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

npm install pricehistory
# or
yarn add pricehistory

Usage

const pricehistory = require("pricehistory"); // commonjs
// or
import pricehistory from "pricehistory"; // esm

Provide a series of OHLCV data points and an options object:

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:

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:

{
  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:

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:

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