feat: Expose read-only intervals

package.json

@@ -86,7 +86,8 @@
     "release:minor": "generate-changelog -m -x \"chore,docs,refactor,style,test\" && yarn changelog:commit && npm version minor",
     "release:patch": "generate-changelog -p -x \"chore,docs,refactor,style,test\" && yarn changelog:commit && npm version patch",
     "test": "nyc --nycrc-path=nyc.config.coverage.json jasmine --config=jasmine.json",
-    "test:dev": "nyc --nycrc-path=nyc.config.json jasmine --config=jasmine.json"
+    "test:dev": "nyc --nycrc-path=nyc.config.json jasmine --config=jasmine.json",
+    "test:types": "yarn lint:types"
   },
   "version": "1.4.0"
 }

src/ATR/ATR.ts

@@ -11,16 +11,13 @@ export type ATRCandle = {close: BigSource; high: BigSource; low: BigSource};
  * waning interest.
  */
 export class ATR {
-  private readonly interval: number;
   private readonly smma: SMMA;
   private readonly candles: ATRCandle[] = [];
 
   private result: Big | undefined;
   private prevCandle: ATRCandle | undefined;
 
-  constructor(interval: number) {
-    this.interval = interval;
-
+  constructor(public readonly interval: number) {
     this.smma = new SMMA(interval);
   }
 

src/BANDS/AccelerationBands.ts

@@ -8,7 +8,6 @@ export class AccelerationBands {
   private readonly lowerBand: EMA | SMA;
   private readonly middleBand: EMA | SMA;
   private readonly upperBand: EMA | SMA;
-  private readonly width: Big;
 
   /**
    * Acceleration Bands
@@ -22,11 +21,10 @@ export class AccelerationBands {
    * @see https://github.com/QuantConnect/Lean/blob/master/Indicators/AccelerationBands.cs
    * @see https://github.com/twopirllc/pandas-ta/blob/master/pandas_ta/volatility/accbands.py
    */
-  constructor(period: number, width: number, Indicator: typeof EMA | typeof SMA = SMA) {
+  constructor(public readonly period: number, public readonly width: number, Indicator: typeof EMA | typeof SMA = SMA) {
     this.lowerBand = new Indicator(period);
     this.middleBand = new Indicator(period);
     this.upperBand = new Indicator(period);
-    this.width = new Big(width);
   }
 
   get isStable(): boolean {
@@ -39,7 +37,7 @@ export class AccelerationBands {
   }
 
   update(high: BigSource, low: BigSource, close: BigSource): void {
-    const coefficient = this.width.mul(new Big(high).minus(low).div(new Big(high).plus(low)));
+    const coefficient = new Big(high).minus(low).div(new Big(high).plus(low)).mul(this.width);
 
     // (Low * (1 - 4 * (High - Low)/ (High + Low)))
     this.lowerBand.update(new Big(low).mul(new Big(1).minus(coefficient)));

src/BANDS/BollingerBands.ts

@@ -5,15 +5,11 @@ import {MathAnalysis} from '../util';
 import {BandsResult} from './BandsResult';
 
 export class BollingerBands {
-  public readonly interval: number;
-  public readonly deviationMultiplier: number;
   private readonly middleSMA: SMA;
   private readonly prices: Big[] = [];
   private result: BandsResult | undefined;
 
-  constructor(interval: number = 0, deviationMultiplier: number = 2) {
-    this.interval = interval;
-    this.deviationMultiplier = deviationMultiplier;
+  constructor(public readonly interval: number = 0, public readonly deviationMultiplier: number = 2) {
     this.middleSMA = new SMA(this.interval);
   }
 

src/DEMA/DEMA.ts

@@ -7,7 +7,7 @@ export class DEMA {
   private readonly inner: EMA;
   private readonly outer: EMA;
 
-  constructor(interval: number) {
+  constructor(public readonly interval: number) {
     this.inner = new EMA(interval);
     this.outer = new EMA(interval);
   }

src/MACD/MACD.ts

@@ -16,10 +16,10 @@ export type MACDResult = {
 };
 
 export class MACD {
-  private readonly long: EMA | DEMA;
-  private readonly short: EMA | DEMA;
-  private readonly signal: EMA | DEMA;
+  public readonly long: EMA | DEMA;
+  public readonly short: EMA | DEMA;
 
+  private readonly signal: EMA | DEMA;
   private age: number = 0;
   private result: MACDResult | undefined;
 

src/ROC/ROC.ts

@@ -2,11 +2,10 @@ import Big, {BigSource} from 'big.js';
 import {NotEnoughDataError} from '../error';
 
 export class ROC {
-  private readonly interval: number;
   private readonly priceHistory: Big[] = [];
   private result: Big | undefined;
 
-  constructor(interval: number) {
+  constructor(public readonly interval: number) {
     this.interval = interval;
   }
 

src/RSI/RSI.ts

@@ -9,7 +9,7 @@ export class RSI {
   private readonly avgGain: MovingAverage;
   private readonly avgLoss: MovingAverage;
 
-  constructor(private readonly interval: number, Indicator: typeof EMA | typeof SMMA = SMMA) {
+  constructor(public readonly interval: number, Indicator: typeof EMA | typeof SMMA = SMMA) {
     this.avgGain = new Indicator(this.interval);
     this.avgLoss = new Indicator(this.interval);
     this.result = new Big(0);

src/SMMA/SMMA.ts

@@ -8,7 +8,7 @@ class SMMA extends MovingAverage {
   private readonly prices: Big[] = [];
   private readonly sma: SMA;
 
-  constructor(interval: number) {
+  constructor(public readonly interval: number) {
     super(interval);
     this.sma = new SMA(interval);
     this.result = new Big(0);