/** * @license Highstock JS v11.4.1 (2024-04-04) * * Indicator series type for Highcharts Stock * * (c) 2010-2024 Paweł Dalek * * License: www.highcharts.com/license */ (function (factory) { if (typeof module === 'object' && module.exports) { factory['default'] = factory; module.exports = factory; } else if (typeof define === 'function' && define.amd) { define('highcharts/indicators/vwap', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) { factory(Highcharts); factory.Highcharts = Highcharts; return factory; }); } else { factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined); } }(function (Highcharts) { 'use strict'; var _modules = Highcharts ? Highcharts._modules : {}; function _registerModule(obj, path, args, fn) { if (!obj.hasOwnProperty(path)) { obj[path] = fn.apply(null, args); if (typeof CustomEvent === 'function') { window.dispatchEvent(new CustomEvent( 'HighchartsModuleLoaded', { detail: { path: path, module: obj[path] } } )); } } } _registerModule(_modules, 'Stock/Indicators/VWAP/VWAPIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) { /* * * * (c) 2010-2024 Paweł Dalek * * Volume Weighted Average Price (VWAP) indicator for Highcharts Stock * * License: www.highcharts.com/license * * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!! * * */ const { sma: SMAIndicator } = SeriesRegistry.seriesTypes; const { error, isArray, merge } = U; /* * * * Class * * */ /** * The Volume Weighted Average Price (VWAP) series type. * * @private * @class * @name Highcharts.seriesTypes.vwap * * @augments Highcharts.Series */ class VWAPIndicator extends SMAIndicator { /* * * * Functions * * */ getValues(series, params) { const indicator = this, chart = series.chart, xValues = series.xData, yValues = series.yData, period = params.period; let isOHLC = true, volumeSeries; // Checks if volume series exists if (!(volumeSeries = (chart.get(params.volumeSeriesID)))) { error('Series ' + params.volumeSeriesID + ' not found! Check `volumeSeriesID`.', true, chart); return; } // Checks if series data fits the OHLC format if (!(isArray(yValues[0]))) { isOHLC = false; } return indicator.calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period); } /** * Main algorithm used to calculate Volume Weighted Average Price (VWAP) * values * * @private * * @param {boolean} isOHLC * Says if data has OHLC format * * @param {Array} xValues * Array of timestamps * * @param {Array>} yValues * Array of yValues, can be an array of a four arrays (OHLC) or array of * values (line) * * @param {Array<*>} volumeSeries * Volume series * * @param {number} period * Number of points to be calculated * * @return {Object} * Object contains computed VWAP **/ calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period) { const volumeValues = volumeSeries.yData, volumeLength = volumeSeries.xData.length, pointsLength = xValues.length, cumulativePrice = [], cumulativeVolume = [], xData = [], yData = [], VWAP = []; let commonLength, typicalPrice, cPrice, cVolume, i, j; if (pointsLength <= volumeLength) { commonLength = pointsLength; } else { commonLength = volumeLength; } for (i = 0, j = 0; i < commonLength; i++) { // Depending on whether series is OHLC or line type, price is // average of the high, low and close or a simple value typicalPrice = isOHLC ? ((yValues[i][1] + yValues[i][2] + yValues[i][3]) / 3) : yValues[i]; typicalPrice *= volumeValues[i]; cPrice = j ? (cumulativePrice[i - 1] + typicalPrice) : typicalPrice; cVolume = j ? (cumulativeVolume[i - 1] + volumeValues[i]) : volumeValues[i]; cumulativePrice.push(cPrice); cumulativeVolume.push(cVolume); VWAP.push([xValues[i], (cPrice / cVolume)]); xData.push(VWAP[i][0]); yData.push(VWAP[i][1]); j++; if (j === period) { j = 0; } } return { values: VWAP, xData: xData, yData: yData }; } } /* * * * Static Properties * * */ /** * Volume Weighted Average Price indicator. * * This series requires `linkedTo` option to be set. * * @sample stock/indicators/vwap * Volume Weighted Average Price indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/vwap * @optionparent plotOptions.vwap */ VWAPIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, { /** * @excluding index */ params: { index: void 0, period: 30, /** * The id of volume series which is mandatory. For example using * OHLC data, volumeSeriesID='volume' means the indicator will be * calculated using OHLC and volume values. */ volumeSeriesID: 'volume' } }); SeriesRegistry.registerSeriesType('vwap', VWAPIndicator); /* * * * Default Export * * */ /* * * * API Options * * */ /** * A `Volume Weighted Average Price (VWAP)` series. If the * [type](#series.vwap.type) option is not specified, it is inherited from * [chart.type](#chart.type). * * @extends series,plotOptions.vwap * @since 6.0.0 * @product highstock * @excluding dataParser, dataURL * @requires stock/indicators/indicators * @requires stock/indicators/vwap * @apioption series.vwap */ ''; // To include the above in the js output return VWAPIndicator; }); _registerModule(_modules, 'masters/indicators/vwap.src.js', [_modules['Core/Globals.js']], function (Highcharts) { return Highcharts; }); }));