569 lines
24 KiB
JavaScript
569 lines
24 KiB
JavaScript
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/**
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* @license Highcharts Stock JS v11.4.1 (2024-04-04)
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*
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* Indicator series type for Highcharts Stock
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*
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* (c) 2010-2024 Karol Kolodziej
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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/klinger', ['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/MultipleLinesComposition.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 Wojciech Chmiel
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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: { prototype: smaProto } } = SeriesRegistry.seriesTypes;
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const { defined, error, merge } = U;
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/* *
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*
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* Composition
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*
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* */
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var MultipleLinesComposition;
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(function (MultipleLinesComposition) {
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/* *
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*
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* Declarations
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*
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* */
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/* *
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*
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* Constants
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*
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* */
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/**
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* Additional lines DOCS names. Elements of linesApiNames array should
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* be consistent with DOCS line names defined in your implementation.
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* Notice that linesApiNames should have decreased amount of elements
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* relative to pointArrayMap (without pointValKey).
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*
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* @private
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* @type {Array<string>}
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*/
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const linesApiNames = ['bottomLine'];
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/**
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* Lines ids. Required to plot appropriate amount of lines.
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* Notice that pointArrayMap should have more elements than
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* linesApiNames, because it contains main line and additional lines ids.
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* Also it should be consistent with amount of lines calculated in
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* getValues method from your implementation.
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*
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* @private
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* @type {Array<string>}
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*/
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const pointArrayMap = ['top', 'bottom'];
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/**
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* Names of the lines, between which the area should be plotted.
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* If the drawing of the area should
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* be disabled for some indicators, leave this option as an empty array.
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* Names should be the same as the names in the pointArrayMap.
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*
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* @private
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* @type {Array<string>}
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*/
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const areaLinesNames = ['top'];
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/**
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* Main line id.
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*
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* @private
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* @type {string}
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*/
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const pointValKey = 'top';
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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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* Composition useful for all indicators that have more than one line.
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* Compose it with your implementation where you will provide the
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* `getValues` method appropriate to your indicator and `pointArrayMap`,
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* `pointValKey`, `linesApiNames` properties. Notice that `pointArrayMap`
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* should be consistent with the amount of lines calculated in the
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* `getValues` method.
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*
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* @private
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*/
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function compose(IndicatorClass) {
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const proto = IndicatorClass.prototype;
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proto.linesApiNames = (proto.linesApiNames ||
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linesApiNames.slice());
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proto.pointArrayMap = (proto.pointArrayMap ||
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pointArrayMap.slice());
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proto.pointValKey = (proto.pointValKey ||
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pointValKey);
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proto.areaLinesNames = (proto.areaLinesNames ||
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areaLinesNames.slice());
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proto.drawGraph = indicatorDrawGraph;
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proto.getGraphPath = indicatorGetGraphPath;
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proto.toYData = indicatorToYData;
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proto.translate = indicatorTranslate;
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return IndicatorClass;
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}
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MultipleLinesComposition.compose = compose;
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/**
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* Generate the API name of the line
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*
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* @private
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* @param propertyName name of the line
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*/
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function getLineName(propertyName) {
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return ('plot' +
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propertyName.charAt(0).toUpperCase() +
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propertyName.slice(1));
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}
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/**
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* Create translatedLines Collection based on pointArrayMap.
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*
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* @private
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* @param {string} [excludedValue]
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* Main line id
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* @return {Array<string>}
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* Returns translated lines names without excluded value.
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*/
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function getTranslatedLinesNames(indicator, excludedValue) {
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const translatedLines = [];
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(indicator.pointArrayMap || []).forEach((propertyName) => {
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if (propertyName !== excludedValue) {
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translatedLines.push(getLineName(propertyName));
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}
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});
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return translatedLines;
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}
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/**
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* Draw main and additional lines.
