lib/ta_macd_ext.js

var talib = require('talib')

module.exports = function ta_macd_ext (s, slow_period, fast_period, signal_period, fast_ma_type, slow_ma_type, signal_ma_type) {
  return new Promise(function(resolve, reject) {
    // create object for talib. only close is used for now but rest might come in handy
    if (!s.marketData) {
      s.marketData = { open: [], close: [], high: [], low: [], volume: [] }
    }

    if (s.lookback.length > s.marketData.close.length) {
      for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) {
        s.marketData.close.push(s.lookback[i].close)
      }
    }

    var periods_necessary = slow_period + signal_period - 1
    // Dont calculate until we have enough data

    if (s.marketData.close.length >= periods_necessary) {
      //fillup marketData for talib.
      var tmpMarket = s.marketData.close.slice()

      //add current period
      tmpMarket.push(s.period.close)

      talib.execute({
        name: 'MACDEXT',
        startIdx: 0,
        endIdx: tmpMarket.length -1,
        inReal: tmpMarket,
        optInFastPeriod: fast_period,
        optInSlowPeriod: slow_period,
        optInSignalPeriod: signal_period,
        optInFastMAType: getMaTypeFromString(fast_ma_type),
        optInSlowMAType: getMaTypeFromString(slow_ma_type),
        optInSignalMAType: getMaTypeFromString(signal_ma_type),
      }, function (err, result) {
        if (err) {
          reject(err)
          return
        }
        // Result format: (note: outReal  can have multiple items in the array)
        // {
        //   begIndex: 8,
        //   nbElement: 1,
        //   result: { outReal: [ 1820.8621111111108 ] }
        // }
        resolve({
          'macd': result.result.outMACD[(result.nbElement - 1)],
          'macd_histogram': result.result.outMACDHist[(result.nbElement - 1)],
          'macd_signal': result.result.outMACDSignal[(result.nbElement - 1)],
        })
      })
    } else {
      resolve()
    }
  })
}

/**
   * Extract int from string input eg (SMA = 0)
   *
   * @see https://github.com/oransel/node-talib
   * @see https://github.com/markcheno/go-talib/blob/master/talib.go#L20
   */
function getMaTypeFromString(maType) {
  // no constant in lib?

  switch (maType.toUpperCase()) {
  case 'SMA':
    return 0
  case 'EMA':
    return 1
  case 'WMA':
    return 2
  case 'DEMA':
    return 3
  case 'TEMA':
    return 4
  case 'TRIMA':
    return 5
  case 'KAMA':
    return 6
  case 'MAMA':
    return 7
  case 'T3':
    return 8
  default:
    return 0
  }
}