588 lines
23 KiB
JavaScript
588 lines
23 KiB
JavaScript
/**
|
|
* @license Highstock JS v11.4.1 (2024-04-04)
|
|
*
|
|
* Indicator series type for Highcharts Stock
|
|
*
|
|
* (c) 2010-2024 Paweł Fus
|
|
*
|
|
* 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/stochastic', ['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/ArrayUtilities.js', [], function () {
|
|
/**
|
|
*
|
|
* (c) 2010-2024 Pawel Fus & Daniel Studencki
|
|
*
|
|
* License: www.highcharts.com/license
|
|
*
|
|
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
|
|
*
|
|
* */
|
|
/* *
|
|
*
|
|
* Functions
|
|
*
|
|
* */
|
|
/**
|
|
* Get extremes of array filled by OHLC data.
|
|
*
|
|
* @private
|
|
*
|
|
* @param {Array<Array<number>>} arr
|
|
* Array of OHLC points (arrays).
|
|
*
|
|
* @param {number} minIndex
|
|
* Index of "low" value in point array.
|
|
*
|
|
* @param {number} maxIndex
|
|
* Index of "high" value in point array.
|
|
*
|
|
* @return {Array<number,number>}
|
|
* Returns array with min and max value.
|
|
*/
|
|
function getArrayExtremes(arr, minIndex, maxIndex) {
|
|
return arr.reduce((prev, target) => [
|
|
Math.min(prev[0], target[minIndex]),
|
|
Math.max(prev[1], target[maxIndex])
|
|
], [Number.MAX_VALUE, -Number.MAX_VALUE]);
|
|
}
|
|
/* *
|
|
*
|
|
* Default Export
|
|
*
|
|
* */
|
|
const ArrayUtilities = {
|
|
getArrayExtremes
|
|
};
|
|
|
|
return ArrayUtilities;
|
|
});
|
|
_registerModule(_modules, 'Stock/Indicators/MultipleLinesComposition.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) {
|
|
/**
|
|
*
|
|
* (c) 2010-2024 Wojciech Chmiel
|
|
*
|
|
* License: www.highcharts.com/license
|
|
*
|
|
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
|
|
*
|
|
* */
|
|
const { sma: { prototype: smaProto } } = SeriesRegistry.seriesTypes;
|
|
const { defined, error, merge } = U;
|
|
/* *
|
|
*
|
|
* Composition
|
|
*
|
|
* */
|
|
var MultipleLinesComposition;
|
|
(function (MultipleLinesComposition) {
|
|
/* *
|
|
*
|
|
* Declarations
|
|
*
|
|
* */
|
|
/* *
|
|
*
|
|
* Constants
|
|
*
|
|
* */
|
|
/**
|
|
* Additional lines DOCS names. Elements of linesApiNames array should
|
|
* be consistent with DOCS line names defined in your implementation.
|
|
* Notice that linesApiNames should have decreased amount of elements
|
|
* relative to pointArrayMap (without pointValKey).
|
|
*
|
|
* @private
|
|
* @type {Array<string>}
|
|
*/
|
|
const linesApiNames = ['bottomLine'];
|
|
/**
|
|
* Lines ids. Required to plot appropriate amount of lines.
|
|
* Notice that pointArrayMap should have more elements than
|
|
* linesApiNames, because it contains main line and additional lines ids.
|
|
* Also it should be consistent with amount of lines calculated in
|
|
* getValues method from your implementation.
|
|
*
|
|
* @private
|
|
* @type {Array<string>}
|
|
*/
|
|
const pointArrayMap = ['top', 'bottom'];
|
|
/**
|
|
* Names of the lines, between which the area should be plotted.
|
|
* If the drawing of the area should
|
|
* be disabled for some indicators, leave this option as an empty array.
|
|
* Names should be the same as the names in the pointArrayMap.
|
|
*
|
|
* @private
|
|
* @type {Array<string>}
|
|
*/
|
|
const areaLinesNames = ['top'];
|
|
/**
|
|
* Main line id.
|
|
*
|
|
* @private
|
|
* @type {string}
|
|
*/
|
|
const pointValKey = 'top';
|
|
/* *
|
|
*
|
|
* Functions
|
|
*
|
|
* */
|
|
/**
|
|
* Composition useful for all indicators that have more than one line.
