332 lines
12 KiB
JavaScript
332 lines
12 KiB
JavaScript
/**
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* @license Highstock JS v11.4.1 (2024-04-04)
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*
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* Parabolic SAR 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/psar', ['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/PSAR/PSARIndicator.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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* Parabolic SAR 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 { merge } = 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 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 calculateDirection(previousDirection, low, high, PSAR) {
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if ((previousDirection === 1 && low > PSAR) ||
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(previousDirection === -1 && high > PSAR)) {
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return 1;
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}
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return -1;
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}
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/* *
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* Method for calculating acceleration factor
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* dir - direction
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* pDir - previous Direction
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* eP - extreme point
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* pEP - previous extreme point
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* inc - increment for acceleration factor
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* maxAcc - maximum acceleration factor
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* initAcc - initial acceleration factor
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*/
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/**
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*
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*/
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function getAccelerationFactor(dir, pDir, eP, pEP, pAcc, inc, maxAcc, initAcc) {
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if (dir === pDir) {
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if (dir === 1 && (eP > pEP)) {
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return (pAcc === maxAcc) ? maxAcc : toFixed(pAcc + inc, 2);
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}
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if (dir === -1 && (eP < pEP)) {
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return (pAcc === maxAcc) ? maxAcc : toFixed(pAcc + inc, 2);
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}
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return pAcc;
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}
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return initAcc;
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}
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/**
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*
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*/
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function getExtremePoint(high, low, previousDirection, previousExtremePoint) {
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if (previousDirection === 1) {
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return (high > previousExtremePoint) ? high : previousExtremePoint;
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}
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return (low < previousExtremePoint) ? low : previousExtremePoint;
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}
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/**
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*
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*/
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function getEPMinusPSAR(EP, PSAR) {
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return EP - PSAR;
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}
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/**
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*
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*/
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function getAccelerationFactorMultiply(accelerationFactor, EPMinusSAR) {
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return accelerationFactor * EPMinusSAR;
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}
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/* *
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* Method for calculating PSAR
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* pdir - previous direction
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* sDir - second previous Direction
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* PSAR - previous PSAR
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* pACCMultiply - previous acceleration factor multiply
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* sLow - second previous low
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* pLow - previous low
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* sHigh - second previous high
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* pHigh - previous high
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* pEP - previous extreme point
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*/
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/**
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*
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*/
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function getPSAR(pdir, sDir, PSAR, pACCMulti, sLow, pLow, pHigh, sHigh, pEP) {
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if (pdir === sDir) {
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if (pdir === 1) {
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return (PSAR + pACCMulti < Math.min(sLow, pLow)) ?
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PSAR + pACCMulti :
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Math.min(sLow, pLow);
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}
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return (PSAR + pACCMulti > Math.max(sHigh, pHigh)) ?
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PSAR + pACCMulti :
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Math.max(sHigh, pHigh);
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}
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return pEP;
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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 Parabolic SAR series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.psar
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*
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* @augments Highcharts.Series
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*/
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class PSARIndicator 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.nameComponents = void 0;
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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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getValues(series, params) {
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const xVal = series.xData, yVal = series.yData, maxAccelerationFactor = params.maxAccelerationFactor, increment = params.increment,
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// Set initial acc factor (for every new trend!)
