How To Calculate On-Balance Volume (OBV) using TypeScript?

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

class OBVCalculator {
  calculateOBV(data: number[], volume: number[]): number[] {
    let obvValues: number[] = [0];

    for (let i = 1; i < data.length; i++) {
      if (data[i] > data[i - 1]) {
        obvValues.push(obvValues[i - 1] + volume[i]);
      } else if (data[i] < data[i - 1]) {
        obvValues.push(obvValues[i - 1] - volume[i]);
      } else {
        obvValues.push(obvValues[i - 1]);
      }
    }

    return obvValues;
  }
}

// Example usage
const obvCalculator = new OBVCalculator();
const data = [10, 12, 15, 13, 11];
const volume = [1000, 1500, 1200, 800, 1000];
const obvValues = obvCalculator.calculateOBV(data, volume);
console.log(obvValues);