%B indicator is added. (#264)

# Describe Request

%B indicator is added.

Fixed #254 

# Change Type

New indicator.


<!-- This is an auto-generated comment: release notes by coderabbit.ai
-->
## Summary by CodeRabbit

- **New Features**
- Introduced a new volatility indicator, `%B`, enhancing technical
analysis capabilities.
- Added methods for creating and computing the `%B` indicator, including
`NewPercentB` and `NewPercentBWithPeriod`.
- Updated Bollinger Bands functionality to allow custom periods with
`NewBollingerBandsWithPeriod`.

- **Bug Fixes**
	- Adjusted method signatures for improved clarity and usability.

- **Tests**
- Added tests for the `%B` indicator to validate functionality and
string representation.
<!-- end of auto-generated comment: release notes by coderabbit.ai -->

Author: cinar

README.md

@@ -74,6 +74,7 @@ The following list of indicators are currently supported by this package:
 
 ### 🎢 Volatility Indicators
 
+-   [%B](volatility/README.md#type-percentb)
 -	[Acceleration Bands](volatility/README.md#type-accelerationbands)
 -	[Actual True Range (ATR)](volatility/README.md#type-atr)
 -	[Bollinger Band Width](volatility/README.md#type-bollingerbandwidth)

trend/README.md

@@ -148,7 +148,7 @@ The information provided on this project is strictly for informational purposes
   - [func \(v \*Vwma\[T\]\) IdlePeriod\(\) int](<#Vwma[T].IdlePeriod>)
 - [type WeightedClose](<#WeightedClose>)
   - [func NewWeightedClose\[T helper.Number\]\(\) \*WeightedClose\[T\]](<#NewWeightedClose>)
-  - [func \(w \*WeightedClose\[T\]\) Compute\(highs, lows, closes \<\-chan T\) \<\-chan T](<#WeightedClose[T].Compute>)
+  - [func \(\*WeightedClose\[T\]\) Compute\(highs, lows, closes \<\-chan T\) \<\-chan T](<#WeightedClose[T].Compute>)
   - [func \(\*WeightedClose\[T\]\) IdlePeriod\(\) int](<#WeightedClose[T].IdlePeriod>)
   - [func \(\*WeightedClose\[T\]\) String\(\) string](<#WeightedClose[T].String>)
 - [type Wma](<#Wma>)
@@ -1847,7 +1847,7 @@ NewWeightedClose function initializes a new Weighted Close instance with the def
 ### func \(\*WeightedClose\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/master/trend/weighted_close.go#L28>)
 
 ```go
-func (w *WeightedClose[T]) Compute(highs, lows, closes <-chan T) <-chan T
+func (*WeightedClose[T]) Compute(highs, lows, closes <-chan T) <-chan T
 ```
 
 Compute function takes a channel of numbers and computes the Weighted Close over the specified period.

