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movingstd.js · GitHub

Last active September 21, 2020 12:43

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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode characters var alter = require('../lib/alter.js'); var _ = require('lodash'); var Chainable = require('../lib/classes/chainable'); module.exports = new Chainable('movingstd', { args: [ { name: 'inputSeries', types: ['seriesList'] }, { name: 'sigma', types: ['number'] } ], aliases: ['mvstd'], help: 'Calculate the moving standard deviation over a given window.', fn: function movingaverageFn(args) { return alter(args, function (eachSeries, _window) { var pairs = eachSeries.data; eachSeries.data = _.map(pairs, function (point, i) { if (i < _window) { return [point[0], null]; } var average = _.chain(pairs.slice(i - _window, i)) .map(function (point) { return point[1]; }).reduce(function (memo, num) { return (memo + num); }).value() / _window; var variance = _.chain(pairs.slice(i - _window, i)) .map(function (point) { return point[1]; }).reduce(function (memo, num) { return memo + Math.pow(num - average, 2); }).value() / (_window - 1); return [point[0], Math.sqrt(variance)]; }); return eachSeries; }); } }); This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode characters var reduce = require('../lib/reduce.js'); var Chainable = require('../lib/classes/chainable'); module.exports = new Chainable('showIfGreater', { args: [ { name: 'inputSeries', types: ['seriesList'] }, { name: 'compare', types: ['seriesList', 'number'] } ], help: 'Shows each point in inputSeries if it is larger than the equivalent point in the compared series', fn: function divideFn(args) { return reduce(args, function (a, b) { return a > b ? a : null; }); } });

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