From c95a09fccbd6e26db4aa5eca6d6bcd86bc770ec7 Mon Sep 17 00:00:00 2001
From: Yurov Dmitry <dmitry.yurov@corp.mail.ru>
Date: Tue, 2 Feb 2021 20:18:59 +0300
Subject: [PATCH] filled bbands

---
 src/bands.ts | 12 ++++++++++++
 1 file changed, 12 insertions(+)

diff --git a/src/bands.ts b/src/bands.ts
index 9f6778c..f9726ae 100644
--- a/src/bands.ts
+++ b/src/bands.ts
@@ -3,6 +3,7 @@ import { StandardDeviation } from './standard-deviation';
 export class BollingerBands {
     private sd: StandardDeviation;
     private sma: SMA;
+    private filled = false;
 
     constructor(period = 20, private stdDev: number = 2) {
         this.sma = new SMA(period);
@@ -12,6 +13,13 @@ export class BollingerBands {
     nextValue(close: number) {
         const middle = this.sma.nextValue(close);
         const sd = this.sd.nextValue(close, middle);
+
+        this.filled = this.filled || !!(sd && middle);
+
+        if (!this.filled) {
+            return;
+        }
+
         const lower = middle - this.stdDev * sd;
         const upper = middle + this.stdDev * sd;
 
@@ -19,6 +27,10 @@ export class BollingerBands {
     }
 
     momentValue(close: number) {
+        if (!this.filled) {
+            return;
+        }
+
         const middle = this.sma.momentValue(close);
         const sd = this.sd.momentValue(close, middle);
         const lower = middle - this.stdDev * sd;