fix(AC, MACD, ADX, WSMA): Fix replacing values

.lintstagedrc.json

@@ -1,3 +1,3 @@
 {
-  "*.{js,jsx,ts,tsx}": ["yarn fix:code"]
+  "*.{js,jsx,ts,tsx}": ["npm run fix:code"]
 }

package.json

@@ -87,7 +87,7 @@
     "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": "tsc --noEmit && node --no-warnings=ExperimentalWarning --loader ts-node/esm/transpile-only  ./src/start/startBenchmark.ts",
-    "test": "npm run test:dev -- --coverage",
+    "test": "npm run test:types && npm run test:dev -- --coverage",
     "test:dev": "vitest run --passWithNoTests",
     "test:types": "npm run lint:types"
   },

src/ABANDS/AccelerationBands.test.ts

@@ -108,22 +108,26 @@ describe('AccelerationBands', () => {
   describe('update', () => {
     it("doesn't crash when supplying zeroes", () => {
       const accBands = new AccelerationBands(20, 2);
-      return accBands.update({
-        close: 0,
-        high: 0,
-        low: 0,
-      });
+      return accBands.updates([
+        {
+          close: 0,
+          high: 0,
+          low: 0,
+        },
+      ]);
     });
   });
 });
 
 describe('FaserAccelerationBands', () => {
   it("doesn't crash when supplying zeroes", () => {
     const accBands = new FasterAccelerationBands(20, 2);
-    return accBands.update({
-      close: 0,
-      high: 0,
-      low: 0,
-    });
+    return accBands.updates([
+      {
+        close: 0,
+        high: 0,
+        low: 0,
+      },
+    ]);
   });
 });

src/ABANDS/AccelerationBands.ts

@@ -1,13 +1,12 @@
-import {Big} from '../index.js';
+import {Big, TechnicalIndicator} from '../index.js';
 import {FasterSMA, SMA} from '../SMA/SMA.js';
 import {NotEnoughDataError} from '../error/index.js';
 import type {BandsResult, FasterBandsResult} from '../util/BandsResult.js';
-import type {Indicator} from '../Indicator.js';
 import type {FasterMovingAverageTypes, MovingAverageTypes} from '../MA/MovingAverageTypes.js';
 import type {FasterMovingAverage, MovingAverage} from '../MA/MovingAverage.js';
 import type {HighLowClose, HighLowCloseNumber} from '../util/index.js';
 
-export class AccelerationBands implements Indicator<BandsResult, HighLowClose> {
+export class AccelerationBands extends TechnicalIndicator<BandsResult, HighLowClose> {
   private readonly lowerBand: MovingAverage;
   private readonly middleBand: MovingAverage;
   private readonly upperBand: MovingAverage;
@@ -37,16 +36,21 @@ export class AccelerationBands implements Indicator<BandsResult, HighLowClose> {
     public readonly width: number,
     SmoothingIndicator: MovingAverageTypes = SMA
   ) {
+    super();
     this.lowerBand = new SmoothingIndicator(interval);
     this.middleBand = new SmoothingIndicator(interval);
     this.upperBand = new SmoothingIndicator(interval);
   }
 
+  updates(prices: HighLowClose[]) {
+    prices.forEach(price => this.update(price));
+  }
+
   get isStable(): boolean {
     return this.middleBand.isStable;
   }
 
-  update({high, low, close}: HighLowClose): void {
+  update({high, low, close}: HighLowClose) {
     const highPlusLow = new Big(high).plus(low);
     const coefficient = highPlusLow.eq(0) ? new Big(0) : new Big(high).minus(low).div(highPlusLow).mul(this.width);
 
@@ -71,7 +75,7 @@ export class AccelerationBands implements Indicator<BandsResult, HighLowClose> {
   }
 }
 
-export class FasterAccelerationBands implements Indicator<FasterBandsResult, HighLowCloseNumber> {
+export class FasterAccelerationBands extends TechnicalIndicator<FasterBandsResult, HighLowCloseNumber> {
   private readonly lowerBand: FasterMovingAverage;
   private readonly middleBand: FasterMovingAverage;
   private readonly upperBand: FasterMovingAverage;
@@ -81,11 +85,16 @@ export class FasterAccelerationBands implements Indicator<FasterBandsResult, Hig
     public readonly width: number,
     SmoothingIndicator: FasterMovingAverageTypes = FasterSMA
   ) {
+    super();
     this.lowerBand = new SmoothingIndicator(interval);
     this.middleBand = new SmoothingIndicator(interval);
     this.upperBand = new SmoothingIndicator(interval);
   }
 
