583 lines
22 KiB
JavaScript
583 lines
22 KiB
JavaScript
/**
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* @license Highstock 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 Kamil Kulig
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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/regressions', ['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/LinearRegression/LinearRegressionIndicator.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 Kamil Kulig
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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 { isArray, extend, 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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* Linear regression series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.linearregression
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*
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* @augments Highcharts.Series
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*/
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class LinearRegressionIndicator 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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/**
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* Return the slope and intercept of a straight line function.
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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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* List of all x coordinates in a period.
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*
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* @param {Array<number>} yData
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* List of all y coordinates in a period.
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*
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* @return {Highcharts.RegressionLineParametersObject}
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* Object that contains the slope and the intercept of a straight line
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* function.
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*/
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getRegressionLineParameters(xData, yData) {
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// Least squares method
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const yIndex = this.options.params.index, getSingleYValue = function (yValue, yIndex) {
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return isArray(yValue) ? yValue[yIndex] : yValue;
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}, xSum = xData.reduce(function (accX, val) {
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return val + accX;
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}, 0), ySum = yData.reduce(function (accY, val) {
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return getSingleYValue(val, yIndex) + accY;
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}, 0), xMean = xSum / xData.length, yMean = ySum / yData.length;
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let xError, yError, i, formulaNumerator = 0, formulaDenominator = 0;
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for (i = 0; i < xData.length; i++) {
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xError = xData[i] - xMean;
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yError = getSingleYValue(yData[i], yIndex) - yMean;
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formulaNumerator += xError * yError;
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formulaDenominator += Math.pow(xError, 2);
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}
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const slope = formulaDenominator ?
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formulaNumerator / formulaDenominator : 0; // Don't divide by 0
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return {
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slope: slope,
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intercept: yMean - slope * xMean
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};
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}
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/**
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* Return the y value on a straight line.
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*
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* @private
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*
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* @param {Highcharts.RegressionLineParametersObject} lineParameters
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* Object that contains the slope and the intercept of a straight line
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* function.
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*
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* @param {number} endPointX
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* X coordinate of the point.
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*
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* @return {number}
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* Y value of the point that lies on the line.
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*/
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getEndPointY(lineParameters, endPointX) {
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return lineParameters.slope * endPointX + lineParameters.intercept;
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}
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/**
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* Transform the coordinate system so that x values start at 0 and
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* apply xAxisUnit.
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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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* List of all x coordinates in a period
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*
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* @param {number} xAxisUnit
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* Option (see the API)
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*
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* @return {Array<number>}
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* Array of transformed x data
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*/
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transformXData(xData, xAxisUnit) {
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const xOffset = xData[0];
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return xData.map(function (xValue) {
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return (xValue - xOffset) / xAxisUnit;
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});
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}
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/**
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* Find the closest distance between points in the base series.
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* @private
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* @param {Array<number>} xData list of all x coordinates in the base series
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* @return {number} - closest distance between points in the base series
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*/
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findClosestDistance(xData) {
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let distance, closestDistance, i;
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for (i = 1; i < xData.length - 1; i++) {
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distance = xData[i] - xData[i - 1];
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if (distance > 0 &&
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(typeof closestDistance === 'undefined' ||
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distance < closestDistance)) {
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closestDistance = distance;
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}
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}
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return closestDistance;
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}
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// Required to be implemented - starting point for indicator's logic
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getValues(baseSeries, regressionSeriesParams) {
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const xData = baseSeries.xData, yData = baseSeries.yData, period = regressionSeriesParams.period,
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// Format required to be returned
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indicatorData = {
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xData: [],
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yData: [],
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values: []
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}, xAxisUnit = this.options.params.xAxisUnit ||
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this.findClosestDistance(xData);
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let lineParameters, i, periodStart, periodEnd, endPointX, endPointY, periodXData, periodYData, periodTransformedXData;
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// Iteration logic: x value of the last point within the period
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// (end point) is used to represent the y value (regression)
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// of the entire period.
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for (i = period - 1; i <= xData.length - 1; i++) {
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periodStart = i - period + 1; // Adjusted for slice() function
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periodEnd = i + 1; // (as above)
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endPointX = xData[i];
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periodXData = xData.slice(periodStart, periodEnd);
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periodYData = yData.slice(periodStart, periodEnd);
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periodTransformedXData = this.transformXData(periodXData, xAxisUnit);
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lineParameters = this.getRegressionLineParameters(periodTransformedXData, periodYData);
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endPointY = this.getEndPointY(lineParameters, periodTransformedXData[periodTransformedXData.length - 1]);
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// @todo this is probably not used anywhere
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indicatorData.values.push({
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regressionLineParameters: lineParameters,
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x: endPointX,
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y: endPointY
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});
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indicatorData.xData.push(endPointX);
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indicatorData.yData.push(endPointY);
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}
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return indicatorData;
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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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* Linear regression indicator. This series requires `linkedTo` option to be
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* set.
