Initial commit

src/indicators/rsi.js

@@ -0,0 +1,37 @@
+import { clamp } from "../utils.js";
+
+export function computeRsi(closes, period) {
+  if (!Array.isArray(closes) || closes.length < period + 1) return null;
+
+  let gains = 0;
+  let losses = 0;
+  for (let i = closes.length - period; i < closes.length; i += 1) {
+    const prev = closes[i - 1];
+    const cur = closes[i];
+    const diff = cur - prev;
+    if (diff > 0) gains += diff;
+    else losses += -diff;
+  }
+
+  const avgGain = gains / period;
+  const avgLoss = losses / period;
+  if (avgLoss === 0) return 100;
+  const rs = avgGain / avgLoss;
+  const rsi = 100 - 100 / (1 + rs);
+  return clamp(rsi, 0, 100);
+}
+
+export function sma(values, period) {
+  if (!Array.isArray(values) || values.length < period) return null;
+  const slice = values.slice(values.length - period);
+  const sum = slice.reduce((a, b) => a + b, 0);
+  return sum / period;
+}
+
+export function slopeLast(values, points) {
+  if (!Array.isArray(values) || values.length < points) return null;
+  const slice = values.slice(values.length - points);
+  const first = slice[0];
+  const last = slice[slice.length - 1];
+  return (last - first) / (points - 1);
+}