refactor: Simplify indicator interfaces

src/AC/AC.ts

@@ -1,4 +1,4 @@
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 import Big, {BigSource} from 'big.js';
 import {NotEnoughDataError} from '../error';
 import {AO} from '../AO/AO';
@@ -17,7 +17,7 @@ import {MOM} from '../MOM/MOM';
  *
  * @see https://www.thinkmarkets.com/en/indicators/bill-williams-accelerator/
  */
-export class AC extends SimpleIndicator {
+export class AC extends BigIndicatorSeries {
   public readonly ao: AO;
   public readonly momentum: MOM;
   public readonly signal: SMA;

src/AO/AO.ts

@@ -1,4 +1,4 @@
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 import Big, {BigSource} from 'big.js';
 import {SMA} from '../SMA/SMA';
 import {NotEnoughDataError} from '../error';
@@ -16,7 +16,7 @@ import {NotEnoughDataError} from '../error';
  * @see https://www.tradingview.com/support/solutions/43000501826-awesome-oscillator-ao/
  * @see https://tradingstrategyguides.com/bill-williams-awesome-oscillator-strategy/
  */
-export class AO extends SimpleIndicator {
+export class AO extends BigIndicatorSeries {
   public readonly long: SMA;
   public readonly short: SMA;
 

src/ATR/ATR.ts

@@ -1,6 +1,6 @@
 import Big from 'big.js';
 import {NotEnoughDataError} from '../error';
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 import {MovingAverage} from '../MA/MovingAverage';
 import {MovingAverageTypeContext} from '../MA/MovingAverageTypeContext';
 import {SMMA} from '../SMMA/SMMA';
@@ -16,7 +16,7 @@ import {HighLowClose} from '../util';
  *
  * @see https://www.investopedia.com/terms/a/atr.asp
  */
-export class ATR extends SimpleIndicator {
+export class ATR extends BigIndicatorSeries {
   private readonly candles: HighLowClose[] = [];
   private readonly smoothing: MovingAverage;
   private prevCandle: HighLowClose | undefined;

src/BBANDS/BollingerBands.ts

@@ -2,7 +2,7 @@ import Big, {BigSource} from 'big.js';
 import {SMA} from '../SMA/SMA';
 import {NotEnoughDataError} from '../error';
 import {BandsResult, FasterBandsResult} from '../util/BandsResult';
-import {FasterIndicator, Indicator} from '../Indicator';
+import {Indicator} from '../Indicator';
 import {getFasterAverage, getFasterStandardDeviation, getStandardDeviation} from '../util';
 
 /**
@@ -60,7 +60,7 @@ export class BollingerBands implements Indicator<BandsResult> {
   }
 }
 
-export class FasterBollingerBands implements FasterIndicator<FasterBandsResult> {
+export class FasterBollingerBands implements Indicator<FasterBandsResult> {
   public readonly prices: number[] = [];
   private result: FasterBandsResult | undefined;
 

src/CG/CG.ts

@@ -1,4 +1,4 @@
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 import Big, {BigSource} from 'big.js';
 import {SMA} from '../SMA/SMA';
 import {NotEnoughDataError} from '../error';
@@ -16,7 +16,7 @@ import {NotEnoughDataError} from '../error';
  *   profitable trading
  * @see http://www.mesasoftware.com/papers/TheCGOscillator.pdf
  */
-export class CG extends SimpleIndicator {
+export class CG extends BigIndicatorSeries {
   public signal: SMA;
 
   public readonly prices: Big[] = [];

src/DEMA/DEMA.ts

@@ -1,6 +1,6 @@
 import Big, {BigSource} from 'big.js';
 import {EMA, NotEnoughDataError} from '..';
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 
 /**
  * Double Exponential Moving Average (DEMA)
@@ -12,7 +12,7 @@ import {SimpleIndicator} from '../Indicator';
  *
  * @see https://www.investopedia.com/terms/d/double-exponential-moving-average.asp
  */
-export class DEMA extends SimpleIndicator {
+export class DEMA extends BigIndicatorSeries {
   private readonly inner: EMA;
   private readonly outer: EMA;
 

src/Indicator.ts

@@ -5,10 +5,25 @@ export interface Indicator<T = Big> {
 
   isStable: boolean;
 
