ppo output to this.result for api exposure (askmike#1443)

* fix ppo result for api exposure * fix tests * fix tests
davewang · Dec 11, 2017 · ffd06e2 · ffd06e2
1 parent 6a35513
commit ffd06e2
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Showing 4 changed files with 36 additions and 30 deletions.
diff --git a/strategies/PPO.js b/strategies/PPO.js
@@ -40,12 +40,12 @@ method.update = function(candle) {
 method.log = function() {
   var digits = 8;
   var ppo = this.indicators.ppo;
-  var short = ppo.short.result;
-  var long = ppo.long.result;
-  var macd = ppo.macd;
-  var result = ppo.ppo;
-  var macdSignal = ppo.MACDsignal.result;
-  var ppoSignal = ppo.PPOsignal.result;
+  var long = ppo.result.longEMA;
+  var short = ppo.result.shortEMA;
+  var macd = ppo.result.macd;
+  var result = ppo.result.ppo;
+  var macdSignal = ppo.result.MACDsignal;
+  var ppoSignal = ppo.result.PPOsignal;
 
   log.debug('calculated MACD properties for candle:');
   log.debug('\t', 'short:', short.toFixed(digits));
@@ -62,12 +62,12 @@ method.check = function(candle) {
   var price = candle.close;
 
   var ppo = this.indicators.ppo;
-  var long = ppo.long.result;
-  var short = ppo.short.result;
-  var macd = ppo.macd;
-  var result = ppo.ppo;
-  var macdSignal = ppo.MACDsignal.result;
-  var ppoSignal = ppo.PPOsignal.result;
+  var long = ppo.result.longEMA;
+  var short = ppo.result.shortEMA;
+  var macd = ppo.result.macd;
+  var result = ppo.result.ppo;
+  var macdSignal = ppo.result.MACDsignal;
+  var ppoSignal = ppo.result.PPOsignal;
 
   // TODO: is this part of the indicator or not?
   // if it is it should move there

diff --git a/strategies/indicators/PPO.js b/strategies/indicators/PPO.js
@@ -2,9 +2,10 @@
 var EMA = require('./EMA.js');
 
 var Indicator = function(config) {
+  this.result = {};
   this.input = 'price';
-  this.macd = false;
-  this.ppo = false;
+  this.macd = 0;
+  this.ppo = 0;
   this.short = new EMA(config.short);
   this.long = new EMA(config.long);
   this.MACDsignal = new EMA(config.signal);
@@ -15,17 +16,22 @@ Indicator.prototype.update = function(price) {
   this.short.update(price);
   this.long.update(price);
   this.calculatePPO();
-  this.MACDsignal.update(this.macd);
-  this.MACDhist = this.macd - this.MACDsignal.result;
-  this.PPOsignal.update(this.ppo);
-  this.PPOhist = this.ppo - this.PPOsignal.result;
+  this.MACDsignal.update(this.result.macd);
+  this.MACDhist = this.result.macd - this.MACDsignal.result;
+  this.PPOsignal.update(this.result.ppo);
+  this.PPOhist = this.result.ppo - this.PPOsignal.result;
+
+  this.result.MACDsignal = this.MACDsignal.result;
+  this.result.MACDhist = this.MACDhist;
+  this.result.PPOsignal = this.PPOsignal.result;
+  this.result.PPOhist = this.PPOhist;
 }
 
 Indicator.prototype.calculatePPO = function() {
-  var shortEMA = this.short.result;
-  var longEMA = this.long.result;
-  this.macd = shortEMA - longEMA;
-  this.ppo = 100 * (this.macd / longEMA);
+  this.result.shortEMA = this.short.result;
+  this.result.longEMA = this.long.result;
+  this.result.macd = this.result.shortEMA - this.result.longEMA;
+  this.result.ppo = 100 * (this.result.macd / this.result.longEMA);
 }
 
 module.exports = Indicator;
diff --git a/test/indicators/macd.js b/test/indicators/macd.js
@@ -66,15 +66,15 @@ describe('indicators/PPO', function() {
     var ppo = new PPO({short: 12, long: 26, signal: 9});
     _.each(prices, function(p, i) {
       ppo.update(p);
-      expect(ppo.ppo).to.equal(verified_ppo12v26v9[i]);
+      expect(ppo.result.ppo).to.equal(verified_ppo12v26v9[i]);
     });
   });
 
   it('should correctly calculate PPO signals with 12/26/9', function() {
     var ppo = new PPO({short: 12, long: 26, signal: 9});
     _.each(prices, function(p, i) {
       ppo.update(p);
-      expect(ppo.PPOsignal.result).to.equal(verified_ppo12v26v9signal[i]);
+      expect(ppo.result.PPOsignal).to.equal(verified_ppo12v26v9signal[i]);
     });
   });
 
@@ -83,7 +83,7 @@ describe('indicators/PPO', function() {
     var ppo = new PPO({short: 12, long: 26, signal: 9});
     _.each(prices, function(p, i) {
       ppo.update(p);
-      expect(ppo.PPOhist).to.equal(verified_ppo12v26v9hist[i]);
+      expect(ppo.result.PPOhist).to.equal(verified_ppo12v26v9hist[i]);
     });
   });
 });
@@ -97,4 +97,4 @@ xdescribe('indicators/DEMA', function() {
   });
 
 
-});
+});
diff --git a/test/indicators/ppo.js b/test/indicators/ppo.js
@@ -32,15 +32,15 @@ describe('indicators/PPO', function() {
     var ppo = new PPO({short: 12, long: 26, signal: 9});
     _.each(prices, function(p, i) {
       ppo.update(p);
-      expect(ppo.ppo).to.equal(verified_ppo12v26v9[i]);
+      expect(ppo.result.ppo).to.equal(verified_ppo12v26v9[i]);
     });
   });
 
   it('should correctly calculate PPO signals with 12/26/9', function() {
     var ppo = new PPO({short: 12, long: 26, signal: 9});
     _.each(prices, function(p, i) {
       ppo.update(p);
-      expect(ppo.PPOsignal.result).to.equal(verified_ppo12v26v9signal[i]);
+      expect(ppo.result.PPOsignal).to.equal(verified_ppo12v26v9signal[i]);
     });
   });
 
@@ -49,7 +49,7 @@ describe('indicators/PPO', function() {
     var ppo = new PPO({short: 12, long: 26, signal: 9});
     _.each(prices, function(p, i) {
       ppo.update(p);
-      expect(ppo.PPOhist).to.equal(verified_ppo12v26v9hist[i]);
+      expect(ppo.result.PPOhist).to.equal(verified_ppo12v26v9hist[i]);
     });
   });
-});
+});