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initialAccelerationFactor = params.initialAccelerationFactor, decimals = params.decimals, index = params.index, PSARArr = [], xData = [], yData = [];
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let accelerationFactor = params.initialAccelerationFactor, direction,
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// Extreme point is the lowest low for falling and highest high
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// for rising psar - and we are starting with falling
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extremePoint = yVal[0][1], EPMinusPSAR, accelerationFactorMultiply, newDirection, previousDirection = 1, prevLow, prevPrevLow, prevHigh, prevPrevHigh, PSAR = yVal[0][2], newExtremePoint, high, low, ind;
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if (index >= yVal.length) {
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return;
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}
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for (ind = 0; ind < index; ind++) {
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extremePoint = Math.max(yVal[ind][1], extremePoint);
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PSAR = Math.min(yVal[ind][2], toFixed(PSAR, decimals));
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}
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direction = (yVal[ind][1] > PSAR) ? 1 : -1;
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EPMinusPSAR = getEPMinusPSAR(extremePoint, PSAR);
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accelerationFactor = params.initialAccelerationFactor;
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accelerationFactorMultiply = getAccelerationFactorMultiply(accelerationFactor, EPMinusPSAR);
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PSARArr.push([xVal[index], PSAR]);
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xData.push(xVal[index]);
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yData.push(toFixed(PSAR, decimals));
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for (ind = index + 1; ind < yVal.length; ind++) {
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prevLow = yVal[ind - 1][2];
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prevPrevLow = yVal[ind - 2][2];
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prevHigh = yVal[ind - 1][1];
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prevPrevHigh = yVal[ind - 2][1];
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high = yVal[ind][1];
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low = yVal[ind][2];
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// Null points break PSAR
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if (prevPrevLow !== null &&
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prevPrevHigh !== null &&
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prevLow !== null &&
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prevHigh !== null &&
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high !== null &&
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low !== null) {
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PSAR = getPSAR(direction, previousDirection, PSAR, accelerationFactorMultiply, prevPrevLow, prevLow, prevHigh, prevPrevHigh, extremePoint);
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newExtremePoint = getExtremePoint(high, low, direction, extremePoint);
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newDirection = calculateDirection(previousDirection, low, high, PSAR);
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accelerationFactor = getAccelerationFactor(newDirection, direction, newExtremePoint, extremePoint, accelerationFactor, increment, maxAccelerationFactor, initialAccelerationFactor);
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EPMinusPSAR = getEPMinusPSAR(newExtremePoint, PSAR);
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accelerationFactorMultiply = getAccelerationFactorMultiply(accelerationFactor, EPMinusPSAR);
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PSARArr.push([xVal[ind], toFixed(PSAR, decimals)]);
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xData.push(xVal[ind]);
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yData.push(toFixed(PSAR, decimals));
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previousDirection = direction;
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direction = newDirection;
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extremePoint = newExtremePoint;
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}
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}
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return {
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values: PSARArr,
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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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* Parabolic SAR. This series requires `linkedTo`
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* option to be set and should be loaded
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* after `stock/indicators/indicators.js` file.
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*
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* @sample stock/indicators/psar
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* Parabolic SAR 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/psar
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* @optionparent plotOptions.psar
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*/
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PSARIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
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lineWidth: 0,
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marker: {
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enabled: true
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},
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states: {
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hover: {
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lineWidthPlus: 0
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}
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},
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/**
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* @excluding period
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*/
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params: {
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period: void 0,
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/**
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* The initial value for acceleration factor.
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* Acceleration factor is starting with this value
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* and increases by specified increment each time
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* the extreme point makes a new high.
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* AF can reach a maximum of maxAccelerationFactor,
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* no matter how long the uptrend extends.
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*/
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initialAccelerationFactor: 0.02,
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/**
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* The Maximum value for acceleration factor.
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* AF can reach a maximum of maxAccelerationFactor,
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* no matter how long the uptrend extends.
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*/
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maxAccelerationFactor: 0.2,
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/**
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* Acceleration factor increases by increment each time
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* the extreme point makes a new high.
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*
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* @since 6.0.0
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*/
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increment: 0.02,
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/**
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* Index from which PSAR is starting calculation
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*
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* @since 6.0.0
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*/
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index: 2,
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/**
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* Number of maximum decimals that are used in PSAR calculations.
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*
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* @since 6.0.0
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*/
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decimals: 4
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}
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});
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SeriesRegistry.registerSeriesType('psar', PSARIndicator);
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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 `PSAR` series. If the [type](#series.psar.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.psar
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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/psar
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* @apioption series.psar
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*/
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''; // To include the above in the js output
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return PSARIndicator;
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});
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_registerModule(_modules, 'masters/indicators/psar.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
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return Highcharts;
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});
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})); |