@dickyindra/klinecharts/lib/technicalindicator/momentum/currentRatio.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.
 */

/**
 * MID:=REF(HIGH+LOW,1)/2;
 * CR:SUM(MAX(0,HIGH-MID),N)/SUM(MAX(0,MID-LOW),N)*100;
 * MA1:REF(MA(CR,M1),M1/2.5+1);
 * MA2:REF(MA(CR,M2),M2/2.5+1);
 * MA3:REF(MA(CR,M3),M3/2.5+1);
 * MA4:REF(MA(CR,M4),M4/2.5+1);
 * MID赋值:(昨日最高价+昨日最低价)/2
 * 输出带状能量线:0和最高价-MID的较大值的N日累和/0和MID-最低价的较大值的N日累和*100
 * 输出MA1:M1(5)/2.5+1日前的CR的M1(5)日简单移动平均
 * 输出MA2:M2(10)/2.5+1日前的CR的M2(10)日简单移动平均
 * 输出MA3:M3(20)/2.5+1日前的CR的M3(20)日简单移动平均
 * 输出MA4:M4/2.5+1日前的CR的M4日简单移动平均
 *
 */
var _default = {
  name: 'CR',
  shortName: 'CR',
  calcParams: [26, 10, 20, 40, 60],
  plots: [{
    key: 'cr',
    title: 'CR: ',
    type: 'line'
  }, {
    key: 'ma1',
    title: 'MA1: ',
    type: 'line'
  }, {
    key: 'ma2',
    title: 'MA2: ',
    type: 'line'
  }, {
    key: 'ma3',
    title: 'MA3: ',
    type: 'line'
  }, {
    key: 'ma4',
    title: 'MA4: ',
    type: 'line'
  }],
  calcTechnicalIndicator: function calcTechnicalIndicator(dataList, _ref) {
    var params = _ref.params;
    var ma1ForwardPeriod = Math.ceil(params[1] / 2.5 + 1);
    var ma2ForwardPeriod = Math.ceil(params[2] / 2.5 + 1);
    var ma3ForwardPeriod = Math.ceil(params[3] / 2.5 + 1);
    var ma4ForwardPeriod = Math.ceil(params[4] / 2.5 + 1);
    var ma1Sum = 0;
    var ma1List = [];
    var ma2Sum = 0;
    var ma2List = [];
    var ma3Sum = 0;
    var ma3List = [];
    var ma4Sum = 0;
    var ma4List = [];
    var result = [];
    dataList.forEach(function (kLineData, i) {
      var cr = {};
      var preData = dataList[i - 1] || kLineData;
      var preMid = (preData.high + preData.close + preData.low + preData.open) / 4;
      var highSubPreMid = Math.max(0, kLineData.high - preMid);
      var preMidSubLow = Math.max(0, preMid - kLineData.low);

      if (i >= params[0] - 1) {
        if (preMidSubLow !== 0) {
          cr.cr = highSubPreMid / preMidSubLow * 100;
        } else {
          cr.cr = 0;
        }

        ma1Sum += cr.cr;
        ma2Sum += cr.cr;
        ma3Sum += cr.cr;
        ma4Sum += cr.cr;

        if (i >= params[0] + params[1] - 2) {
          ma1List.push(ma1Sum / params[1]);

          if (i >= params[0] + params[1] + ma1ForwardPeriod - 3) {
            cr.ma1 = ma1List[ma1List.length - 1 - ma1ForwardPeriod];
          }

          ma1Sum -= result[i - (params[1] - 1)].cr;
        }

        if (i >= params[0] + params[2] - 2) {
          ma2List.push(ma2Sum / params[2]);

          if (i >= params[0] + params[2] + ma2ForwardPeriod - 3) {
            cr.ma2 = ma2List[ma2List.length - 1 - ma2ForwardPeriod];
          }

          ma2Sum -= result[i - (params[2] - 1)].cr;
        }

        if (i >= params[0] + params[3] - 2) {
          ma3List.push(ma3Sum / params[3]);

          if (i >= params[0] + params[3] + ma3ForwardPeriod - 3) {
            cr.ma3 = ma3List[ma3List.length - 1 - ma3ForwardPeriod];
          }

          ma3Sum -= result[i - (params[3] - 1)].cr;
        }

        if (i >= params[0] + params[4] - 2) {
          ma4List.push(ma4Sum / params[4]);

          if (i >= params[0] + params[4] + ma4ForwardPeriod - 3) {
            cr.ma4 = ma4List[ma4List.length - 1 - ma4ForwardPeriod];
          }

          ma4Sum -= result[i - (params[4] - 1)].cr;
        }
      }

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