refactor(util): Change faster prefix

src/SMA/SMA.test.ts

@@ -1,5 +1,5 @@
 import Big from 'big.js';
-import {NotEnoughDataError, SMA} from '..';
+import {NotEnoughDataError, SMA, FasterSMA} from '..';
 
 import prices from '../test/fixtures/prices.json';
 import testData from '../test/fixtures/SMA/LTC-USDT-1m.json';
@@ -126,3 +126,49 @@ describe('SMA', () => {
     });
   });
 });
+
+describe('FasterSMA', () => {
+  describe('getResult', () => {
+    it('calculates the moving average based on the last 5 prices', () => {
+      // Test data taken from:
+      // https://github.com/TulipCharts/tulipindicators/blob/v0.8.0/tests/untest.txt#L359-L361
+      const prices = [
+        81.59, 81.06, 82.87, 83.0, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29,
+      ];
+      const expectations = [
+        '82.426',
+        '82.738',
+        '83.094',
+        '83.318',
+        '83.628',
+        '83.778',
+        '84.254',
+        '84.994',
+        '85.574',
+        '86.218',
+        '86.804',
+      ];
+      const sma = new FasterSMA(5);
+      for (const price of prices) {
+        const actual = sma.update(price);
+        if (actual) {
+          const expected = expectations.shift()!;
+          expect(actual.toFixed(3)).toBe(expected);
+        }
+      }
+      expect(sma.isStable()).toBeTrue();
+      expect(sma.getResult()).toBe(86.804);
+    });
+
+    it('throws an error when there is not enough input data', () => {
+      const sma = new FasterSMA(5);
+
+      try {
+        sma.getResult();
+        fail('Expected error');
+      } catch (error) {
+        expect(error).toBeInstanceOf(NotEnoughDataError);
+      }
+    });
+  });
+});

src/SMA/SMA.ts

@@ -1,5 +1,6 @@
 import Big, {BigSource} from 'big.js';
 import {MovingAverage} from '../MA/MovingAverage';
+import {NotEnoughDataError} from '../error';
 
 /**
  * Simple Moving Average (SMA)
@@ -30,3 +31,34 @@ export class SMA extends MovingAverage {
     return sum.div(prices.length);
   }
 }
+
+export class FasterSMA {
+  protected result?: number;
+  public readonly prices: number[] = [];
+
+  constructor(public readonly interval: number) {}
+
+  isStable(): boolean {
+    return this.prices.length === this.interval;
+  }
+
+  getResult(): number {
+    if (!this.result) {
+      throw new NotEnoughDataError();
+    }
+    return this.result;
+  }
+
+  update(price: number): number | void {
+    this.prices.push(price);
+
+    if (this.prices.length > this.interval) {
+      this.prices.shift();
+    }
+
+    if (this.prices.length === this.interval) {
+      const sum = this.prices.reduce((a, b) => a + b, 0);
+      return (this.result = sum / this.prices.length);
+    }
+  }
+}

src/index.ts

@@ -16,7 +16,6 @@ export * from './MACD/MACD';
 export * from './MOM/MOM';
 export * from './ROC/ROC';
 export * from './RSI/RSI';
-export * from './SMA/FasterSMA';
 export * from './SMA/SMA';
 export * from './SMMA/SMMA';
 export * from './STOCH/StochasticOscillator';

src/start/startBenchmark.ts

@@ -3,7 +3,7 @@ import {BollingerBands} from '../BBANDS/BollingerBands';
 import {SMA} from '../SMA/SMA';
 import {FasterSMA} from '../SMA/FasterSMA';
 import candles from '../test/fixtures/candles/100-candles.json';
-import {fasterGetAverage, getAverage, getFasterStandardDeviation, getStandardDeviation} from '../util';
+import {getFasterAverage, getAverage, getFasterStandardDeviation, getStandardDeviation} from '../util';
 
 const interval = 20;
 const prices = candles.map(candle => parseInt(candle.close, 10));
@@ -32,7 +32,7 @@ new Benchmark.Suite('Technical Indicators')
     return getAverage(prices);
   })
   .add('fasterGetAverage', () => {
-    return fasterGetAverage(prices);
+    return getFasterAverage(prices);
   })
   .add('getStandardDeviation', () => {
     return getStandardDeviation(prices);

src/util/getAverage.test.ts

@@ -1,4 +1,4 @@
-import {fasterGetAverage, getAverage} from './getAverage';
+import {getFasterAverage, getAverage} from './getAverage';
 
 describe('getAverage', () => {
   it('does not fail when entering an empty array', () => {
@@ -8,17 +8,15 @@ describe('getAverage', () => {
 
   it('returns the average of all given prices', () => {
     const prices = [20, 30, 40];
-
     const average = getAverage(prices);
     expect(average.valueOf()).toBe('30');
   });
 });
 
-describe('fasterGetAverage', () => {
+describe('getFasterAverage', () => {
   it('only works with the primitive data type number', () => {
     const prices = [20, 30, 40];
-
-    const average = fasterGetAverage(prices);
+    const average = getFasterAverage(prices);
     expect(average).toBe(30);
   });
 });

src/util/getAverage.ts

@@ -12,6 +12,6 @@ export function getAverage(values: BigSource[]): Big {
   return sum.div(values.length);
 }
 
-export function fasterGetAverage(values: number[]): number {
+export function getFasterAverage(values: number[]): number {
   return values.reduce((sum: number, x: number) => sum + x, 0) / values.length;
 }

src/util/getStandardDeviation.ts

@@ -1,4 +1,4 @@
-import {fasterGetAverage, getAverage} from './getAverage';
+import {getFasterAverage, getAverage} from './getAverage';
 import Big, {BigSource} from 'big.js';
 
 /**
@@ -15,8 +15,8 @@ export function getStandardDeviation(values: BigSource[], average?: BigSource):
 }
 
 export function getFasterStandardDeviation(values: number[], average?: number): number {
-  const middle = average || fasterGetAverage(values);
+  const middle = average || getFasterAverage(values);
   const squaredDifferences = values.map(value => value - middle).map(value => value * value);
-  const averageDifference = fasterGetAverage(squaredDifferences);
+  const averageDifference = getFasterAverage(squaredDifferences);
   return Math.sqrt(averageDifference);
 }