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

/**
 * VR
 * VR=（UVS+1/2PVS）/（DVS+1/2PVS）
 * 24天以来凡是股价上涨那一天的成交量都称为AV，将24天内的AV总和相加后称为UVS
 * 24天以来凡是股价下跌那一天的成交量都称为BV，将24天内的BV总和相加后称为DVS
 * 24天以来凡是股价不涨不跌，则那一天的成交量都称为CV，将24天内的CV总和相加后称为PVS
 *
 */
var _default = {
  name: 'VR',
  shortName: 'VR',
  calcParams: [26, 6],
  plots: [{
    key: 'vr',
    title: 'VR: ',
    type: 'line'
  }, {
    key: 'maVr',
    title: 'MAVR: ',
    type: 'line'
  }],
  calcTechnicalIndicator: function calcTechnicalIndicator(dataList, _ref) {
    var params = _ref.params;
    var uvs = 0;
    var dvs = 0;
    var pvs = 0;
    var vrSum = 0;
    var result = [];
    dataList.forEach(function (kLineData, i) {
      var vr = {};
      var close = kLineData.close;
      var preClose = (dataList[i - 1] || kLineData).close;
      var volume = kLineData.volume;

      if (close > preClose) {
        uvs += volume;
      } else if (close < preClose) {
        dvs += volume;
      } else {
        pvs += volume;
      }

      if (i >= params[0] - 1) {
        var halfPvs = pvs / 2;

        if (dvs + halfPvs === 0) {
          vr.vr = 0;
        } else {
          vr.vr = (uvs + halfPvs) / (dvs + halfPvs) * 100;
        }

        vrSum += vr.vr;

        if (i >= params[0] + params[1] - 2) {
          vr.maVr = vrSum / params[1];
          vrSum -= result[i - (params[1] - 1)].vr;
        }

        var agoData = dataList[i - (params[0] - 1)];
        var agoPreData = dataList[i - params[0]] || agoData;
        var agoClose = agoData.close;
        var agoVolume = agoData.volume;

        if (agoClose > agoPreData.close) {
          uvs -= agoVolume;
        } else if (agoClose < agoPreData.close) {
          dvs -= agoVolume;
        } else {
          pvs -= agoVolume;
        }
      }

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