refactor!: Remove "getFixedArray" (#747)

src/BBANDS/BollingerBands.ts

@@ -21,7 +21,6 @@ import {getFasterAverage, getFasterStandardDeviation, getStandardDeviation, push
  * @see https://www.investopedia.com/terms/b/bollingerbands.asp
  */
 export class BollingerBands extends TechnicalIndicator<BandsResult, BigSource> {
-  // TODO: Use "getFixedArray"
   public readonly prices: Big[] = [];
 
   /**

src/CCI/CCI.ts

@@ -1,9 +1,8 @@
+import Big from 'big.js';
 import {BigIndicatorSeries, NumberIndicatorSeries} from '../Indicator.js';
-import {getFixedArray, pushUpdate, type HighLowClose, type HighLowCloseNumber} from '../util/index.js';
-import {FasterSMA, SMA} from '../SMA/SMA.js';
 import {FasterMAD, MAD} from '../MAD/MAD.js';
-import type {BigSource} from 'big.js';
-import Big from 'big.js';
+import {FasterSMA, SMA} from '../SMA/SMA.js';
+import {pushUpdate, type HighLowClose, type HighLowCloseNumber} from '../util/index.js';
 
 /**
  * Commodity Channel Index (CCI)
@@ -30,20 +29,23 @@ import Big from 'big.js';
  * @see https://en.wikipedia.org/wiki/Commodity_channel_index
  */
 export class CCI extends BigIndicatorSeries<HighLowClose> {
-  public readonly prices: BigSource[] = [];
   private readonly sma: SMA;
   private readonly typicalPrices: Big[];
 
   constructor(public readonly interval: number) {
     super();
     this.sma = new SMA(this.interval);
-    this.typicalPrices = getFixedArray(interval);
+    this.typicalPrices = [];
   }
 
   update(candle: HighLowClose, replace: boolean) {
     const typicalPrice = this.cacheTypicalPrice(candle, replace);
     this.sma.update(typicalPrice, replace);
 
+    if (this.typicalPrices.length > this.interval) {
+      this.typicalPrices.shift();
+    }
+
     if (this.sma.isStable) {
       const mean = this.sma.getResultOrThrow();
       const meanDeviation = MAD.getResultFromBatch(this.typicalPrices, mean);
@@ -63,20 +65,23 @@ export class CCI extends BigIndicatorSeries<HighLowClose> {
 }
 
 export class FasterCCI extends NumberIndicatorSeries<HighLowCloseNumber> {
-  public readonly prices: number[] = [];
   private readonly sma: FasterSMA;
   private readonly typicalPrices: number[];
 
   constructor(public readonly interval: number) {
     super();
     this.sma = new FasterSMA(this.interval);
-    this.typicalPrices = getFixedArray(interval);
+    this.typicalPrices = [];
   }
 
   update(candle: HighLowCloseNumber, replace: boolean) {
     const typicalPrice = this.cacheTypicalPrice(candle, replace);
     this.sma.update(typicalPrice, replace);
 
+    if (this.typicalPrices.length > this.interval) {
+      this.typicalPrices.shift();
+    }
+
     if (this.sma.isStable) {
       const mean = this.sma.getResultOrThrow();
       const meanDeviation = FasterMAD.getResultFromBatch(this.typicalPrices, mean);

src/CG/CG.ts

@@ -19,7 +19,6 @@ import {pushUpdate} from '../util/pushUpdate.js';
  */
 export class CG extends BigIndicatorSeries {
   public signal: SMA;
-  // TODO: Use "getFixedArray"
   public readonly prices: Big[] = [];
 
   override get isStable(): boolean {

src/MACD/MACD.ts

@@ -34,7 +34,6 @@ export type FasterMACDResult = {
  * @see https://www.investopedia.com/terms/m/macd.asp
  */
 export class MACD extends TechnicalIndicator<MACDResult, BigSource> {
-  // TODO: Use "getFixedArray"
   public readonly prices: BigSource[] = [];
   public readonly long: EMA | DEMA;
   public readonly short: EMA | DEMA;

src/MAD/MAD.ts

@@ -13,7 +13,6 @@ import {getAverage, getFasterAverage, pushUpdate} from '../util/index.js';
  * @see https://en.wikipedia.org/wiki/Average_absolute_deviation
  */
 export class MAD extends BigIndicatorSeries {
-  // TODO: Use "getFixedArray"
   public readonly prices: BigSource[] = [];
 
   constructor(public readonly interval: number) {

src/MOM/MOM.ts

@@ -1,7 +1,6 @@
 import type {BigSource} from 'big.js';
 import Big from 'big.js';
 import {BigIndicatorSeries, NumberIndicatorSeries} from '../Indicator.js';
-import {getFixedArray} from '../util/getFixedArray.js';
 import {pushUpdate} from '../util/pushUpdate.js';
 