volatility/README.md

@@ -41,6 +41,7 @@ The information provided on this project is strictly for informational purposes
   - [func \(b \*BollingerBandWidth\[T\]\) IdlePeriod\(\) int](<#BollingerBandWidth[T].IdlePeriod>)
 - [type BollingerBands](<#BollingerBands>)
   - [func NewBollingerBands\[T helper.Number\]\(\) \*BollingerBands\[T\]](<#NewBollingerBands>)
+  - [func NewBollingerBandsWithPeriod\[T helper.Number\]\(period int\) \*BollingerBands\[T\]](<#NewBollingerBandsWithPeriod>)
   - [func \(b \*BollingerBands\[T\]\) Compute\(c \<\-chan T\) \(\<\-chan T, \<\-chan T, \<\-chan T\)](<#BollingerBands[T].Compute>)
   - [func \(b \*BollingerBands\[T\]\) IdlePeriod\(\) int](<#BollingerBands[T].IdlePeriod>)
 - [type ChandelierExit](<#ChandelierExit>)
@@ -62,6 +63,12 @@ The information provided on this project is strictly for informational purposes
   - [func NewMovingStdWithPeriod\[T helper.Number\]\(period int\) \*MovingStd\[T\]](<#NewMovingStdWithPeriod>)
   - [func \(m \*MovingStd\[T\]\) Compute\(c \<\-chan T\) \<\-chan T](<#MovingStd[T].Compute>)
   - [func \(m \*MovingStd\[T\]\) IdlePeriod\(\) int](<#MovingStd[T].IdlePeriod>)
+- [type PercentB](<#PercentB>)
+  - [func NewPercentB\[T helper.Number\]\(\) \*PercentB\[T\]](<#NewPercentB>)
+  - [func NewPercentBWithPeriod\[T helper.Number\]\(period int\) \*PercentB\[T\]](<#NewPercentBWithPeriod>)
+  - [func \(p \*PercentB\[T\]\) Compute\(closings \<\-chan T\) \<\-chan T](<#PercentB[T].Compute>)
+  - [func \(p \*PercentB\[T\]\) IdlePeriod\(\) int](<#PercentB[T].IdlePeriod>)
+  - [func \(p \*PercentB\[T\]\) String\(\) string](<#PercentB[T].String>)
 - [type Po](<#Po>)
   - [func NewPo\[T helper.Number\]\(\) \*Po\[T\]](<#NewPo>)
   - [func NewPoWithPeriod\[T helper.Number\]\(period int\) \*Po\[T\]](<#NewPoWithPeriod>)
@@ -386,8 +393,17 @@ func NewBollingerBands[T helper.Number]() *BollingerBands[T]
 
 NewBollingerBands function initializes a new Bollinger Bands instance with the default parameters.
 
+<a name="NewBollingerBandsWithPeriod"></a>
+### func [NewBollingerBandsWithPeriod](<https://github.com/cinar/indicator/blob/master/volatility/bollinger_bands.go#L40>)
+
+```go
+func NewBollingerBandsWithPeriod[T helper.Number](period int) *BollingerBands[T]
+```
+
+NewBollingerBandsWithPeriod function initializes a new Bollinger Bands instance with the given period.
+
 <a name="BollingerBands[T].Compute"></a>
-### func \(\*BollingerBands\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/master/volatility/bollinger_bands.go#L42>)
+### func \(\*BollingerBands\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/master/volatility/bollinger_bands.go#L47>)
 
 ```go
 func (b *BollingerBands[T]) Compute(c <-chan T) (<-chan T, <-chan T, <-chan T)
@@ -396,7 +412,7 @@ func (b *BollingerBands[T]) Compute(c <-chan T) (<-chan T, <-chan T, <-chan T)
 Compute function takes a channel of numbers and computes the Bollinger Bands over the specified period.
 
 <a name="BollingerBands[T].IdlePeriod"></a>
-### func \(\*BollingerBands\[T\]\) [IdlePeriod](<https://github.com/cinar/indicator/blob/master/volatility/bollinger_bands.go#L74>)
+### func \(\*BollingerBands\[T\]\) [IdlePeriod](<https://github.com/cinar/indicator/blob/master/volatility/bollinger_bands.go#L79>)
 
 ```go
 func (b *BollingerBands[T]) IdlePeriod() int
@@ -638,6 +654,113 @@ func (m *MovingStd[T]) IdlePeriod() int
 
 IdlePeriod is the initial period that Moving Standard Deviation won't yield any results.
 
