@dickyindra/klinecharts
Version:
Lightweight k-line chart built with html5 canvas
67 lines (60 loc) • 1.88 kB
JavaScript
;
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.
*/
/**
* CCI
* CCI（N日）=（TP－MA）÷MD÷0.015
* 其中，TP=（最高价+最低价+收盘价）÷3
* MA=近N日TP价的累计之和÷N
* MD=近N日TP - 当前MA绝对值的累计之和÷N
*
*/
var _default = {
name: 'CCI',
shortName: 'CCI',
calcParams: [20],
plots: [{
key: 'cci',
title: 'CCI: ',
type: 'line'
}],
calcTechnicalIndicator: function calcTechnicalIndicator(dataList, _ref) {
var params = _ref.params;
var p = params[0] - 1;
var tpSum = 0;
var tpList = [];
return dataList.map(function (kLineData, i) {
var cci = {};
var tp = (kLineData.high + kLineData.low + kLineData.close) / 3;
tpSum += tp;
tpList.push(tp);
if (i >= p) {
var maTp = tpSum / params[0];
var sliceTpList = tpList.slice(i - p, i + 1);
var sum = 0;
sliceTpList.forEach(function (tp) {
sum += Math.abs(tp - maTp);
});
var md = sum / params[0];
cci.cci = md !== 0 ? (tp - maTp) / md / 0.015 : 0;
var agoTp = (dataList[i - p].high + dataList[i - p].low + dataList[i - p].close) / 3;
tpSum -= agoTp;
}
return cci;
});
}
};
exports.default = _default;