 /**
@@ -20,12 +19,16 @@ export class MOM extends BigIndicatorSeries {
   constructor(public readonly interval: number) {
     super();
     this.historyLength = interval + 1;
-    this.history = getFixedArray<BigSource>(this.historyLength);
+    this.history = [];
   }
 
   update(value: BigSource, replace: boolean) {
     pushUpdate(this.history, replace, value);
 
+    if (this.history.length > this.historyLength) {
+      this.history.shift();
+    }
+
     if (this.history.length === this.historyLength) {
       return this.setResult(new Big(value).minus(this.history[0]), replace);
     }
@@ -41,12 +44,16 @@ export class FasterMOM extends NumberIndicatorSeries {
   constructor(public readonly interval: number) {
     super();
     this.historyLength = interval + 1;
-    this.history = getFixedArray<number>(this.historyLength);
+    this.history = [];
   }
 
   update(value: number, replace: boolean) {
     pushUpdate(this.history, replace, value);
 
+    if (this.history.length > this.historyLength) {
+      this.history.shift();
+    }
+
     if (this.history.length === this.historyLength) {
       return this.setResult(value - this.history[0], replace);
     }

src/ROC/ROC.ts

@@ -13,7 +13,6 @@ import {pushUpdate} from '../util/pushUpdate.js';
  * @see https://www.investopedia.com/terms/r/rateofchange.asp
  */
 export class ROC extends BigIndicatorSeries {
-  // TODO: Use "getFixedArray"
   public readonly prices: Big[] = [];
 
   constructor(public readonly interval: number) {

src/RSI/RSI.ts

@@ -24,7 +24,6 @@ import {pushUpdate} from '../util/pushUpdate.js';
  * @see https://www.investopedia.com/terms/r/rsi.asp
  */
 export class RSI extends BigIndicatorSeries {
-  // TODO: Use "getFixedArray"
   private readonly previousPrices: BigSource[] = [];
   private readonly avgGain: MovingAverage;
   private readonly avgLoss: MovingAverage;

src/SMA/SMA.ts

@@ -13,7 +13,6 @@ import Big from 'big.js';
  * @see https://www.investopedia.com/terms/s/sma.asp
  */
 export class SMA extends MovingAverage {
-  // TODO: Use "getFixedArray"
   public readonly prices: BigSource[] = [];
 
   update(price: BigSource, replace: boolean) {

src/STOCH/StochasticOscillator.ts

@@ -40,7 +40,6 @@ export interface FasterStochasticResult {
 export class StochasticOscillator extends TechnicalIndicator<StochasticResult, HighLowClose> {
   private readonly periodM: SMA;
   private readonly periodP: SMA;
-  // TODO: Use "getFixedArray"
   private readonly candles: HighLowClose[] = [];
 
   /**

src/WMA/WMA.ts

@@ -13,7 +13,6 @@ import {pushUpdate} from '../util/pushUpdate.js';
  * @see https://corporatefinanceinstitute.com/resources/career-map/sell-side/capital-markets/weighted-moving-average-wma/
  */
 export class WMA extends MovingAverage {
-  // TODO: Use "getFixedArray"
   public readonly prices: BigSource[] = [];
 
   constructor(public override readonly interval: number) {

src/util/Period.ts

@@ -1,7 +1,6 @@
 import type {BigSource} from 'big.js';
 import Big from 'big.js';
 import {TechnicalIndicator} from '../Indicator.js';
-import {getFixedArray} from './getFixedArray.js';
 import {getMaximum} from './getMaximum.js';
 import {getMinimum} from './getMinimum.js';
 import {pushUpdate} from './pushUpdate.js';
@@ -33,12 +32,16 @@ export class Period extends TechnicalIndicator<PeriodResult, BigSource> {
 
   constructor(public readonly interval: number) {
     super();
-    this.values = getFixedArray<Big>(interval);
+    this.values = [];
   }
 
   update(value: BigSource, replace: boolean) {
     pushUpdate(this.values, replace, new Big(value));
 
+    if (this.values.length > this.interval) {
+      this.values.shift();
+    }
+
     if (this.values.length === this.interval) {
       this._lowest = getMinimum(this.values);
       this._highest = getMaximum(this.values);
@@ -69,12 +72,16 @@ export class FasterPeriod extends TechnicalIndicator<FasterPeriodResult, number>
 
   constructor(public readonly interval: number) {
     super();
-    this.values = getFixedArray(interval);
+    this.values = [];
   }
 
   update(value: number, replace: boolean) {
     pushUpdate(this.values, replace, value);
 
+    if (this.values.length > this.interval) {
+      this.values.shift();
+    }
+
     if (this.values.length === this.interval) {
       this._lowest = Math.min(...this.values);
       this._highest = Math.max(...this.values);

src/util/index.ts

@@ -1,6 +1,5 @@
 export * from './BandsResult.js';
 export * from './getAverage.js';
-export * from './getFixedArray.js';
 export * from './getLastFromForEach.js';
 export * from './getMaximum.js';
 export * from './getMinimum.js';