|
|
* Compose it with your implementation where you will provide the
|
|
* `getValues` method appropriate to your indicator and `pointArrayMap`,
|
|
* `pointValKey`, `linesApiNames` properties. Notice that `pointArrayMap`
|
|
* should be consistent with the amount of lines calculated in the
|
|
* `getValues` method.
|
|
*
|
|
* @private
|
|
*/
|
|
function compose(IndicatorClass) {
|
|
const proto = IndicatorClass.prototype;
|
|
proto.linesApiNames = (proto.linesApiNames ||
|
|
linesApiNames.slice());
|
|
proto.pointArrayMap = (proto.pointArrayMap ||
|
|
pointArrayMap.slice());
|
|
proto.pointValKey = (proto.pointValKey ||
|
|
pointValKey);
|
|
proto.areaLinesNames = (proto.areaLinesNames ||
|
|
areaLinesNames.slice());
|
|
proto.drawGraph = indicatorDrawGraph;
|
|
proto.getGraphPath = indicatorGetGraphPath;
|
|
proto.toYData = indicatorToYData;
|
|
proto.translate = indicatorTranslate;
|
|
return IndicatorClass;
|
|
}
|
|
MultipleLinesComposition.compose = compose;
|
|
/**
|
|
* Generate the API name of the line
|
|
*
|
|
* @private
|
|
* @param propertyName name of the line
|
|
*/
|
|
function getLineName(propertyName) {
|
|
return ('plot' +
|
|
propertyName.charAt(0).toUpperCase() +
|
|
propertyName.slice(1));
|
|
}
|
|
/**
|
|
* Create translatedLines Collection based on pointArrayMap.
|
|
*
|
|
* @private
|
|
* @param {string} [excludedValue]
|
|
* Main line id
|
|
* @return {Array<string>}
|
|
* Returns translated lines names without excluded value.
|
|
*/
|
|
function getTranslatedLinesNames(indicator, excludedValue) {
|
|
const translatedLines = [];
|
|
(indicator.pointArrayMap || []).forEach((propertyName) => {
|
|
if (propertyName !== excludedValue) {
|
|
translatedLines.push(getLineName(propertyName));
|
|
}
|
|
});
|
|
return translatedLines;
|
|
}
|
|
/**
|
|
* Draw main and additional lines.
|
|
*
|
|
* @private
|
|
*/
|
|
function indicatorDrawGraph() {
|
|
const indicator = this, pointValKey = indicator.pointValKey, linesApiNames = indicator.linesApiNames, areaLinesNames = indicator.areaLinesNames, mainLinePoints = indicator.points, mainLineOptions = indicator.options, mainLinePath = indicator.graph, gappedExtend = {
|
|
options: {
|
|
gapSize: mainLineOptions.gapSize
|
|
}
|
|
},
|
|
// Additional lines point place holders:
|
|
secondaryLines = [], secondaryLinesNames = getTranslatedLinesNames(indicator, pointValKey);
|
|
let pointsLength = mainLinePoints.length, point;
|
|
// Generate points for additional lines:
|
|
secondaryLinesNames.forEach((plotLine, index) => {
|
|
// Create additional lines point place holders
|
|
secondaryLines[index] = [];
|
|
while (pointsLength--) {
|
|
point = mainLinePoints[pointsLength];
|
|
secondaryLines[index].push({
|
|
x: point.x,
|
|
plotX: point.plotX,
|
|
plotY: point[plotLine],
|
|
isNull: !defined(point[plotLine])
|
|
});
|
|
}
|
|
pointsLength = mainLinePoints.length;
|
|
});
|
|
// Modify options and generate area fill:
|
|
if (indicator.userOptions.fillColor && areaLinesNames.length) {
|
|
const index = secondaryLinesNames.indexOf(getLineName(areaLinesNames[0])), secondLinePoints = secondaryLines[index], firstLinePoints = areaLinesNames.length === 1 ?