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*
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* @private
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*/
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function indicatorDrawGraph() {
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const indicator = this, pointValKey = indicator.pointValKey, linesApiNames = indicator.linesApiNames, areaLinesNames = indicator.areaLinesNames, mainLinePoints = indicator.points, mainLineOptions = indicator.options, mainLinePath = indicator.graph, gappedExtend = {
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options: {
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gapSize: mainLineOptions.gapSize
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}
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},
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// Additional lines point place holders:
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secondaryLines = [], secondaryLinesNames = getTranslatedLinesNames(indicator, pointValKey);
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let pointsLength = mainLinePoints.length, point;
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// Generate points for additional lines:
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secondaryLinesNames.forEach((plotLine, index) => {
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// Create additional lines point place holders
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secondaryLines[index] = [];
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while (pointsLength--) {
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point = mainLinePoints[pointsLength];
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secondaryLines[index].push({
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x: point.x,
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plotX: point.plotX,
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plotY: point[plotLine],
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isNull: !defined(point[plotLine])
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});
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}
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pointsLength = mainLinePoints.length;
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});
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// Modify options and generate area fill:
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if (indicator.userOptions.fillColor && areaLinesNames.length) {
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const index = secondaryLinesNames.indexOf(getLineName(areaLinesNames[0])), secondLinePoints = secondaryLines[index], firstLinePoints = areaLinesNames.length === 1 ?
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mainLinePoints :
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secondaryLines[secondaryLinesNames.indexOf(getLineName(areaLinesNames[1]))], originalColor = indicator.color;
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indicator.points = firstLinePoints;
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indicator.nextPoints = secondLinePoints;
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indicator.color = indicator.userOptions.fillColor;
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indicator.options = merge(mainLinePoints, gappedExtend);
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indicator.graph = indicator.area;
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indicator.fillGraph = true;
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smaProto.drawGraph.call(indicator);
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indicator.area = indicator.graph;
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// Clean temporary properties:
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delete indicator.nextPoints;
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delete indicator.fillGraph;
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indicator.color = originalColor;
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}
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// Modify options and generate additional lines:
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linesApiNames.forEach((lineName, i) => {
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if (secondaryLines[i]) {
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indicator.points = secondaryLines[i];
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if (mainLineOptions[lineName]) {
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indicator.options = merge(mainLineOptions[lineName].styles, gappedExtend);
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}
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else {
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error('Error: "There is no ' + lineName +
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' in DOCS options declared. Check if linesApiNames' +
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' are consistent with your DOCS line names."');
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}
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indicator.graph = indicator['graph' + lineName];
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smaProto.drawGraph.call(indicator);
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// Now save lines:
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indicator['graph' + lineName] = indicator.graph;
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}
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else {
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error('Error: "' + lineName + ' doesn\'t have equivalent ' +
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'in pointArrayMap. To many elements in linesApiNames ' +
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'relative to pointArrayMap."');
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}
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});
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// Restore options and draw a main line:
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indicator.points = mainLinePoints;
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indicator.options = mainLineOptions;
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indicator.graph = mainLinePath;
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smaProto.drawGraph.call(indicator);
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}
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/**
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* Create the path based on points provided as argument.
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* If indicator.nextPoints option is defined, create the areaFill.
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*
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* @private
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* @param points Points on which the path should be created
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*/
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function indicatorGetGraphPath(points) {
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let areaPath, path = [], higherAreaPath = [];
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points = points || this.points;
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// Render Span
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if (this.fillGraph && this.nextPoints) {
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areaPath = smaProto.getGraphPath.call(this, this.nextPoints);
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if (areaPath && areaPath.length) {
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areaPath[0][0] = 'L';
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path = smaProto.getGraphPath.call(this, points);
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higherAreaPath = areaPath.slice(0, path.length);
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// Reverse points, so that the areaFill will start from the end:
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for (let i = higherAreaPath.length - 1; i >= 0; i--) {
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path.push(higherAreaPath[i]);
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}
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}
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}
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else {
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path = smaProto.getGraphPath.apply(this, arguments);
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}
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return path;
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}
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/**
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* @private
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* @param {Highcharts.Point} point
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* Indicator point
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* @return {Array<number>}
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* Returns point Y value for all lines
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*/
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function indicatorToYData(point) {
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const pointColl = [];
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(this.pointArrayMap || []).forEach((propertyName) => {
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pointColl.push(point[propertyName]);
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});
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return pointColl;
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}
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/**
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* Add lines plot pixel values.
