240 lines
8.6 KiB
JavaScript
240 lines
8.6 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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* Money Flow Index indicator for Highcharts Stock
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*
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* (c) 2010-2024 Grzegorz Blachliński
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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/mfi', ['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/MFI/MFIIndicator.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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* Money Flow Index indicator for Highcharts Stock
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*
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* (c) 2010-2024 Grzegorz Blachliński
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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 { extend, merge, error, isArray } = U;
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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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// Utils:
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/**
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*
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*/
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function sumArray(array) {
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return array.reduce(function (prev, cur) {
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return prev + cur;
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});
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}
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/**
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*
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*/
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function toFixed(a, n) {
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return parseFloat(a.toFixed(n));
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}
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/**
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*
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*/
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function calculateTypicalPrice(point) {
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return (point[1] + point[2] + point[3]) / 3;
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}
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/**
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*
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*/
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function calculateRawMoneyFlow(typicalPrice, volume) {
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return typicalPrice * volume;
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}
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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 MFI series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.mfi
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*
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* @augments Highcharts.Series
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*/
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class MFIIndicator extends SMAIndicator {
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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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getValues(series, params) {
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const period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, decimals = params.decimals, volumeSeries = series.chart.get(params.volumeSeriesID), yValVolume = (volumeSeries && volumeSeries.yData), MFI = [], xData = [], yData = [], positiveMoneyFlow = [], negativeMoneyFlow = [];
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let newTypicalPrice, oldTypicalPrice, rawMoneyFlow, negativeMoneyFlowSum, positiveMoneyFlowSum, moneyFlowRatio, MFIPoint, i, isUp = false,
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// MFI starts calculations from the second point
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// Cause we need to calculate change between two points
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range = 1;
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if (!volumeSeries) {
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error('Series ' +
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params.volumeSeriesID +
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' not found! Check `volumeSeriesID`.', true, series.chart);
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return;
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}
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// MFI requires high low and close values
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if ((xVal.length <= period) || !isArray(yVal[0]) ||
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yVal[0].length !== 4 ||
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!yValVolume) {
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return;
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}
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// Calculate first typical price
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newTypicalPrice = calculateTypicalPrice(yVal[range]);
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// Accumulate first N-points
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while (range < period + 1) {
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// Calculate if up or down
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oldTypicalPrice = newTypicalPrice;
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newTypicalPrice = calculateTypicalPrice(yVal[range]);
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isUp = newTypicalPrice >= oldTypicalPrice;
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// Calculate raw money flow
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rawMoneyFlow = calculateRawMoneyFlow(newTypicalPrice, yValVolume[range]);
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// Add to array
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positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0);
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negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow);
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range++;
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}
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for (i = range - 1; i < yValLen; i++) {
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if (i > range - 1) {
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// Remove first point from array
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positiveMoneyFlow.shift();
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negativeMoneyFlow.shift();
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// Calculate if up or down
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oldTypicalPrice = newTypicalPrice;
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newTypicalPrice = calculateTypicalPrice(yVal[i]);
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isUp = newTypicalPrice > oldTypicalPrice;
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// Calculate raw money flow
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rawMoneyFlow = calculateRawMoneyFlow(newTypicalPrice, yValVolume[i]);
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// Add to array
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positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0);
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negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow);
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}
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// Calculate sum of negative and positive money flow:
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negativeMoneyFlowSum = sumArray(negativeMoneyFlow);
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positiveMoneyFlowSum = sumArray(positiveMoneyFlow);
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moneyFlowRatio = positiveMoneyFlowSum / negativeMoneyFlowSum;
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MFIPoint = toFixed(100 - (100 / (1 + moneyFlowRatio)), decimals);
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MFI.push([xVal[i], MFIPoint]);
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xData.push(xVal[i]);
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yData.push(MFIPoint);
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}
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return {
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values: MFI,
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xData: xData,
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yData: yData
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};
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}
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}
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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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/**
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* Money Flow Index. This series requires `linkedTo` option to be set and
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* should be loaded after the `stock/indicators/indicators.js` file.
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*
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* @sample stock/indicators/mfi
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* Money Flow Index Indicator
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*
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* @extends plotOptions.sma
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* @since 6.0.0
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/mfi
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* @optionparent plotOptions.mfi
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*/
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MFIIndicator.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 volume series which is mandatory.
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* For example using OHLC data, volumeSeriesID='volume' means
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* the indicator will be calculated using OHLC and volume values.
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*/
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volumeSeriesID: 'volume',
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/**
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* Number of maximum decimals that are used in MFI calculations.
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*/
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decimals: 4
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}
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});
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extend(MFIIndicator.prototype, {
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nameBase: 'Money Flow Index'
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});
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SeriesRegistry.registerSeriesType('mfi', MFIIndicator);
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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 `MFI` series. If the [type](#series.mfi.type) option is not specified, it
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* is inherited from [chart.type](#chart.type).
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*
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* @extends series,plotOptions.mfi
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* @since 6.0.0
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* @excluding dataParser, dataURL
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/mfi
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* @apioption series.mfi
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*/
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''; // To include the above in the js output
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return MFIIndicator;
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});
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_registerModule(_modules, 'masters/indicators/mfi.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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