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*
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* @sample {highstock} stock/indicators/linear-regression
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* Linear regression indicator
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*
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* @extends plotOptions.sma
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* @since 7.0.0
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/regressions
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* @optionparent plotOptions.linearregression
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*/
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LinearRegressionIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
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params: {
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/**
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* Unit (in milliseconds) for the x axis distances used to
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* compute the regression line parameters (slope & intercept)
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* for every range. In Highcharts Stock the x axis values are
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* always represented in milliseconds which may cause that
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* distances between points are "big" integer numbers.
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*
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* Highcharts Stock's linear regression algorithm (least squares
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* method) will utilize these "big" integers for finding the
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* slope and the intercept of the regression line for each
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* period. In consequence, this value may be a very "small"
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* decimal number that's hard to interpret by a human.
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*
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* For instance: `xAxisUnit` equaled to `86400000` ms (1 day)
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* forces the algorithm to treat `86400000` as `1` while
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* computing the slope and the intercept. This may enhance the
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* legibility of the indicator's values.
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*
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* Default value is the closest distance between two data
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* points.
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*
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* In `v9.0.2`, the default value has been changed
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* from `undefined` to `null`.
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*
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* @sample {highstock} stock/plotoptions/linear-regression-xaxisunit
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* xAxisUnit set to 1 minute
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*
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* @example
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* // In Liniear Regression Slope Indicator series `xAxisUnit`is
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* // `86400000` (1 day) and period is `3`. There're 3 points in
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* // the base series:
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*
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* data: [
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* [Date.UTC(2020, 0, 1), 1],
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* [Date.UTC(2020, 0, 2), 3],
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* [Date.UTC(2020, 0, 3), 5]
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* ]
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*
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* // This will produce one point in the indicator series that
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* // has a `y` value of `2` (slope of the regression line). If
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* // we change the `xAxisUnit` to `1` (ms) the value of the
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* // indicator's point will be `2.3148148148148148e-8` which is
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* // harder to interpert for a human.
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*
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* @type {null|number}
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* @product highstock
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*/
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xAxisUnit: null
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},
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tooltip: {
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valueDecimals: 4
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}
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});
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extend(LinearRegressionIndicator.prototype, {
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nameBase: 'Linear Regression Indicator'
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});
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SeriesRegistry.registerSeriesType('linearRegression', LinearRegressionIndicator);
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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 linear regression series. If the
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* [type](#series.linearregression.type) option is not specified, it is
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* inherited from [chart.type](#chart.type).
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*
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* @extends series,plotOptions.linearregression
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* @since 7.0.0
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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/regressions
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* @apioption series.linearregression
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*/
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''; // To include the above in the js output
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return LinearRegressionIndicator;
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});
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_registerModule(_modules, 'Stock/Indicators/LinearRegressionSlopes/LinearRegressionSlopesIndicator.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 Kamil Kulig
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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 { linearRegression: LinearRegressionIndicator } = SeriesRegistry.seriesTypes;
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const { extend, 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 Linear Regression Slope series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.linearRegressionSlope
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*
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* @augments Highcharts.Series
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*/
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class LinearRegressionSlopesIndicator extends LinearRegressionIndicator {
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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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getEndPointY(lineParameters) {
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return lineParameters.slope;
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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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* Linear regression slope indicator. This series requires `linkedTo`
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* option to be set.
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*
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* @sample {highstock} stock/indicators/linear-regression-slope
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* Linear regression slope indicator
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*
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* @extends plotOptions.linearregression
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* @since 7.0.0
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/regressions
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* @optionparent plotOptions.linearregressionslope
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*/
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LinearRegressionSlopesIndicator.defaultOptions = merge(LinearRegressionIndicator.defaultOptions);
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extend(LinearRegressionSlopesIndicator.prototype, {
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nameBase: 'Linear Regression Slope Indicator'
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});
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SeriesRegistry.registerSeriesType('linearRegressionSlope', LinearRegressionSlopesIndicator);
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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 linear regression intercept series. If the
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* [type](#series.linearregressionslope.type) option is not specified, it is
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* inherited from [chart.type](#chart.type).