|
|
mainLinePoints :
|
|
secondaryLines[secondaryLinesNames.indexOf(getLineName(areaLinesNames[1]))], originalColor = indicator.color;
|
|
indicator.points = firstLinePoints;
|
|
indicator.nextPoints = secondLinePoints;
|
|
indicator.color = indicator.userOptions.fillColor;
|
|
indicator.options = merge(mainLinePoints, gappedExtend);
|
|
indicator.graph = indicator.area;
|
|
indicator.fillGraph = true;
|
|
smaProto.drawGraph.call(indicator);
|
|
indicator.area = indicator.graph;
|
|
// Clean temporary properties:
|
|
delete indicator.nextPoints;
|
|
delete indicator.fillGraph;
|
|
indicator.color = originalColor;
|
|
}
|
|
// Modify options and generate additional lines:
|
|
linesApiNames.forEach((lineName, i) => {
|
|
if (secondaryLines[i]) {
|
|
indicator.points = secondaryLines[i];
|
|
if (mainLineOptions[lineName]) {
|
|
indicator.options = merge(mainLineOptions[lineName].styles, gappedExtend);
|
|
}
|
|
else {
|
|
error('Error: "There is no ' + lineName +
|
|
' in DOCS options declared. Check if linesApiNames' +
|
|
' are consistent with your DOCS line names."');
|
|
}
|
|
indicator.graph = indicator['graph' + lineName];
|
|
smaProto.drawGraph.call(indicator);
|
|
// Now save lines:
|
|
indicator['graph' + lineName] = indicator.graph;
|
|
}
|
|
else {
|
|
error('Error: "' + lineName + ' doesn\'t have equivalent ' +
|
|
'in pointArrayMap. To many elements in linesApiNames ' +
|
|
'relative to pointArrayMap."');
|
|
}
|
|
});
|
|
// Restore options and draw a main line:
|
|
indicator.points = mainLinePoints;
|
|
indicator.options = mainLineOptions;
|
|
indicator.graph = mainLinePath;
|
|
smaProto.drawGraph.call(indicator);
|
|
}
|
|
/**
|
|
* Create the path based on points provided as argument.
|
|
* If indicator.nextPoints option is defined, create the areaFill.
|
|
*
|
|
* @private
|
|
* @param points Points on which the path should be created
|
|
*/
|
|
function indicatorGetGraphPath(points) {
|
|
let areaPath, path = [], higherAreaPath = [];
|
|
points = points || this.points;
|
|
// Render Span
|
|
if (this.fillGraph && this.nextPoints) {
|
|
areaPath = smaProto.getGraphPath.call(this, this.nextPoints);
|
|
if (areaPath && areaPath.length) {
|
|
areaPath[0][0] = 'L';
|
|
path = smaProto.getGraphPath.call(this, points);
|
|
higherAreaPath = areaPath.slice(0, path.length);
|
|
// Reverse points, so that the areaFill will start from the end:
|
|
for (let i = higherAreaPath.length - 1; i >= 0; i--) {
|
|
path.push(higherAreaPath[i]);
|
|
}
|
|
}
|
|
}
|
|
else {
|
|
path = smaProto.getGraphPath.apply(this, arguments);
|
|
}
|
|
return path;
|
|
}
|
|
/**
|
|
* @private
|
|
* @param {Highcharts.Point} point
|
|
* Indicator point
|
|
* @return {Array<number>}
|
|
* Returns point Y value for all lines
|
|
*/
|
|
function indicatorToYData(point) {
|
|
const pointColl = [];
|
|
(this.pointArrayMap || []).forEach((propertyName) => {
|
|
pointColl.push(point[propertyName]);
|
|
});
|
|
return pointColl;
|
|
}
|
|
/**
|
|
* Add lines plot pixel values.
|
|
*
|
|
* @private
|
|
*/
|
|
function indicatorTranslate() {
|
|
const pointArrayMap = this.pointArrayMap;
|
|
let LinesNames = [], value;
|
|
LinesNames = getTranslatedLinesNames(this);
|
|
smaProto.translate.apply(this, arguments);
|
|
this.points.forEach((point) => {
|
|
pointArrayMap.forEach((propertyName, i) => {
|
|
value = point[propertyName];
|
|
// If the modifier, like for example compare exists,
|
|
// modified the original value by that method, #15867.
