movingstd.js

var alter = require('../lib/alter.js');
var _ = require('lodash');
var Chainable = require('../lib/classes/chainable');
module.exports = new Chainable('movingstd', {
  args: [
    {
      name: 'inputSeries',
      types: ['seriesList']
    },
    {
      name: 'sigma',
      types: ['number']
    }
  ],
  aliases: ['mvstd'],
  help: 'Calculate the moving standard deviation over a given window.',
  fn: function movingaverageFn(args) {
    return alter(args, function (eachSeries, _window) {

      var pairs = eachSeries.data;

      eachSeries.data = _.map(pairs, function (point, i) {
        if (i < _window) { return [point[0], null]; }

        var average = _.chain(pairs.slice(i - _window, i))
        .map(function (point) {
          return point[1];
        }).reduce(function (memo, num) {
          return (memo + num);
        }).value() / _window;

        var variance = _.chain(pairs.slice(i - _window, i))
        .map(function (point) {
          return point[1];
        }).reduce(function (memo, num) {
          return memo + Math.pow(num - average, 2);
        }).value() / (_window - 1);

        return [point[0], Math.sqrt(variance)];
      });
      return eachSeries;
    });
  }
});

showifgreater.js

var reduce = require('../lib/reduce.js');

var Chainable = require('../lib/classes/chainable');
module.exports = new Chainable('showIfGreater', {
  args: [
    {
      name: 'inputSeries',
      types: ['seriesList']
    },
    {
      name: 'compare',
      types: ['seriesList', 'number']
    } 
  ],
  help: 'Shows each point in inputSeries if it is larger than the equivalent point in the compared series',
  fn: function divideFn(args) {
    return reduce(args, function (a, b) {
      return a > b ? a : null;
    });
  }
});