prepare tests for StochasticRSI

src/ADX/ADX.ts

@@ -50,6 +50,7 @@ export class ADX extends BigIndicatorSeries<HighLowClose> {
     return this.dx.pdi;
   }
 
+  // TODO: Implement "replace" parameter
   update(candle: HighLowClose): Big | void {
     const result = this.dx.update(candle);
     if (result) {

src/CCI/CCI.ts

@@ -30,6 +30,7 @@ export class CCI extends BigIndicatorSeries<HighLowClose> {
     this.sma = new SMA(this.interval);
   }
 
+  // TODO: Implement "replace" parameter
   update(candle: HighLowClose): void | Big {
     const typicalPrice = this.cacheTypicalPrice(candle);
     this.sma.update(typicalPrice);

src/DX/DX.ts

@@ -46,6 +46,7 @@ export class DX extends BigIndicatorSeries<HighLowClose> {
     this.previousCandle = candle;
   }
 
+  // TODO: Implement "replace" parameter
   update(candle: HighLowClose): Big | void {
     if (!this.previousCandle) {
       this.updateState(candle);

src/Indicator.ts

@@ -6,6 +6,7 @@ export interface Indicator<Result = Big, Input = BigSource> {
 
   isStable: boolean;
 
+  // TODO: Add "replace" parameter
   update(input: Input): void | Result;
 
   // TODO: Implement this function for all indicators, ensuring each returns "this.result"

src/STOCH/StochasticRSI.test.ts

@@ -1,6 +1,20 @@
 import {FasterStochasticRSI, StochasticRSI} from './StochasticRSI.js';
 
 describe('StochasticRSI', () => {
+  describe('replace', () => {
+    it('guarantees that a replacement is done correctly', () => {
+      const interval = 2;
+      const stochRSI = new StochasticRSI(interval);
+      const stochRSIWithReplace = new StochasticRSI(interval);
+
+      stochRSI.updates([2, 2, 2, 2]);
+      stochRSIWithReplace.updates([2, 2, 2, 1]);
+      stochRSIWithReplace.replace(2);
+
+      expect(stochRSI.getResult().valueOf()).toBe(stochRSIWithReplace.getResult().valueOf());
+    });
+  });
+
   describe('getResult', () => {
     it('calculates the Stochastic RSI', () => {
       // Test data verified with:
@@ -9,8 +23,9 @@ describe('StochasticRSI', () => {
         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 expectations = ['0.658', '1.000', '1.000', '1.000', '1.000', '0.000'];
-      const stochRSI = new StochasticRSI(5);
-      const fasterStochRSI = new FasterStochasticRSI(5);
+      const interval = 5;
+      const stochRSI = new StochasticRSI(interval);
+      const fasterStochRSI = new FasterStochasticRSI(interval);
       for (const price of prices) {
         const result = stochRSI.update(price);
         const fasterResult = fasterStochRSI.update(price);
@@ -34,18 +49,13 @@ describe('StochasticRSI', () => {
     });
 
     it('catches division by zero errors', () => {
-      const stochRSI = new StochasticRSI(2);
-      stochRSI.update(2);
-      stochRSI.update(2);
-      stochRSI.update(2);
-      stochRSI.update(2);
+      const interval = 2;
+      const stochRSI = new StochasticRSI(interval);
+      stochRSI.updates([2, 2, 2, 2]);
       expect(stochRSI.getResult().valueOf()).toBe('100');
 
-      const fasterStochRSI = new FasterStochasticRSI(2);
-      fasterStochRSI.update(2);
-      fasterStochRSI.update(2);
-      fasterStochRSI.update(2);
-      fasterStochRSI.update(2);
+      const fasterStochRSI = new FasterStochasticRSI(interval);
+      fasterStochRSI.updates([2, 2, 2, 2]);
       expect(fasterStochRSI.getResult().valueOf()).toBe(100);
     });
   });

src/STOCH/StochasticRSI.ts

@@ -33,7 +33,8 @@ export class StochasticRSI extends BigIndicatorSeries {
     this.rsi = new RSI(interval, SmoothingIndicator);
   }
 
-  override update(price: BigSource, replace: boolean = false): void | Big {
+  // TODO: Implement "replace"
+  override update(price: BigSource): void | Big {
     const rsiResult = this.rsi.update(price);
     if (rsiResult) {
       const periodResult = this.period.update(rsiResult);
@@ -43,10 +44,10 @@ export class StochasticRSI extends BigIndicatorSeries {
         const denominator = max.minus(min);
         // Prevent division by zero: https://github.com/bennycode/trading-signals/issues/378
         if (denominator.eq(0)) {
-          return this.setResult(new Big(100), replace);
+          return this.setResult(new Big(100), false);
         }
         const numerator = rsiResult.minus(min);
-        return this.setResult(numerator.div(denominator), replace);
+        return this.setResult(numerator.div(denominator), false);
       }
     }
   }

src/WSMA/WSMA.ts

@@ -63,7 +63,7 @@ export class FasterWSMA extends NumberIndicatorSeries {
   }
 
   update(price: number, replace: boolean = false): number | void {
-    const sma = this.indicator.update(price);
+    const sma = this.indicator.update(price, replace);
     if (replace && this.previousResult !== undefined) {
       const smoothed = (price - this.previousResult) * this.smoothingFactor;
       return this.setResult(smoothed + this.previousResult, replace);

src/util/Period.ts

@@ -40,6 +40,8 @@ export class Period implements Indicator<PeriodResult> {
     values.forEach(value => this.update(value));
   }
 
+  // TODO: Implement "replace"
+  // Info: This may not work with "getFixedArray" as it shifts values out of our control
   update(value: BigSource): PeriodResult | void {
     this.values.push(new Big(value));
     if (this.isStable) {