|
|
if (this.dataModify) {
|
|
value = this.dataModify.modifyValue(value);
|
|
}
|
|
if (value !== null) {
|
|
point[LinesNames[i]] = this.yAxis.toPixels(value, true);
|
|
}
|
|
});
|
|
});
|
|
}
|
|
})(MultipleLinesComposition || (MultipleLinesComposition = {}));
|
|
/* *
|
|
*
|
|
* Default Export
|
|
*
|
|
* */
|
|
|
|
return MultipleLinesComposition;
|
|
});
|
|
_registerModule(_modules, 'Stock/Indicators/Stochastic/StochasticIndicator.js', [_modules['Stock/Indicators/ArrayUtilities.js'], _modules['Stock/Indicators/MultipleLinesComposition.js'], _modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (AU, MultipleLinesComposition, SeriesRegistry, U) {
|
|
/* *
|
|
*
|
|
* License: www.highcharts.com/license
|
|
*
|
|
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
|
|
*
|
|
* */
|
|
const { sma: SMAIndicator } = SeriesRegistry.seriesTypes;
|
|
const { extend, isArray, merge } = U;
|
|
/* *
|
|
*
|
|
* Class
|
|
*
|
|
* */
|
|
/**
|
|
* The Stochastic series type.
|
|
*
|
|
* @private
|
|
* @class
|
|
* @name Highcharts.seriesTypes.stochastic
|
|
*
|
|
* @augments Highcharts.Series
|
|
*/
|
|
class StochasticIndicator extends SMAIndicator {
|
|
/* *
|
|
*
|
|
* Functions
|
|
*
|
|
* */
|
|
init() {
|
|
super.init.apply(this, arguments);
|
|
// Set default color for lines:
|
|
this.options = merge({
|
|
smoothedLine: {
|
|
styles: {
|
|
lineColor: this.color
|
|
}
|
|
}
|
|
}, this.options);
|
|
}
|
|
getValues(series, params) {
|
|
const periodK = params.periods[0], periodD = params.periods[1], xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0,
|
|
// 0- date, 1-%K, 2-%D
|
|
SO = [], xData = [], yData = [], close = 3, low = 2, high = 1;
|
|
let slicedY, CL, HL, LL, K, D = null, points, extremes, i;
|
|
// Stochastic requires close value
|
|
if (yValLen < periodK ||
|
|
!isArray(yVal[0]) ||
|
|
yVal[0].length !== 4) {
|
|
return;
|
|
}
|
|
// If the value of initial points is constant, wait until it changes
|
|
// to calculate correct Stochastic values
|
|
let constantValues = true, j = 0;
|
|
// For a N-period, we start from N-1 point, to calculate Nth point
|
|
// That is why we later need to comprehend slice() elements list
|
|
// with (+1)
|
|
for (i = periodK - 1; i < yValLen; i++) {
|
|
slicedY = yVal.slice(i - periodK + 1, i + 1);
|
|
// Calculate %K
|
|
extremes = AU.getArrayExtremes(slicedY, low, high);
|
|
LL = extremes[0]; // Lowest low in %K periods
|
|
CL = yVal[i][close] - LL;
|
|
HL = extremes[1] - LL;
|
|
K = CL / HL * 100;
|
|
if (isNaN(K) && constantValues) {
|
|
j++;
|
|
continue;
|
|
}
|
|
else if (constantValues && !isNaN(K)) {
|
|
constantValues = false;
|
|
}
|
|
const length = xData.push(xVal[i]);
|
|
// If N-period previous values are constant which results in NaN %K,
|
|
// we need to use previous %K value if it is a number,
|
|
// otherwise we should use null
|
|
if (isNaN(K)) {
|
|
yData.push([
|
|
yData[length - 2] &&
|
|
typeof yData[length - 2][0] === 'number' ?
|
|
yData[length - 2][0] : null,
|
|
null
|
|
]);
|
|
}
|
|
else {
|
|
yData.push([K, null]);
|
|
}
|
|
// Calculate smoothed %D, which is SMA of %K
|
|
if (i >= j + (periodK - 1) + (periodD - 1)) {
|
|
points = super.getValues({
|
|
xData: xData.slice(-periodD),
|
|
yData: yData.slice(-periodD)
|
|
}, {
|
|
period: periodD
|
|
});
|
|
D = points.yData[0];
|
|
}
|
|
SO.push([xVal[i], K, D]);
|
|
yData[length - 1][1] = D;
|
|
}
|
|
return {
|
|
values: SO,
|
|
xData: xData,
|
|
yData: yData
|
|
};
|
|
}
|
|
}
|
|
/* *
|
|
*
|
|
* Static Properties
|
|
*
|
|
* */
|
|
/**
|
|
* Stochastic oscillator. This series requires the `linkedTo` option to be
|
|
* set and should be loaded after the `stock/indicators/indicators.js` file.
