@thi.ng/transducers-stats
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    2.1.7 • Public • Published

    transducers-stats

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    This project is part of the @thi.ng/umbrella monorepo.

    About

    Transducers for statistical / technical analysis. This is a support package for @thi.ng/transducers.

    This package provides a set of transducers for technical (financial) and statistical analysis and replaces the older @thi.ng/indicators package.

    The transducers provided here accept an optional input iterable, which allows them them to be used directly instead of having to wrap their call in one of the transducer execution functions (i.e. transduce(), iterator()). If executed this way, the functions will return a transforming ES6 iterator (generator) instead of a transducer.

    Supported indicators

    Status

    STABLE - used in production

    Search or submit any issues for this package

    Installation

    yarn add @thi.ng/transducers-stats

    ES module import:

    <script type="module" src="https://cdn.skypack.dev/@thi.ng/transducers-stats"></script>

    Skypack documentation

    For Node.js REPL:

    # with flag only for < v16
    node --experimental-repl-await
    
    > const transducersStats = await import("@thi.ng/transducers-stats");
    

    Package sizes (gzipped, pre-treeshake): ESM: 1.59 KB

    Dependencies

    Usage examples

    Several demos in this repo's /examples directory are using this package.

    A selection:

    Screenshot Description Live demo Source
    Basic crypto-currency candle chart with multiple moving averages plots Demo Source
    Fork-join worker-based raymarch renderer (JS/CPU only) Demo Source

    API

    Generated API docs

    import * as tx from "@thi.ng/transducers";
    import * as stats from "@thi.ng/transducers-stats";
    
    // Simple moving average (SMA) (sliding window size 5)
    // if an input is given (as is the case here), then returns
    // a transforming iterator instead of transducer
    [...stats.sma(5, [1,2,3,4,5,10,11,12,13,14,9,8,7,6,5])]
    // [ 3, 4.8, 6.6, 8.4, 10.2, 12, 11.8, 11.2, 10.2, 8.8, 7 ]
    
    // compute multiple stats at once
    tx.transduce(
        tx.comp(
            tx.multiplexObj({
                sma: stats.sma(5),
                ema: stats.ema(5),
                wma: stats.wma(5)
            }),
            // ignore first `period-1` values
            // (because MAs require at least `period` inputs to warm up)
            tx.drop(4)
        ),
        tx.push(),
        [1,2,3,4,5,10,11,12,13,14,9,8,7,6,5]
    );
    // [ { wma: 3.6666666666666665, ema: 3, sma: 3 },
    //   { wma: 6, ema: 5.333333333333333, sma: 4.8 },
    //   { wma: 8.066666666666666, ema: 7.222222222222221, sma: 6.6 },
    //   { wma: 9.866666666666667, ema: 8.814814814814815, sma: 8.4 },
    //   { wma: 11.4, ema: 10.209876543209877, sma: 10.2 },
    //   { wma: 12.666666666666666, ema: 11.473251028806585, sma: 12 },
    //   { wma: 11.666666666666666, ema: 10.64883401920439, sma: 11.8 },
    //   { wma: 10.4, ema: 9.76588934613626, sma: 11.2 },
    //   { wma: 9, ema: 8.843926230757507, sma: 10.2 },
    //   { wma: 7.6, ema: 7.895950820505004, sma: 8.8 },
    //   { wma: 6.333333333333333, ema: 6.93063388033667, sma: 7 } ]

    Authors

    Karsten Schmidt

    If this project contributes to an academic publication, please cite it as:

    @misc{thing-transducers-stats,
      title = "@thi.ng/transducers-stats",
      author = "Karsten Schmidt",
      note = "https://thi.ng/transducers-stats",
      year = 2017
    }

    License

    © 2017 - 2022 Karsten Schmidt // Apache Software License 2.0

    Install

    npm i @thi.ng/transducers-stats

    DownloadsWeekly Downloads

    312

    Version

    2.1.7

    License

    Apache-2.0

    Unpacked Size

    47.7 kB

    Total Files

    38

    Last publish

    Collaborators

    • thi.ng