# pricehistory Transforms raw OHLCV series data into enriched candles with technical indicators, pattern recognition, and trend analysis. Designed for performance — processes hundreds of thousands of candles across multiple instruments efficiently in a single pass. ## Installation ```bash npm install pricehistory # or yarn add pricehistory ``` ## Usage ```javascript const pricehistory = require("pricehistory"); // commonjs // or import pricehistory from "pricehistory"; // esm ``` Provide a series of OHLCV data points and an options object: ```javascript const candles = pricehistory(series, { price: true, rsi: true, ema: true, macd: true, }); ``` By default, the function expects each data point to have the following keys: `datetime`, `open`, `high`, `low`, `close`, `volume`. Custom key names can be provided via options. ## Input Each item in the series should be a flat object with numeric OHLCV fields: ```javascript const series = [ { datetime: "2023-01-01", open: 383.41, high: 390.12, low: 381.09, close: 386.19, volume: 52341200, }, { datetime: "2023-01-02", open: 386.19, high: 392.47, low: 384.55, close: 389.99, volume: 64821900, }, // ... ]; ``` ## Output Each candle in the returned array contains the input fields plus any computed properties based on the options provided. A fully enriched candle looks like: ```javascript { index: 98, date: Date, dateString: "3/11/2023, 7:00:00 PM", dateYear: 2023, dateQuarter: 1, dateMonth: 3, dateMonthName: "March", dateDate: 11, dateWeekday: 7, dateWeekdayName: "Saturday", halvingDate: Date, halvingEpoch: 3, halvingYear: 3, halvingProgress: 71.92, timeHour: 19, timeHourQuarter: 1, timeMinute: 0, timeIsPremarket: false, timeIsIntraday: false, timeIsPostmarket: true, timeIsDark: false, priceOpen: 328.37, priceHigh: 353.59, priceLow: 326.37, priceClose: 342.42, priceMean: 337.69, priceChange: 2.07, priceChangePremarket: -2.12, priceChangeIntraday: 4.28, priceChangeCumulative: -17.97, priceRange: 27.22, priceRangeDiff: 8.34, priceRangeMean: 339.98, priceLimit: Function, volume: 764846609, volumeValue: 258281051393, obv: -2090870206, vwap: 410.09, rsi: 46.25, averageGain: 7.12, averageLoss: 8.28, ema5: 351.72, ema8: 354.71, ema13: 355.19, macd: -1.25, macdSignal: -1.39, macdHist: 0.141, color: "green", colorGreen: 51.02, colorRed: 48.98, colorGray: 0, sma10PriceClose: 362.31, sma10Volume: 443385895, sma10Vwap: 359.78, candlestickTop: 353.59, candlestickBottom: 326.37, candlestickSize: 27.22, candlestickUpper: 41.04, candlestickBody: 51.62, candlestickLower: 7.35, candlestickIsBullish: true, candlestickIsHammer: false, candlestickIsMarubozu: false, isRejectionTop: true, isRejectionBottom: false, phaseDistribution: 0, phaseAccumulation: 49.6, pressureSelling: -412.44, pressureBuying: 304.04, rsiTrend: [1, "up", "+", "↑", "🟢"], rsiTrendStartAt: 98, rsiTrendLength: 1, anchor0: 0, anchor50: 50, anchor100: 100, volumeN: 79.66, volumeValueN: 54.38, // ... } ``` ## Options | Option | Type | Default | Description | | ------------- | ------------------------------------- | -------------- | ------------------------------------------------------------------------------------------------------------- | | `datetime` | `string` | `"datetime"` | Key name for the datetime field | | `open` | `string` | `"open"` | Key name for the open price field | | `high` | `string` | `"high"` | Key name for the high price field | | `low` | `string` | `"low"` | Key name for the low price field | | `close` | `string` | `"close"` | Key name for the close price field | | `volume` | `string` | `"volume"` | Key name for the volume field | | `date` | `boolean` | | Adds date breakdown fields (`dateYear`, `dateMonth`, `dateWeekday`, etc.) | | `halving` | `boolean` | | Adds