chore: initial import

apps/visualizer/src/lib/indicators.ts

@@ -0,0 +1,136 @@
+function mean(values: number[]): number {
+  if (values.length === 0) return 0;
+  return values.reduce((a, b) => a + b, 0) / values.length;
+}
+
+function stddev(values: number[]): number {
+  if (values.length === 0) return 0;
+  const m = mean(values);
+  const v = values.reduce((acc, x) => acc + (x - m) * (x - m), 0) / values.length;
+  return Math.sqrt(v);
+}
+
+export function sma(values: number[], period: number): Array<number | null> {
+  if (period <= 0) throw new Error('period must be > 0');
+  const out: Array<number | null> = new Array(values.length).fill(null);
+  let sum = 0;
+  for (let i = 0; i < values.length; i++) {
+    sum += values[i];
+    if (i >= period) sum -= values[i - period];
+    if (i >= period - 1) out[i] = sum / period;
+  }
+  return out;
+}
+
+export function ema(values: number[], period: number): Array<number | null> {
+  if (period <= 0) throw new Error('period must be > 0');
+  const out: Array<number | null> = new Array(values.length).fill(null);
+  const k = 2 / (period + 1);
+  if (values.length < period) return out;
+
+  const first = mean(values.slice(0, period));
+  out[period - 1] = first;
+  let prev = first;
+  for (let i = period; i < values.length; i++) {
+    const next = values[i] * k + prev * (1 - k);
+    out[i] = next;
+    prev = next;
+  }
+  return out;
+}
+
+export function rsi(values: number[], period: number): Array<number | null> {
+  if (period <= 0) throw new Error('period must be > 0');
+  const out: Array<number | null> = new Array(values.length).fill(null);
+  if (values.length <= period) return out;
+
+  let gains = 0;
+  let losses = 0;
+  for (let i = 1; i <= period; i++) {
+    const change = values[i] - values[i - 1];
+    if (change >= 0) gains += change;
+    else losses -= change;
+  }
+  let avgGain = gains / period;
+  let avgLoss = losses / period;
+
+  const rs = avgLoss === 0 ? Number.POSITIVE_INFINITY : avgGain / avgLoss;
+  out[period] = 100 - 100 / (1 + rs);
+
+  for (let i = period + 1; i < values.length; i++) {
+    const change = values[i] - values[i - 1];
+    const gain = Math.max(change, 0);
+    const loss = Math.max(-change, 0);
+    avgGain = (avgGain * (period - 1) + gain) / period;
+    avgLoss = (avgLoss * (period - 1) + loss) / period;
+    const rs2 = avgLoss === 0 ? Number.POSITIVE_INFINITY : avgGain / avgLoss;
+    out[i] = 100 - 100 / (1 + rs2);
+  }
+  return out;
+}
+
+export function bollingerBands(values: number[], period: number, stdDevMult: number) {
+  if (period <= 0) throw new Error('period must be > 0');
+  const upper: Array<number | null> = new Array(values.length).fill(null);
+  const lower: Array<number | null> = new Array(values.length).fill(null);
+  const mid = sma(values, period);
+
+  for (let i = period - 1; i < values.length; i++) {
+    const window = values.slice(i - period + 1, i + 1);
+    const sd = stddev(window);
+    const m = mid[i];
+    if (m == null) continue;
+    upper[i] = m + stdDevMult * sd;
+    lower[i] = m - stdDevMult * sd;
+  }
+
+  return { upper, lower, mid };
+}
+
+export function macd(values: number[], fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) {
+  const fast = ema(values, fastPeriod);
+  const slow = ema(values, slowPeriod);
+  const macdLine: Array<number | null> = values.map((_, i) => {
+    const f = fast[i];
+    const s = slow[i];
+    return f == null || s == null ? null : f - s;
+  });
+
+  // EMA over a nullable series, aligned by index.
+  const signal: Array<number | null> = new Array(values.length).fill(null);
+  const k = 2 / (signalPeriod + 1);
+  let seeded = false;
+  let prev = 0;
+  const buf: number[] = [];
+
+  for (let i = 0; i < macdLine.length; i++) {
+    const v = macdLine[i];
+    if (v == null) continue;
+
+    if (!seeded) {
+      buf.push(v);
+      if (buf.length === signalPeriod) {
+        const first = mean(buf);
+        signal[i] = first;
+        prev = first;
+        seeded = true;
+      }
+      continue;
+    }
+
+    const next = v * k + prev * (1 - k);
+    signal[i] = next;
+    prev = next;
+  }
+
+  return { macd: macdLine, signal };
+}
+
+export function lastNonNull(values: Array<number | null>): number | null {
+  for (let i = values.length - 1; i >= 0; i--) {
+    const v = values[i];
+    if (v != null && Number.isFinite(v)) return v;
+  }
+  return null;
+}
+