279 lines
10 KiB
JavaScript
279 lines
10 KiB
JavaScript
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/**
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* @license Highstock JS v11.4.1 (2024-04-04)
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*
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* (c) 2010-2024 Highsoft AS
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* Author: Sebastian Domas
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*
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* License: www.highcharts.com/license
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*/
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(function (factory) {
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if (typeof module === 'object' && module.exports) {
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factory['default'] = factory;
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module.exports = factory;
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} else if (typeof define === 'function' && define.amd) {
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define('highcharts/indicators/cmf', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) {
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factory(Highcharts);
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factory.Highcharts = Highcharts;
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return factory;
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});
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} else {
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factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined);
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}
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}(function (Highcharts) {
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'use strict';
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var _modules = Highcharts ? Highcharts._modules : {};
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function _registerModule(obj, path, args, fn) {
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if (!obj.hasOwnProperty(path)) {
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obj[path] = fn.apply(null, args);
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if (typeof CustomEvent === 'function') {
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window.dispatchEvent(new CustomEvent(
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'HighchartsModuleLoaded',
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{ detail: { path: path, module: obj[path] } }
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));
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}
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}
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}
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_registerModule(_modules, 'Stock/Indicators/CMF/CMFIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) {
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/* *
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*
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* (c) 2010-2024 Highsoft AS
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*
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* Author: Sebastian Domas
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*
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* Chaikin Money Flow indicator for Highcharts Stock
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*
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* License: www.highcharts.com/license
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*
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* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
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*
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* */
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const { sma: SMAIndicator } = SeriesRegistry.seriesTypes;
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const { merge } = U;
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/* *
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*
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* Class
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*
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* */
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/**
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* The CMF series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.cmf
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*
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* @augments Highcharts.Series
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*/
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class CMFIndicator extends SMAIndicator {
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constructor() {
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/* *
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*
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* Static Properties
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*
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* */
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super(...arguments);
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this.nameBase = 'Chaikin Money Flow';
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}
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/* *
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*
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* Functions
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*
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* */
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/**
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* Checks if the series and volumeSeries are accessible, number of
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* points.x is longer than period, is series has OHLC data
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* @private
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* @param {Highcharts.CMFIndicator} this indicator to use.
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* @return {boolean} True if series is valid and can be computed,
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* otherwise false.
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*/
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isValid() {
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const chart = this.chart, options = this.options, series = this.linkedParent, volumeSeries = (this.volumeSeries ||
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(this.volumeSeries =
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chart.get(options.params.volumeSeriesID))), isSeriesOHLC = (series &&
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series.yData &&
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series.yData[0].length === 4);
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/**
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* @private
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* @param {Highcharts.Series} serie to check length validity on.
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* @return {boolean|undefined} true if length is valid.
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*/
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function isLengthValid(serie) {
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return serie.xData &&
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serie.xData.length >= options.params.period;
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}
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return !!(series &&
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volumeSeries &&
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isLengthValid(series) &&
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isLengthValid(volumeSeries) && isSeriesOHLC);
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}
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/**
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* Returns indicator's data.
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* @private
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* @param {Highcharts.CMFIndicator} this indicator to use.
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* @param {Highcharts.Series} series to calculate values from
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* @param {Highcharts.CMFIndicatorParamsOptions} params to pass
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* @return {boolean|Highcharts.IndicatorNullableValuesObject} Returns false if the
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* indicator is not valid, otherwise returns Values object.
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*/
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getValues(series, params) {
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if (!this.isValid()) {
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return;
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}
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return this.getMoneyFlow(series.xData, series.yData, this.volumeSeries.yData, params.period);
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}
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/**
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* @private
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*
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* @param {Array<number>} xData
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* x timestamp values
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*
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* @param {Array<number>} seriesYData
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* yData of basic series
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*
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* @param {Array<number>} volumeSeriesYData
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* yData of volume series
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*
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* @param {number} period
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* indicator's param
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*
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* @return {Highcharts.IndicatorNullableValuesObject}
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* object containing computed money flow data
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*/
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getMoneyFlow(xData, seriesYData, volumeSeriesYData, period) {
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const len = seriesYData.length, moneyFlowVolume = [], moneyFlowXData = [], moneyFlowYData = [], values = [];
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let i, point, nullIndex = -1, sumVolume = 0, sumMoneyFlowVolume = 0;
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/**
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* Calculates money flow volume, changes i, nullIndex vars from
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* upper scope!
