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When to choose bulk vs single functions in ti-engine

This guide shows when to choose the bulk version of a function or the single version of a function using the JavaScript package ti-engine.

🎯 Goal​

  • Understand when to use bulk or single functions

📦 Requirements​

Install ti-engine:

# npm
npm install ti-engine

# yarn
yarn add ti-engine

# pnpm
pnpm add ti-engine

Initialize (recommended especially in browsers):

import init from "ti-engine";

await init(); // In Node it's a no-op; in browsers it loads WASM

💻 Step-by-Step​

1. What period are you using?​

Determine how much time (period) you want to include when computing the indicator (e.g., RSI period = 14).

2. Observe the data​

Do you have just enough data to cover the period?

  • If yes, you’ll only be able to calculate a single value for the indicator.

Do you have extra data?

  • If yes, you’ll be able to calculate multiple values over time (historical series).

3. What is your goal?​

Will previous values for the indicator help you make a decision?

  • If yes, make sure you collect enough data to compute previous values (use bulk).
  • If no (e.g., streaming updates), compute just the latest value (use single).

4. Example (RSI)​

The default RSI often uses 14 previous prices. If you have 53 days of data you can:

  • Use the bulk function to calculate the historical RSIs.
  • When a new price comes in, use the single function on the latest window.
import init, { momentumIndicators, ConstantModelType } from "ti-engine";

await init();

// 53 example closing prices
const data = [
  6037.59, 5970.84, 5906.94, 5881.63, 5868.55, 5942.47, 5975.38, 5909.03,
  5918.25, 5827.04, 5836.22, 5842.91, 5949.91, 5937.34, 5996.66, 6049.24,
  6086.37, 6118.71, 6101.24, 6012.28, 6067.70, 6039.31, 6071.17, 6040.53,
  5994.57, 6037.88, 6061.48, 6083.57, 6025.99, 6066.44, 6068.50, 6051.97,
  6115.07, 6114.63, 6129.58, 6144.15, 6117.52, 6013.13, 5983.25, 5955.25,
  5956.06, 5861.57, 5954.50, 5849.72, 5778.15, 5842.63, 5738.52, 5770.20,
  5614.56, 5572.07, 5599.30, 5521.52, 5638.94
];

const period = 14;
const model = ConstantModelType.SmoothedMovingAverage; // also see other options below

// 1) Bulk: compute historical RSI values
const rsiSeries = momentumIndicators.bulk.relativeStrengthIndex(data, model, period);
console.log("Bulk RSIs:", rsiSeries);

// 2) Single: compute the next/latest RSI when a new price arrives
const newPrice = 5769.21;
data.push(newPrice);

// For period=14, use the latest 14 prices for single RSI
const latestWindow = data.slice(-period);
const latestRsi = momentumIndicators.single.relativeStrengthIndex(latestWindow, model);
console.log("Single RSI:", latestRsi);

Notes:

  • Valid ConstantModelType values:
    • ConstantModelType.SimpleMovingAverage
    • ConstantModelType.SmoothedMovingAverage
    • ConstantModelType.ExponentialMovingAverage
    • ConstantModelType.SimpleMovingMedian
    • ConstantModelType.SimpleMovingMode
  • Tip (standard 14-period RSI):
    • standardIndicators.single.rsi(pricesOfLength14) // exactly 14 values
    • standardIndicators.bulk.rsi(allPrices) // rolling 14 over the series

🧪 Example Output​

Bulk RSIs: [47.49434607156126, 50.3221945432267, ..., 40.34609500741716]
Single RSI: 48.00106962275036
  • Use bulk when: calculating many historical values, initial setup, backtesting
  • Use single when: real-time updates, streaming data, memory constraints