MFI.js

/**
 * Created by AAravindan on 5/17/16.
 */
/**
 * Created by AAravindan on 5/8/16.
 */
"use strict";
let assert = require('assert');
let MFI    = require('../../lib/volume/MFI').MFI;

let input = {
  high  :   [24.61,24.69,24.99,25.36,25.19,25.17,25.00,24.97,25.08,25.26,25.21,25.37,25.61,25.58,25.46,25.33,25.09,25.03,24.91,24.89,25.13],
  low   :   [24.64,24.69,24.99,25.36,25.19,25.17,25.01,24.96,25.08,25.25,25.21,25.37,25.61,25.58,25.46,25.33,25.09,25.03,24.91,24.89,25.13],
  close :  [24.63,24.69,24.99,25.36,25.19,25.17,25.02,24.95,25.08,25.24,25.21,25.37,25.61,25.58,25.46,25.33,25.09,25.03,24.91,24.89,25.13],
volume  : [18730,12272,24691,18358,22964,15919,16067,16568,16019,9774,22573,12987,10907,5799,7395,5818,7165,5673,5625,5023,7457],
  period : 14
}

let expectResult = [45.11,36.27,28.40,31.53,33.87,41.30]

describe('MFI (Accumulation Distribution line)', function() {
  it('should calculate MFI using the calculate method', function() {
    assert.deepEqual(MFI.calculate(input), expectResult, 'Wrong Results');
  });

  it('should be able to calculate MFI by using getResult', function() {
    let mfi = new MFI(input);
    assert.deepEqual(mfi.getResult(),  expectResult, 'Wrong Results while calculating next bar');
  });

  it('should be able to get MFI for the next bar using nextValue', function() {
    let mfi = new MFI({ high : [], low:[], close:[], volume : [], period:14});
    let results = [];
    input.close.forEach(function(close,index) {
      let result = mfi.nextValue({
        close: input.close[index],
        high: input.high[index],
        low: input.low[index],
        volume: input.volume[index]
      });
      if(result !== undefined){
        results.push(parseFloat(result.toFixed(2)));
      }
    });
    assert.deepEqual(results, expectResult, 'Wrong Results while getting results');
  })

  it('should be able to calculate MFI for reversed input by using calculate method', function() {
    let myInput = Object.assign({}, input);
    myInput.reversedInput = true;
    myInput.high.reverse();
    myInput.low.reverse();
    myInput.close.reverse();
    myInput.volume.reverse();
    assert.deepEqual(MFI.calculate(myInput),  expectResult.slice().reverse(), 'Wrong Results while calculating next bar');
  });
})