fix(WMA): Fix caching of highest and lowest result

README.md

@@ -59,7 +59,8 @@ All indicators can be updated over time by streaming data (prices or candles) to
 1. Stochastic Oscillator (STOCH)
 1. Stochastic RSI (STOCHRSI)
 1. True Range (TR)
-1. Wilder's Smoothed Moving Average (WSMA / WMA / WWS / SMMA / MEMA)
+1. Weighted Moving Average (WMA)
+1. Wilder's Smoothed Moving Average (WSMA / WWS / SMMA / MEMA)
 
 Utility Methods:
 

docs/README.md

@@ -60,7 +60,6 @@ All indicators can be updated over time by streaming data (prices or candles) to
 1. Stochastic RSI (STOCHRSI)
 1. True Range (TR)
 1. Wilder's Smoothed Moving Average (WSMA / WMA / WWS / SMMA / MEMA)
-1. Weighted Moving Average (WMA)
 
 Utility Methods:
 

src/WMA/WMA.test.ts

@@ -31,30 +31,64 @@ describe('WMA', () => {
     });
   });
 
-  describe('update', () => {
-    it('can replace recently added values', () => {
+  describe('replace', () => {
+    it('replaces recently added values', () => {
       const interval = 3;
 
       const wma = new WMA(interval);
       const fasterWMA = new FasterWMA(interval);
 
-      wma.update(30);
-      fasterWMA.update(30);
-
-      wma.update(60);
-      fasterWMA.update(60);
-
-      wma.update(90);
-      fasterWMA.update(90);
-
-      expect(wma.getResult().toFixed()).toBe('70');
-      expect(fasterWMA.getResult().toFixed()).toBe('70');
-
-      wma.update(60, true);
-      fasterWMA.update(60, true);
-
-      expect(wma.getResult().toFixed()).toBe('55');
-      expect(fasterWMA.getResult().toFixed()).toBe('55');
+      wma.update(11);
+      fasterWMA.update(11);
+      wma.update(12);
+      fasterWMA.update(12);
+      wma.update(13);
+      fasterWMA.update(13);
+      wma.update(14);
+      fasterWMA.update(14);
+
+      // Add the latest value
+      const latestValue = 15;
+      const latestResult = '14.33';
+      const latestLow = '12.33';
+      const latestHigh = '14.33';
+
+      wma.update(latestValue);
+      expect(wma.getResult().toFixed(2)).toBe(latestResult);
+      expect(wma.lowest?.toFixed(2)).toBe(latestLow);
+      expect(wma.highest?.toFixed(2)).toBe(latestHigh);
+
+      fasterWMA.update(latestValue);
+      expect(fasterWMA.getResult().toFixed(2)).toBe(latestResult);
+      expect(fasterWMA.lowest?.toFixed(2)).toBe(latestLow);
+      expect(fasterWMA.highest?.toFixed(2)).toBe(latestHigh);
+
+      // Replace the latest value with some other value
+      const someOtherValue = 1000;
+      const otherResult = '506.83';
+      const otherLow = '12.33';
+      const otherHigh = '506.83';
+
+      wma.replace(someOtherValue);
+      expect(wma.getResult().toFixed(2)).toBe(otherResult);
+      expect(wma.lowest?.toFixed(2)).toBe(otherLow);
+      expect(wma.highest?.toFixed(2), 'new record high').toBe(otherHigh);
+
+      fasterWMA.replace(someOtherValue);
+      expect(fasterWMA.getResult().toFixed(2)).toBe(otherResult);
+      expect(fasterWMA.lowest?.toFixed(2)).toBe(otherLow);
+      expect(fasterWMA.highest?.toFixed(2), 'new record high').toBe(otherHigh);
+
+      // Replace the other value with the latest value
+      wma.replace(latestValue);
+      expect(wma.getResult().toFixed(2)).toBe(latestResult);
+      expect(wma.lowest?.toFixed(2), 'lowest reset').toBe(latestLow);
+      expect(wma.highest?.toFixed(2), 'highest reset').toBe(latestHigh);
+
+      fasterWMA.replace(latestValue);
+      expect(fasterWMA.getResult().toFixed(2)).toBe(latestResult);
+      expect(fasterWMA.lowest?.toFixed(2), 'lowest reset').toBe(latestLow);
+      expect(fasterWMA.highest?.toFixed(2), 'highest reset').toBe(latestHigh);
     });
   });
 

src/WMA/WMA.ts

@@ -38,7 +38,7 @@ export class WMA extends MovingAverage {
       const weightBase = (this.interval * (this.interval + 1)) / 2; // the numerator will always be even and the value will be an int.
       const weightedMa = weightedPricesSum.div(weightBase);
 
-      return this.setResult(weightedMa);
+      return this.setResult(weightedMa, replace);
     }
   }
 }
@@ -72,7 +72,7 @@ export class FasterWMA extends FasterMovingAverage {
 
       const weightedMa = weightedPricesSum / weightBase;
 
-      return this.setResult(weightedMa);
+      return this.setResult(weightedMa, replace);
     }
   }
 }

src/WSMA/WSMA.ts

@@ -15,7 +15,6 @@ import {NumberIndicatorSeries} from '../Indicator.js';
  * - Modified Exponential Moving Average (MEMA)
  * - Smoothed Moving Average (SMMA)
  * - Welles Wilder's Smoothing (WWS)
- * - Wilder's Moving Average (WMA)
  *
  * @see https://tlc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/V-Z/WildersSmoothing
  */