tulindでテクニカル分析

概要

• 【目的】手軽にテクニカル分析したい
• - 環境
  • Windows10
  • VSCode
  • Node v8.11.3
• 参考
  • npm tulind
  • Github tulind
  • Tulip Indicators API
  • npm axios

Sample axios,tulind

Bitmexから1分足を取得してSMAを得る
- BITMEX API doc
- https://www.bitmex.com/api/explorer/#!/Trade/Trade_getBucketed

const axios =require('axios')
var tulind = require('tulind')

const test = async ()=>{
  const res = await axios.get('https://testnet.bitmex.com/api/v1/trade/bucketed'
    +'?symbol=XBTUSD' + '&binSize=1m&partial=true&count=10&reverse=true')
  const close = res.data.map(v => v['close'])
  const sma = await tulind.indicators.sma.indicator([close], [3])
  console.log(close)
  console.log(sma)
}
test()

output

//close
[ 7338.5, 7338.5, 7338.5, 7338.5, 7339, 7339, 7338, 7341, 7341, 7345.5 ]
//sma
[ [ 7338.5,
    7338.5,
    7338.666666666666,
    7338.833333333333,
    7338.666666666666,
    7339.333333333333,
    7340,
    7342.5 ] ]

コンソール上にチャートを表示(asciichart)

const axios =require('axios')
var tulind = require('tulind')
var asciichart = require ('asciichart')

const test = async ()=>{
  const res = await axios.get('https://testnet.bitmex.com/api/v1/trade/bucketed'
    +'?symbol=XBTUSD' + '&binSize=1m&partial=true&count=50&reverse=true')
  const close = res.data.map(v => v['close'])
  const sma = await tulind.indicators.sma.indicator([close], [10])
  console.log(asciichart.plot(sma[0],{ height: 10 }))
}
test()

output

    7343.65 ┤                               ╭─╮       
    7342.00 ┤                            ╭──╯ ╰╮      
    7340.35 ┤                         ╭──╯     ╰───╮  
    7338.70 ┤                    ╭────╯            ╰╮ 
    7337.05 ┤           ╭────────╯                  ╰ 
    7335.40 ┤        ╭──╯                             
    7333.75 ┤       ╭╯                                
    7332.10 ┤     ╭─╯                                 
    7330.45 ┤   ╭─╯                                   
    7328.80 ┤ ╭─╯                                     
    7327.15 ┼─╯