569 lines
24 KiB
JavaScript
569 lines
24 KiB
JavaScript
/**
|
|
* @license Highcharts Stock JS v11.4.1 (2024-04-04)
|
|
*
|
|
* Indicator series type for Highcharts Stock
|
|
*
|
|
* (c) 2010-2024 Karol Kolodziej
|
|
*
|
|
* 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/klinger', ['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/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/Klinger/KlingerIndicator.js', [_modules['Stock/Indicators/MultipleLinesComposition.js'], _modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (MultipleLinesComposition, SeriesRegistry, U) {
|
|
/* *
|
|
*
|
|
* License: www.highcharts.com/license
|
|
*
|
|
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
|
|
*
|
|
* */
|
|
const { ema: EMAIndicator, sma: SMAIndicator } = SeriesRegistry.seriesTypes;
|
|
const { correctFloat, error, extend, isArray, merge } = U;
|
|
/* *
|
|
*
|
|
* Class
|
|
*
|
|
* */
|
|
/**
|
|
* The Klinger oscillator series type.
|
|
*
|
|
* @private
|
|
* @class
|
|
* @name Highcharts.seriesTypes.klinger
|
|
*
|
|
* @augments Highcharts.Series
|
|
*/
|
|
class KlingerIndicator extends SMAIndicator {
|
|
/* *
|
|
*
|
|
* Functions
|
|
*
|
|
* */
|
|
calculateTrend(yVal, i) {
|
|
const isUpward = yVal[i][1] + yVal[i][2] + yVal[i][3] >
|
|
yVal[i - 1][1] + yVal[i - 1][2] + yVal[i - 1][3];
|
|
return isUpward ? 1 : -1;
|
|
}
|
|
// Checks if the series and volumeSeries are accessible, number of
|
|
// points.x is longer than period, is series has OHLC data
|
|
isValidData(firstYVal) {
|
|
const chart = this.chart, options = this.options, series = this.linkedParent, isSeriesOHLC = isArray(firstYVal) &&
|
|
firstYVal.length === 4, volumeSeries = this.volumeSeries ||
|
|
(this.volumeSeries =
|
|
chart.get(options.params.volumeSeriesID));
|
|
if (!volumeSeries) {
|
|
error('Series ' +
|
|
options.params.volumeSeriesID +
|
|
' not found! Check `volumeSeriesID`.', true, series.chart);
|
|
}
|
|
const isLengthValid = [series, volumeSeries].every(function (series) {
|
|
return series && series.xData && series.xData.length >=
|
|
options.params.slowAvgPeriod;
|
|
});
|
|
return !!(isLengthValid && isSeriesOHLC);
|
|
}
|
|
getCM(previousCM, DM, trend, previousTrend, prevoiusDM) {
|
|
return correctFloat(DM + (trend === previousTrend ? previousCM : prevoiusDM));
|
|
}
|
|
getDM(high, low) {
|
|
return correctFloat(high - low);
|
|
}
|
|
getVolumeForce(yVal) {
|
|
const volumeForce = [];
|
|
let CM = 0, // Cumulative measurement
|
|
DM, // Daily measurement
|
|
force, i = 1, // Start from second point
|
|
previousCM = 0, previousDM = yVal[0][1] - yVal[0][2], // Initial DM
|
|
previousTrend = 0, trend;
|
|
for (i; i < yVal.length; i++) {
|
|
trend = this.calculateTrend(yVal, i);
|
|
DM = this.getDM(yVal[i][1], yVal[i][2]);
|
|
// For the first iteration when the previousTrend doesn't exist,
|
|
// previousCM doesn't exist either, but it doesn't matter becouse
|
|
// it's filltered out in the getCM method in else statement,
|
|
// (in this iteration, previousCM can be raplaced with the DM).
|
|
CM = this.getCM(previousCM, DM, trend, previousTrend, previousDM);
|
|
force = this.volumeSeries.yData[i] *
|
|
trend * Math.abs(2 * ((DM / CM) - 1)) * 100;
|
|
volumeForce.push([force]);
|
|
// Before next iteration, assign the current as the previous.
|
|
previousTrend = trend;
|
|
previousCM = CM;
|
|
previousDM = DM;
|
|
}
|
|
return volumeForce;
|
|
}
|
|
getEMA(yVal, prevEMA, SMA, EMApercent, index, i, xVal) {
|
|
return EMAIndicator.prototype.calculateEma(xVal || [], yVal, typeof i === 'undefined' ? 1 : i, EMApercent, prevEMA, typeof index === 'undefined' ? -1 : index, SMA);
|
|
}
|
|
getSMA(period, index, values) {
|
|
return EMAIndicator.prototype
|
|
.accumulatePeriodPoints(period, index, values) / period;
|
|
}
|
|
getValues(series, params) {
|
|
const Klinger = [], xVal = series.xData, yVal = series.yData, xData = [], yData = [], calcSingal = [];
|
|
let KO, i = 0, fastEMA = 0, slowEMA, previousFastEMA = void 0, previousSlowEMA = void 0, signal = null;
|
|
// If the necessary conditions are not fulfilled, don't proceed.
|
|
if (!this.isValidData(yVal[0])) {
|
|
return;
|
|
}
|
|
// Calculate the Volume Force array.
|
|
const volumeForce = this.getVolumeForce(yVal);
|
|
// Calculate SMA for the first points.
|
|
const SMAFast = this.getSMA(params.fastAvgPeriod, 0, volumeForce), SMASlow = this.getSMA(params.slowAvgPeriod, 0, volumeForce);
|
|
// Calculate EMApercent for the first points.
