How To Calculate Chaikin Money Flow (CMF) using Swift?

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47

func calculateCMF(prices: [Double], volumes: [Double], period: Int) -> [Double] {
    var mfv: [Double] = []
    var pmf: [Double] = []
    var nmf: [Double] = []
    var cmf: [Double] = []
    
    for i in 0..<prices.count {
        let tp = (prices[i] + prices[i] + prices[i]) / 3
        let mf = tp * volumes[i]
        mfv.append(mf)
        
        if i > 0 {
            if prices[i] > prices[i - 1] {
                pmf.append(mf)
                nmf.append(0.0)
            } else if prices[i] < prices[i - 1] {
                pmf.append(0.0)
                nmf.append(mf)
            } else {
                pmf.append(0.0)
                nmf.append(0.0)
            }
        } else {
            pmf.append(0.0)
            nmf.append(0.0)
        }
        
        if i >= period - 1 {
            let sumPMF = pmf.suffix(period).reduce(0, +)
            let sumNMF = nmf.suffix(period).reduce(0, +)
            let mfr = sumPMF / sumNMF
            cmf.append(mfr)
        } else {
            cmf.append(0.0)
        }
    }
    
    return cmf
}

// Example usage
let prices = [10.0, 15.0, 12.0, 18.0, 20.0, 22.0]
let volumes = [1000.0, 1500.0, 1200.0, 1800.0, 2000.0, 2200.0]
let period = 3

let cmf = calculateCMF(prices: prices, volumes: volumes, period: period)
print(cmf)