From ccc1945ee40743d79286b522ee1346720b7b9dfd Mon Sep 17 00:00:00 2001
From: darkeye <wlad@wassiluk.com>
Date: Sun, 12 Jan 2025 16:16:10 +0100
Subject: [PATCH] =?UTF-8?q?[BOT]=20Neue=20Klasse=20f=C3=BCr=20Indikator=20?=
 =?UTF-8?q?berechnungen=20eingef=C3=BChrt?=
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---
 .../util/AssetInstrumentCalculator.js         | 33 +++++++++++++++++++
 1 file changed, 33 insertions(+)
 create mode 100644 src/js/tradingbot/util/AssetInstrumentCalculator.js

diff --git a/src/js/tradingbot/util/AssetInstrumentCalculator.js b/src/js/tradingbot/util/AssetInstrumentCalculator.js
new file mode 100644
index 0000000..f5dbfee
--- /dev/null
+++ b/src/js/tradingbot/util/AssetInstrumentCalculator.js
@@ -0,0 +1,33 @@
+import AggregatedDataPoint from "../data/asset/AggregatedDataPoint";
+
+export default class AssetInstrumentCalculator{
+
+    /**
+     * Calculate simple moving average
+     * 
+     * Formula: SMA = (A1 + A2 + ……….An) / n
+     * 
+     * @param {AggregatedDataPoint[]} dataPoints 
+     * @returns {number}
+     */
+    static calculateSMA(dataPoints) {
+        return dataPoints.map(dp => dp.avgPrice).reduce((a, b) => a+b, 0) / dataPoints.length;
+    }
+
+    /**
+     * Calculate exponential moving average
+     * 
+     * Formula: EMA = [Closing Price – EMA (Previous Time Period)] x Multiplier + EMA (Previous Time Period)
+     * 
+     * SMA is taken as EMA of previous period; Multiplier ist 2/(n+1)
+     * 
+     * @param {AggregatedDataPoint[]} dataPoints 
+     * @returns {number}
+     */
+    static caclulateEMA(dataPoints) {
+        const sma = AssetInstrumentCalculator.calculateSMA(dataPoints);
+        const multiplier = 2 / (dataPoints.length + 1);
+
+        return sma * (1 - multiplier) + dataPoints[dataPoints.length - 1] * multiplier;
+    }
+}
\ No newline at end of file