@dickyindra/klinecharts/lib/technicalindicator/directionalmovement/directionalMovementIndex.js

Lightweight k-line chart built with html5 canvas

"use strict";

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.default = void 0;

/**
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at

 * http://www.apache.org/licenses/LICENSE-2.0

 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

/**
 * DMI
 *
 * MTR:=EXPMEMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N)
 * HD :=HIGH-REF(HIGH,1);
 * LD :=REF(LOW,1)-LOW;
 * DMP:=EXPMEMA(IF(HD>0&&HD>LD,HD,0),N);
 * DMM:=EXPMEMA(IF(LD>0&&LD>HD,LD,0),N);
 *
 * PDI: DMP*100/MTR;
 * MDI: DMM*100/MTR;
 * ADX: EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,MM);
 * ADXR:EXPMEMA(ADX,MM);
 * 公式含义：
 * MTR赋值:最高价-最低价和最高价-昨收的绝对值的较大值和昨收-最低价的绝对值的较大值的N日指数平滑移动平均
 * HD赋值:最高价-昨日最高价
 * LD赋值:昨日最低价-最低价
 * DMP赋值:如果HD>0并且HD>LD,返回HD,否则返回0的N日指数平滑移动平均
 * DMM赋值:如果LD>0并且LD>HD,返回LD,否则返回0的N日指数平滑移动平均
 * 输出PDI:DMP*100/MTR
 * 输出MDI:DMM*100/MTR
 * 输出ADX:MDI-PDI的绝对值/(MDI+PDI)*100的MM日指数平滑移动平均
 * 输出ADXR:ADX的MM日指数平滑移动平均
 *
 */
var _default = {
  name: 'DMI',
  shortName: 'DMI',
  calcParams: [14, 6],
  plots: [{
    key: 'pdi',
    title: 'PDI: ',
    type: 'line'
  }, {
    key: 'mdi',
    title: 'MDI: ',
    type: 'line'
  }, {
    key: 'adx',
    title: 'ADX: ',
    type: 'line'
  }, {
    key: 'adxr',
    title: 'ADXR: ',
    type: 'line'
  }],
  calcTechnicalIndicator: function calcTechnicalIndicator(dataList, _ref) {
    var params = _ref.params;
    var trSum = 0;
    var hSum = 0;
    var lSum = 0;
    var mtr = 0;
    var dmp = 0;
    var dmm = 0;
    var dxSum = 0;
    var adx = 0;
    var result = [];
    dataList.forEach(function (kLineData, i) {
      var dmi = {};
      var preKLineData = dataList[i - 1] || kLineData;
      var preClose = preKLineData.close;
      var high = kLineData.high;
      var low = kLineData.low;
      var hl = high - low;
      var hcy = Math.abs(high - preClose);
      var lcy = Math.abs(preClose - low);
      var hhy = high - preKLineData.high;
      var lyl = preKLineData.low - low;
      var tr = Math.max(Math.max(hl, hcy), lcy);
      var h = hhy > 0 && hhy > lyl ? hhy : 0;
      var l = lyl > 0 && lyl > hhy ? lyl : 0;
      trSum += tr;
      hSum += h;
      lSum += l;

      if (i >= params[0] - 1) {
        if (i > params[0] - 1) {
          mtr = mtr - mtr / params[0] + tr;
          dmp = dmp - dmp / params[0] + h;
          dmm = dmm - dmm / params[0] + l;
        } else {
          mtr = trSum;
          dmp = hSum;
          dmm = lSum;
        }

        var pdi = 0;
        var mdi = 0;

        if (mtr !== 0) {
          pdi = dmp * 100 / mtr;
          mdi = dmm * 100 / mtr;
        }

        dmi.pdi = pdi;
        dmi.mdi = mdi;
        var dx = 0;

        if (mdi + pdi !== 0) {
          dx = Math.abs(mdi - pdi) / (mdi + pdi) * 100;
        }

        dxSum += dx;

        if (i >= params[0] * 2 - 2) {
          if (i > params[0] * 2 - 2) {
            adx = (adx * (params[0] - 1) + dx) / params[0];
          } else {
            adx = dxSum / params[0];
          }

          dmi.adx = adx;

          if (i >= params[0] * 2 + params[1] - 3) {
            dmi.adxr = (result[i - (params[1] - 1)].adx + adx) / 2;
          }
        }
      }

      result.push(dmi);
    });
    return result;
  }
};
exports.default = _default;