Bitcoin halving epoch fields (`halvingEpoch`, `halvingYear`, `halvingProgress`) | | `time` | `boolean` | | Adds market session fields (`timeIsPremarket`, `timeIsIntraday`, `timeIsPostmarket`, `timeIsDark`) | | `basePrice` | `number` | first open | Base price used for cumulative change calculations | | `leverage` | `number` | | Leverage multiplier applied to OHLC price calculations | | `price` | `boolean` | | Adds price derived fields (`priceMean`, `priceChange`, `priceRange`, etc.) | | `limit` | `boolean` | | Adds a `priceLimit(limit, threshold?)` function to each candle for calculating price targets | | `obv` | `boolean` | | Adds On-Balance Volume (`obv`, `obvValue`) | | `vwap` | `boolean` | | Adds Volume Weighted Average Price (`vwap`) | | `rsi` | `boolean \| number` | `14` | Adds RSI (`rsi`, `averageGain`, `averageLoss`). Pass a number to set the period | | `ema` | `boolean \| number[]` | `[5, 8, 13]` | Adds EMA for each period (e.g. `ema5`, `ema8`). Pass an array to set custom periods | | `macd` | `boolean \| [number, number, number]` | `[12, 26, 9]` | Adds MACD (`macd`, `macdSignal`, `macdHist`). Pass a tuple to set custom fast/slow/signal periods | | `color` | `boolean` | | Adds candle color (`color`, `colorGreen`, `colorRed`, `colorGray`, and volume equivalents) | | `sma` | `boolean \| number[]` | `[10, 50]` | Adds SMA for each period across all price/volume keys (e.g. `sma10PriceClose`, `sma50Volume`) | | `signal` | `(string \| string[])[]` | | Adds percent change signals between candle keys (e.g. `["sma10PriceClose", "sma10Vwap"]`) | | `candlestick` | `boolean` | | Adds candlestick anatomy fields and pattern recognition (`candlestickIsBullish`, `candlestickIsHammer`, etc.) | | `gap` | `"body" \| "wick" \| null` | | Sets whether gap detection uses candle body or wick boundaries | | `phase` | `boolean \| number` | `10` | Adds distribution/accumulation phase fields (`phaseDistribution`, `phaseAccumulation`) | | `pressure` | `boolean \| number` | `10` | Adds buying/selling pressure fields (`pressureBuying`, `pressureSelling`) | | `trend` | `boolean` | | Adds trend direction, start index, and length for every indicator field | | `anchor` | `boolean \| number[]` | `[0, 50, 100]` | Adds fixed anchor values to each candle (e.g. `anchor0`, `anchor50`, `anchor100`) | | `normalize` | `string[]` | | Adds a rescaled 0–100 version of the specified fields (e.g. `"volume"` → `volumeN`) | ## `priceLimit` When `limit: true` is set, each candle gets a `priceLimit` function for calculating price targets relative to the candle's open: ```javascript candle.priceLimit(5); // { priceLimit: 345.67, isHit: true } - 5% above open candle.priceLimit(-3); // { priceLimit: 318.52, isHit: false } - 3% below open candle.priceLimit(5, 0.05); // 5% above open with $0.05 threshold below high and above low (target will not hit if within threshold) ``` ## Trend When `trend: true` is set, every numeric indicator gets three additional fields: ```javascript rsiTrend: [1, "up", "+", "↑", "🟢"]; // [direction, label, sign, arrow, emoji] rsiTrendStartAt: 95; // candle index where this trend started rsiTrendLength: 4; // number of candles in the current trend ``` Direction values: `1` (up), `-1` (down), `0` (neutral). ## Performance `pricehistory` is optimized for high-throughput use cases. All indicators are computed in a single pass over the series. Indicator state (EMA multipliers, RSI averages, rolling windows) is carried forward via a context object and freed from memory as soon as it is no longer needed. For best results with higher-period indicators like EMA(26) or EMA(50), provide at least 3–5× the period length in candles to allow values to fully converge. ## License MIT