fix atr perfomance

coin-unknown · Dec 4, 2021 · b0edb65 · b0edb65
1 parent 688f7d1
commit b0edb65
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Showing 2 changed files with 18 additions and 6 deletions.
diff --git a/src/atr.ts b/src/atr.ts
@@ -61,7 +61,23 @@ export class ATR {
 
     private getTrueRange(high: number, low: number) {
         if (this.prevClose) {
-            return Math.max(high - low, Math.abs(high - this.prevClose), Math.abs(low - this.prevClose));
+            // Linear conditions without max min and abs
+            // Perormance reason
+            const hl = high - low;
+            const hc = high > this.prevClose ? high - this.prevClose : this.prevClose - high;
+            const lc = low > this.prevClose ? low - this.prevClose : this.prevClose - low;
+
+            if (hl > hc && hl > lc) {
+                return hl;
+            }
+
+            if (hc > hl && hc > lc) {
+                return hc;
+            }
+
+            return lc;
+
+            // return Math.max(high - low, Math.abs(high - this.prevClose), Math.abs(low - this.prevClose));
         }
 
         return null;

diff --git a/src/wema.ts b/src/wema.ts
@@ -23,11 +23,7 @@ export class WEMA {
             return (this.wema = this.sma.nextValue(value));
         }
 
-        if (this.wema) {
-            this.wema = (value - this.wema) * this.smooth + this.wema;
-        }
-
-        return this.wema;
+        return (this.wema = (value - this.wema) * this.smooth + this.wema);
     }
 
     /**