|
|
const fastEMApercent = 2 / (params.fastAvgPeriod + 1), slowEMApercent = 2 / (params.slowAvgPeriod + 1);
|
|
// Calculate KO
|
|
for (i; i < yVal.length; i++) {
|
|
// Get EMA for fast period.
|
|
if (i >= params.fastAvgPeriod) {
|
|
fastEMA = this.getEMA(volumeForce, previousFastEMA, SMAFast, fastEMApercent, 0, i, xVal)[1];
|
|
previousFastEMA = fastEMA;
|
|
}
|
|
// Get EMA for slow period.
|
|
if (i >= params.slowAvgPeriod) {
|
|
slowEMA = this.getEMA(volumeForce, previousSlowEMA, SMASlow, slowEMApercent, 0, i, xVal)[1];
|
|
previousSlowEMA = slowEMA;
|
|
KO = correctFloat(fastEMA - slowEMA);
|
|
calcSingal.push(KO);
|
|
// Calculate signal SMA
|
|
if (calcSingal.length >= params.signalPeriod) {
|
|
signal = calcSingal.slice(-params.signalPeriod)
|
|
.reduce((prev, curr) => prev + curr) / params.signalPeriod;
|
|
}
|
|
Klinger.push([xVal[i], KO, signal]);
|
|
xData.push(xVal[i]);
|
|
yData.push([KO, signal]);
|
|
}
|
|
}
|
|
return {
|
|
values: Klinger,
|
|
xData: xData,
|
|
yData: yData
|
|
};
|
|
}
|
|
}
|
|
/* *
|
|
*
|
|
* Static Properties
|
|
*
|
|
* */
|
|
/**
|
|
* Klinger oscillator. This series requires the `linkedTo` option to be set
|
|
* and should be loaded after the `stock/indicators/indicators.js` file.
|
|
*
|
|
* @sample stock/indicators/klinger
|
|
* Klinger oscillator
|
|
*
|
|
* @extends plotOptions.sma
|
|
* @since 9.1.0
|
|
* @product highstock
|
|
* @requires stock/indicators/indicators
|
|
* @requires stock/indicators/klinger
|
|
* @optionparent plotOptions.klinger
|
|
*/
|
|
KlingerIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
|
|
/**
|
|
* Parameters used in calculation of Klinger Oscillator.
|
|
*
|
|
* @excluding index, period
|
|
*/
|
|
params: {
|
|
/**
|
|
* The fast period for indicator calculations.
|
|
*/
|
|
fastAvgPeriod: 34,
|
|
/**
|
|
* The slow period for indicator calculations.
|
|
*/
|
|
slowAvgPeriod: 55,
|
|
/**
|
|
* The base period for signal calculations.
|
|
*/
|
|
signalPeriod: 13,
|
|
/**
|
|
* The id of another series to use its data as volume data for the
|
|
* indiator calculation.
|
|
*/
|
|
volumeSeriesID: 'volume'
|
|
},
|
|
signalLine: {
|
|
/**
|
|
* Styles for a signal line.
|
|
*/
|
|
styles: {
|
|
/**
|
|
* Pixel width of the line.
|
|
*/
|
|
lineWidth: 1,
|
|
/**
|
|
* Color of the line. If not set, it's inherited from
|
|
* [plotOptions.klinger.color
|
|
* ](#plotOptions.klinger.color).
|
|
*
|
|
* @type {Highcharts.ColorString}
|
|
*/
|
|
lineColor: '#ff0000'
|
|
}
|
|
},
|
|
dataGrouping: {
|
|
approximation: 'averages'
|
|
},
|
|
tooltip: {
|
|
pointFormat: '<span style="color: {point.color}">\u25CF</span>' +
|
|
'<b> {series.name}</b><br/>' +
|
|
'<span style="color: {point.color}">Klinger</span>: ' +
|
|
'{point.y}<br/>' +
|
|
'<span style="color: ' +
|
|
'{point.series.options.signalLine.styles.lineColor}">' +
|
|
'Signal</span>' +
|
|
': {point.signal}<br/>'
|
|
}
|
|
});
|
|
extend(KlingerIndicator.prototype, {
|
|
areaLinesNames: [],
|
|
linesApiNames: ['signalLine'],
|
|
nameBase: 'Klinger',
|
|
nameComponents: ['fastAvgPeriod', 'slowAvgPeriod'],
|
|
pointArrayMap: ['y', 'signal'],
|
|
parallelArrays: ['x', 'y', 'signal'],
|
|
pointValKey: 'y'
|
|
});
|
|
MultipleLinesComposition.compose(KlingerIndicator);
|
|
SeriesRegistry.registerSeriesType('klinger', KlingerIndicator);
|
|
/* *
|
|
*
|
|
* Default Export
|
|
*
|
|
* */
|
|
/* *
|
|
*
|
|
* API Options
|
|
*
|
|
* */
|
|
/**
|
|
* A Klinger oscillator. If the [type](#series.klinger.type)
|
|
* option is not specified, it is inherited from [chart.type](#chart.type).
|
|
*
|
|
* @extends series,plotOptions.klinger
|
|
* @since 9.1.0
|
|
* @product highstock
|
|
* @requires stock/indicators/indicators
|
|
* @requires stock/indicators/klinger
|
|
* @apioption series.klinger
|
|
*/
|
|
''; // To include the above in the js output
|
|
|
|
return KlingerIndicator;
|
|
});
|
|
_registerModule(_modules, 'masters/indicators/klinger.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
|
|
|
|
|
|
return Highcharts;
|
|
});
|
|
})); |