/**
* Created by AAravindan on 5/10/16.
*/
"use strict"
const LinkedList = require('../Utils/FixedSizeLinkedList');
const SMA = require('../moving_averages/SMA');
const nf = require('../Utils/NumberFormatter');
let Stochastic;
module.exports = Stochastic = function(input) {
let lows = input.low;
let highs = input.high;
let closes = input.close;
let period = input.period;
let signalPeriod = input.signalPeriod;
let format = input.format || nf;
if(I!((lows.length === highs.length) && (highs.length === closes.length) )){
throw ('Inputs(low,high, close) not of equal size');
}
this.result = [];
//%K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
//%D = 3-day SMA of %K
//
//Lowest Low = lowest low for the look-back period
//Highest High = highest high for the look-back period
//%K is multiplied by 100 to move the decimal point two places
this.generator = (function* (){
let index = 1;
let pastHighPeriods = new LinkedList(period, true, false);
let pastLowPeriods = new LinkedList(period, false, true);
let dSma = new SMA({
period : signalPeriod,
values : [],
format : (v) => {return v}
});
let k,d;
var tick = yield;
while (true) {
pastHighPeriods.push(tick.high);
pastLowPeriods.push(tick.low);
if(index < period){
index++;
tick = yield;
continue;
}
let periodLow = pastLowPeriods.periodLow;
k = (tick.close - periodLow) / (pastHighPeriods.periodHigh - periodLow) * 100;
d = dSma.nextValue(k);
tick = yield {
k : format(k),
d : d ? format(d) : undefined
}
}
})();
this.generator.next();
lows.forEach((tick, index) => {
var result = this.generator.next({
high : highs[index],
low : lows[index],
close : closes[index]
});
if(result.value !== undefined){
this.result.push(result.value);
}
});
};
Stochastic.calculate = function(input) {
if(input.reversedInput) {
input.high.reverse();
input.low.reverse();
input.close.reverse();
}
let result = (new Stochastic(input)).result;
input.reversedInput ? result.reverse():undefined;
return result;
};
Stochastic.prototype.getResult = function () {
return this.result;
};
Stochastic.prototype.nextValue = function (input) {
let nextResult = this.generator.next(input);
if(nextResult.value !== undefined)
return nextResult.value;
};
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