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*
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* @private
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*
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* @param {Array<number>} ohlc
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* OHLC point
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*
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* @param {number} volume
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* Volume point's y value
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*
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* @return {number|null}
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* Volume * moneyFlowMultiplier
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*/
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function getMoneyFlowVolume(ohlc, volume) {
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const high = ohlc[1], low = ohlc[2], close = ohlc[3], isValid = volume !== null &&
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high !== null &&
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low !== null &&
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close !== null &&
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high !== low;
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/**
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* @private
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* @param {number} h
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* High value
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* @param {number} l
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* Low value
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* @param {number} c
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* Close value
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* @return {number}
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* Calculated multiplier for the point
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*/
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function getMoneyFlowMultiplier(h, l, c) {
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return ((c - l) - (h - c)) / (h - l);
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}
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return isValid ?
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getMoneyFlowMultiplier(high, low, close) * volume :
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((nullIndex = i), null);
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}
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if (period > 0 && period <= len) {
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for (i = 0; i < period; i++) {
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moneyFlowVolume[i] = getMoneyFlowVolume(seriesYData[i], volumeSeriesYData[i]);
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sumVolume += volumeSeriesYData[i];
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sumMoneyFlowVolume += moneyFlowVolume[i];
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}
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moneyFlowXData.push(xData[i - 1]);
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moneyFlowYData.push(i - nullIndex >= period && sumVolume !== 0 ?
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sumMoneyFlowVolume / sumVolume :
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null);
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values.push([moneyFlowXData[0], moneyFlowYData[0]]);
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for (; i < len; i++) {
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moneyFlowVolume[i] = getMoneyFlowVolume(seriesYData[i], volumeSeriesYData[i]);
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sumVolume -= volumeSeriesYData[i - period];
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sumVolume += volumeSeriesYData[i];
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sumMoneyFlowVolume -= moneyFlowVolume[i - period];
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sumMoneyFlowVolume += moneyFlowVolume[i];
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point = [
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xData[i],
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i - nullIndex >= period ?
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sumMoneyFlowVolume / sumVolume :
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null
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];
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moneyFlowXData.push(point[0]);
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moneyFlowYData.push(point[1]);
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values.push([point[0], point[1]]);
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}
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}
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return {
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values: values,
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xData: moneyFlowXData,
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yData: moneyFlowYData
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};
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}
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}
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/**
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* Chaikin Money Flow indicator (cmf).
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*
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* @sample stock/indicators/cmf/
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* Chaikin Money Flow indicator
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*
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* @extends plotOptions.sma
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* @since 6.0.0
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* @excluding animationLimit
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/cmf
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* @optionparent plotOptions.cmf
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*/
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CMFIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
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/**
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* @excluding index
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*/
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params: {
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index: void 0,
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/**
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* The id of another series to use its data as volume data for the
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* indicator calculation.
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*/
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volumeSeriesID: 'volume'
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}
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});
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SeriesRegistry.registerSeriesType('cmf', CMFIndicator);
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/* *
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*
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* Default Export
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*
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* */
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/* *
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*
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* API Options
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*
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* */
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/**
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* A `CMF` series. If the [type](#series.cmf.type) option is not
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* specified, it is inherited from [chart.type](#chart.type).
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*
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* @extends series,plotOptions.cmf
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* @since 6.0.0
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* @product highstock
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* @excluding dataParser, dataURL
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* @requires stock/indicators/indicators
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* @requires stock/indicators/cmf
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* @apioption series.cmf
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*/
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''; // Adds doclet above to the transpiled file
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return CMFIndicator;
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});
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_registerModule(_modules, 'masters/indicators/cmf.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
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return Highcharts;
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});
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}));
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