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alphacate

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Readme

Alphacate

A Node.js toolkit with various indicators and oscillators for the technical stock analysis. This package contains only the mathematical calculations.

Installation

$ npm install alphacate [--save]

Example

//retrieve indicator module via accessor or alias
const LWMA = require('alphacate').LWMA;
const BB = require('alphacate').BollingerBands;

//do computation asynchronously
let run = async () => {
    try{
        //pass optional configuration object into the constructor
        let lwma = new LWMA( {periods: 4} );
        let bb = new BB( {periods: 4} );

        let data = [25.5, 26.75, 27.0, 26.5, 27.25];

        //set data series
        lwma.setValues( data );
        bb.setValues( data );

        //invoke calculate() to compute and retrieve result collection
        //an error will be throw if passed data serie or options are invalid
        let lwmaResultCollection = await lwma.calculate();
        let bbResultCollection = await bb.calculate();
        
        for(let i=0, len=lwmaCollection.length; i<len; i++){
            console.log(`Price: ${lwmaCollection[i].price}, LWMA: ${lwmaCollection[i].lwma}, BB Upper: ${bbCollection[i].upper}`);
        }

    }
    catch( err ){
        console.log(err.message);
    }
};

run();

List of indicators

See the list below for all available indicators in the package. Retrieve the indicator module via the accessor property or with the alias.

Indicator	Module accessor	Alias
Average True Range	AverageTrueRange	ATR
Bollinger Bands	BollingerBands	BB
Exponential Moving Average	ExponentialMovingAverage	EMA
Linearly Weighted Moving Average	LinearlyWeightedMovingAverage	LWMA
Money Flow Index	MoneyFlowIndex	MFI
Moving Average Convergence Divergence	MovingAverageConvergenceDivergence	MACD
On Balance Volume	OnBalanceVolume	OBV
Rate Of Change	RateOfChange	ROC
Relative Strength Index	RelativeStrengthIndex	RSI
Simple Moving Average	SimpleMovingAverage	SMA
Smoothed Moving Average	SmoothedMovingAverage	SMMA
Stochastic Oscillator	StochasticOscillator	SO
Weighted Moving Average	WeightedMovingAverage	WMA

Data serie item

The type of the item in the data serie that will be passed into the setValues function

Indicator	Type	Usage
Average True Range	Number
Bollinger Bands	Number
Exponential Moving Average	Number
Linearly Weighted Moving Average	Number
Money Flow Index	Object	{high:<Number>, low:<Number>, close:<Number>, volume:<Number> };
Moving Average Convergence Divergence	Number
On Balance Volume	Object	{price:<Number>, volume:<Number>}
Rate Of Change	Number
Relative Strength Index	Number
Simple Moving Average	Number
Smoothed Moving Average	Number
Stochastic Oscillator	Number
Weighted Moving Average	Number

Result collection item

Each item in the result collection contains several object properties. See the list below which properties belongs to the particular indicator. All values are numbers except where noted.

Indicator	Collection Item properties
Average True Range	{tr, atr}
Bollinger Bands	{upper:<Array>, middle:<Array>, lower:<Array>, price:<Array>}
Exponential Moving Average	{price, ema}
Linearly Weighted Moving Average	{price, lmwa}
Moving Average Convergence Divergence	{slow_ema:<Array>, fast_ema:<Array>, signal_ema:<Array>, macd:<Array>, prices:<Array>}
On Balance Volume	{price, obv}
Rate Of Change	{price, roc}
Relative Strength Index	{price, gain, loss, avg_gain, avg_loss, rs, rsi}
Simple Moving Average	{price, sma}
Smoothed Moving Average	{price, smma}
Stochastic Oscillator	{k,v, price}
Weighted Moving Average	{price, wma}

Indicator options

To configure the indicator with different settings, you can pass an optional configuration object into the indicator constructor.

Indicator	Option properties
Average True Range	periods, startIndex, endIndex, lazyEvaluation, maxTickDuration
Bollinger Bands	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration
Exponential Moving Average	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration, emaResultsOnly, startWithFirst
Linearly Weighted Moving Average	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration
Money Flow Index	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration
Moving Average Convergence Divergence	fastPeriods, slowPeriods, signalPeriods, sliceOffset, lazyEvaluation, maxTickDuration
On Balance Volume	startIndex, endIndex, lazyEvaluation, maxTickDuration
Rate Of Change	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration
Relative Strength Index	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration
Simple Moving Average	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration
Smoothed Moving Average	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration
Stochastic Oscillator	periods, startIndex, endIndex, smaPeriods, sliceOffset, lazyEvaluation, maxTickDuration
Weighted Moving Average	periods, startIndex, endIndex, sliceOffset, lazyEvaluation, maxTickDuration

See the table below for a description of the particular option property.

Option property	Type	Description
periods	Number	The time periods to calculate the indicator
startIndex	Number	The index for the passed data serie to start the calulation
endIndex	Number	The index for the passed data serie to end the calculation
sliceOffset	Boolean	Omit items in result collection used for inital period calculation
fastPeriods	Number	The time periods for the fast moving average
slowPeriods	Number	The time periods for the slow moving average
signalPeriods	Number	The time periods for the signal average
smaPeriods	Number	The time periods for the simple moving average
lazyEvaluation	Boolean	Do the computation of passed values in an asynchronous fashion
maxTickDuration	Number	The computation tick duration in milliseconds. If the computation is not completed, it will be continued in the tick of the next event loop.

Run Tests

All tests are inside test folder

Run tests:

$ npm test

Run code coverage report:

$ npm run coverage

License

This project is under the MIT License. See the LICENSE file for the full license text.