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move all tablib indicators to a promise and replace calculation usage…
… in strategies as this function does not handle async behavior (#1383)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,49 +1,59 @@ | ||
| var talib = require('talib') | ||
|
|
||
| module.exports = function ta_ema (s, key, length) { | ||
| //create object for talib. only close is used for now but rest might come in handy | ||
| if (!s.marketData) { | ||
| s.marketData = { open: [], close: [], high: [], low: [], volume: [] } | ||
| } | ||
| if (s.lookback.length > s.marketData.close.length) { | ||
| for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { | ||
| //console.log('add data') | ||
| s.marketData.close.push(s.lookback[i].close) | ||
| module.exports = function ta_ema (s, length) { | ||
| return new Promise(function(resolve, reject) { | ||
| // create object for talib. only close is used for now but rest might come in handy | ||
| if (!s.marketData) { | ||
| s.marketData = { open: [], close: [], high: [], low: [], volume: [] } | ||
| } | ||
| //dont calculate until we have enough data | ||
| if (s.marketData.close.length >= length) { | ||
| //fillup marketData for talib. | ||
| //this might need improvment for performance. | ||
| //for (var i = 0; i < length; i++) { | ||
| // s.marketData.close.push(s.lookback[i].close); | ||
| //} | ||
| //fillup marketData for talib. | ||
| var tmpMarket = JSON.parse(JSON.stringify(s.marketData.close)) | ||
| //add current period | ||
| tmpMarket.push(s.period.close) | ||
|
|
||
| //doublecheck length. | ||
| if (tmpMarket.length >= length) { | ||
| talib.execute({ | ||
| name: 'EMA', | ||
| startIdx: 0, | ||
| endIdx: tmpMarket.length -1, | ||
| inReal: tmpMarket, | ||
| optInTimePeriod: length | ||
| }, function (err, result) { | ||
| if (err) { | ||
| console.log(err) | ||
| return | ||
| } | ||
| //Result format: (note: outReal can have multiple items in the array) | ||
| // { | ||
| // begIndex: 8, | ||
| // nbElement: 1, | ||
| // result: { outReal: [ 1820.8621111111108 ] } | ||
| // } | ||
| s.period[key] = result.result.outReal[(result.nbElement - 1)] | ||
| }) | ||
| if (s.lookback.length > s.marketData.close.length) { | ||
| for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { | ||
| s.marketData.close.push(s.lookback[i].close) | ||
| } | ||
|
|
||
| //dont calculate until we have enough data | ||
| if (s.marketData.close.length >= length) { | ||
| //fillup marketData for talib. | ||
| //this might need improvment for performance. | ||
| //for (var i = 0; i < length; i++) { | ||
| // s.marketData.close.push(s.lookback[i].close); | ||
| //} | ||
| //fillup marketData for talib. | ||
| let tmpMarket = s.marketData.close.slice() | ||
|
|
||
| //add current period | ||
| tmpMarket.push(s.period.close) | ||
|
|
||
| //doublecheck length. | ||
| if (tmpMarket.length >= length) { | ||
| talib.execute({ | ||
| name: 'EMA', | ||
| startIdx: 0, | ||
| endIdx: tmpMarket.length -1, | ||
| inReal: tmpMarket, | ||
| optInTimePeriod: length | ||
| }, function (err, result) { | ||
| if (err) { | ||
| console.log(err) | ||
| reject(err, result) | ||
| return | ||
| } | ||
|
|
||
| //Result format: (note: outReal can have multiple items in the array) | ||
| // { | ||
| // begIndex: 8, | ||
| // nbElement: 1, | ||
| // result: { outReal: [ 1820.8621111111108 ] } | ||
| // } | ||
| resolve({ | ||
| 'outReal': result.result.outReal[(result.nbElement - 1)], | ||
| }) | ||
| }) | ||
| } | ||
| } else { | ||
| resolve() | ||
| } | ||
| } | ||
| } | ||
| }) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,55 +1,61 @@ | ||
| var talib = require('talib') | ||
|
|
||
| module.exports = function macd (s, macd_key,hist_key,sig_key, slow_period,fast_period,signal_period) { | ||
| //check parameters | ||
| // if (fast_period > slow_period) { | ||
