221 lines
7.8 KiB
JavaScript
221 lines
7.8 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 Paweł Dalek
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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/vwap', ['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/VWAP/VWAPIndicator.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 Paweł Dalek
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*
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* Volume Weighted Average Price (VWAP) indicator for Highcharts Stock
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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 { error, isArray, 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 Volume Weighted Average Price (VWAP) series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.vwap
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*
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* @augments Highcharts.Series
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*/
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class VWAPIndicator extends SMAIndicator {
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/* *
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*
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* Functions
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*
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* */
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getValues(series, params) {
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const indicator = this, chart = series.chart, xValues = series.xData, yValues = series.yData, period = params.period;
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let isOHLC = true, volumeSeries;
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// Checks if volume series exists
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if (!(volumeSeries = (chart.get(params.volumeSeriesID)))) {
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error('Series ' +
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params.volumeSeriesID +
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' not found! Check `volumeSeriesID`.', true, chart);
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return;
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}
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// Checks if series data fits the OHLC format
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if (!(isArray(yValues[0]))) {
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isOHLC = false;
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}
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return indicator.calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period);
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}
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/**
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* Main algorithm used to calculate Volume Weighted Average Price (VWAP)
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* values
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*
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* @private
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*
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* @param {boolean} isOHLC
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* Says if data has OHLC format
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*
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* @param {Array<number>} xValues
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* Array of timestamps
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*
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* @param {Array<number|Array<number,number,number,number>>} yValues
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* Array of yValues, can be an array of a four arrays (OHLC) or array of
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* values (line)
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*
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* @param {Array<*>} volumeSeries
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* Volume series
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*
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* @param {number} period
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* Number of points to be calculated
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*
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* @return {Object}
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* Object contains computed VWAP
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**/
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calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period) {
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const volumeValues = volumeSeries.yData, volumeLength = volumeSeries.xData.length, pointsLength = xValues.length, cumulativePrice = [], cumulativeVolume = [], xData = [], yData = [], VWAP = [];
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let commonLength, typicalPrice, cPrice, cVolume, i, j;
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if (pointsLength <= volumeLength) {
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commonLength = pointsLength;
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}
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else {
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commonLength = volumeLength;
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}
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for (i = 0, j = 0; i < commonLength; i++) {
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// Depending on whether series is OHLC or line type, price is
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// average of the high, low and close or a simple value
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typicalPrice = isOHLC ?
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((yValues[i][1] + yValues[i][2] +
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yValues[i][3]) / 3) :
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yValues[i];
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typicalPrice *= volumeValues[i];
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cPrice = j ?
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(cumulativePrice[i - 1] + typicalPrice) :
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typicalPrice;
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cVolume = j ?
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(cumulativeVolume[i - 1] + volumeValues[i]) :
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volumeValues[i];
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cumulativePrice.push(cPrice);
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cumulativeVolume.push(cVolume);
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VWAP.push([xValues[i], (cPrice / cVolume)]);
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xData.push(VWAP[i][0]);
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yData.push(VWAP[i][1]);
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j++;
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if (j === period) {
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j = 0;
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}
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}
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return {
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values: VWAP,
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xData: xData,
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yData: yData
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};
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}
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}
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/* *
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*
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* Static Properties
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*
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* */
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/**
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* Volume Weighted Average Price indicator.
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*
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* This series requires `linkedTo` option to be set.
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*
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* @sample stock/indicators/vwap
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* Volume Weighted Average Price 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/vwap
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* @optionparent plotOptions.vwap
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*/
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VWAPIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
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/**
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* @excluding index
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*/
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params: {
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index: void 0,
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period: 30,
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/**
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* The id of volume series which is mandatory. For example using
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* OHLC data, volumeSeriesID='volume' means the indicator will be
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* calculated using OHLC and volume values.
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*/
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volumeSeriesID: 'volume'
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}
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});
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SeriesRegistry.registerSeriesType('vwap', VWAPIndicator);
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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 `Volume Weighted Average Price (VWAP)` series. If the
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* [type](#series.vwap.type) option is not specified, it is inherited from
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* [chart.type](#chart.type).
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*
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* @extends series,plotOptions.vwap
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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/vwap
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* @apioption series.vwap
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*/
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''; // To include the above in the js output
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return VWAPIndicator;
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});
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_registerModule(_modules, 'masters/indicators/vwap.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
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return Highcharts;
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});
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})); |