+<a name="PercentB"></a>
+## type [PercentB](<https://github.com/cinar/indicator/blob/master/volatility/percent_b.go#L16-L19>)
+
+PercentB represents the parameters for calculating the %B indicator.
+
+```
+%B = (Close - Lower Band) / (Upper Band - Lower Band)
+```
+
+```go
+type PercentB[T helper.Number] struct {
+    // BollingerBands is the underlying Bollinger Bands indicator used for calculations.
+    BollingerBands *BollingerBands[T]
+}
+```
+
+<details><summary>Example</summary>
+<p>
+
+
+
+```go
+package main
+
+import (
+	"fmt"
+
+	"github.com/cinar/indicator/v2/helper"
+	"github.com/cinar/indicator/v2/volatility"
+)
+
+func main() {
+	// Closing prices
+	closes := helper.SliceToChan([]float64{
+		318.600006, 315.839996, 316.149994, 310.570007, 307.779999,
+		305.820007, 305.98999, 306.390015, 311.450012, 312.329987,
+		309.290009, 301.910004, 300, 300.029999, 302,
+		307.820007, 302.690002, 306.48999, 305.549988, 303.429993,
+	})
+
+	// Initialize the %B indicator
+	percentB := volatility.NewPercentB[float64]()
+
+	// Compute %B
+	result := percentB.Compute(closes)
+
+	// Round digits
+	result = helper.RoundDigits(result, 2)
+
+	fmt.Println(helper.ChanToSlice(result))
+}
+```
+
+#### Output
+
+```
+[0.3]
+```
+
+</p>
+</details>
+
+<a name="NewPercentB"></a>
+### func [NewPercentB](<https://github.com/cinar/indicator/blob/master/volatility/percent_b.go#L22>)
+
+```go
+func NewPercentB[T helper.Number]() *PercentB[T]
+```
+
+NewPercentB function initializes a new %B instance with the default parameters.
+
+<a name="NewPercentBWithPeriod"></a>
+### func [NewPercentBWithPeriod](<https://github.com/cinar/indicator/blob/master/volatility/percent_b.go#L27>)
+
+```go
+func NewPercentBWithPeriod[T helper.Number](period int) *PercentB[T]
+```
+
+NewPercentBWithPeriod function initializes a new %B instance with the given period.
+
+<a name="PercentB[T].Compute"></a>
+### func \(\*PercentB\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/master/volatility/percent_b.go#L34>)
+
+```go
+func (p *PercentB[T]) Compute(closings <-chan T) <-chan T
+```
+
+Compute function takes a channel of numbers and computes the %B over the specified period.
+
+<a name="PercentB[T].IdlePeriod"></a>
+### func \(\*PercentB\[T\]\) [IdlePeriod](<https://github.com/cinar/indicator/blob/master/volatility/percent_b.go#L53>)
+
+```go
+func (p *PercentB[T]) IdlePeriod() int
+```
+
+IdlePeriod is the initial period that %B yield any results.
+
+<a name="PercentB[T].String"></a>
+### func \(\*PercentB\[T\]\) [String](<https://github.com/cinar/indicator/blob/master/volatility/percent_b.go#L58>)
+
+```go
+func (p *PercentB[T]) String() string
+```
+
+String is the string representation of the %B.
+
 <a name="Po"></a>
 ## type [Po](<https://github.com/cinar/indicator/blob/master/volatility/po.go#L28-L37>)
 

volatility/bollinger_bands.go

@@ -33,8 +33,13 @@ type BollingerBands[T helper.Number] struct {
 
 // NewBollingerBands function initializes a new Bollinger Bands instance with the default parameters.
 func NewBollingerBands[T helper.Number]() *BollingerBands[T] {
+	return NewBollingerBandsWithPeriod[T](DefaultBollingerBandsPeriod)
+}
+
+// NewBollingerBandsWithPeriod function initializes a new Bollinger Bands instance with the given period.
+func NewBollingerBandsWithPeriod[T helper.Number](period int) *BollingerBands[T] {
 	return &BollingerBands[T]{
-		Period: DefaultBollingerBandsPeriod,
+		Period: period,
 	}
 }
 