|
|
*
|
|
* @sample stock/indicators/stochastic
|
|
* Stochastic oscillator
|
|
*
|
|
* @extends plotOptions.sma
|
|
* @since 6.0.0
|
|
* @product highstock
|
|
* @excluding allAreas, colorAxis, joinBy, keys, navigatorOptions,
|
|
* pointInterval, pointIntervalUnit, pointPlacement,
|
|
* pointRange, pointStart, showInNavigator, stacking
|
|
* @requires stock/indicators/indicators
|
|
* @requires stock/indicators/stochastic
|
|
* @optionparent plotOptions.stochastic
|
|
*/
|
|
StochasticIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
|
|
/**
|
|
* @excluding index, period
|
|
*/
|
|
params: {
|
|
// Index and period are unchangeable, do not inherit (#15362)
|
|
index: void 0,
|
|
period: void 0,
|
|
/**
|
|
* Periods for Stochastic oscillator: [%K, %D].
|
|
*
|
|
* @type {Array<number,number>}
|
|
* @default [14, 3]
|
|
*/
|
|
periods: [14, 3]
|
|
},
|
|
marker: {
|
|
enabled: false
|
|
},
|
|
tooltip: {
|
|
pointFormat: '<span style="color:{point.color}">\u25CF</span><b> {series.name}</b><br/>%K: {point.y}<br/>%D: {point.smoothed}<br/>'
|
|
},
|
|
/**
|
|
* Smoothed line options.
|
|
*/
|
|
smoothedLine: {
|
|
/**
|
|
* Styles for a smoothed line.
|
|
*/
|
|
styles: {
|
|
/**
|
|
* Pixel width of the line.
|
|
*/
|
|
lineWidth: 1,
|
|
/**
|
|
* Color of the line. If not set, it's inherited from
|
|
* [plotOptions.stochastic.color
|
|
* ](#plotOptions.stochastic.color).
|
|
*
|
|
* @type {Highcharts.ColorString}
|
|
*/
|
|
lineColor: void 0
|
|
}
|
|
},
|
|
dataGrouping: {
|
|
approximation: 'averages'
|
|
}
|
|
});
|
|
extend(StochasticIndicator.prototype, {
|
|
areaLinesNames: [],
|
|
nameComponents: ['periods'],
|
|
nameBase: 'Stochastic',
|
|
pointArrayMap: ['y', 'smoothed'],
|
|
parallelArrays: ['x', 'y', 'smoothed'],
|
|
pointValKey: 'y',
|
|
linesApiNames: ['smoothedLine']
|
|
});
|
|
MultipleLinesComposition.compose(StochasticIndicator);
|
|
SeriesRegistry.registerSeriesType('stochastic', StochasticIndicator);
|
|
/* *
|
|
*
|
|
* Default Export
|
|
*
|
|
* */
|
|
/* *
|
|
*
|
|
* API Options
|
|
*
|
|
* */
|
|
/**
|
|
* A Stochastic indicator. If the [type](#series.stochastic.type) option is not
|
|
* specified, it is inherited from [chart.type](#chart.type).
|
|
*
|
|
* @extends series,plotOptions.stochastic
|
|
* @since 6.0.0
|
|
* @product highstock
|
|
* @excluding allAreas, colorAxis, dataParser, dataURL, joinBy, keys,
|
|
* navigatorOptions, pointInterval, pointIntervalUnit,
|
|
* pointPlacement, pointRange, pointStart, showInNavigator, stacking
|
|
* @requires stock/indicators/indicators
|
|
* @requires stock/indicators/stochastic
|
|
* @apioption series.stochastic
|
|
*/
|
|
''; // To include the above in the js output
|
|
|
|
return StochasticIndicator;
|
|
});
|
|
_registerModule(_modules, 'masters/indicators/stochastic.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
|
|
|
|
|
|
return Highcharts;
|
|
});
|
|
})); |