CCI

Author: deepentropy

docs/INDICATOR_INVENTORY.md

@@ -267,7 +267,7 @@ These are frequently used indicators with simple implementations:
 5. ~~**Average True Range (ATR)**~~ - **IMPLEMENTED**
 6. ~~**Exponential Moving Average (EMA)**~~ - **IMPLEMENTED**
 7. ~~**Accumulation/Distribution**~~ - **IMPLEMENTED**
-8. **CCI (Commodity Channel Index)** - Mean reversion
+8. ~~**CCI (Commodity Channel Index)**~~ - **IMPLEMENTED**
 
 ### Tier 2: Medium Complexity, High Utility
 

packages/indicators/package.json

@@ -3,14 +3,14 @@
   "version": "0.1.0",
   "type": "module",
   "description": "Optimized technical indicators built with OakScriptJS",
-  "main": "dist/index.js",
+  "main": "dist/index.cjs",
   "module": "dist/index.mjs",
   "types": "dist/index.d.ts",
   "exports": {
     ".": {
       "types": "./dist/index.d.ts",
       "import": "./dist/index.mjs",
-      "require": "./dist/index.js"
+      "require": "./dist/index.cjs"
     }
   },
   "files": [
@@ -22,7 +22,7 @@
     "prepublishOnly": "npm run build",
     "build": "npm run clean && npm run build:esm && npm run build:cjs && npm run build:types",
     "build:esm": "esbuild src/index.ts --bundle --format=esm --outfile=dist/index.mjs --platform=neutral --external:oakscriptjs --external:@types/*",
-    "build:cjs": "esbuild src/index.ts --bundle --format=cjs --outfile=dist/index.js --platform=neutral --external:oakscriptjs --external:@types/*",
+    "build:cjs": "esbuild src/index.ts --bundle --format=cjs --outfile=dist/index.cjs --platform=neutral --external:oakscriptjs --external:@types/*",
     "build:types": "tsc --emitDeclarationOnly --outDir dist",
     "clean": "rimraf dist",
     "dev": "tsc --watch",

packages/indicators/src/cci.ts

@@ -0,0 +1,71 @@
+/**
+ * Commodity Channel Index (CCI) Indicator
+ *
+ * Hand-optimized implementation using oakscriptjs.
+ * Measures the variation of a security's price from its statistical mean.
+ * High values show the price is unusually high compared to average, low values show it's unusually low.
+ */
+
+import { Series, ta, type IndicatorResult, type InputConfig, type PlotConfig, type Bar } from 'oakscriptjs';
+
+export interface CCIInputs {
+  length: number;
+  src: 'open' | 'high' | 'low' | 'close' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4';
+}
+
+export const defaultInputs: CCIInputs = {
+  length: 20,
+  src: 'hlc3',
+};
+
+export const inputConfig: InputConfig[] = [
+  { id: 'length', type: 'int', title: 'Length', defval: 20, min: 1 },
+  { id: 'src', type: 'source', title: 'Source', defval: 'hlc3' },
+];
+
+export const plotConfig: PlotConfig[] = [
+  { id: 'plot0', title: 'CCI', color: '#2962FF', lineWidth: 2 },
+];
+
+export const metadata = {
+  title: 'Commodity Channel Index',
+  shortTitle: 'CCI',
+  overlay: false,
+};
+
+function getSourceSeries(bars: Bar[], src: CCIInputs['src']): Series {
+  const open = new Series(bars, (bar) => bar.open);
+  const high = new Series(bars, (bar) => bar.high);
+  const low = new Series(bars, (bar) => bar.low);
+  const close = new Series(bars, (bar) => bar.close);
+
+  switch (src) {
+    case 'open': return open;
+    case 'high': return high;
+    case 'low': return low;
+    case 'close': return close;
+    case 'hl2': return high.add(low).div(2);
+    case 'hlc3': return high.add(low).add(close).div(3);
+    case 'ohlc4': return open.add(high).add(low).add(close).div(4);
+    case 'hlcc4': return high.add(low).add(close).add(close).div(4);
+    default: return close;
+  }
+}
+
+export function calculate(bars: Bar[], inputs: Partial<CCIInputs> = {}): IndicatorResult {
+  const { length, src } = { ...defaultInputs, ...inputs };
+  const source = getSourceSeries(bars, src);
+  const cci = ta.cci(source, length);
+
+  const plotData = cci.toArray().map((value: number | undefined, i: number) => ({
+    time: bars[i].time,
+    value: value ?? NaN,
+  }));
+
+  return {
+    metadata: { title: metadata.title, shorttitle: metadata.shortTitle, overlay: metadata.overlay },
+    plots: { 'plot0': plotData },
+  };
+}
+
+export const CCI = { calculate, metadata, defaultInputs, inputConfig, plotConfig };

packages/indicators/src/index.ts

@@ -39,6 +39,11 @@ import * as bopIndicator from './bop';
 export { BOP, calculate as calculateBOP } from './bop';
 export type { BOPInputs } from './bop';
 
+// CCI - Commodity Channel Index
+import * as cciIndicator from './cci';
+export { CCI, calculate as calculateCCI } from './cci';
+export type { CCIInputs } from './cci';
+
 // DEMA - Double Exponential Moving Average
 import * as demaIndicator from './dema';
 export { DEMA, calculate as calculateDEMA } from './dema';
@@ -243,6 +248,18 @@ export const indicatorRegistry: IndicatorRegistryEntry[] = [
     defaultInputs: { ...bopIndicator.defaultInputs },
     calculate: bopIndicator.calculate,
   },
+  {
+    id: 'cci',
+    name: 'Commodity Channel Index (CCI)',
+    shortName: 'CCI',
+    description: 'Measures the variation of a security\'s price from its statistical mean.',
+    overlay: false,
+    metadata: cciIndicator.metadata,
+    inputConfig: cciIndicator.inputConfig as InputConfig[],
+    plotConfig: cciIndicator.plotConfig as PlotConfig[],
+    defaultInputs: { ...cciIndicator.defaultInputs },
+    calculate: cciIndicator.calculate,
+  },
   {
     id: 'dema',
     name: 'Double EMA (DEMA)',

packages/oakscriptjs/src/ta-series.ts

@@ -488,6 +488,19 @@ export function zigzag(
   ];
 }
 
+/**
+ * Commodity Channel Index
+ * @param source - Source series (typically hlc3)
+ * @param length - Period length
+ * @returns Series with CCI values
+ */
+export function cci(source: Series, length: number): Series {
+  const bars = source.bars as Bar[];
+  const sourceValues = source.toArray();
+  const result = taCore.cci(sourceValues, length);
+  return Series.fromArray(bars, result);
+}
+
 // Export as namespace object to match PineScript ta.* syntax
 export const ta = {
   sma,
@@ -519,4 +532,5 @@ export const ta = {
   linreg,
   alma,
   zigzag,
+  cci,
 };