+  updates(prices: HighLowCloseNumber[]) {
+    prices.forEach(price => this.update(price));
+  }
+
   update({high, low, close}: HighLowCloseNumber): void {
     const highPlusLow = high + low;
     const coefficient = highPlusLow === 0 ? 0 : ((high - low) / highPlusLow) * this.width;

src/AC/AC.ts

@@ -34,12 +34,12 @@ export class AC extends BigIndicatorSeries<HighLow> {
   }
 
   override update(input: HighLow, replace: boolean = false): void | Big {
-    const ao = this.ao.update(input);
+    const ao = this.ao.update(input, replace);
     if (ao) {
-      this.signal.update(ao);
+      this.signal.update(ao, replace);
       if (this.signal.isStable) {
         const result = this.setResult(ao.sub(this.signal.getResult()), replace);
-        this.momentum.update(result);
+        this.momentum.update(result, replace);
         return this.result;
       }
     }
@@ -63,12 +63,12 @@ export class FasterAC extends NumberIndicatorSeries<HighLowNumber> {
   }
 
   override update(input: HighLowNumber, replace: boolean = false): void | number {
-    const ao = this.ao.update(input);
+    const ao = this.ao.update(input, replace);
     if (ao) {
-      this.signal.update(ao);
+      this.signal.update(ao, replace);
       if (this.signal.isStable) {
         const result = this.setResult(ao - this.signal.getResult(), replace);
-        this.momentum.update(result);
+        this.momentum.update(result, replace);
         return this.result;
       }
     }

src/ADX/ADX.test.ts

@@ -1,28 +1,28 @@
 import {ADX, FasterADX} from './ADX.js';
 
 describe('ADX', () => {
+  // Test data verified with:
+  // https://tulipindicators.org/adx
+  const candles = [
+    {close: 81.59, high: 82.15, low: 81.29},
+    {close: 81.06, high: 81.89, low: 80.64},
+    {close: 82.87, high: 83.03, low: 81.31},
+    {close: 83.0, high: 83.3, low: 82.65},
+    {close: 83.61, high: 83.85, low: 83.07},
+    {close: 83.15, high: 83.9, low: 83.11},
+    {close: 82.84, high: 83.33, low: 82.49},
+    {close: 83.99, high: 84.3, low: 82.3},
+    {close: 84.55, high: 84.84, low: 84.15},
+    {close: 84.36, high: 85.0, low: 84.11},
+    {close: 85.53, high: 85.9, low: 84.03},
+    {close: 86.54, high: 86.58, low: 85.39},
+    {close: 86.89, high: 86.98, low: 85.76},
+    {close: 87.77, high: 88.0, low: 87.17},
+    {close: 87.29, high: 87.87, low: 87.01},
+  ];
+
   describe('getResult', () => {
     it('calculates the Average Directional Index (ADX)', () => {
-      // Test data verified with:
-      // https://tulipindicators.org/adx
-      const candles = [
-        {close: 81.59, high: 82.15, low: 81.29},
-        {close: 81.06, high: 81.89, low: 80.64},
-        {close: 82.87, high: 83.03, low: 81.31},
-        {close: 83.0, high: 83.3, low: 82.65},
-        {close: 83.61, high: 83.85, low: 83.07},
-        {close: 83.15, high: 83.9, low: 83.11},
-        {close: 82.84, high: 83.33, low: 82.49},
-        {close: 83.99, high: 84.3, low: 82.3},
-        {close: 84.55, high: 84.84, low: 84.15},
-        {close: 84.36, high: 85.0, low: 84.11},
-        {close: 85.53, high: 85.9, low: 84.03},
-        {close: 86.54, high: 86.58, low: 85.39},
-        {close: 86.89, high: 86.98, low: 85.76},
-        {close: 87.77, high: 88.0, low: 87.17},
-        {close: 87.29, high: 87.87, low: 87.01},
-      ];
-
       const expectations = [41.38, 44.29, 49.42, 54.92, 59.99, 65.29, 67.36];
 
       const adx = new ADX(5);

src/ADX/ADX.ts

@@ -50,13 +50,14 @@ export class ADX extends BigIndicatorSeries<HighLowClose> {
     return this.dx.pdi;
   }
 
-  update(candle: HighLowClose, replace: boolean = false): Big | void {
+  // TODO: Implement "replace" parameter
+  update(candle: HighLowClose): Big | void {
     const result = this.dx.update(candle);
     if (result) {
       this.adx.update(result);
     }
     if (this.adx.isStable) {
-      return this.setResult(this.adx.getResult(), replace);
+      return this.setResult(this.adx.getResult(), false);
     }
   }
 }
@@ -82,13 +83,13 @@ export class FasterADX extends NumberIndicatorSeries<HighLowCloseNumber> {
     return this.dx.pdi;
   }
 