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*
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* @extends series,plotOptions.linearregressionslope
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* @since 7.0.0
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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/regressions
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* @apioption series.linearregressionslope
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*/
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''; // To include the above in the js output
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return LinearRegressionSlopesIndicator;
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});
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_registerModule(_modules, 'Stock/Indicators/LinearRegressionIntercept/LinearRegressionInterceptIndicator.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 Kamil Kulig
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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 { linearRegression: LinearRegressionIndicator } = SeriesRegistry.seriesTypes;
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const { extend, 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 Linear Regression Intercept series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.linearRegressionIntercept
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*
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* @augments Highcharts.Series
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*/
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class LinearRegressionInterceptIndicator extends LinearRegressionIndicator {
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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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getEndPointY(lineParameters) {
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return lineParameters.intercept;
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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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* Linear regression intercept indicator. This series requires `linkedTo`
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* option to be set.
|
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*
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* @sample {highstock} stock/indicators/linear-regression-intercept
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* Linear intercept slope indicator
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*
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* @extends plotOptions.linearregression
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* @since 7.0.0
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/regressions
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* @optionparent plotOptions.linearregressionintercept
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*/
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LinearRegressionInterceptIndicator.defaultOptions = merge(LinearRegressionIndicator.defaultOptions);
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extend(LinearRegressionInterceptIndicator.prototype, {
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nameBase: 'Linear Regression Intercept Indicator'
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});
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SeriesRegistry.registerSeriesType('linearRegressionIntercept', LinearRegressionInterceptIndicator);
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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 linear regression intercept series. If the
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* [type](#series.linearregressionintercept.type) option is not specified, it is
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* inherited from [chart.type](#chart.type).
|
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*
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* @extends series,plotOptions.linearregressionintercept
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* @since 7.0.0
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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/regressions
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* @apioption series.linearregressionintercept
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*/
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''; // To include the above in the js output
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return LinearRegressionInterceptIndicator;
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});
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_registerModule(_modules, 'Stock/Indicators/LinearRegressionAngle/LinearRegressionAngleIndicator.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 Kamil Kulig
|
|
*
|
|
* License: www.highcharts.com/license
|
|
*
|
|
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
|
|
*
|
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* */
|
|
const { linearRegression: LinearRegressionIndicator } = SeriesRegistry.seriesTypes;
|
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const { extend, 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 Linear Regression Angle series type.
|
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*
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* @private
|
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* @class
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* @name Highcharts.seriesTypes.linearRegressionAngle
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*
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* @augments Highcharts.Series
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*/
|
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class LinearRegressionAngleIndicator extends LinearRegressionIndicator {
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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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* Convert a slope of a line to angle (in degrees) between
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* the line and x axis
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* @private
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* @param {number} slope of the straight line function
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* @return {number} angle in degrees
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*/
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slopeToAngle(slope) {
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return Math.atan(slope) * (180 / Math.PI); // Rad to deg
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}
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getEndPointY(lineParameters) {
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return this.slopeToAngle(lineParameters.slope);
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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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* Linear regression angle indicator. This series requires `linkedTo`
|
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* option to be set.
|
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*
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* @sample {highstock} stock/indicators/linear-regression-angle
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* Linear intercept angle indicator
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*
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* @extends plotOptions.linearregression
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* @since 7.0.0
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/regressions
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* @optionparent plotOptions.linearregressionangle
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*/
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LinearRegressionAngleIndicator.defaultOptions = merge(LinearRegressionIndicator.defaultOptions, {
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tooltip: {
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pointFormat: '<span style="color:{point.color}">\u25CF</span>' +
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'{series.name}: <b>{point.y}°</b><br/>'
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}
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});
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extend(LinearRegressionAngleIndicator.prototype, {
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nameBase: 'Linear Regression Angle Indicator'
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});
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SeriesRegistry.registerSeriesType('linearRegressionAngle', LinearRegressionAngleIndicator);
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/* *
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*
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* Default Export
|
|
*
|
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* */
|
|
/**
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|
* A linear regression intercept series. If the
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* [type](#series.linearregressionangle.type) option is not specified, it is
|
|
* inherited from [chart.type](#chart.type).
|
|
*
|
|
* @extends series,plotOptions.linearregressionangle
|
|
* @since 7.0.0
|
|
* @product highstock
|
|
* @excluding dataParser,dataURL
|
|
* @requires stock/indicators/indicators
|
|
* @requires stock/indicators/regressions
|
|
* @apioption series.linearregressionangle
|
|
*/
|
|
''; // To include the above in the js output
|
|
|
|
return LinearRegressionAngleIndicator;
|
|
});
|
|
_registerModule(_modules, 'masters/indicators/regressions.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
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|
|
|
// eslint-disable-next-line max-len
|
|
// eslint-disable-next-line max-len
|
|
|
|
return Highcharts;
|
|
});
|
|
})); |