volatility/percent_b.go

@@ -0,0 +1,60 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package volatility
+
+import (
+	"fmt"
+
+	"github.com/cinar/indicator/v2/helper"
+)
+
+// PercentB represents the parameters for calculating the %B indicator.
+//
+//	%B = (Close - Lower Band) / (Upper Band - Lower Band)
+type PercentB[T helper.Number] struct {
+	// BollingerBands is the underlying Bollinger Bands indicator used for calculations.
+	BollingerBands *BollingerBands[T]
+}
+
+// NewPercentB function initializes a new %B instance with the default parameters.
+func NewPercentB[T helper.Number]() *PercentB[T] {
+	return NewPercentBWithPeriod[T](DefaultBollingerBandsPeriod)
+}
+
+// NewPercentBWithPeriod function initializes a new %B instance with the given period.
+func NewPercentBWithPeriod[T helper.Number](period int) *PercentB[T] {
+	return &PercentB[T]{
+		BollingerBands: NewBollingerBandsWithPeriod[T](period),
+	}
+}
+
+// Compute function takes a channel of numbers and computes the %B over the specified period.
+func (p *PercentB[T]) Compute(closings <-chan T) <-chan T {
+	closingsSplice := helper.Duplicate(closings, 2)
+
+	// Compute the Bollinger Bands
+	upperBands, middleBands, lowerBands := p.BollingerBands.Compute(closingsSplice[0])
+
+	// Skip closings until the Bollinger Bands are available
+	closingsSplice[1] = helper.Skip(closingsSplice[1], p.BollingerBands.IdlePeriod())
+
+	// Drain the middle bands
+	go helper.Drain(middleBands)
+
+	return helper.Operate3(upperBands, lowerBands, closingsSplice[1], func(upperBand, lowerBand, closing T) T {
+		// %B = (Close - Lower Band) / (Upper Band - Lower Band)
+		return (closing - lowerBand) / (upperBand - lowerBand)
+	})
+}
+
+// IdlePeriod is the initial period that %B yield any results.
+func (p *PercentB[T]) IdlePeriod() int {
+	return p.BollingerBands.IdlePeriod()
+}
+
+// String is the string representation of the %B.
+func (p *PercentB[T]) String() string {
+	return fmt.Sprintf("%%B(%d)", p.BollingerBands.Period)
+}

volatility/percent_b_test.go

@@ -0,0 +1,72 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package volatility_test
+
+import (
+	"fmt"
+	"testing"
+
+	"github.com/cinar/indicator/v2/helper"
+	"github.com/cinar/indicator/v2/volatility"
+)
+
+func ExamplePercentB() {
+	// Closing prices
+	closes := helper.SliceToChan([]float64{
+		318.600006, 315.839996, 316.149994, 310.570007, 307.779999,
+		305.820007, 305.98999, 306.390015, 311.450012, 312.329987,
+		309.290009, 301.910004, 300, 300.029999, 302,
+		307.820007, 302.690002, 306.48999, 305.549988, 303.429993,
+	})
+
+	// Initialize the %B indicator
+	percentB := volatility.NewPercentB[float64]()
+
+	// Compute %B
+	result := percentB.Compute(closes)
+
+	// Round digits
+	result = helper.RoundDigits(result, 2)
+
+	fmt.Println(helper.ChanToSlice(result))
+	// Output: [0.3]
+}
+
+func TestPercentB(t *testing.T) {
+	type Data struct {
+		Close    float64
+		PercentB float64
+	}
+
+	input, err := helper.ReadFromCsvFile[Data]("testdata/percent_b.csv", true)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	inputs := helper.Duplicate(input, 2)
+	closing := helper.Map(inputs[0], func(d *Data) float64 { return d.Close })
+	expected := helper.Map(inputs[1], func(d *Data) float64 { return d.PercentB })
+
+	percentB := volatility.NewPercentB[float64]()
+
+	actual := percentB.Compute(closing)
+	actual = helper.RoundDigits(actual, 2)
+
+	expected = helper.Skip(expected, percentB.IdlePeriod())
+
+	err = helper.CheckEquals(actual, expected)
+	if err != nil {
+		t.Fatal(err)
+	}
+}
+
+func TestPercentBString(t *testing.T) {
+	expected := "%B(10)"
+	actual := volatility.NewPercentBWithPeriod[float64](10).String()
+
+	if actual != expected {
+		t.Fatalf("actual %v expected %v", actual, expected)
+	}
+}