-  update(candle: HighLowCloseNumber, replace: boolean = false): void | number {
+  update(candle: HighLowCloseNumber): void | number {
     const result = this.dx.update(candle);
     if (result !== undefined) {
       this.adx.update(result);
     }
     if (this.adx.isStable) {
-      return this.setResult(this.adx.getResult(), replace);
+      return this.setResult(this.adx.getResult(), false);
     }
   }
 }

src/BBANDS/BollingerBands.test.ts

@@ -7,8 +7,7 @@ describe('BollingerBands', () => {
   describe('prices', () => {
     it('does not cache more prices than necessary to fill the interval', () => {
       const bb = new BollingerBands(3);
-      bb.update(1);
-      bb.update(2);
+      bb.updates([1, 2]);
       expect(bb.prices.length).toBe(2);
       bb.update(3);
       expect(bb.prices.length).toBe(3);
@@ -150,9 +149,7 @@ describe('FasterBollingerBands', () => {
         81.59, 81.06, 82.87, 83.0, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29,
       ];
       const fasterBB = new FasterBollingerBands(5, 2);
-      for (const price of prices) {
-        fasterBB.update(price);
-      }
+      fasterBB.updates(prices);
       expect(fasterBB.isStable).toBe(true);
       const actual = fasterBB.getResult();
       expect(actual.lower.toFixed(2)).toBe('85.29');

src/BBANDS/BollingerBands.ts

@@ -1,8 +1,7 @@
-import {Big, type BigSource} from '../index.js';
+import {Big, TechnicalIndicator, type BigSource} from '../index.js';
 import {SMA} from '../SMA/SMA.js';
 import {NotEnoughDataError} from '../error/index.js';
 import type {BandsResult, FasterBandsResult} from '../util/BandsResult.js';
-import type {Indicator} from '../Indicator.js';
 import {getFasterAverage, getFasterStandardDeviation, getStandardDeviation} from '../util/index.js';
 
 /**
@@ -20,7 +19,7 @@ import {getFasterAverage, getFasterStandardDeviation, getStandardDeviation} from
  *
  * @see https://www.investopedia.com/terms/b/bollingerbands.asp
  */
-export class BollingerBands implements Indicator<BandsResult> {
+export class BollingerBands extends TechnicalIndicator<BandsResult, BigSource> {
   public readonly prices: Big[] = [];
   private result: BandsResult | undefined;
 
@@ -32,12 +31,19 @@ export class BollingerBands implements Indicator<BandsResult> {
   constructor(
     public readonly interval: number,
     public readonly deviationMultiplier: number = 2
-  ) {}
+  ) {
+    super();
+  }
 
   get isStable(): boolean {
     return this.result !== undefined;
   }
 
+  updates(prices: BigSource[]) {
+    prices.forEach(price => this.update(price));
+    return this.result;
+  }
+
   update(price: BigSource): void | BandsResult {
     this.prices.push(new Big(price));
 
@@ -64,14 +70,21 @@ export class BollingerBands implements Indicator<BandsResult> {
   }
 }
 
-export class FasterBollingerBands implements Indicator<FasterBandsResult> {
+export class FasterBollingerBands extends TechnicalIndicator<FasterBandsResult, BigSource> {
   public readonly prices: number[] = [];
   private result: FasterBandsResult | undefined;
 
   constructor(
     public readonly interval: number,
     public readonly deviationMultiplier: number = 2
-  ) {}
+  ) {
+    super();
+  }
+
+  updates(prices: number[]) {
+    prices.forEach(price => this.update(price));
+    return this.result;
+  }
 
   update(price: number): void | FasterBandsResult {
     this.prices.push(price);

src/CCI/CCI.test.ts

@@ -19,10 +19,33 @@ describe('CCI', () => {
   ];
   const expectations = ['166.67', '82.02', '95.50', '130.91', '99.16', '116.34', '71.93'];
 
+  describe('replace', () => {
+    it('guarantees that a replacement is done correctly', () => {
+      const interval = 5;
+      const cci = new CCI(interval);
+      const cciWithReplace = new CCI(interval);
+
+      const correct = {close: 300, high: 300, low: 300};
+      const wrong = {close: 1_000, high: 1_000, low: 1_000};
+
+      cci.updates(candles);
+      cci.update(correct);
+
+      cciWithReplace.updates(candles);
+      cciWithReplace.update(wrong);
+
+      const expected = cci.getResult();
+      const actual = cciWithReplace.getResult();
+
+      expect(actual.toFixed()).toBe(expected.toFixed());
+    });
+  });
+
   describe('getResult', () => {
     it('calculates the Commodity Channel Index (CCI)', () => {
-      const cci = new CCI(5);
-      const fasterCCI = new FasterCCI(5);
+      const interval = 5;
+      const cci = new CCI(interval);
+      const fasterCCI = new FasterCCI(interval);
       for (const candle of candles) {
         cci.update(candle);
         fasterCCI.update(candle);