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*
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* @private
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*/
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function indicatorTranslate() {
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const pointArrayMap = this.pointArrayMap;
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let LinesNames = [], value;
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LinesNames = getTranslatedLinesNames(this);
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smaProto.translate.apply(this, arguments);
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this.points.forEach((point) => {
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pointArrayMap.forEach((propertyName, i) => {
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value = point[propertyName];
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// If the modifier, like for example compare exists,
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// modified the original value by that method, #15867.
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if (this.dataModify) {
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value = this.dataModify.modifyValue(value);
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}
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if (value !== null) {
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point[LinesNames[i]] = this.yAxis.toPixels(value, true);
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}
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});
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});
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}
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})(MultipleLinesComposition || (MultipleLinesComposition = {}));
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/* *
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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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return MultipleLinesComposition;
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});
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_registerModule(_modules, 'Stock/Indicators/Klinger/KlingerIndicator.js', [_modules['Stock/Indicators/MultipleLinesComposition.js'], _modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (MultipleLinesComposition, SeriesRegistry, U) {
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/* *
|
||
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*
|
||
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* License: www.highcharts.com/license
|
||
|
|
*
|
||
|
|
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
|
||
|
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*
|
||
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* */
|
||
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const { ema: EMAIndicator, sma: SMAIndicator } = SeriesRegistry.seriesTypes;
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const { correctFloat, error, extend, isArray, 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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* The Klinger oscillator series type.
|
||
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*
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* @private
|
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* @class
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* @name Highcharts.seriesTypes.klinger
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*
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* @augments Highcharts.Series
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*/
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class KlingerIndicator extends SMAIndicator {
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/* *
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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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calculateTrend(yVal, i) {
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const isUpward = yVal[i][1] + yVal[i][2] + yVal[i][3] >
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yVal[i - 1][1] + yVal[i - 1][2] + yVal[i - 1][3];
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return isUpward ? 1 : -1;
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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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isValidData(firstYVal) {
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const chart = this.chart, options = this.options, series = this.linkedParent, isSeriesOHLC = isArray(firstYVal) &&
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firstYVal.length === 4, volumeSeries = this.volumeSeries ||
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(this.volumeSeries =
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chart.get(options.params.volumeSeriesID));
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if (!volumeSeries) {
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error('Series ' +
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options.params.volumeSeriesID +
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' not found! Check `volumeSeriesID`.', true, series.chart);
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}
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const isLengthValid = [series, volumeSeries].every(function (series) {
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return series && series.xData && series.xData.length >=
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options.params.slowAvgPeriod;
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});
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return !!(isLengthValid && isSeriesOHLC);
|
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}
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getCM(previousCM, DM, trend, previousTrend, prevoiusDM) {
|
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return correctFloat(DM + (trend === previousTrend ? previousCM : prevoiusDM));
|
||
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}
|
||
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getDM(high, low) {
|
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return correctFloat(high - low);
|
||
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}
|
||
|
|
getVolumeForce(yVal) {
|
||
|
|
const volumeForce = [];
|
||
|
|
let CM = 0, // Cumulative measurement
|
||
|
|
DM, // Daily measurement
|
||
|
|
force, i = 1, // Start from second point
|
||
|
|
previousCM = 0, previousDM = yVal[0][1] - yVal[0][2], // Initial DM
|
||
|
|
previousTrend = 0, trend;
|
||
|
|
for (i; i < yVal.length; i++) {
|
||
|
|
trend = this.calculateTrend(yVal, i);
|
||
|
|
DM = this.getDM(yVal[i][1], yVal[i][2]);
|
||
|
|
// For the first iteration when the previousTrend doesn't exist,
|
||
|
|
// previousCM doesn't exist either, but it doesn't matter becouse
|
||
|
|
// it's filltered out in the getCM method in else statement,
|
||
|
|
// (in this iteration, previousCM can be raplaced with the DM).
|
||
|
|
CM = this.getCM(previousCM, DM, trend, previousTrend, previousDM);
|
||
|
|
force = this.volumeSeries.yData[i] *
|
||
|
|
trend * Math.abs(2 * ((DM / CM) - 1)) * 100;
|
||
|
|
volumeForce.push([force]);
|
||
|
|
// Before next iteration, assign the current as the previous.
