Fourier Moving Average

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const predef = require("./tools/predef");
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const FFT = require("fft");
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class fourierMA {
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   init() {
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       const period = this.props.period;
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       this.fft = FFT(period);
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       this.signal = new Array(period);
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       this.zero = new Array(period);
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       for(let i=0; i<period; ++i) {
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           this.zero[i] = 0.0;
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       }
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       this.lastIndex = -1;
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   }
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   map(d, index) {
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       const period = this.props.period;
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       const value = d.value();
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       if (index < period) {
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           this.signal[period - index - 1] = value;
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       }
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       else {
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           if (this.lastIndex < index) {
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               this.signal.pop();
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               this.signal.unshift(value);
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           }
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           else {
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               this.signal[0] = value;
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           }
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       }
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       this.lastIndex = index;
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       if (index >= period) {
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           const re = [].concat(this.signal);
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           const im = [].concat(this.zero);
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           this.fft.fft1d(re, im);
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           const middle = period / 2 + 1;
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           const startFreq = this.props.filterFreqStart;
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           for(let i=startFreq; i<middle; ++i) {
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               re[i] = im[i] = 0.0;
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               re[period - i] = im[period - i] = 0.0;
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           }
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           this.fft.ifft1d(re, im);
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           return re[0];
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       }
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   }
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}
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module.exports = {
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   name: "fourierMA",
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   description: "Fourier MA",
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   calculator: fourierMA,
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   params: {
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       period: predef.paramSpecs.period(64),
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       filterFreqStart: predef.paramSpecs.period(16),
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   },
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   tags: ["My Indicators"],
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};