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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;
});
}
});
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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