|
||
|
|
previousTrend = trend;
|
||
|
|
previousCM = CM;
|
||
|
|
previousDM = DM;
|
||
|
|
}
|
||
|
|
return volumeForce;
|
||
|
|
}
|
||
|
|
getEMA(yVal, prevEMA, SMA, EMApercent, index, i, xVal) {
|
||
|
|
return EMAIndicator.prototype.calculateEma(xVal || [], yVal, typeof i === 'undefined' ? 1 : i, EMApercent, prevEMA, typeof index === 'undefined' ? -1 : index, SMA);
|
||
|
|
}
|
||
|
|
getSMA(period, index, values) {
|
||
|
|
return EMAIndicator.prototype
|
||
|
|
.accumulatePeriodPoints(period, index, values) / period;
|
||
|
|
}
|
||
|
|
getValues(series, params) {
|
||
|
|
const Klinger = [], xVal = series.xData, yVal = series.yData, xData = [], yData = [], calcSingal = [];
|
||
|
|
let KO, i = 0, fastEMA = 0, slowEMA, previousFastEMA = void 0, previousSlowEMA = void 0, signal = null;
|
||
|
|
// If the necessary conditions are not fulfilled, don't proceed.
|
||
|
|
if (!this.isValidData(yVal[0])) {
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
// Calculate the Volume Force array.
|
||
|
|
const volumeForce = this.getVolumeForce(yVal);
|
||
|
|
// Calculate SMA for the first points.
|
||
|
|
const SMAFast = this.getSMA(params.fastAvgPeriod, 0, volumeForce), SMASlow = this.getSMA(params.slowAvgPeriod, 0, volumeForce);
|
||
|
|
// Calculate EMApercent for the first points.
|
||
|
|
const fastEMApercent = 2 / (params.fastAvgPeriod + 1), slowEMApercent = 2 / (params.slowAvgPeriod + 1);
|
||
|
|
// Calculate KO
|
||
|
|
for (i; i < yVal.length; i++) {
|
||
|
|
// Get EMA for fast period.
|
||
|
|
if (i >= params.fastAvgPeriod) {
|
||
|
|
fastEMA = this.getEMA(volumeForce, previousFastEMA, SMAFast, fastEMApercent, 0, i, xVal)[1];
|
||
|
|
previousFastEMA = fastEMA;
|
||
|
|
}
|
||
|
|
// Get EMA for slow period.
|
||
|
|
if (i >= params.slowAvgPeriod) {
|
||
|
|
slowEMA = this.getEMA(volumeForce, previousSlowEMA, SMASlow, slowEMApercent, 0, i, xVal)[1];
|
||
|
|
previousSlowEMA = slowEMA;
|
||
|
|
KO = correctFloat(fastEMA - slowEMA);
|
||
|
|
calcSingal.push(KO);
|
||
|
|
// Calculate signal SMA
|
||
|
|
if (calcSingal.length >= params.signalPeriod) {
|
||
|
|
signal = calcSingal.slice(-params.signalPeriod)
|
||
|
|
.reduce((prev, curr) => prev + curr) / params.signalPeriod;
|
||
|
|
}
|
||
|
|
Klinger.push([xVal[i], KO, signal]);
|
||
|
|
xData.push(xVal[i]);
|
||
|
|
yData.push([KO, signal]);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return {
|
||
|
|
values: Klinger,
|
||
|
|
xData: xData,
|
||
|
|
yData: yData
|
||
|
|
};
|
||
|
|
}
|
||
|
|
}
|
||
|
|
/* *
|
||
|
|
*
|
||
|
|
* Static Properties
|
||
|
|
*
|
||
|
|
* */
|
||
|
|
/**
|
||
|
|
* Klinger oscillator. This series requires the `linkedTo` option to be set
|
||
|
|
* and should be loaded after the `stock/indicators/indicators.js` file.
|
||
|
|
*
|
||
|
|
* @sample stock/indicators/klinger
|
||
|
|
* Klinger oscillator
|
||
|
|
*
|
||
|
|
* @extends plotOptions.sma
|
||
|
|
* @since 9.1.0
|
||
|
|
* @product highstock
|
||
|
|
* @requires stock/indicators/indicators
|
||
|
|
* @requires stock/indicators/klinger
|
||
|
|
* @optionparent plotOptions.klinger
|
||
|
|
*/
|
||
|
|
KlingerIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
|
||
|
|
/**
|
||
|
|
* Parameters used in calculation of Klinger Oscillator.
