adx & wema moment values and new specs

debut-js · May 1, 2023 · eff7147 · eff7147
1 parent 2904937
commit eff7147
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Showing 5 changed files with 19 additions and 22 deletions.
diff --git a/src/adx.ts b/src/adx.ts
@@ -102,10 +102,6 @@ export class ADX {
  const avgPDI = this.wma2.momentValue(pDM);
  const avgNDI = this.wma3.momentValue(nDM);
 
- this.prevHigh = h;
- this.prevLow = l;
- this.prevClose = c;
-
  if (avgPDI === undefined || avgNDI === undefined) {
  return;
  }

diff --git a/src/wema.ts b/src/wema.ts
@@ -32,7 +32,7 @@ export class WEMA {
  */
  momentValue(value: number) {
  if (!this.wema) {
- return;
+ return this.sma.momentValue(value);
  }
 
  return (value - this.wema) * this.smooth + this.wema;

diff --git a/src/wma.ts b/src/wma.ts
@@ -40,24 +40,21 @@ export class WMA {
  * does not affect any next calculations
  */
  momentValue(value: number) {
- const buffer = new CircularBuffer(this.buffer.length);
+ const removed = this.buffer.push(value);
 
- this.buffer.forEach((v) => {
- if (typeof v === 'number') {
- buffer.push(v);
- }
- });
- buffer.push(value);
-
- if (!buffer.filled) {
+ if (!this.buffer.filled) {
+ this.buffer.pushback(removed);
  return
  }
 
+
  let result = 0
 
- buffer.forEach((v, idx) => {
- result += (v * (Number(idx) + 1)) / this.denominator
- })
+ this.buffer.forEach((v, idx) => {
+ result += (v * (idx + 1)) / this.denominator;
+ });
+
+ this.buffer.pushback(removed);
 
  return result
  }

diff --git a/src/wws.ts b/src/wws.ts
@@ -36,6 +36,10 @@ export class WWS {
  * does not affect any next calculations
  */
  momentValue(value: number) {
- return this.prevValue + (value - this.prevValue) / this.period;
+ if (this.sumCount < this.period) {
+ return;
+ }
+
+ return this.prevValue - this.prevValue / this.period + value;
  }
 }
diff --git a/tests/adx/adx.spec.ts b/tests/adx/adx.spec.ts
@@ -14,13 +14,13 @@ describe('ADX', () => {
  // @ts-ignore typing error?
  const cross = adx2.nextValue({ high: tick.h, low: tick.l, close: tick.c });
 
- if (local && cross) {
+ if (local && cross && localMoment) {
  expect(local.adx).toEqual(cross.adx);
  expect(local.mdi).toEqual(cross.mdi);
  expect(local.pdi).toEqual(cross.pdi);
- expect(localMoment?.adx).toEqual(local.adx);
- expect(localMoment?.mdi).toEqual(local.mdi);
- expect(localMoment?.pdi).toEqual(local.pdi);
+ expect(localMoment.adx).toEqual(local.adx);
+ expect(localMoment.mdi).toEqual(local.mdi);
+ expect(localMoment.pdi).toEqual(local.pdi);
  }
  });
  });