuilder can found here

Multiple studies with same series

const series = new TimeSeries();
series.map(studyBuilder.EMA('ema1', 'close', 2));
series.map(studyBuilder.SMA('sma1', 'open', 4));
series.map(studyBuilder.EMA('ema2', 'sma1', 5));

OR with array

const series = new TimeSeries();
series.map([
  studyBuilder.EMA('ema1', 'close', 2),
  studyBuilder.SMA('sma1', 'open', 4),
  studyBuilder.EMA('ema2', 'sma1', 5)
]);

Custom study

const series = new TimeSeries();
series.map((lastPoint) => {
  return { 'avg' : (lastPoint['open'] + lastPoint['close']) / 2 }
});

API Reference

API docs is coming soon.

License

MIT License.