-  update(...args: any): void;
+  update(...args: any): void | T;
 }
 
-export abstract class SimpleIndicator implements Indicator {
+/** Defines indicators which only require a single value (usually the price) to get updated. */
+export interface SimpleIndicator<T = Big> extends Indicator<T> {
+  update(value: T): void | T;
+}
+
+export type SimpleNumberIndicator = SimpleIndicator<number>;
+
+/**
+ * Tracks results of an indicator over time and memorizes the highest & lowest result.
+ */
+export interface IndicatorSeries<T = Big> extends Indicator<T> {
+  highest?: T;
+  lowest?: T;
+}
+
+export abstract class BigIndicatorSeries implements IndicatorSeries {
   highest?: Big;
   lowest?: Big;
   protected result?: Big;
@@ -34,15 +49,7 @@ export abstract class SimpleIndicator implements Indicator {
   abstract update(...args: any): void;
 }
 
-export interface FasterIndicator<T = number> {
-  getResult(): T;
-
-  isStable: boolean;
-
-  update(price: number): void | T;
-}
-
-export abstract class FasterSimpleIndicator implements FasterIndicator {
+export abstract class NumberIndicatorSeries implements IndicatorSeries<number> {
   highest?: number;
   lowest?: number;
   protected result?: number;

src/MA/MovingAverage.ts

@@ -1,6 +1,6 @@
 import Big, {BigSource} from 'big.js';
 import {NotEnoughDataError} from '../error';
-import {FasterSimpleIndicator, SimpleIndicator} from '../Indicator';
+import {NumberIndicatorSeries, BigIndicatorSeries} from '../Indicator';
 
 /**
  * Moving Average (MA)
@@ -10,7 +10,7 @@ import {FasterSimpleIndicator, SimpleIndicator} from '../Indicator';
  *
  * @see https://www.investopedia.com/terms/m/movingaverage.asp
  */
-export abstract class MovingAverage extends SimpleIndicator {
+export abstract class MovingAverage extends BigIndicatorSeries {
   constructor(public readonly interval: number) {
     super();
   }
@@ -29,7 +29,7 @@ export abstract class MovingAverage extends SimpleIndicator {
   abstract update(price: BigSource): Big | void;
 }
 
-export abstract class FasterMovingAverage extends FasterSimpleIndicator {
+export abstract class FasterMovingAverage extends NumberIndicatorSeries {
   constructor(public readonly interval: number) {
     super();
   }

src/MOM/MOM.ts

@@ -1,4 +1,4 @@
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 import Big, {BigSource} from 'big.js';
 import {getFixedArray} from '../util/getFixedArray';
 import {NotEnoughDataError} from '../error';
@@ -11,7 +11,7 @@ import {NotEnoughDataError} from '../error';
  *
  * @see https://www.warriortrading.com/momentum-indicator/
  */
-export class MOM extends SimpleIndicator {
+export class MOM extends BigIndicatorSeries {
   private readonly history: BigSource[];
   private readonly historyLength: number;
 

src/ROC/ROC.ts

@@ -1,6 +1,6 @@
 import Big, {BigSource} from 'big.js';
 import {NotEnoughDataError} from '../error';
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 
 /**
  * Rate Of Change Indicator (ROC)
@@ -10,7 +10,7 @@ import {SimpleIndicator} from '../Indicator';
  *
  * @see https://www.investopedia.com/terms/r/rateofchange.asp
  */
-export class ROC extends SimpleIndicator {
+export class ROC extends BigIndicatorSeries {
   private readonly priceHistory: BigSource[] = [];
 
   constructor(public readonly interval: number) {

src/RSI/RSI.ts

@@ -1,7 +1,7 @@
 import Big, {BigSource} from 'big.js';
 import {MovingAverageTypeContext, NotEnoughDataError, SMMA} from '..';
 import {MovingAverage} from '../MA/MovingAverage';
-import {SimpleIndicator} from '../Indicator';
+import {BigIndicatorSeries} from '../Indicator';
 
 /**
  * Relative Strength Index (RSI)
@@ -18,7 +18,7 @@ import {SimpleIndicator} from '../Indicator';
  *
  * @see https://www.investopedia.com/terms/r/rsi.asp
  */
-export class RSI extends SimpleIndicator {
+export class RSI extends BigIndicatorSeries {
   public readonly prices: Big[] = [];
   private readonly avgGain: MovingAverage;
   private readonly avgLoss: MovingAverage;

src/SMA/SMA.ts

@@ -1,7 +1,7 @@
 import Big, {BigSource} from 'big.js';
 import {MovingAverage} from '../MA/MovingAverage';
 import {NotEnoughDataError} from '../error';
-import {FasterIndicator} from '../Indicator';
+import {SimpleNumberIndicator} from '../Indicator';
 
 /**
  * Simple Moving Average (SMA)
@@ -33,7 +33,7 @@ export class SMA extends MovingAverage {
   }
 }
 
-export class FasterSMA implements FasterIndicator {
+export class FasterSMA implements SimpleNumberIndicator {
   protected result?: number;
   public readonly prices: number[] = [];