RSI returns NaN array (#103)

* RSI returns `NaN` array Fixes #102 * Removing logging.
cinar · Jun 23, 2022 · 1313764 · 1313764
1 parent 044eb7e
commit 1313764
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Showing 4 changed files with 29 additions and 9 deletions.
diff --git a/src/indicator/momentum/rsi.test.ts b/src/indicator/momentum/rsi.test.ts
@@ -0,0 +1,22 @@
+// Copyright (c) 2022 Onur Cinar. All Rights Reserved.
+// https://github.com/cinar/indicatorts
+
+import { deepStrictEqual } from 'assert';
+import { roundDigitsAll } from '../../helper/numArray';
+import { customRsi } from './rsi';
+
+describe('Relative Strength Index (RSI)', () => {
+  it('should be able to compute the custom RSI', () => {
+    const closings = [
+      10, 12, 11, 11, 14, 16, 18, 17, 18, 19, 16, 14, 14, 15, 16, 19, 20, 22,
+    ];
+
+    const expected = [
+      0, 100, 66.67, 66.67, 83.33, 87.5, 90, 81.82, 83.33, 84.62, 68.75, 61.11,
+      61.11, 63.16, 65.13, 70.28, 71.78, 74.54,
+    ];
+
+    const actual = customRsi(14, closings);
+    deepStrictEqual(roundDigitsAll(2, actual), expected);
+  });
+});
diff --git a/src/indicator/momentum/rsi.ts b/src/indicator/momentum/rsi.ts
@@ -19,6 +19,8 @@ export function customRsi(period: number, closings: number[]): number[] {
   const gains = new Array<number>(closings.length);
   const losses = new Array<number>(closings.length);
 
+  gains[0] = losses[0] = 0;
+
   for (let i = 1; i < closings.length; i++) {
     const difference = closings[i] - closings[i - 1];
 
@@ -37,7 +39,9 @@ export function customRsi(period: number, closings: number[]): number[] {
   const r = new Array<number>(closings.length);
   const rs = new Array<number>(closings.length);
 
-  for (let i = 0; i < closings.length; i++) {
+  r[0] = rs[0] = 0;
+
+  for (let i = 1; i < closings.length; i++) {
     rs[i] = meanGains[i] / meanLosses[i];
     r[i] = 100 - 100 / (1 + rs[i]);
   }

diff --git a/src/indicator/volatility/bollingerBandsWidth.ts b/src/indicator/volatility/bollingerBandsWidth.ts
@@ -29,10 +29,7 @@ export interface BollingerBandsWidth {
  * @return bollinger bands width result.
  */
 export function bollingerBandsWidth(bb: BollingerBands): BollingerBandsWidth {
-  const bandWidth = divide(
-    subtract(bb.upperBand, bb.lowerBand),
-    bb.middleBand
-  );
+  const bandWidth = divide(subtract(bb.upperBand, bb.lowerBand), bb.middleBand);
 
   const bandWidthEma90 = ema(PERIOD, bandWidth);
 

diff --git a/src/indicator/volatility/projectionOscillator.ts b/src/indicator/volatility/projectionOscillator.ts
@@ -58,10 +58,7 @@ export function projectionOscillator(
   const pu = mmax(period, vHighs);
   const pl = mmin(period, vLows);
 
-  const po = divide(
-    multiplyBy(100, subtract(closings, pl)),
-    subtract(pu, pl)
-  );
+  const po = divide(multiplyBy(100, subtract(closings, pl)), subtract(pu, pl));
   const spo = ema(smooth, po);
 
   return {