|
||
|
|
*
|
||
|
|
* @excluding index, period
|
||
|
|
*/
|
||
|
|
params: {
|
||
|
|
/**
|
||
|
|
* The fast period for indicator calculations.
|
||
|
|
*/
|
||
|
|
fastAvgPeriod: 34,
|
||
|
|
/**
|
||
|
|
* The slow period for indicator calculations.
|
||
|
|
*/
|
||
|
|
slowAvgPeriod: 55,
|
||
|
|
/**
|
||
|
|
* The base period for signal calculations.
|
||
|
|
*/
|
||
|
|
signalPeriod: 13,
|
||
|
|
/**
|
||
|
|
* The id of another series to use its data as volume data for the
|
||
|
|
* indiator calculation.
|
||
|
|
*/
|
||
|
|
volumeSeriesID: 'volume'
|
||
|
|
},
|
||
|
|
signalLine: {
|
||
|
|
/**
|
||
|
|
* Styles for a signal line.
|
||
|
|
*/
|
||
|
|
styles: {
|
||
|
|
/**
|
||
|
|
* Pixel width of the line.
|
||
|
|
*/
|
||
|
|
lineWidth: 1,
|
||
|
|
/**
|
||
|
|
* Color of the line. If not set, it's inherited from
|
||
|
|
* [plotOptions.klinger.color
|
||
|
|
* ](#plotOptions.klinger.color).
|
||
|
|
*
|
||
|
|
* @type {Highcharts.ColorString}
|
||
|
|
*/
|
||
|
|
lineColor: '#ff0000'
|
||
|
|
}
|
||
|
|
},
|
||
|
|
dataGrouping: {
|
||
|
|
approximation: 'averages'
|
||
|
|
},
|
||
|
|
tooltip: {
|
||
|
|
pointFormat: '<span style="color: {point.color}">\u25CF</span>' +
|
||
|
|
'<b> {series.name}</b><br/>' +
|
||
|
|
'<span style="color: {point.color}">Klinger</span>: ' +
|
||
|
|
'{point.y}<br/>' +
|
||
|
|
'<span style="color: ' +
|
||
|
|
'{point.series.options.signalLine.styles.lineColor}">' +
|
||
|
|
'Signal</span>' +
|
||
|
|
': {point.signal}<br/>'
|
||
|
|
}
|
||
|
|
});
|
||
|
|
extend(KlingerIndicator.prototype, {
|
||
|
|
areaLinesNames: [],
|
||
|
|
linesApiNames: ['signalLine'],
|
||
|
|
nameBase: 'Klinger',
|
||
|
|
nameComponents: ['fastAvgPeriod', 'slowAvgPeriod'],
|
||
|
|
pointArrayMap: ['y', 'signal'],
|
||
|
|
parallelArrays: ['x', 'y', 'signal'],
|
||
|
|
pointValKey: 'y'
|
||
|
|
});
|
||
|
|
MultipleLinesComposition.compose(KlingerIndicator);
|
||
|
|
SeriesRegistry.registerSeriesType('klinger', KlingerIndicator);
|
||
|
|
/* *
|
||
|
|
*
|
||
|
|
* Default Export
|
||
|
|
*
|
||
|
|
* */
|
||
|
|
/* *
|
||
|
|
*
|
||
|
|
* API Options
|
||
|
|
*
|
||
|
|
* */
|
||
|
|
/**
|
||
|
|
* A Klinger oscillator. If the [type](#series.klinger.type)
|
||
|
|
* option is not specified, it is inherited from [chart.type](#chart.type).
|
||
|
|
*
|
||
|
|
* @extends series,plotOptions.klinger
|
||
|
|
* @since 9.1.0
|
||
|
|
* @product highstock
|
||
|
|
* @requires stock/indicators/indicators
|
||
|
|
* @requires stock/indicators/klinger
|
||
|
|
* @apioption series.klinger
|
||
|
|
*/
|
||
|
|
''; // To include the above in the js output
|
||
|
|
|
||
|
|
return KlingerIndicator;
|
||
|
|
});
|
||
|
|
_registerModule(_modules, 'masters/indicators/klinger.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
|
||
|
|
|
||
|
|
|
||
|
|
return Highcharts;
|
||
|
|
});
|
||
|
|
}));
|