| // console.log('incorrect parameters MACD. (fast_period < slow_period || signal_period > fast_period)') | ||
| // return; | ||
| // } | ||
| //create object for talib. only close is used for now but rest might come in handy | ||
| if (!s.marketData) { | ||
| s.marketData = { open: [], close: [], high: [], low: [], volume: [] } | ||
| } | ||
| if (s.lookback.length > s.marketData.close.length) { | ||
| for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { | ||
| //console.log('add data') | ||
| s.marketData.close.push(s.lookback[i].close) | ||
| } | ||
| } | ||
| var periods_necessary = slow_period + signal_period - 1 | ||
| //dont calculate until we have enough data | ||
| if (s.marketData.close.length >= periods_necessary) { | ||
| //fillup marketData for talib. | ||
| var tmpMarket = JSON.parse(JSON.stringify(s.marketData.close)) | ||
| //add current period | ||
| tmpMarket.push(s.period.close) | ||
| module.exports = function macd (s, slow_period, fast_period, signal_period) { | ||
| return new Promise(function(resolve, reject) { | ||
| // check parameters | ||
| // if (fast_period > slow_period) { | ||
| // console.log('incorrect parameters MACD. (fast_period < slow_period || signal_period > fast_period)') | ||
| // return; | ||
| // } | ||
|
|
||
| talib.execute({ | ||
| name: 'MACD', | ||
| startIdx: 0, | ||
| endIdx: tmpMarket.length -1, | ||
| inReal: tmpMarket, | ||
| optInFastPeriod: fast_period, | ||
| optInSlowPeriod: slow_period, | ||
| optInSignalPeriod: signal_period | ||
| }, function (err, result) { | ||
| if (err) { | ||
| console.log(err) | ||
| return | ||
| //create object for talib. only close is used for now but rest might come in handy | ||
| if (!s.marketData) { | ||
| s.marketData = { open: [], close: [], high: [], low: [], volume: [] } | ||
| } | ||
| if (s.lookback.length > s.marketData.close.length) { | ||
| for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { | ||
| s.marketData.close.push(s.lookback[i].close) | ||
| } | ||
| //Result format: (note: outReal can have multiple items in the array) | ||
| // { | ||
| // begIndex: 8, | ||
| // nbElement: 1, | ||
| // result: { outReal: [ 1820.8621111111108 ] } | ||
| // } | ||
| // console.log(JSON.stringify(marketData)) | ||
| // console.log(JSON.stringify(result.result)) | ||
| s.period[macd_key] = result.result.outMACD[(result.nbElement - 1)] | ||
| s.period[hist_key] = result.result.outMACDHist[(result.nbElement - 1)] | ||
| s.period[sig_key] = result.result.outMACDSignal[(result.nbElement - 1)] | ||
| }) | ||
| } | ||
|
|
||
| } | ||
| } | ||
| let periods_necessary = slow_period + signal_period - 1 | ||
| //dont calculate until we have enough data | ||
|
|
||
| if (s.marketData.close.length >= periods_necessary) { | ||
| // fillup marketData for talib. | ||
| let tmpMarket = s.marketData.close.slice() | ||
|
|
||
| // add current period | ||
| tmpMarket.push(s.period.close) | ||
|
|
||
| talib.execute({ | ||
| name: 'MACD', | ||
| startIdx: 0, | ||
| endIdx: tmpMarket.length - 1, | ||
| inReal: tmpMarket, | ||
| optInFastPeriod: fast_period, | ||
| optInSlowPeriod: slow_period, | ||
| optInSignalPeriod: signal_period | ||
| }, function (err, result) { | ||
| if (err) { | ||
| reject(err) | ||
| console.log(err) | ||
| return | ||
| } | ||
| //Result format: (note: outReal can have multiple items in the array) | ||
| // { | ||
| // begIndex: 8, | ||
| // nbElement: 1, | ||
| // result: { outReal: [ 1820.8621111111108 ] } | ||
| // } | ||
| resolve({ | ||
| 'macd': result.result.outMACD[(result.nbElement - 1)], | ||
| 'macd_histogram': result.result.outMACDHist[(result.nbElement - 1)], | ||
| 'macd_signal': result.result.outMACDSignal[(result.nbElement - 1)], | ||
| }) | ||
| }) | ||
| } else { | ||
| resolve() | ||
| } | ||
| }) | ||
| } |
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