feat(util): Calculate streaks (#725)

Author: bennycode

README.md

@@ -90,11 +90,11 @@ sma.update('10');
 sma.replace('40');
 
 // You can add arbitrary-precision decimals:
-sma.update(new Big(30));
+sma.update(new Big(30.0009));
 
 // You can get the result in various formats:
-console.log(sma.getResult().toFixed(2)); // "40.00"
-console.log(sma.getResult().toFixed(4)); // "40.0000"
+console.log(sma.getResult().toFixed(2)); // "50.00"
+console.log(sma.getResult().toFixed(4)); // "50.0003"
 ```
 
 ### When to use `update(...)`?

package.json

@@ -86,7 +86,7 @@
     "release:major": "generate-changelog -M -x \"chore,test\" && npm run changelog:commit && npm run docs:release && npm version major",
     "release:minor": "generate-changelog -m -x \"chore,test\" && npm run changelog:commit && npm run docs:release && npm version minor",
     "release:patch": "generate-changelog -p -x \"chore,test\" && npm run changelog:commit && npm run docs:release && npm version patch",
-    "start:benchmark": "ts-node ./src/start/startBenchmark.ts",
+    "start:benchmark": "tsc --noEmit && node --no-warnings=ExperimentalWarning --loader ts-node/esm/transpile-only  ./src/start/startBenchmark.ts",
     "test": "npm run test:dev -- --coverage",
     "test:dev": "vitest run --passWithNoTests",
     "test:types": "npm run lint:types"

src/index.ts

@@ -1,4 +1,4 @@
-export {default as Big, BigSource} from 'big.js';
+export {default as Big, type BigSource} from 'big.js';
 export * from './ABANDS/AccelerationBands.js';
 export * from './AC/AC.js';
 export * from './ADX/ADX.js';

src/util/getStreaks.test.ts

@@ -0,0 +1,36 @@
+import {getStreaks} from './getStreaks.js';
+
+describe('getStreaks', () => {
+  const input = [10, 20, 30, 40, 32, 42, 50, 45, 44, 41, 59, 90, 100];
+
+  describe('uptrends', () => {
+    it('keeps track of upward streak lengths', () => {
+      const actual = getStreaks(input, 'up');
+      expect(actual.map(s => s.length)).toStrictEqual([3, 2, 3]);
+    });
+
+    it('keeps track of price increases during an upward streak', () => {
+      const actual = getStreaks(input, 'up');
+      expect(actual.map(s => s.percentage)).toStrictEqual([300, 56.25, 143.90243902439025]);
+    });
+  });
+
+  describe('downtrends', () => {
+    it('keeps track of downward streak lengths', () => {
+      const actual = getStreaks(input, 'down');
+      expect(actual.map(s => s.length)).toStrictEqual([1, 3]);
+    });
+
+    it('keeps track of price decreases during a downward streak', () => {
+      const actual = getStreaks(input, 'down');
+      expect(actual.map(s => s.percentage)).toStrictEqual([-20, -18]);
+    });
+  });
+
+  describe('special cases', () => {
+    it("doesn't record a streak of 1", () => {
+      const actual = getStreaks([1], 'up');
+      expect(actual.map(s => s.length)).toStrictEqual([]);
+    });
+  });
+});

src/util/getStreaks.ts

@@ -0,0 +1,47 @@
+export type Streak = {
+  /** Length of the streak */
+  length: number;
+  /** Price change percentage during the streak */
+  percentage: number;
+};
+
+/**
+ * Tracks the lengths (streaks) of continuous price movements (up or down).
+ *
+ * @param prices A series of prices
+ * @param keepSide If you want to receive only uptrends or downtrends
+ * @returns An array of objects representing the filtered streaks
+ */
+export function getStreaks(prices: number[], keepSide: 'up' | 'down'): Streak[] {
+  const streaks: Streak[] = [];
+  let currentStreak = 0;
+
+  function saveStreak(i: number) {
+    const endPrice = prices[i - 1];
+    const startPrice = prices[i - currentStreak - 1];
+    const percentage = ((endPrice - startPrice) / startPrice) * 100;
+    streaks.push({length: currentStreak, percentage});
+  }
+
+  for (let i = 1; i < prices.length; i++) {
+    const isUpward = keepSide === 'up' && prices[i] > prices[i - 1];
+    const isDownward = keepSide === 'down' && prices[i] < prices[i - 1];
+    if (isUpward || isDownward) {
+      currentStreak++;
+    } else {
+      // Save the streak if it ends
+      if (currentStreak > 0) {
+        saveStreak(i);
+      }
+      // Reset the streak
+      currentStreak = 0;
+    }
+  }
+
+  // Append the final streak if it exists
+  if (currentStreak > 0) {
+    saveStreak(prices.length);
+  }
+
+  return streaks;
+}

vitest.config.ts

@@ -3,13 +3,15 @@ import {defineConfig} from 'vitest/config';
 export default defineConfig({
   test: {
     coverage: {
-      branches: 0,
-      functions: 0,
       include: ['**/*.{ts,tsx}', '!**/*.d.ts', '!**/cli.ts', '!**/index.ts', '!**/start*.ts'],
-      lines: 0,
       provider: 'v8',
       reporter: ['html', 'lcov', 'text'],
-      statements: 0,
+      thresholds: {
+        branches: 100,
+        functions: 100,
+        lines: 100,
+        statements: 100,
+      },
     },
     environment: 'node',
     globals: true,