core(feat): Add SMA indicator

README.md

@@ -1,7 +1,61 @@
 # showr-core
 
 ![Travis (.org)](https://img.shields.io/travis/pratikgaloria/showr-core.svg)
-[![npm (scoped)](https://img.shields.io/npm/v/@showr/core.svg)](https://www.npmjs.com/package/@showr/core)
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+[![npm (scoped)](https://img.shields.io/npm/v/@showr/core.svg)](https://www.npmjs.com/package/@showr/core)
+![GitHub issues](https://img.shields.io/github/issues/pratikgaloria/showr-core.svg)
+![npm bundle size](https://img.shields.io/bundlephobia/min/@showr/core.svg)
+
+Showr: Open source JavaScript library to generate technical indicators over stock market data sets.
+
+## Usage
+
+### Indicators
+
+To generate a value over any point, call `value` function of any indicator. This function accepts below parameters:
+
+1. `point`: OHLC data point for which you need to generate an Indicator
+2. `dataset`: Historical dataset consisting OHLC data points.
+3. `options`: Other options for an indicator. For example, range, period etc.
+
+To set custom options, use `set` function of any indicator.
+
+Example:
+
+#### Importing indicator
+
+```JavaScript
+import { SMA } from '@showr/core/indicators';
+```
+
+#### Using indicator
+
+```JavaScript
+// Historical dataset
+const dataset = [{
+  timestamp: '07/20/2019T09:30:00Z',
+  open: 142,
+  high: 145,
+  low: 135,
+  close: 140,
+}, {
+  timestamp: '07/21/2019T09:30:00Z',
+  open: 140,
+  high: 150,
+  low: 130,
+  close: 145,
+}];
+
+// Latest point
+const point = {
+  timestamp: '07/22/2019T09:30:00Z',
+  open: 145,
+  high: 160,
+  low: 140,
+  close: 150,
+};
+
+// To calculate a simple moving average for a given Point over the last 3 periods.
+console.log(SMA.set({ period: 3}).value(point, dataset)); // 145
 
-Core library for showr
+```

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@showr/core",
-  "version": "1.0.0",
+  "version": "1.1.0",
   "description": "Core library for Showr",
   "main": "build/index.js",
   "scripts": {

src/indicators.js

@@ -0,0 +1,30 @@
+import Indicator from './utils/indicator';
+import { symbols } from './utils/symbols';
+
+export const SMA = new Indicator('SMA', { period: 5, attribute: symbols.CLOSE }, function execute(
+  point,
+  dataset,
+) {
+  const { period, attribute } = this.options;
+
+  if (dataset.length < period - 1) {
+    return point[attribute];
+  }
+
+  if (dataset.length === period - 1) {
+    const total = dataset.reduce((acc, data) => acc + data[attribute], 0);
+    return (point[attribute] + total) / period;
+  }
+
+  const reverseDataset = dataset.slice(0).reverse();
+  let total = point[attribute];
+  for (let i = 0; i < period - 1; i += 1) {
+    total += reverseDataset[i][attribute];
+  }
+
+  return total / period;
+});
+
+export default {
+  SMA,
+};

src/utils/indicator.js

@@ -0,0 +1,22 @@
+class Indicator {
+  constructor(name, options, execute) {
+    this.name = name;
+    this.options = options;
+    this.execute = execute;
+  }
+
+  get value() {
+    return this.execute;
+  }
+
+  set(options) {
+    this.options = {
+      ...this.options,
+      ...options,
+    };
+
+    return this;
+  }
+}
+
+export default Indicator;

src/utils/symbols.js

@@ -0,0 +1,12 @@
+export const symbols = {
+  TIMESTAMP: 'timestamp',
+  OPEN: 'open',
+  HIGH: 'high',
+  LOW: 'low',
+  CLOSE: 'close',
+  VOLUME: 'volume',
+};
+
+export default {
+  symbols,
+};

tests/indicators.test.js

@@ -0,0 +1,100 @@
+import { SMA } from '../src/indicators';
+import { symbols } from '../src/utils/symbols';
+
+describe('Indicators', () => {
+  describe('SMA', () => {
+    const dataset5 = [
+      {
+        [symbols.CLOSE]: 10,
+      },
+      {
+        [symbols.CLOSE]: 12,
+      },
+      {
+        [symbols.CLOSE]: 14,
+      },
+      {
+        [symbols.CLOSE]: 16,
+      },
+      {
+        [symbols.CLOSE]: 18,
+      },
+    ];
+
+    it('Should return a valid value for a given point.', () => {
+      const point = { [symbols.CLOSE]: 20 };
+      const expectedValue = 16;
+
+      expect(SMA.value(point, dataset5)).toBe(expectedValue);
+    });
+
+    it('Should return the same value as attribute if dataset has fewer points than range.', () => {
+      const dataset = [
+        {
+          [symbols.CLOSE]: 10,
+        },
+        {
+          [symbols.CLOSE]: 12,
+        },
+        {
+          [symbols.CLOSE]: 14,
+        },
+      ];
+      const point = { [symbols.CLOSE]: 20 };
+      const expectedValue = 20;
+
+      expect(SMA.value(point, dataset)).toBe(expectedValue);
+    });
+
+    it('Should return a valid value if dataset points are as equal as range.', () => {
+      const dataset = [
+        {
+          [symbols.CLOSE]: 10,
+        },
+        {
+          [symbols.CLOSE]: 12,
+        },
+        {
+          [symbols.CLOSE]: 14,
+        },
+        {
+          [symbols.CLOSE]: 16,
+        },
+      ];
+      const point = { [symbols.CLOSE]: 20 };
+      const expectedValue = 14.4;
+
+      expect(SMA.value(point, dataset)).toBe(expectedValue);
+    });
+
+    it('Should return a valid value for a given period.', () => {
+      const point = { [symbols.CLOSE]: 20 };
+      const expectedValue = 18;
+
+      expect(SMA.set({ period: 3 }).value(point, dataset5)).toBe(expectedValue);
+    });
+
+    it('Should return a valid value for any given attribute', () => {
+      const dataset = [
+        {
+          [symbols.HIGH]: 10,
+        },
+        {
+          [symbols.HIGH]: 12,
+        },
+      ];
+      const point = { [symbols.HIGH]: 14 };
+      const expectedValue = 12;
+
+      expect(SMA.set({ period: 3, attribute: symbols.HIGH }).value(point, dataset)).toBe(
+        expectedValue,
+      );
+    });
+
+    it('Should return NaN if attribute is not present', () => {
+      const point = { [symbols.HIGH]: 20 };
+
+      expect(SMA.value(point, dataset5)).toBeNaN();
+    });
+  });
+});