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

/**
 * 变动率指标
 * 公式：ROC = (CLOSE - REF(CLOSE, N)) / REF(CLOSE, N)
 */
var _default = {
  name: 'ROC',
  shortName: 'ROC',
  calcParams: [12, 6],
  shouldCheckParamCount: true,
  plots: [{
    key: 'roc',
    title: 'ROC: ',
    type: 'line'
  }, {
    key: 'maRoc',
    title: 'MAROC: ',
    type: 'line'
  }],
  calcTechnicalIndicator: function calcTechnicalIndicator(kLineDataList, _ref) {
    var params = _ref.params;
    var result = [];
    var rocSum = 0;
    kLineDataList.forEach(function (kLineData, i) {
      var roc = {};

      if (i >= params[0] - 1) {
        var close = kLineData.close;
        var agoClose = (kLineDataList[i - params[0]] || kLineDataList[i - (params[0] - 1)]).close;

        if (agoClose !== 0) {
          roc.roc = (close - agoClose) / agoClose * 100;
        } else {
          roc.roc = 0;
        }

        rocSum += roc.roc;

        if (i >= params[0] - 1 + params[1] - 1) {
          roc.maRoc = rocSum / params[1];
          rocSum -= result[i - (params[1] - 1)].roc;
        }
      }

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